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Fund Holdings of ELLINGTON MANAGEMENT GROUP LLC Filed on 2012-02-14

Link to Original SEC 13F filings sorted on filing date: 2012-02-14 | 2011-11-14 | 2011-08-15 | 2011-05-16 | 2011-02-14 | 2009-10-13 | 2009-08-06 | 2009-05-04 | 2009-02-03 | 2008-11-10 | 2008-08-12 | 2008-05-13 |

1. Fund Information

Fund NameELLINGTON MANAGEMENT GROUP LLC
Fund Manager
Address53 FOREST AVENUE,
OLD GREENWICH, CT, 06870
::Google Map
Phone(203) 698-1200
13F Asset Last Qtr$165,484,000
13F Asset This Qtr$220,599,000
Asset Change33.31%

2. Comparison of Holdings by Sectors with Last Quarter

3. Top 20 Holdings (Value) of This Quarter

No.SecurityPut/CallStockSharesValue(x$1000)Activity(Shr)% Port.
1.)ELLINGTON FINANCIAL LLC2,372,210$40,733Cut -5.09%18.46%
2.)GREEN DOT CORPORATION CLASS A COMMON STOCK, $0.001 PAR VALUEGDOT35,600$1,111New0.50%
3.)HOLLYFRONTIER CORPORATIONHFC46,800$1,095New0.50%
4.)AGCO CORP.AGCO24,600$1,057Added 32.97%0.48%
5.)TRW AUTOMOTIVE HOLDINGS CORPTRW28,900$942Added 147.01%0.43%
6.)NAVISTAR INTERNATIONAL CORPORATION COMMON STOCKNAV22,700$860Added 54.42%0.39%
7.)ALLIANT ENERGY CORP.LNT19,400$856Added 266.04%0.39%
8.)KBR INCKBR29,700$828New0.38%
9.)CHICAGO BRIDGE & IRON CO., N.V. (NETHERLANDS)CBI20,700$782New0.35%
10.)ITT CORPORATION NEWITT39,500$764New0.35%
11.)LINEAR TECHNOLOGY CORPORATIONLLTC25,200$757New0.34%
12.)EASTMAN CHEMICAL CO.EMN19,000$742Added 37.68%0.34%
13.)METROPCS COMMUNICATIONS INCPCS85,100$739Added 157.88%0.33%
14.)LINKEDIN CORPORATIONLNKD11,700$737New0.33%
15.)SCHOLASTIC CORPORATIONSCHL24,000$719New0.33%
16.)COCA-COLA ENTERPRISES INC.CCE27,400$706Added 234.15%0.32%
17.)WERNER ENTERPRISES, INC.WERN29,200$704New0.32%
18.)MOLINA HEALTHCARE INCMOH30,900$690New0.31%
19.)POLARIS INDUSTRIES INC.PII12,300$689Added 73.24%0.31%
20.)WESTERN REFINING INCWNR50,800$675New0.31%

4. Top 20 (Value) Holdings BOUGHT NEW in This Quarter

No.SecurityPut/CallStockShares NEWValue(x$1000)% Port.
1.)GREEN DOT CORPORATION CLASS A COMMON STOCK, $0.001 PAR VALUEGDOT35,600$1,1110.50%
2.)HOLLYFRONTIER CORPORATIONHFC46,800$1,0950.50%
3.)KBR INCKBR29,700$8280.38%
4.)CHICAGO BRIDGE & IRON CO., N.V. (NETHERLANDS)CBI20,700$7820.35%
5.)ITT CORPORATION NEWITT39,500$7640.35%
6.)LINEAR TECHNOLOGY CORPORATIONLLTC25,200$7570.34%
7.)LINKEDIN CORPORATIONLNKD11,700$7370.33%
8.)SCHOLASTIC CORPORATIONSCHL24,000$7190.33%
9.)WERNER ENTERPRISES, INC.WERN29,200$7040.32%
10.)MOLINA HEALTHCARE INCMOH30,900$6900.31%
11.)WESTERN REFINING INCWNR50,800$6750.31%
12.)ROSS STORES, INC.ROST14,100$6700.30%
13.)UNITED PARCEL SERVICE INCUPS8,900$6510.30%
14.)SYNAPTICS INCORPORATEDSYNA21,400$6450.29%
15.)NATIONAL FINANCIAL PARTNERS CORPNFP47,000$6350.29%
16.)LTC PROPERTIES, INC.LTC20,400$6300.29%
17.)FLUOR CORP.FLR12,300$6180.28%
18.)PERKINELMER, INC.PKI30,700$6140.28%
19.)HUMANA INC.HUM7,000$6130.28%
20.)C AND J ENERGY SERVICES INCCJES29,100$6090.28%

5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter

No.SecurityPut/CallStockShares SOLDValue(x$1000)% Port. Last Qtr
1.)BARCLAYS BK PLC IPTH S&P VIX NEW81,600$4,3552.63%
2.)HERMAN MILLER, INC.MLHR49,000$8750.53%
3.)SYNNEX CORPSNX32,400$8490.51%
4.)LEAP WIRELESS INTERNATIONAL, INC.LEAP120,500$8330.50%
5.)THOR INDUSTRIES, INC.THO36,700$8130.49%
6.)AMERICAN GREETINGS CORP.AM38,200$7070.43%
7.)ARCOS DORADOS HOLDINGS INC SHS CLASS A26,800$6210.38%
8.)ITAU UNIBANCO HOLDING S.A.ITUB36,700$5700.34%
9.)GRAND CANYON EDUCATION, INC.LOPE34,400$5560.34%
10.)KIT DIGITAL, INC.KITD65,700$5520.33%
11.)DORMAN PRODUCTS, INC.DORM16,500$5450.33%
12.)SPDR S&P 500 ETFSPY4,800$5430.33%
13.)ITT CORPORATIONITT12,500$5250.32%
14.)MEDIFAST INCMED32,300$5220.32%
15.)BRIGHTPOINT, INC.CELL56,000$5160.31%
16.)EDISON INTERNATIONALEIX13,400$5130.31%
17.)NEWFIELD EXPLORATION CO.NFX12,700$5040.31%
18.)PETROLEO BRASILEIRO S.A. CL A PBR-A24,200$5010.30%
19.)THE FINISH LINE, INC.FINL25,000$5000.30%
20.)WUXI PHARMATECH ADSWX42,600$4960.30%