0001085146-15-000691.txt : 20150218 0001085146-15-000691.hdr.sgml : 20150216 20150217135854 ACCESSION NUMBER: 0001085146-15-000691 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150217 DATE AS OF CHANGE: 20150217 EFFECTIVENESS DATE: 20150217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ELLINGTON MANAGEMENT GROUP LLC CENTRAL INDEX KEY: 0001098490 IRS NUMBER: 061441140 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11539 FILM NUMBER: 15620797 BUSINESS ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 BUSINESS PHONE: 2036981200 MAIL ADDRESS: STREET 1: 53 FOREST AVENUE CITY: OLD GREENWICH STATE: CT ZIP: 06870 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001098490 XXXXXXXX 12-31-2014 12-31-2014 false ELLINGTON MANAGEMENT GROUP LLC

53 FOREST AVENUE OLD GREENWICH CT 06870

13F HOLDINGS REPORT 028-11539 N David Rice 203-698-1200 /s/ David Rice Greenwich CT 02-17-2015 0 544 301479 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ACCO BRANDS CORP COM 00081T108 223 24700 SH SOLE 24700 0 0 ACORDA THERAPEUTICS INC COM 00484M106 364 8900 SH SOLE 8900 0 0 ADVANCED EMISSIONS SOLUTS IN COM 00770C101 253 11100 SH SOLE 10500 0 600 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 170 27800 SH SOLE 27800 0 0 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 202 14400 SH SOLE 12800 0 1600 AERCAP HOLDINGS NV SHS N00985106 679 17500 SH SOLE 17500 0 0 AES CORP COM 00130H105 694 50400 SH SOLE 49800 0 600 AFFILIATED MANAGERS GROUP COM 008252108 573 2700 SH SOLE 2700 0 0 AG MTG INVT TR INC COM 001228105 319 17200 SH SOLE 17000 0 200 AGILENT TECHNOLOGIES INC COM 00846U101 549 13400 SH SOLE 13400 0 0 AIR LEASE CORP CL A 00912X302 504 14700 SH SOLE 14600 0 100 AIR METHODS CORP COM PAR $.06 009128307 431 9800 SH SOLE 9800 0 0 ALBEMARLE CORP COM 012653101 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MATTRESS FIRM HLDG CORP COM 57722W106 348 6000 SH SOLE 6000 0 0 MAXIMUS INC COM 577933104 367 6700 SH SOLE 6700 0 0 MBIA INC COM 55262C100 1599 167600 SH SOLE 164700 0 2900 MCGRAW HILL FINL INC COM 580645109 311 3500 SH SOLE 3500 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 764 7600 SH SOLE 7600 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 226 5300 SH SOLE 5300 0 0 MEMORIAL RESOURCE DEV CORP COM 58605Q109 186 10300 SH SOLE 9900 0 400 MERCADOLIBRE INC COM 58733R102 421 3300 SH SOLE 3300 0 0 MERCER INTL INC COM 588056101 586 47700 SH SOLE 46400 0 1300 MERITOR INC COM 59001K100 1454 96000 SH SOLE 95400 0 600 MERRIMACK PHARMACEUTICALS IN COM 590328100 558 49400 SH SOLE 48400 0 1000 MGIC INVT CORP WIS COM 552848103 607 65100 SH SOLE 65100 0 0 MIMEDX GROUP INC COM 602496101 502 43500 SH SOLE 43500 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 987 137400 SH SOLE 135800 0 1600 MOELIS & CO CL A 60786M105 692 19800 SH SOLE 19800 0 0 MOLINA HEALTHCARE INC COM 60855R100 1563 29200 SH SOLE 29200 0 0 MRC GLOBAL INC COM 55345K103 200 13200 SH SOLE 13100 0 100 NATIONSTAR MTG HLDGS INC COM 63861C109 1057 37500 SH SOLE 37000 0 500 NAVISTAR INTL CORP NEW COM 63934E108 271 8100 SH SOLE 7500 0 600 NCI BUILDING SYS INC COM NEW 628852204 413 22300 SH SOLE 22300 0 0 