0001085146-15-001258.txt : 20150515 0001085146-15-001258.hdr.sgml : 20150515 20150515093345 ACCESSION NUMBER: 0001085146-15-001258 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150515 DATE AS OF CHANGE: 20150515 EFFECTIVENESS DATE: 20150515 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: 15865942 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 03-31-2015 03-31-2015 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 05-15-2015 0 653 483123 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 1 800 FLOWERS COM CL A 68243Q106 1002 84700 SH SOLE 71500 0 13200 AAC HLDGS INC COM 000307108 229 7500 SH SOLE 7200 0 300 ABBOTT LABS COM 002824100 227 4900 SH SOLE 4900 0 0 ABBVIE INC COM 00287Y109 983 16800 SH SOLE 16800 0 0 ACCO BRANDS CORP COM 00081T108 593 71300 SH SOLE 58200 0 13100 ACTAVIS PLC SHS G0083B108 565 1900 SH SOLE 1800 0 100 ACTIVISION BLIZZARD INC COM 00507V109 236 10400 SH SOLE 9800 0 600 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 547 38100 SH SOLE 33000 0 5100 AETNA INC NEW COM 00817Y108 586 5500 SH SOLE 5300 0 200 AFFILIATED MANAGERS GROUP COM 008252108 537 2500 SH SOLE 2500 0 0 AFLAC INC COM 001055102 282 4400 SH SOLE 2600 0 1800 AGCO CORP COM 001084102 2239 47000 SH SOLE 39300 0 7700 AGILENT TECHNOLOGIES INC COM 00846U101 939 22600 SH SOLE 19300 0 3300 AIR METHODS CORP COM PAR $.06 009128307 620 13300 SH SOLE 13300 0 0 ALASKA AIR GROUP INC COM 011659109 225 3400 SH SOLE 3200 0 200 ALCOA INC COM 013817101 3499 270800 SH SOLE 270800 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 520 3000 SH SOLE 2600 0 400 ALIGN TECHNOLOGY INC COM 016255101 871 16200 SH SOLE 16200 0 0 ALLIANT ENERGY CORP COM 018802108 599 9500 SH SOLE 9200 0 300 ALLISON TRANSMISSION HLDGS I COM 01973R101 201 6300 SH SOLE 5900 0 400 ALON USA ENERGY INC COM 020520102 779 47000 SH SOLE 45800 0 1200 ALTRIA GROUP INC COM 02209S103 240 4800 SH SOLE 4800 0 0 AMC NETWORKS INC CL A 00164V103 728 9500 SH SOLE 9500 0 0 AMEDISYS INC COM 023436108 378 14100 SH SOLE 12100 0 2000 AMERICAN AIRLS GROUP INC COM 02376R102 654 12400 SH SOLE 10300 0 2100 AMERICAN ASSETS TR INC COM 024013104 329 7600 SH SOLE 7300 0 300 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 823 48200 SH SOLE 47800 0 400 AMERICAN HOMES 4 RENT CL A 02665T306 467 28200 SH SOLE 28200 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 312 5700 SH SOLE 5700 0 0 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SH SOLE 26100 0 1600 LEXMARK INTL NEW CL A 529771107 436 10300 SH SOLE 9800 0 500 LG DISPLAY CO LTD SPONS ADR REP 50186V102 648 45300 SH SOLE 37700 0 7600 LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 502 17200 SH SOLE 17200 0 0 LIFELOCK INC COM 53224V100 310 21993 SH SOLE 18393 0 3600 LIFEPOINT HOSPITALS INC COM 53219L109 911 12400 SH SOLE 10300 0 2100 LINCOLN ELEC HLDGS INC COM 533900106 955 14600 SH SOLE 14400 0 200 LINCOLN NATL CORP IND COM 534187109 264 4600 SH SOLE 4300 0 300 LINEAR TECHNOLOGY CORP COM 535678106 2340 50000 SH SOLE 42000 0 8000 LINKEDIN CORP COM CL A 