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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
601 SUN CMNTYS INC 18,600 1,460 0.40%
602 POOL CORPORATION 15,500 1,465 0.40%
603 CABOT OIL & GAS CORP 57,300 1,478 0.41%
604 PAYPAL HLDGS INC 36,100 1,479 0.41%
605 ANADARKO PETR 23,400 1,483 0.41%
606 D R HORTON INC 49,500 1,495 0.41%
607 FINISH LINE INC CL A 65,100 1,503 0.41%
608 KOHLS CORP 35,900 1,571 0.43%
609 MERCADOLIBRE INC 8,900 1,646 0.45%
610 UNITED CONTL HLDGS INC 31,400 1,648 0.45%
611 COPART INC 31,300 1,676 0.46%
612 ACCENTURE PLC IRELAND 13,900 1,698 0.47%
613 MATTEL INC 57,100 1,729 0.48%
614 HP INC 114,200 1,774 0.49%
615 LEUCADIA NATL CORP 93,300 1,776 0.49%
616 SCANA 24,600 1,780 0.49%
617 BAKER HUGHES INC 35,400 1,787 0.49%
618 NRG ENERGY INC 164,000 1,838 0.51%
619 FIFTH THIRD BANCORP 97,600 1,997 0.55%
620 PVH CORPORATION 18,200 2,011 0.55%
621 MOLSON COORS BREWING CO 18,400 2,020 0.56%
622 HENRY SCHEIN INC 12,400 2,021 0.56%
623 CONAGRA BRANDS INC 72,700 3,425 0.94%
624 SPDR S&P 500 ETF TR 29,725 6,430 1.77%
625 ELLINGTON FINANCIAL LLC COM 978,613 16,313 4.49%
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