0001085146-16-003849.txt : 20160516 0001085146-16-003849.hdr.sgml : 20160516 20160516160223 ACCESSION NUMBER: 0001085146-16-003849 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160516 DATE AS OF CHANGE: 20160516 EFFECTIVENESS DATE: 20160516 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: 161653573 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 false false 0001098490 XXXXXXXX 03-31-2016 03-31-2016 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 05-16-2016 0 476 233178 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1 800 FLOWERS COM CL A 68243Q106 485 61600 SH SOLE 61600 0 0 3-D SYS CORP DEL COM NEW 88554D205 312 20200 SH SOLE 20200 0 0 A10 NETWORKS INC COM 002121101 112 19000 SH SOLE 19000 0 0 AAR CORP COM 000361105 465 20000 SH SOLE 20000 0 0 ABERCROMBIE & FITCH CO CL A 002896207 602 19100 SH SOLE 19100 0 0 ABIOMED INC COM 003654100 313 3300 SH SOLE 3300 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 369 3200 SH SOLE 3200 0 0 ACCO BRANDS CORP COM 00081T108 620 69000 SH SOLE 69000 0 0 ACCURAY INC COM 004397105 224 38800 SH SOLE 38800 0 0 ADECOAGRO S A COM L00849106 195 16900 SH SOLE 16900 0 0 ADOBE SYS INC COM 00724F101 235 2500 SH SOLE 2500 0 0 ADVANCED ENERGY INDS COM 007973100 1242 35700 SH SOLE 35700 0 0 AECOM COM 00766T100 286 9300 SH SOLE 9300 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 215 5300 SH SOLE 5300 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SH SOLE 5500 0 0 USANA HEALTH SCIENCES INC COM 90328M107 304 2500 SH SOLE 2500 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 227 4800 SH SOLE 4800 0 0 VANDA PHARMACEUTICALS INC COM 921659108 237 28400 SH SOLE 28400 0 0 VARONIS SYS INC COM 922280102 184 10100 SH SOLE 10100 0 0 VERA BRADLEY INC COM 92335C106 207 10200 SH SOLE 10200 0 0 VEREIT INC COM 92339V100 393 44300 SH SOLE 44300 0 0 VERICEL CORP COM 92346J108 372 63500 SH SOLE 63500 0 0 VIAVI SOLUTIONS INC COM 925550105 738 107636 SH SOLE 107636 0 0 VISTEON CORP COM NEW 92839U206 653 8200 SH SOLE 8200 0 0 VITAE PHARMACEUTICALS INC COM 92847N103 165 24900 SH SOLE 24900 0 0 VMWARE INC CL A COM 928563402 947 18100 SH SOLE 18100 0 0 VONAGE HLDGS CORP COM 92886T201 239 52400 SH SOLE 52400 0 0 WABASH NATL CORP COM 929566107 444 33600 SH SOLE 33600 0 0 WABCO HLDGS INC COM 92927K102 866 8100 SH SOLE 8100 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 178 22900 SH SOLE 22900 0 0 WEB COM GROUP INC COM 94733A104 226 11400 SH SOLE 11400 0 0 WELLCARE 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