53578A108 525 2100 SH SOLE 2100 0 0 LIQUIDITY SERVICES INC COM 53635B107 252 25500 SH SOLE 20600 0 4900 LULULEMON ATHLETICA INC COM 550021109 256 4000 SH SOLE 3200 0 800 LUMBER LIQUIDATORS HLDGS INC COM 55003T107 434 14100 SH SOLE 14100 0 0 LUMINEX CORP DEL COM 55027E102 341 21300 SH SOLE 17300 0 4000 LUXOFT HLDG INC ORD SHS CL A G57279104 274 5300 SH SOLE 4200 0 1100 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 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SOLE 13700 0 0 OM ASSET MGMT PLC SHS G67506108 477 25600 SH SOLE 22000 0 3600 OMEGA PROTEIN CORP COM 68210P107 186 13600 SH SOLE 12600 0 1000 ON SEMICONDUCTOR CORP COM 682189105 246 20318 SH SOLE 20318 0 0 OPEN TEXT CORP COM 683715106 270 5100 SH SOLE 4900 0 200 OPKO HEALTH INC COM 68375N103 395 27900 SH SOLE 27400 0 500 ORASURE TECHNOLOGIES INC COM 68554V108 100 15250 SH SOLE 15250 0 0 ORBITAL ATK INC COM 68557N103 521 6800 SH SOLE 6600 0 200 OREXIGEN THERAPEUTICS INC COM 686164104 850 108500 SH SOLE 95700 0 12800 ORTHOFIX INTL N V COM N6748L102 212 5900 SH SOLE 5900 0 0 OSIRIS THERAPEUTICS INC NEW COM 68827R108 241 13700 SH SOLE 11100 0 2600 OTONOMY INC COM 68906L105 233 6600 SH SOLE 6200 0 400 OTTER TAIL CORP COM 689648103 273 8500 SH SOLE 7900 0 600 OUTERWALL INC COM 690070107 628 9500 SH SOLE 8000 0 1500 OVERSTOCK COM INC DEL COM 690370101 334 13800 SH SOLE 11700 0 2100 OWENS ILL INC COM NEW 690768403 469 20100 SH SOLE 16900 0 3200 OXFORD INDS INC COM 691497309 853 11300 SH SOLE 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PRIMERICA INC COM 74164M108 219 4300 SH SOLE 4300 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 385 64400 SH SOLE 52100 0 12300 PROLOGIS INC COM 74340W103 575 13200 SH SOLE 13200 0 0 PULTE GROUP INC COM 745867101 293 13200 SH SOLE 12500 0 700 QEP RES INC COM 74733V100 1837 88100 SH SOLE 75200 0 12900 QIWI PLC SPON ADR REP B 74735M108 1268 52800 SH SOLE 44400 0 8400 QLIK TECHNOLOGIES INC COM 74733T105 906 29100 SH SOLE 28800 0 300 QUAD / GRAPHICS INC COM CL A 747301109 432 18800 SH SOLE 16300 0 2500 QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1011 15100 SH SOLE 12700 0 2400 RADIAN GROUP INC COM 750236101 257 15300 SH SOLE 14300 0 1000 RADNET INC COM 750491102 439 52300 SH SOLE 50100 0 2200 RALLY SOFTWARE DEV CORP COM 751198102 489 31136 SH SOLE 30336 0 800 RAMBUS INC DEL COM 750917106 273 21700 SH SOLE 18000 0 3700 RBC BEARINGS INC COM 75524B104 566 7400 SH SOLE 7300 0 100 REALOGY HLDGS CORP COM 75605Y106 332 7300 SH SOLE 7300 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 235 2700 SH SOLE 2400 0 300 REGENCY CTRS CORP COM 758849103 225 3300 SH SOLE 3300 0 0 REGIONS FINL CORP NEW COM 7591EP100 151 16000 SH SOLE 14000 0 2000 REGIS CORP MINN COM 758932107 286 17500 SH SOLE 14700 0 2800 REGULUS THERAPEUTICS INC COM 75915K101 317 18700 SH SOLE 18700 0 0 REINSURANCE GROUP AMER INC COM NEW 759351604 522 5600 SH SOLE 4900 0 700 RENAISSANCERE HOLDINGS LTD COM G7496G103 1057 10600 SH SOLE 10500 0 100 RESOLUTE FST PRODS INC COM 76117W109 173 10000 SH SOLE 