Latest statistics and disclosures from Ellington Management's latest quarterly 13F-HR filing:

• Top 5 stock holdings are Ellington Financial, WNR, CRUS, AEO, ORI. These five stock positions account for 12.17% of Ellington Management's total stock portfolio.
• Added to shares of CRUS, Fifth & Pac Cos, Invensense, OVTI, BWC, IPG, WFMI, Spirit Airlines, WCG, Tim Participacoes Sa-adr spon.
• Started new stock positions in MAT, Bloomin Brands, Adecoagro S A, UPS, PPS, MIDD, FDX, CHDN, BVN, SEIC, CEO, NEWP, CHU, REGN, ZAGG, PWR, ODP, ECPG, CW, HL, SCBT, FSS, AEG, CSV, DY, AXE, LNG, FCS, SJI, BID, ETFC, GOL, USNA, EMC, AMG, DRIV, VRTU, TTMI, RPT, SGMO, DBD, EVR, FUL, FFBC, CIB, CBR, SFD, VOCS, CBST, TG, AZPN, OVTI, ATML, SBNY, IILG, RGS, CAM, FELE, ALOG, RST, KW, UNT, WMGI, MTL, BIOS, TISI, STE, TUES, AIR, PENN, IFF, ICON, USG, CVBF, COLB, MDP, BLT, TTWO, IL, HCSG, VLTR, LRCX, NICE, ACUZ, RFMD, WCG, ABB, BWC, ALGT, ERTS, TRLG, SNP, INWK, HSNI, BIG, CLW, DENN, HRS, ALL, HT, KTOS, RP, AU, FLS, PKX, DD, ANF, ODFL, KB, AMRC, EBR.B, MCHP, LF, THLD, WHR, JRN, GHL, TTEK, GME, UNFI, ANDE, GXP, SBUX, CKEC, AVY, VRTS, LXU, GMT, LTD, HBIO, IPAR, UA, RS, SLGN, NDSN, RRD, MR, MPEL, PBR.A, JKHY, GA, RAX, HURN, KEP, IPG, CMCSA, JACK, AVD, CNO, WWE, EXLS, HBI, STWD, SAN, FWRD, TBBK, GFI, MKSI, EW, POL, RRTS, WSDT, ALTR, QEP, KIRK, TKC, CALD, EEFT, EFII, RHT, LPX, BGFV, CATY, SM, ED, FLO, ULTA, STEI, ICUI, ABR, GCO, NWS, TA, EXPO, MDVN, HPY, TVL, ARMH, AFL, MCRL, AIRM, EL, FOSL, NPO, BBVA, EME, PAG, SNCR, PC, SAAS, RSTI, PRIM, CBK, SPRD, CCOI, PEGA, MTRX, TRIB, NATI, ATU, NAVG, HNI, UNTD, AMCC, EBAY, PBI, SGI, MPW, WYN, QDEL, SEM, ROG, BFS, CCG, BTH, PBH, UVV, LII, CHS, CR, DIN, MEI, SEE, LANC, DFT, OREX, ENSG, LINTA, SMA, AMRI, LSCC, TTEC, TWX, KR, PSO, GKSR, ARTC, LPS, SFLY, ILMN, MSI, WD, AAON, RDN, IPXL, MINI, WOOF, PACW, VRSK, AZZ, HD, GPN, MKTX, DDS, CUZ, AKRX, BXP, TEN, BBSI, ADI, RUSHA, TRMK, PIR, WRE, POZN, AIG, BCS, SIMG, KKD, ABAX, LYV, GLT, NFG, GNRC, BT, COR, TSRX, DW, SIRO, MDAS, VIVO, ROVI, DLX, ITMN, LLTC, MTB, PTRY, ARII, OMC, VCLK, AAWW, ARRS, CRUS, SHG, WTR, AIT, NDAQ, WNC, LZB, BLDR, CIR, CCUR, MT, CTSH, NTT, LAMR, RBCN, ATR, BCR, TRS, TFM, LNDC, LEN, QLTY, WFMI, CLB, BMA, FCE.A, AGN, HF, BTI, DPS.
• Reduced shares in these stocks: Mellanox Technologies, CBI, SCSS, PCLN, TSO, Phillips 66, MELI, VLO, Herbalife Ltd Com Stk, CY.
• Sold out of its positions in AEPI, AFCE, AKS, ABMD, Acadia Healthcare, ACXM, ADES, ACM, AEIS,
• As of March 31, 2013, Ellington Management has $474.45M in assets under management (AUM). Assets under management dropped from a total value of $519.88M to $474.45M.
• Independent of market fluctuations, Ellington Management was a net seller by $75.11M worth of stocks in the most recent quarter.