0001085146-19-000793.txt : 20190214 0001085146-19-000793.hdr.sgml : 20190214 20190214095025 ACCESSION NUMBER: 0001085146-19-000793 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20181231 FILED AS OF DATE: 20190214 DATE AS OF CHANGE: 20190214 EFFECTIVENESS DATE: 20190214 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: 19601777 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 12-31-2018 12-31-2018 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 02-14-2019 0 369 329864 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ABB LTD SPONSORED ADR 000375204 205 10800 SH SOLE 10800 0 0 ABBOTT LABS COM 002824100 608 8400 SH SOLE 8400 0 0 ABBVIE INC COM 00287Y109 443 4800 SH SOLE 4800 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 1129 43927 SH SOLE 43927 0 0 ACCO BRANDS CORP COM 00081T108 94 13800 SH SOLE 13800 0 0 ADOBE INC COM 00724F101 498 2200 SH SOLE 2200 0 0 ADT INC COM 00090Q103 365 60700 SH SOLE 60700 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 945 6000 SH SOLE 6000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 281 15200 SH SOLE 15200 0 0 AKEBIA THERAPEUTICS INC COM 00972D105 121 21800 SH SOLE 21800 0 0 ALASKA AIR GROUP INC COM 011659109 426 7000 SH SOLE 7000 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 299 4100 SH SOLE 4100 0 0 AMEDISYS INC COM 023436108 234 2000 SH SOLE 2000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 2075 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1663 213739 SH SOLE 213739 0 0 TYLER TECHNOLOGIES INC COM 902252105 446 2400 SH SOLE 2400 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 134 15800 SH SOLE 15800 0 0 UNITED CONTL HLDGS INC COM 910047109 1867 22300 SH SOLE 22300 0 0 UNITED RENTALS INC COM 911363109 1072 10458 SH SOLE 10458 0 0 UNITED RENTALS INC COM 911363109 5260 51300 SH Call SOLE 0 0 0 UNITED STATES STL CORP NEW COM 912909108 235 12900 SH SOLE 12900 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 436 4000 SH SOLE 4000 0 0 UNIVERSAL FST PRODS INC COM 913543104 239 9200 SH SOLE 9200 0 0 URBAN OUTFITTERS INC COM 917047102 1634 49205 SH SOLE 49205 0 0 US XPRESS ENTERPRISES INC COM CL A 90338N202 188 33500 SH SOLE 33500 0 0 V F CORP COM 918204108 1477 20700 SH SOLE 20700 0 0 VEECO INSTRS INC DEL COM 922417100 362 48900 SH SOLE 48900 0 0 VERSO CORP CL A 92531L207 220 9800 SH SOLE 9800 0 0 VIACOM INC NEW CL B 92553P201 260 10100 SH SOLE 10100 0 0 VIASAT INC COM 92552V100 1886 32000 SH SOLE 32000 0 0 W & T OFFSHORE INC COM 92922P106 85 20600 SH SOLE 20600 0 0 W & T OFFSHORE INC COM 92922P106 206 50000 SH Put SOLE 0 0 0 WADDELL & REED FINL INC CL A 930059100 181 10000 SH SOLE 10000 0 0 WALMART INC COM 931142103 1714 18400 SH SOLE 18400 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 407 83770 SH SOLE 83770 0 0 WAYFAIR INC CL A 94419L101 2720 30200 SH SOLE 30200 0 0 WEATHERFORD INTL LTD NOTE 5.875% 7/0 947075AH0 586 1048165 SH SOLE 1048165 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 503 900000 SH Call SOLE 0 0 0 WILLIAMS SONOMA INC COM 969904101 1968 39000 SH SOLE 39000 0 0 WINGSTOP INC COM 974155103 591 9200 SH SOLE 9200 0 0 WYNN RESORTS LTD COM 983134107 1757 17767 SH SOLE 17767 0 0 XYLEM INC COM 98419M100 220 3300 SH SOLE 3300 0 0 YUM BRANDS INC COM 988498101 1048 11400 SH SOLE 11400 0 0 YY INC ADS REPCOM CLA 98426T106 221 3700 SH SOLE 3700 0 0 ZAGG INC COM 98884U108 150 15300 SH SOLE 15300 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 318 2000 SH SOLE 2000 0 0 ZIONS BANCORPORATION N A COM 989701107 595 14600 SH SOLE 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