0001085146-16-003878.txt : 20160527 0001085146-16-003878.hdr.sgml : 20160527 20160526185247 ACCESSION NUMBER: 0001085146-16-003878 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20160527 DATE AS OF CHANGE: 20160526 EFFECTIVENESS DATE: 20160527 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11539 FILM NUMBER: 161679630 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/A 1 primary_doc.xml 13F-HR/A LIVE false false false 0001098490 XXXXXXXX 09-30-2015 09-30-2015 true 1 RESTATEMENT 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 0 676 355019 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 58 COM INC SPON ADR REP A 31680Q104 560 11900 SH SOLE 11900 0 0 A10 NETWORKS INC COM 002121101 63 10566 SH SOLE 10566 0 0 ABBOTT LABS COM 002824100 661 16439 SH SOLE 16439 0 0 ABBVIE INC COM 00287Y109 464 8535 SH SOLE 8535 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 226 2300 SH SOLE 2300 0 0 ACCURAY INC COM 004397105 205 40983 SH SOLE 40983 0 0 ACETO CORP COM 004446100 669 24383 SH SOLE 24383 0 0 ACUITY BRANDS INC COM 00508Y102 298 1700 SH SOLE 1700 0 0 ADDUS HOMECARE CORP COM 006739106 352 11300 SH SOLE 11300 0 0 ADEPTUS HEALTH INC CL A 006855100 312 3869 SH SOLE 3869 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 796 4200 SH SOLE 4200 0 0 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 138 25200 SH SOLE 25200 0 0 AEGION CORP COM 00770F104 457 27745 SH SOLE 27745 0 0 AEP INDS INC COM 001031103 344 6000 SH SOLE 6000 0 0 AERCAP HOLDINGS NV SHS N00985106 349 9134 SH SOLE 9134 0 0 AEROHIVE NETWORKS INC COM 007786106 139 23185 SH SOLE 23185 0 0 AFFILIATED MANAGERS GROUP COM 008252108 564 3300 SH SOLE 3300 0 0 AFLAC INC COM 001055102 305 5240 SH SOLE 5240 0 0 AGCO CORP COM 001084102 253 5432 SH SOLE 5432 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 285 8300 SH SOLE 8300 0 0 AIR METHODS CORP COM PAR $.06 009128307 273 8000 SH SOLE 8000 0 0 AKEBIA THERAPEUTICS INC COM 00972D105 274 28397 SH SOLE 28397 0 0 ALASKA AIR GROUP INC COM 011659109 254 3200 SH SOLE 3200 0 0 ALEXANDER & BALDWIN INC NEW COM 014491104 240 7000 SH SOLE 7000 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 229 2700 SH SOLE 2700 0 0 ALIGN TECHNOLOGY INC COM 016255101 573 10100 SH SOLE 10100 0 0 ALLEGHANY CORP DEL COM 017175100 234 500 SH SOLE 500 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 881 3400 SH SOLE 3400 0 0 ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 189 11043 SH SOLE 11043 0 0 ALLSTATE CORP COM 020002101 361 6200 SH SOLE 6200 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 836 35062 SH SOLE 35062 0 0 AMAZON COM INC COM 023135106 819 1600 SH SOLE 1600 0 0 AMBAC FINL GROUP INC COM NEW 023139884 721 49797 SH SOLE 49797 0 0 AMEDISYS INC COM 023436108 1128 29709 SH SOLE 29709 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 388 10002 SH SOLE 10002 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1077 57600 SH SOLE 57600 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 422 27000 SH SOLE 27000 0 0 AMERICAN TOWER CORP NEW COM 03027X100 757 8600 SH SOLE 8600 0 0 AMERISOURCEBERGEN CORP COM 03073E105 465 4900 SH SOLE 4900 0 0 AMGEN INC COM 031162100 539 3900 SH SOLE 3900 0 0 AMTRUST FINL SVCS INC COM 032359309 403 6400 SH SOLE 6400 0 0 ANALOG DEVICES INC COM 032654105 316 5600 SH SOLE 5600 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 143 17500 SH SOLE 17500 0 0 ANIKA THERAPEUTICS INC COM 035255108 594 18648 SH SOLE 18648 0 0 ANIXTER INTL INC COM 035290105 223 3865 SH SOLE 3865 0 0 ANNALY CAP MGMT INC COM 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52480 SH SOLE 52480 0 0 ASSURED GUARANTY LTD COM G0585R106 318 12700 SH SOLE 12700 0 0 ATLANTIC TELE NETWORK INC COM NEW 049079205 229 3100 SH SOLE 3100 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 202 5843 SH SOLE 5843 0 0 ATMOS ENERGY CORP COM 049560105 535 