ELLINGTON MANAGEMENT GROUP LLC
53 FOREST AVENUE, OLD GREENWICH, Connecticut, 06870, (203) 698-1200
Report Date: 03/31/2013
Position Statistics:
| Total Positions | 1,205 |
| New Positions | 401 |
| Increased Positions | 568 |
| Decreased Positions | 635 |
| Positions with Activity | 1,203 |
| Sold Out Positions | 412 |
| Total Mkt Value (in $ millions) |
499 |
Sector Weighting
| Basic Materials | 6.04% |
| Capital Goods | 4.86% |
| Conglomerates | 0.67% |
| Consumer Cyclical | 5.53% |
| Consumer/Non-Cyclical | 4.6% |
| Energy | 6.48% |
| Financial | 21% |
| Healthcare | 8.26% |
| Services | 20.73% |
| Technology | 16.31% |
| Transportation | 3.23% |
| Utilities | 2.16% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
1,205 Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| ELLINGTON FINANCIAL LLC | COM | 46,964 | 789 | 1.71 | 1,979,080 |
| STARZ | COM SER A | 3,018 | 3,018 | New | 131,900 |
| WARNER CHILCOTT PLC IRELAND | SHS A | 2,774 | -73 | (2.57) | 140,400 |
| OMNIVISION TECHNOLOGIES INC | COM | 2,309 | 2,309 | New | 114,200 |
| INVENSENSE INC | COM | 2,284 | 2,284 | New | 155,300 |
| FIFTH & PAC COS INC | COM | 2,257 | 2,257 | New | 99,700 |
| OCWEN FINL CORP | COM NEW | 2,251 | -677 | (23.11) | 49,900 |
| WESTERN REFNG INC | COM | 2,149 | -1,146 | (34.79) | 70,100 |
| OLD REP INTL CORP | COM | 2,125 | 844 | 65.91 | 161,100 |
| AMERICAN EAGLE OUTFITTERS NEW | COM | 2,087 | -4 | (0.18) | 108,900 |
| COOPER TIRE & RUBR CO | COM | 2,065 | 487 | 30.82 | 62,400 |
| TRW AUTOMOTIVE HLDGS CORP | COM | 2,019 | 684 | 51.23 | 30,700 |
| MONSTER BEVERAGE CORP | COM | 1,926 | -292 | (13.17) | 32,300 |
| SPIRIT AIRLS INC | COM | 1,831 | 1,831 | New | 55,500 |
| LSI CORPORATION | COM | 1,813 | 460 | 33.95 | 245,000 |
| CYBERONICS INC | COM | 1,743 | 1,439 | 472.88 | 33,800 |
| INTERPUBLIC GROUP COS INC | COM | 1,741 | 1,741 | New | 117,700 |
| WHOLE FOODS MKT INC | COM | 1,740 | 1,740 | New | 33,000 |
| CIRRUS LOGIC INC | COM | 1,736 | 1,736 | New | 96,100 |
| TRACTOR SUPPLY CO | COM | 1,670 | 1,329 | 389.66 | 14,200 |
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