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 | 569 |
| Decreased Positions | 634 |
| Positions with Activity | 1,203 |
| Sold Out Positions | 412 |
| Total Mkt Value (in $ millions) |
505 |
Sector Weighting
| Basic Materials | 6.04% |
| Capital Goods | 4.79% |
| Conglomerates | 0.6% |
| Consumer Cyclical | 5.35% |
| Consumer/Non-Cyclical | 4.46% |
| Energy | 6.73% |
| Financial | 21.48% |
| Healthcare | 8.06% |
| Services | 20.88% |
| Technology | 16.05% |
| Transportation | 3.17% |
| Utilities | 2.27% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
1,203 Activity 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 | 50,189 | 843 | 1.71 | 1,979,080 |
| STARZ | LIBRTY CAP COM A | 3,028 | 3,028 | New | 131,900 |
| WARNER CHILCOTT PLC IRELAND | SHS A | 2,894 | -76 | (2.57) | 140,400 |
| OLD REP INTL CORP | COM | 2,276 | 904 | 65.91 | 161,100 |
| FIFTH & PAC COS INC | COM | 2,236 | 2,236 | New | 99,700 |
| WESTERN REFNG INC | COM | 2,213 | -1,181 | (34.79) | 70,100 |
| AMERICAN EAGLE OUTFITTERS NEW | COM | 2,212 | -4 | (0.18) | 108,900 |
| OCWEN FINL CORP | COM NEW | 2,172 | -653 | (23.11) | 49,900 |
| CIRRUS LOGIC INC | COM | 2,169 | 2,169 | New | 96,100 |
| INVENSENSE INC | COM | 1,983 | 1,983 | New | 155,300 |
| TRW AUTOMOTIVE HLDGS CORP | COM | 1,937 | 656 | 51.23 | 30,700 |
| MONSTER BEVERAGE CORP | COM | 1,823 | -277 | (13.17) | 32,300 |
| LSI CORPORATION | COM | 1,766 | 448 | 33.95 | 245,000 |
| WHOLE FOODS MKT INC | COM | 1,734 | 1,734 | New | 16,500 |
| INTERPUBLIC GROUP COS INC | COM | 1,713 | 1,713 | New | 117,700 |
| HILLSHIRE BRANDS CO | COM | 1,694 | 1,049 | 162.57 | 47,000 |
| DELEK US HLDGS INC | COM | 1,679 | 481 | 40.12 | 46,100 |
| CYBERONICS INC | COM | 1,673 | 1,381 | 472.88 | 33,800 |
| UNDER ARMOUR INC | CL A | 1,659 | 1,659 | New | 25,800 |
| OMNIVISION TECHNOLOGIES INC | COM | 1,657 | 1,657 | New | 114,200 |
Latest News Headlines
Lenovo Fiscal-Year Profit Beats Expectations 1:15AM ET - Dow Jones Business News
Lenovo 2012-13 Net Profit Beats Expectations 1:11AM ET - Dow Jones Business News
Farmers Demand GrainCorp Sell Assets Ahead of ADM Takeover 12:41AM ET - Dow Jones Business News
Berkshire Seeks ResCap, Ally Financial Report 12:35AM ET - Dow Jones Business News
UPDATE: Ford to End Australia Car Manufacturing 10:54PM ET - Dow Jones Business News
View All