9200 SH SOLE 9200 0 0 AUTOZONE INC COM 053332102 651 900 SH SOLE 900 0 0 AVALONBAY CMNTYS INC COM 053484101 385 2200 SH SOLE 2200 0 0 AVERY DENNISON CORP COM 053611109 255 4500 SH SOLE 4500 0 0 AVNET INC COM 053807103 482 11300 SH SOLE 11300 0 0 AVON PRODS INC COM 054303102 127 39200 SH SOLE 39200 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 226 4200 SH SOLE 4200 0 0 B/E AEROSPACE INC COM 073302101 891 20300 SH SOLE 20300 0 0 BANK NEW YORK MELLON CORP COM 064058100 227 5800 SH SOLE 5800 0 0 BANNER CORP COM NEW 06652V208 258 5400 SH SOLE 5400 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 408 15900 SH SOLE 15900 0 0 BARD C R INC COM 067383109 373 2000 SH SOLE 2000 0 0 BARNES GROUP INC COM 067806109 572 15863 SH SOLE 15863 0 0 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CORP COM NEW 899035505 143 26479 SH SOLE 26479 0 0 TYCO INTL PLC SHS G91442106 231 6900 SH SOLE 6900 0 0 TYSON FOODS INC CL A 902494103 237 5500 SH SOLE 5500 0 0 U S G CORP COM NEW 903293405 362 13600 SH SOLE 13600 0 0 UBS GROUP AG SHS H42097107 203 10939 SH SOLE 10939 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 310 1900 SH SOLE 1900 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 108 18893 SH SOLE 18893 0 0 UNILEVER N V N Y SHS NEW 904784709 217 5400 SH SOLE 5400 0 0 UNITED CONTL HLDGS INC COM 910047109 345 6500 SH SOLE 6500 0 0 UNITED INS HLDGS CORP COM 910710102 203 15448 SH SOLE 15448 0 0 UNITED TECHNOLOGIES CORP COM 913017109 578 6500 SH SOLE 6500 0 0 UNIVAR INC COM 91336L107 207 11400 SH SOLE 11400 0 0 UNIVERSAL FST PRODS INC COM 913543104 470 8156 SH SOLE 8156 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 1156 39125 SH SOLE 39125 0 0 USA TRUCK INC COM 902925106 224 12994 SH SOLE 12994 0 0 VALERO ENERGY CORP NEW COM 91913Y100 1472 24500 SH SOLE 24500 0 0 VANTIV INC CL A 92210H105 207 4600 SH SOLE 4600 0 0 VARIAN MED SYS INC COM 92220P105 443 6000 SH SOLE 6000 0 0 VASCULAR BIOGENICS LTD COM M96883109 102 13670 SH SOLE 13670 0 0 VERA BRADLEY INC COM 92335C106 342 27117 SH SOLE 27117 0 0 VERIFONE SYS INC COM 92342Y109 913 32921 SH SOLE 32921 0 0 VERINT SYS INC COM 92343X100 328 7600 SH SOLE 7600 0 0 VERISIGN INC COM 92343E102 600 8500 SH SOLE 8500 0 0 VIASAT INC COM 92552V100 260 4042 SH SOLE 4042 0 0 VINCE HLDG CORP COM 92719W108 159 46400 SH SOLE 46400 0 0 VIRGIN AMER INC COM VTG 92765X208 325 9500 SH SOLE 9500 0 0 VISA INC COM CL A 92826C839 1073 15400 SH SOLE 15400 0 0 VISTEON CORP COM NEW 92839U206 1415 13979 SH SOLE 13979 0 0 VITAE PHARMACEUTICALS INC COM 92847N103 307 27911 SH SOLE 27911 0 0 VMWARE INC CL A COM 928563402 260 3300 SH SOLE 3300 0 0 VOXX INTL CORP CL A 91829F104 95 12740 SH SOLE 12740 0 0 VOYA FINL INC COM 929089100 368 9500 SH SOLE 9500 0 0 VULCAN MATLS CO COM 929160109 500 5600 SH SOLE 5600 0 0 WABASH NATL CORP COM 929566107 579 54700 SH SOLE 54700 0 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WOLVERINE WORLD WIDE INC COM 978097103 210 9693 SH SOLE 9693 0 0 WORTHINGTON INDS INC COM 981811102 561 21200 SH SOLE 21200 0 0 WPX ENERGY INC COM 98212B103 363 54823 SH SOLE 54823 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 309 4300 SH SOLE 4300 0 0 XENCOR INC COM 98401F105 199 16282 SH SOLE 16282 0 0 XILINX INC COM 983919101 416 9800 SH SOLE 9800 0 0 XL GROUP PLC SHS G98290102 421 11600 SH SOLE 11600 0 0 YELP INC CL A 985817105 578 26686 SH SOLE 26686 0 0 YOUKU TUDOU INC SPONSORED ADR 98742U100 1157 65600 SH SOLE 65600 0 0 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 228 15000 SH SOLE 15000 0 0 YRC WORLDWIDE INC COM PAR $.01 984249607 1234 93091 SH SOLE 93091 0 0 YUM BRANDS INC COM 988498101 440 5500 SH SOLE 5500 0 0 ZAGG INC COM 98884U108 254 37349 SH SOLE 37349 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 467 6100 SH SOLE 6100 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 593 6308 SH SOLE 6308 0 0