NEKTAR THERAPEUTICS COM 640268108 318 20500 SH SOLE 20200 0 300 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 512 44900 SH SOLE 44800 0 100 NEWCASTLE INVT CORP NEW COM PAR $0.01 65105M603 517 115101 SH SOLE 107901 0 7200 NEWELL RUBBERMAID INC COM 651229106 830 21800 SH SOLE 21800 0 0 NEWFIELD EXPL CO COM 651290108 1207 44500 SH SOLE 44500 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 257 26900 SH SOLE 26900 0 0 NEWS CORP NEW CL A 65249B109 563 35900 SH SOLE 35200 0 700 NIC INC COM 62914B100 381 21200 SH SOLE 21200 0 0 NIELSEN N V COM N63218106 725 16200 SH SOLE 16200 0 0 NIMBLE STORAGE INC COM 65440R101 300 10900 SH SOLE 10800 0 100 NOBLE CORP PLC SHS USD G65431101 209 12600 SH SOLE 11500 0 1100 NORTHERN OIL & GAS INC NEV COM 665531109 286 50600 SH SOLE 46500 0 4100 NRG ENERGY INC COM NEW 629377508 765 28400 SH SOLE 28200 0 200 NTELOS HLDGS CORP COM NEW 67020Q305 157 37500 SH SOLE 27200 0 10300 NUANCE COMMUNICATIONS INC COM 67020Y100 455 31900 SH SOLE 31900 0 0 NUTRI SYS INC NEW COM 67069D108 612 31300 SH SOLE 31300 0 0 NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 165 29700 SH SOLE 23700 0 6000 NXP SEMICONDUCTORS N V COM N6596X109 726 9500 SH SOLE 9500 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1214 6300 SH SOLE 6300 0 0 OCEAN RIG UDW INC SHS Y64354205 457 49200 SH SOLE 44900 0 4300 OCWEN FINL CORP COM NEW 675746309 228 15100 SH SOLE 14100 0 1000 OGE ENERGY CORP COM 670837103 1575 44400 SH SOLE 44400 0 0 OIL STS INTL INC COM 678026105 465 9500 SH SOLE 9500 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 770 19700 SH SOLE 19700 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 829 81800 SH SOLE 81800 0 0 ORGANOVO HLDGS INC COM 68620A104 75 10400 SH SOLE 8300 0 2100 OUTERWALL INC COM 690070107 391 5200 SH SOLE 5200 0 0 OUTFRONT MEDIA INC COM 69007J106 361 13452 SH SOLE 13452 0 0 OWENS ILL INC COM NEW 690768403 221 8200 SH SOLE 8000 0 200 PACCAR INC COM 693718108 224 3300 SH SOLE 3300 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 78 10000 SH SOLE 9500 0 500 PACIFIC DRILLING SA LUXEMBOU REG SHS L7257P106 528 113700 SH SOLE 105500 0 8200 PACIFIC ETHANOL INC COM PAR $.001 69423U305 489 47300 SH SOLE 45900 0 1400 PACIRA PHARMACEUTICALS INC COM 695127100 629 7100 SH SOLE 7100 0 0 PACWEST BANCORP DEL COM 695263103 205 4500 SH SOLE 4500 0 0 PATTERSON UTI ENERGY INC COM 703481101 181 10900 SH SOLE 10800 0 100 PEABODY ENERGY CORP COM 704549104 281 36300 SH SOLE 32600 0 3700 PENN NATL GAMING INC COM 707569109 688 50100 SH SOLE 50100 0 0 PENN VA CORP COM 707882106 836 125100 SH SOLE 115400 0 9700 PENNEY J C INC COM 708160106 124 19200 SH SOLE 16200 0 3000 PENNYMAC MTG INVT TR COM 70931T103 789 37400 SH SOLE 37400 0 0 PERFORMANT FINL CORP COM 71377E105 102 15300 SH SOLE 13200 0 2100 PETROLEO 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0 1300 POZEN INC COM 73941U102 530 66300 SH SOLE 64600 0 1700 PRA GROUP INC COM 69354N106 498 8600 SH SOLE 8600 0 0 PREMIER INC CL A 74051N102 459 13700 SH SOLE 13200 0 500 PROCERA NETWORKS INC COM NEW 74269U203 100 13900 SH SOLE 11100 0 2800 PROGENICS PHARMACEUTICALS IN COM 743187106 398 52600 SH SOLE 51000 