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 |
|---|---|---|---|---|---|
| AQUA AMERICA INC | COM | 460 | 460 | New | 14,200 |
| APTARGROUP INC | COM | 459 | 459 | New | 8,100 |
| AEGON N V | NY REGISTRY SH | 457 | 457 | New | 71,200 |
| OLD DOMINION FGHT LINES INC | COM | 455 | 455 | New | 10,600 |
| POST PPTYS INC | COM | 454 | 454 | New | 8,900 |
| PACWEST BANCORP DEL | COM | 451 | 451 | New | 15,800 |
| JAZZ PHARMACEUTICALS PLC | SHS USD | 449 | 449 | New | 7,300 |
| DR PEPPER SNAPPLE GROUP INC | COM | 449 | 449 | New | 9,300 |
| BIOSCRIP INC | COM | 445 | 445 | New | 32,600 |
| ION GEOPHYSICAL CORP | COM | 445 | -4 | (0.85) | 70,400 |
| SYNCHRONOSS TECHNOLOGIES INC | COM | 443 | 443 | New | 14,200 |
| REGIONS FINL CORP NEW | COM | 441 | -139 | (23.95) | 48,900 |
| NV ENERGY INC | COM | 440 | 136 | 44.60 | 21,400 |
| HOME DEPOT INC | COM | 438 | 438 | New | 5,500 |
| FINANCIAL ENGINES INC | COM | 437 | -467 | (51.66) | 10,200 |
| DYCOM INDS INC | COM | 437 | 437 | New | 19,700 |
| RUSH ENTERPRISES INC | CL A | 436 | 436 | New | 16,300 |
| SHINHAN FINANCIAL GROUP CO LTD | SPN ADR RESTRD | 435 | 435 | New | 12,400 |
| SANGAMO BIOSCIENCES INC | COM | 434 | 434 | New | 55,600 |
| COBALT INTL ENERGY INC | COM | 434 | 434 | New | 16,200 |
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