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.
1,205 Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| MINDRAY MEDICAL INTL LTD | SPON ADR | 797 | 797 | New | 19,300 |
| BRUNSWICK CORP | COM | 795 | -249 | (23.87) | 23,600 |
| WORLD FUEL SVCS CORP | COM | 791 | 443 | 127.06 | 19,300 |
| STMICROELECTRONICS N V | NY REGISTRY | 789 | 435 | 122.79 | 83,100 |
| KAPSTONE PAPER & PACKAGING CRP | COM | 785 | 49 | 6.72 | 28,600 |
| BIG LOTS INC | COM | 781 | 781 | New | 20,300 |
| HYATT HOTELS CORP | COM CL A | 773 | -376 | (32.74) | 18,900 |
| JABIL CIRCUIT INC | COM | 773 | -626 | (44.76) | 39,500 |
| DU PONT E I DE NEMOURS & CO | COM | 772 | 772 | New | 13,900 |
| MYRIAD GENETICS INC | COM | 771 | -268 | (25.78) | 23,900 |
| MONSANTO CO NEW | COM | 770 | 114 | 17.46 | 7,400 |
| NIPPON TELEG & TEL CORP | SPONSORED ADR | 769 | 769 | New | 29,400 |
| SPREADTRUM COMMUNICATIONS INC | ADR | 764 | 764 | New | 40,900 |
| SEMGROUP CORP | CL A | 763 | 763 | New | 13,700 |
| WAGEWORKS INC | COM | 763 | 763 | New | 25,400 |
| ALTISOURCE PORTFOLIO SOLNS SA | REG SHS | 760 | -529 | (41.01) | 8,200 |
| DUPONT FABROS TECHNOLOGY INC | COM | 758 | 758 | New | 29,000 |
| POTLATCH CORP NEW | COM | 754 | 280 | 58.95 | 15,100 |
| ACORDA THERAPEUTICS INC | COM | 754 | 125 | 19.90 | 23,500 |
| ENERGEN CORP | COM | 753 | -665 | (46.9) | 13,700 |
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