0 1600 PROSPECT CAPITAL CORPORATION COM 74348T102 645 78030 SH SOLE 77630 0 400 PROSPERITY BANCSHARES INC COM 743606105 587 10600 SH SOLE 10600 0 0 PRUDENTIAL FINL INC COM 744320102 1194 13200 SH SOLE 13200 0 0 PTC INC COM 69370C100 473 12900 SH SOLE 12900 0 0 PVH CORP COM 693656100 320 2500 SH SOLE 2500 0 0 QIWI PLC SPON ADR REP B 74735M108 824 40800 SH SOLE 40500 0 300 QUALITY DISTR INC FLA COM 74756M102 670 63000 SH SOLE 61000 0 2000 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 518 8800 SH SOLE 8700 0 100 RADIAN GROUP INC COM 750236101 839 50200 SH SOLE 50200 0 0 RAIT FINANCIAL TRUST COM NEW 749227609 179 23300 SH SOLE 23300 0 0 REGENCY CTRS CORP COM 758849103 351 5500 SH SOLE 5500 0 0 REGIONAL MGMT CORP COM 75902K106 209 13200 SH SOLE 10400 0 2800 RENAISSANCERE HOLDINGS LTD COM G7496G103 486 5000 SH SOLE 5000 0 0 RENASANT CORP COM 75970E107 318 11000 SH SOLE 11000 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 140 14400 SH SOLE 11300 0 3100 RENTRAK CORP COM 760174102 415 5700 SH SOLE 5700 0 0 RESOLUTE FST PRODS INC COM 76117W109 291 16500 SH SOLE 15700 0 800 REX AMERICAN RESOURCES CORP COM 761624105 942 15200 SH SOLE 15200 0 0 REX ENERGY CORPORATION COM 761565100 111 21700 SH SOLE 15100 0 6600 RITE AID CORP COM 767754104 362 48200 SH SOLE 46400 0 1800 ROCKWELL AUTOMATION INC COM 773903109 589 5300 SH SOLE 5300 0 0 ROCKWELL COLLINS INC COM 774341101 794 9400 SH SOLE 9400 0 0 ROCKWELL MED INC COM 774374102 155 15100 SH SOLE 12000 0 3100 ROYAL GOLD INC COM 780287108 564 9000 SH SOLE 9000 0 0 RUCKUS WIRELESS INC COM 781220108 141 11700 SH SOLE 11700 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 249 3500 SH SOLE 3500 0 0 RYDER SYS INC COM 783549108 539 5800 SH SOLE 5800 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 409 13300 SH SOLE 13100 0 200 SANDERSON FARMS INC COM 800013104 513 6100 SH SOLE 6100 0 0 SANDISK CORP COM 80004C101 363 3700 SH SOLE 3700 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 473 10400 SH SOLE 10300 0 100 SANMINA CORPORATION COM 801056102 878 37300 SH SOLE 37300 0 0 SCHNITZER STL INDS CL A 806882106 681 30200 SH SOLE 29700 0 500 SCHOLASTIC CORP COM 807066105 619 17000 SH SOLE 17000 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 428 48900 SH SOLE 48400 0 500 SEADRILL LIMITED SHS G7945E105 168 14100 SH SOLE 10900 0 3200 SEARS HOMETOWN & OUTLET STOR COM 812362101 176 13400 SH SOLE 13400 0 0 SEAWORLD ENTMT INC COM 81282V100 566 31600 SH SOLE 30600 0 1000 SEI INVESTMENTS CO COM 784117103 268 6700 SH SOLE 6700 0 0 SELECT COMFORT CORP COM 81616X103 1022 37800 SH SOLE 37800 0 0 SEMGROUP CORP CL A 81663A105 780 11400 SH SOLE 11400 0 0 SEMPRA ENERGY COM 816851109 857 7700 SH SOLE 7700 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 593 26800 SH SOLE 26800 0 0 SEVENTY SEVEN ENERGY INC COM 818097107 60 11000 SH SOLE 3500 0 7500 SHERWIN WILLIAMS CO COM 824348106 447 1700 SH SOLE 1700 0 0 SIERRA WIRELESS INC COM 826516106 545 11500 SH SOLE 11500 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 655 5200 SH SOLE 5200 0 0 SIGNET JEWELERS LIMITED SHS G81276100 259 1967 SH SOLE 1967 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 