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) |
496 |
Sector Weighting
| Basic Materials | 6.05% |
| Capital Goods | 4.79% |
| Conglomerates | 0.62% |
| Consumer Cyclical | 5.33% |
| Consumer/Non-Cyclical | 4.41% |
| Energy | 6.68% |
| Financial | 21.55% |
| Healthcare | 8.18% |
| Services | 20.86% |
| Technology | 15.94% |
| Transportation | 3.18% |
| Utilities | 2.26% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
634 DECREASED Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| WARNER CHILCOTT PLC IRELAND | SHS A | 2,802 | -74 | (2.57) | 140,400 |
| WESTERN REFNG INC | COM | 2,206 | -1,177 | (34.79) | 70,100 |
| AMERICAN EAGLE OUTFITTERS NEW | COM | 2,179 | -4 | (0.18) | 108,900 |
| OCWEN FINL CORP | COM NEW | 2,053 | -617 | (23.11) | 49,900 |
| MONSTER BEVERAGE CORP | COM | 1,806 | -274 | (13.17) | 32,300 |
| IAC INTERACTIVECORP | COM PAR $.001 | 1,547 | -852 | (35.52) | 30,500 |
| MARATHON PETE CORP | COM | 1,461 | -8 | (0.56) | 17,800 |
| MACYS INC | COM | 1,412 | -581 | (29.14) | 28,700 |
| APOLLO GROUP INC | CL A | 1,377 | -281 | (16.96) | 65,600 |
| EAST WEST BANCORP INC | COM | 1,333 | -70 | (5.01) | 51,200 |
| HOLLYFRONTIER CORP | COM | 1,311 | -19 | (1.47) | 26,900 |
| POPULAR INC | COM NEW | 1,304 | -429 | (24.75) | 44,700 |
| ALIGN TECHNOLOGY INC | COM | 1,259 | -437 | (25.76) | 34,300 |
| POLARIS INDS INC | COM | 1,234 | -212 | (14.65) | 13,400 |
| TERNIUM SA | SPON ADR | 1,192 | -337 | (22.02) | 51,000 |
| JARDEN CORP | COM | 1,175 | -446 | (27.51) | 24,900 |
| AGCO CORP | COM | 1,124 | -5 | (0.47) | 21,000 |
| JONES LANG LASALLE INC | COM | 1,119 | -65 | (5.47) | 12,100 |
| WADDELL & REED FINL INC | CL A | 1,090 | -318 | (22.58) | 24,000 |
| F5 NETWORKS INC | COM | 1,052 | -220 | (17.31) | 12,900 |
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