0001085146-17-002434.txt : 20171114 0001085146-17-002434.hdr.sgml : 20171114 20171114144523 ACCESSION NUMBER: 0001085146-17-002434 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170930 FILED AS OF DATE: 20171114 DATE AS OF CHANGE: 20171114 EFFECTIVENESS DATE: 20171114 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: 171200699 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 09-30-2017 09-30-2017 false ELLINGTON MANAGEMENT GROUP LLC

53 FOREST AVENUE OLD GREENWICH CT 06870

13F COMBINATION REPORT 028-11539 0001578299 028-17749 DLD Asset Management, LP N David Rice 203-698-1200 /s/ David Rice Greenwich CT 11-09-2017 0 601 585326 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 2U INC COM 90214J101 605 10800 SH SOLE 10800 0 0 58 COM INC SPON ADR REP A 31680Q104 688 10900 SH SOLE 10900 0 0 A10 NETWORKS INC COM 002121101 355 47000 SH SOLE 47000 0 0 ABIOMED INC COM 003654100 556 3300 SH SOLE 3300 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 851 6300 SH SOLE 6300 0 0 ACCURAY INC COM 004397105 75 18800 SH SOLE 18800 0 0 ACTIVISION BLIZZARD INC COM 00507V109 310 4800 SH SOLE 4800 0 0 ACTUANT CORP CL A NEW 00508X203 568 22200 SH SOLE 22200 0 0 ACUSHNET HOLDINGS CORP COM 005098108 504 28400 SH SOLE 28400 0 0 ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 180 22000 SH SOLE 22000 0 0 ADECOAGRO S A COM L00849106 213 19700 SH SOLE 19700 0 0 ADOBE SYS INC COM 00724F101 1551 10400 SH SOLE 10400 0 0 ADVANCED ENERGY INDS COM 007973100 202 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14900 SH SOLE 14900 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 708 8400 SH SOLE 8400 0 0 RAYONIER ADVANCED MATLS INC COM 75508B104 385 28100 SH SOLE 28100 0 0 REALOGY HLDGS CORP COM 75605Y106 639 19400 SH SOLE 19400 0 0 RED HAT INC COM 756577102 366 3300 SH SOLE 3300 0 0 REGAL ENTMT GROUP CL A 758766109 368 23000 SH SOLE 23000 0 0 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 197 16200 SH SOLE 16200 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 894 14000 SH SOLE 14000 0 0 RETAIL PPTYS AMER INC CL A 76131V202 315 24000 SH SOLE 24000 0 0 RLJ LODGING TR COM 74965L101 277 12600 SH SOLE 12600 0 0 ROYAL BK SCOTLAND GROUP PLC SPONS ADR 2 ORD 780097689 107 14700 SH SOLE 14700 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1138 18200 SH SOLE 18200 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1309 21600 SH SOLE 21600 0 0 RPC INC COM 749660106 466 18800 SH SOLE 18800 0 0 RPX CORP COM 74972G103 238 17900 SH SOLE 17900 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 350 13300 SH SOLE 13300 0 0 RUSH ENTERPRISES INC CL A 781846209 208 4500 SH SOLE 4500 0 0 RYDER SYS INC COM 783549108 659 7800 SH SOLE 7800 0 0 SALESFORCE COM INC COM 79466L302 794 8500 SH SOLE 8500 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 262 13400 SH SOLE 13400 0 0 SANDERSON FARMS INC COM 800013104 339 2100 SH SOLE 2100 0 0 SANGAMO THERAPEUTICS INC COM 800677106 192 12800 SH SOLE 12800 0 0 SCHNITZER STL INDS CL A 806882106 842 29900 SH SOLE 29900 0 0 SCHULMAN A INC COM 808194104 604 17700 SH SOLE 17700 0 0 SCORPIO BULKERS INC COM Y7546A122 620 88000 SH SOLE 88000 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 360 3700 SH SOLE 3700 0 0 SEACOR MARINE HLDGS INC COM 78413P101 169 10800 SH SOLE 10800 0 0 SEALED AIR CORP NEW COM 81211K100 256 6000 SH SOLE 6000 0 0 SEI INVESTMENTS CO COM 784117103 678 11100 SH SOLE 11100 0 0 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 766 16400 SH SOLE 16400 0 0 SHAKE SHACK INC CL A 819047101 1339 40300 SH SOLE 40300 0 0 SHILOH INDS INC COM 824543102 208 20000 SH SOLE 20000 0 0 SHIRE PLC 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22900 SH SOLE 22900 0 0 TEREX CORP NEW COM 880779103 486 10800 SH SOLE 10800 0 0 TERNIUM SA SPON ADR 880890108 356 11500 SH SOLE 11500 0 0 TETRAPHASE PHARMACEUTICALS I COM 88165N105 141 20600 SH SOLE 20600 0 0 TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 327 18600 SH SOLE 18600 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 635 7400 SH SOLE 7400 0 0 TEXAS ROADHOUSE INC COM 882681109 516 10500 SH SOLE 10500 0 0 THE TRADE DESK INC COM CL A 88339J105 486 7900 SH SOLE 7900 0 0 THOR INDS INC COM 885160101 2556 20300 SH SOLE 20300 0 0 TIER REIT INC COM NEW 88650V208 293 15200 SH SOLE 15200 0 0 TJX COS INC NEW COM 872540109 1224 16600 SH SOLE 16600 0 0 TOLL BROTHERS INC COM 889478103 444 10700 SH SOLE 10700 0 0 TOPBUILD CORP COM 89055F103 398 6100 SH SOLE 6100 0 0 TOWER INTL INC COM 891826109 228 8400 SH SOLE 8400 0 0 TRACTOR SUPPLY CO COM 892356106 272 4300 SH SOLE 4300 0 0 TRANSOCEAN LTD REG SHS H8817H100 2311 214800 SH SOLE 214800 0 0 TRANSUNION COM 89400J107 510 10800 SH SOLE 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INC COM 92849E101 157 29300 SH SOLE 29300 0 0 VMWARE INC CL A COM 928563402 1485 13600 SH SOLE 13600 0 0 VOYA FINL INC COM 929089100 746 18700 SH SOLE 18700 0 0 WABCO HLDGS INC COM 92927K102 1095 7400 SH SOLE 7400 0 0 WAGEWORKS INC COM 930427109 486 8000 SH SOLE 8000 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 282 33800 SH SOLE 33800 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 123 26800 SH SOLE 26800 0 0 WENDYS CO COM 95058W100 439 28300 SH SOLE 28300 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 539 5600 SH SOLE 5600 0 0 WESTERN DIGITAL CORP COM 958102105 933 10800 SH SOLE 10800 0 0 WESTLAKE CHEM CORP COM 960413102 449 5400 SH SOLE 5400 0 0 WEYERHAEUSER CO COM 962166104 214 6300 SH SOLE 6300 0 0 WILLDAN GROUP INC COM 96924N100 211 6500 SH SOLE 6500 0 0 WILLIAMS SONOMA INC COM 969904101 2563 51400 SH SOLE 51400 0 0 WILLIS TOWERS WATSON PUB LTD SHS G96629103 524 3400 SH SOLE 3400 0 0 WINGSTOP INC COM 974155103 878 26400 SH SOLE 26400 0 0 WOLVERINE WORLD WIDE INC COM 978097103 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