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Institutional Investment Manager
ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC (CIK: 0001098490) incorporated in Delaware, located at 53 Forest Avenue, Old Greenwich, CT. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q3)
Original 13F HR (0001085146-16-004801) filed in 2016.11.14
#
Name
Shares
Value ($)
%
Options
Notes
1 ELLINGTON FINANCIAL LLC 978,613 16,313 4.49%
2 SPDR S&P 500 ETF TR TR UNIT 29,725 6,430 1.77%
3 CONAGRA BRANDS INC 72,700 3,425 0.94%
4 SCHEIN HENRY INC 12,400 2,021 0.56%
5 MOLSON COORS BREWING CO 18,400 2,020 0.56%
6 PVH CORP 18,200 2,011 0.55%
7 FIFTH THIRD BANCORP 97,600 1,997 0.55%
8 NRG Energy, Inc. 164,000 1,838 0.51%
9 BAKER HUGHES INC 35,400 1,787 0.49%
10 SCANA CORP 24,600 1,780 0.49%
11 LEUCADIA NATIONAL CORP 93,300 1,776 0.49%
12 HP INC 114,200 1,774 0.49%
13 MATTEL INC COM 57,100 1,729 0.48%
14 ACCENTURE PLC CL A 13,900 1,698 0.47%
15 COPART INC 31,300 1,676 0.46%
16 UNITED CONTINENTAL HOLDINGS 31,400 1,648 0.45%
17 MERCADOLIBRE INC 8,900 1,646 0.45%
18 Kohl's Corporation 35,900 1,571 0.43%
19 FINISH LINE/THE CL A 65,100 1,503 0.41%
20 DR HORTON INC 49,500 1,495 0.41%
21 ANADARKO PETE CORP 23,400 1,483 0.41%
22 PAYPAL HOLDINGS INC 36,100 1,479 0.41%
23 CABOT OIL & GAS CORP 57,300 1,478 0.41%
24 POOL CORP 15,500 1,465 0.40%
25 SUN CMNTYS INC 18,600 1,460 0.40%
26 FINISAR CORP 48,800 1,454 0.40%
27 MARRIOTT INTERNATIONAL CL A 21,400 1,441 0.40%
28 QUALCOMM INC 21,000 1,439 0.40%
29 ROSS STORES INC 22,200 1,427 0.39%
30 LKQ Corporation 39,800 1,411 0.39%
31 CALATLANTIC GROUP INC 41,700 1,394 0.38%
32 CROWN HOLDINGS INC 24,300 1,387 0.38%
33 F5 NETWORKS INC 11,100 1,384 0.38%
34 ARCELORMITTAL SA LUXEMBO 223,200 1,348 0.37%
35 NABORS INDUSTRIES LTD 110,700 1,346 0.37%
36 INTERNATIONAL FLAVORS AND FRAGRANCES INC 9,400 1,344 0.37%
37 CONSOLIDATED EDISON INC 17,500 1,318 0.36%
38 LAS VEGAS SANDS CORP 22,800 1,312 0.36%
39 THOR INDUSTRIES INC 15,400 1,304 0.36%
40 FLEETCOR TECHNOLOGIES INC COM 7,500 1,303 0.36%
41 Tiffany & Co. 17,900 1,300 0.36%
42 AGCO CORP 26,000 1,282 0.35%
43 JOHNSON CTLS INTL PLC 27,404 1,275 0.35%
44 BARCLAYS PLC 145,700 1,266 0.35%
45 INNERWORKINGS INC 131,500 1,239 0.34%
46 PRINCIPAL FINANCIAL GROUP 23,600 1,216 0.33%
47 INTERNATIONAL GAME TECHNOLOG 49,500 1,207 0.33%
48 VALERO ENERGY CORP 22,600 1,198 0.33%
49 WABTEC CORP 14,600 1,192 0.33%
50 TEXAS INSTRUMENTS INC 16,800 1,179 0.32%
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