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.
1,205 Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| INVESCO MORTGAGE CAPITAL INC | COM | -251 | Sold Out | 0 | |
| IRONWOOD PHARMACEUTICALS INC | COM CL A | -497 | Sold Out | 0 | |
| ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | -262 | Sold Out | 0 | |
| JETBLUE AIRWAYS CORP | COM | -531 | Sold Out | 0 | |
| KEY ENERGY SVCS INC | COM | -203 | Sold Out | 0 | |
| KEYCORP NEW | COM | -209 | Sold Out | 0 | |
| KEYW HLDG CORP | COM | -148 | Sold Out | 0 | |
| KOPPERS HOLDINGS INC | COM | -337 | Sold Out | 0 | |
| LANDSTAR SYS INC | COM | -1,076 | Sold Out | 0 | |
| LEAR CORP | COM NEW | -289 | Sold Out | 0 | |
| LEGG MASON INC | COM | -298 | Sold Out | 0 | |
| LEXMARK INTL NEW | CL A | -475 | Sold Out | 0 | |
| LG DISPLAY CO LTD | SPONS ADR REP | -411 | Sold Out | 0 | |
| LINCOLN NATL CORP IND | COM | -1,545 | Sold Out | 0 | |
| LINDSAY CORP | COM | -732 | Sold Out | 0 | |
| LINKEDIN CORP | COM CL A | -1,251 | Sold Out | 0 | |
| LIQUIDITY SERVICES INC | COM | -801 | Sold Out | 0 | |
| LITTELFUSE INC | COM | -574 | Sold Out | 0 | |
| LOCKHEED MARTIN CORP | COM | -642 | Sold Out | 0 | |
| LOGMEIN INC | COM | -543 | Sold Out | 0 |
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