357 47300 SH SOLE 47300 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 364 13300 SH SOLE 13000 0 300 SIX FLAGS ENTMT CORP NEW COM 83001A102 466 10800 SH SOLE 10800 0 0 SKECHERS U S A INC CL A 830566105 978 17700 SH SOLE 17700 0 0 SKYWEST INC COM 830879102 139 10500 SH SOLE 7600 0 2900 SLM CORP COM 78442P106 650 63800 SH SOLE 63800 0 0 SOLARWINDS INC COM 83416B109 309 6200 SH SOLE 6200 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 657 24300 SH SOLE 24300 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 1253 13100 SH SOLE 13100 0 0 SPIRIT AIRLS INC COM 848577102 1202 15900 SH SOLE 15900 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 419 35200 SH SOLE 35200 0 0 SPORTSMANS WHSE HLDGS INC COM 84920Y106 150 20500 SH SOLE 17600 0 2900 SPRINGLEAF HLDGS INC COM 85172J101 405 11200 SH SOLE 10700 0 500 STANDARD PAC CORP NEW COM 85375C101 361 49500 SH SOLE 48900 0 600 STEEL DYNAMICS INC COM 858119100 572 29000 SH SOLE 29000 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 92 12300 SH SOLE 12300 0 0 STONE ENERGY CORP COM 861642106 235 13900 SH SOLE 12100 0 1800 STRATEGIC HOTELS & RESORTS I COM 86272T106 536 40500 SH SOLE 40500 0 0 SUN HYDRAULICS CORP COM 866942105 323 8200 SH SOLE 8200 0 0 SUNOPTA INC COM 8676EP108 207 17500 SH SOLE 17500 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 510 61400 SH SOLE 60600 0 800 SWIFT TRANSN CO CL A 87074U101 515 18000 SH SOLE 18000 0 0 SYNAPTICS INC COM 87157D109 1542 22400 SH SOLE 22400 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1394 33300 SH SOLE 33300 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 269 12000 SH SOLE 12000 0 0 TANGOE INC COM 87582Y108 366 28100 SH SOLE 27400 0 700 TARGA RES CORP COM 87612G101 201 1900 SH SOLE 1900 0 0 TATA MTRS LTD SPONSORED ADR 876568502 1010 23900 SH SOLE 23900 0 0 TEEKAY TANKERS LTD CL A Y8565N102 347 68500 SH SOLE 63800 0 4700 TEMPUR SEALY INTL INC COM 88023U101 522 9500 SH SOLE 9400 0 100 TERNIUM SA SPON ADR 880890108 667 37800 SH SOLE 36500 0 1300 TESORO CORP COM 881609101 394 5300 SH SOLE 5300 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 540 15100 SH SOLE 15100 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 276 4800 SH SOLE 4800 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 478 8800 SH SOLE 8800 0 0 TILLYS INC CL A 886885102 213 22000 SH SOLE 18900 0 3100 TIME WARNER INC COM NEW 887317303 735 8600 SH SOLE 8600 0 0 TIVO INC COM 888706108 142 12000 SH SOLE 12000 0 0 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 436 32700 SH SOLE 32500 0 200 TRAVELCENTERS OF AMERICA LLC COM 894174101 221 17500 SH SOLE 15800 0 1700 TREX CO INC COM 89531P105 839 19700 SH SOLE 19700 0 0 TRIANGLE PETE CORP COM NEW 89600B201 91 19100 SH SOLE 11700 0 7400 TRINET GROUP INC COM 896288107 263 8400 SH SOLE 8200 0 200 TRIPLE-S MGMT CORP CL B 896749108 406 17000 SH SOLE 16700 0 300 TRIUMPH GROUP INC NEW COM 896818101 558 8300 SH SOLE 8300 0 0 TTM TECHNOLOGIES INC COM 87305R109 136 18100 SH SOLE 16300 0 1800 TUBEMOGUL INC COM 898570106 205 9100 SH SOLE 8900 0 200 TUESDAY MORNING CORP COM NEW 899035505 371 17100 SH SOLE 17100 0 0 TYLER TECHNOLOGIES INC