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) |
498 |
Sector Weighting
| Basic Materials | 6.06% |
| Capital Goods | 4.78% |
| Conglomerates | 0.61% |
| Consumer Cyclical | 5.33% |
| Consumer/Non-Cyclical | 4.5% |
| Energy | 6.72% |
| Financial | 21.5% |
| Healthcare | 8.08% |
| Services | 20.85% |
| Technology | 15.99% |
| Transportation | 3.17% |
| Utilities | 2.28% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
412 Sold Out Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| MCGRAW HILL FINL INC | COM | -1,067 | Sold Out | 0 | |
| ABIOMED INC | COM | -1,297 | Sold Out | 0 | |
| ACADIA HEALTHCARE COMPANY INC | COM | -599 | Sold Out | 0 | |
| ACXIOM CORP | COM | -251 | Sold Out | 0 | |
| ADA ES INC | COM | -727 | Sold Out | 0 | |
| ADVANCED ENERGY INDS | COM | -403 | Sold Out | 0 | |
| AECOM TECHNOLOGY CORP DELAWARE | COM | -1,172 | Sold Out | 0 | |
| AEP INDS INC | COM | -284 | Sold Out | 0 | |
| AERCAP HOLDINGS NV | SHS | -772 | Sold Out | 0 | |
| AEROVIRONMENT INC | COM | -1,194 | Sold Out | 0 | |
| AFC ENTERPRISES INC | COM | -918 | Sold Out | 0 | |
| AFFYMAX INC | COM | -66 | Sold Out | 0 | |
| AGILENT TECHNOLOGIES INC | COM | -680 | Sold Out | 0 | |
| AK STL HLDG CORP | COM | -236 | Sold Out | 0 | |
| ALCOA INC | COM | -410 | Sold Out | 0 | |
| ALLEGHENY TECHNOLOGIES INC | COM | -501 | Sold Out | 0 | |
| ALLIANT ENERGY CORP | COM | -1,029 | Sold Out | 0 | |
| ALLIANT TECHSYSTEMS INC | COM | -1,320 | Sold Out | 0 | |
| ALLOT COMMUNICATIONS LTD | SHS | -1,014 | Sold Out | 0 | |
| ALLSCRIPTS HEALTHCARE SOLUTNS | COM | -1,598 | Sold Out | 0 |
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