COM 902252105 722 6600 SH SOLE 6600 0 0 U S SILICA HLDGS INC COM 90346E103 1236 48100 SH SOLE 48100 0 0 UBS AG SHS NEW H89231338 311 18800 SH SOLE 18600 0 200 UNION PAC CORP COM 907818108 548 4600 SH SOLE 4600 0 0 UNISYS CORP COM NEW 909214306 811 27500 SH SOLE 27500 0 0 UNITED CONTL HLDGS INC COM 910047109 201 3000 SH SOLE 3000 0 0 UNITED NAT FOODS INC COM 911163103 209 2700 SH SOLE 2700 0 0 UNITED TECHNOLOGIES CORP COM 913017109 230 2000 SH SOLE 2000 0 0 VAIL RESORTS INC COM 91879Q109 264 2900 SH SOLE 2900 0 0 VALE S A ADR REPSTG PFD 91912E204 73 10000 SH SOLE 7700 0 2300 VALERO ENERGY CORP NEW COM 91913Y100 1277 25800 SH SOLE 25800 0 0 VALSPAR CORP COM 920355104 233 2700 SH SOLE 2700 0 0 VANDA PHARMACEUTICALS INC COM 921659108 156 10900 SH SOLE 10900 0 0 VASCO DATA SEC INTL INC COM 92230Y104 347 12300 SH SOLE 12300 0 0 VASCULAR SOLUTIONS INC COM 92231M109 367 13500 SH SOLE 13400 0 100 VECTOR GROUP LTD COM 92240M108 386 18100 SH SOLE 17800 0 300 VECTREN CORP COM 92240G101 384 8300 SH SOLE 8300 0 0 VEEVA SYS INC CL A COM 922475108 1144 43300 SH SOLE 42900 0 400 VERASTEM INC COM 92337C104 157 17200 SH SOLE 17200 0 0 VERIFONE SYS INC COM 92342Y109 405 10900 SH SOLE 10900 0 0 VERINT SYS INC COM 92343X100 495 8500 SH SOLE 8500 0 0 VIACOM INC NEW CL A 92553P102 219 2900 SH SOLE 2700 0 200 VIAD CORP COM NEW 92552R406 597 22400 SH SOLE 22300 0 100 VINCE HLDG CORP COM 92719W108 860 32900 SH SOLE 32900 0 0 VIRNETX HLDG CORP COM 92823T108 95 17300 SH SOLE 13800 0 3500 VISHAY INTERTECHNOLOGY INC COM 928298108 461 32600 SH SOLE 32600 0 0 VMWARE INC CL A COM 928563402 759 9200 SH SOLE 9200 0 0 VOXELJET AG ADS 92912L107 127 15700 SH SOLE 12500 0 3200 W & T OFFSHORE INC COM 92922P106 73 10000 SH SOLE 4800 0 5200 WABASH NATL CORP COM 929566107 230 18600 SH SOLE 17900 0 700 WASTE CONNECTIONS INC COM 941053100 220 5000 SH SOLE 5000 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 290 25300 SH SOLE 25300 0 0 WESCO INTL INC COM 95082P105 221 2900 SH SOLE 2900 0 0 WESTAR ENERGY INC COM 95709T100 260 6300 SH SOLE 6300 0 0 WESTLAKE CHEM CORP COM 960413102 1405 23000 SH SOLE 23000 0 0 WEX INC COM 96208T104 1207 12200 SH SOLE 12200 0 0 WEYERHAEUSER CO COM 962166104 1138 31700 SH SOLE 31700 0 0 WHITEWAVE FOODS CO COM 966244105 535 15300 SH SOLE 15300 0 0 WILLBROS GROUP INC DEL COM 969203108 202 32200 SH SOLE 25200 0 7000 WILLDAN GROUP INC COM 96924N100 343 25400 SH SOLE 24700 0 700 WILLIAMS COS INC DEL COM 969457100 643 14300 SH SOLE 14300 0 0 WILSHIRE BANCORP INC COM 97186T108 101 10000 SH SOLE 10000 0 0 WISDOMTREE INVTS INC COM 97717P104 340 21700 SH SOLE 21700 0 0 WOODWARD INC COM 980745103 487 9900 SH SOLE 9900 0 0 WPX ENERGY INC COM 98212B103 167 14400 SH SOLE 13100 0 1300 WRIGHT MED GROUP INC COM 98235T107 347 12900 SH SOLE 12900 0 0 WSFS FINL CORP COM 929328102 408 5300 SH SOLE 5300 0 0 XCERRA CORP COM 98400J108 536 58500 SH SOLE 57200 0 1300 YRC WORLDWIDE INC COM PAR $.01 984249607 1293 57500 SH SOLE 56700 0 800 ZEBRA TECHNOLOGIES CORP CL A 989207105 604 7800 SH SOLE 7800 0 0 ZELTIQ AESTHETICS INC COM 98933Q108 1331 47700 SH SOLE 47700 0 0 ZULILY INC CL A 989774104 1002 42800 SH SOLE 42500 0 300