9200 0 800 REX AMERICAN RESOURCES CORP COM 761624105 389 6400 SH SOLE 6000 0 400 RLJ LODGING TR COM 74965L101 523 16700 SH SOLE 16700 0 0 ROBERT HALF INTL INC COM 770323103 460 7600 SH SOLE 7500 0 100 ROCK-TENN CO CL A 772739207 239 3700 SH SOLE 3600 0 100 ROCKWELL COLLINS INC COM 774341101 270 2800 SH SOLE 2700 0 100 ROVI CORP COM 779376102 1193 65500 SH SOLE 64800 0 700 ROWAN COMPANIES PLC SHS CL A G7665A101 909 51300 SH SOLE 50300 0 1000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 884 10800 SH SOLE 10800 0 0 RPM INTL INC COM 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SENSIENT TECHNOLOGIES CORP COM 81725T100 262 3800 SH SOLE 3400 0 400 SERVICEMASTER GLOBAL HLDGS I COM 81761R109 570 16900 SH SOLE 16700 0 200 SERVICENOW INC COM 81762P102 284 3600 SH SOLE 3400 0 200 SHERWIN WILLIAMS CO COM 824348106 341 1200 SH SOLE 1100 0 100 SHIP FINANCE INTERNATIONAL L SHS G81075106 167 11300 SH SOLE 10700 0 600 SHIRE PLC SPONSORED ADR 82481R106 1603 6700 SH SOLE 5600 0 1100 SHOE CARNIVAL INC COM 824889109 421 14300 SH SOLE 13700 0 600 SHUTTERFLY INC COM 82568P304 1837 40600 SH SOLE 34200 0 6400 SIERRA WIRELESS INC COM 826516106 619 18700 SH SOLE 18700 0 0 SIGMA ALDRICH CORP COM 826552101 1037 7500 SH SOLE 7500 0 0 SIGMA DESIGNS INC COM 826565103 495 61600 SH SOLE 53300 0 8300 SIGNATURE BK NEW YORK N Y COM 82669G104 518 4000 SH SOLE 4000 0 0 SIGNET JEWELERS LIMITED SHS G81276100 1239 8927 SH SOLE 8927 0 0 SILGAN HOLDINGS INC COM 827048109 1075 18500 SH SOLE 15700 0 2800 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 1688 62800 SH SOLE 54100 0 8700 SIMON PPTY GROUP INC NEW COM 828806109 254 1300 SH SOLE 1200 0 100 SINA CORP ORD G81477104 277 8600 SH SOLE 8000 0 600 SKECHERS U S A INC CL A 830566105 1870 26000 SH SOLE 25900 0 100 SNAP ON INC COM 833034101 338 2300 SH SOLE 2100 0 200 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 327 17900 SH SOLE 17100 0 800 SONIC CORP COM 835451105 415 13100 SH SOLE 13100 0 0 SONY CORP ADR NEW 835699307 667 24900 SH SOLE 24900 0 0 SOTHEBYS COM 835898107 1323 31300 SH SOLE 22600 0 8700 SPDR S&P 500 ETF TR TR UNIT 78462F103 578 2800 SH SOLE 1600 0 1200 SPECTRUM BRANDS HLDGS INC COM 84763R101 412 4600 SH SOLE 4600 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 533 44100 SH SOLE 44100 0 0 SPLUNK INC COM 848637104 308 5200 SH SOLE 5000 0 200 SPROUTS FMRS MKT INC COM 85208M102 1219 34600 SH SOLE 34600 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 368 5900 SH SOLE 5900 0 0 STAGE STORES INC COM NEW 85254C305 676 29500 SH SOLE 24600 0 4900 STAPLES INC COM 855030102 1405 86300 SH SOLE 85800 0 500 STARBUCKS CORP COM 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SH SOLE 27500 0 1400 SYSCO CORP COM 871829107 208 5500 SH SOLE 5500 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3078 120900 SH SOLE 120900 0 0 TARGA RES CORP COM 87612G101 1360 14200 SH SOLE 14100 0 100 TASER INTL INC COM 87651B104 234 9700 SH SOLE 5800 0 3900 TATA MTRS LTD SPONSORED ADR 876568502 1712 38000 SH SOLE 38000 0 0 TAYLOR MORRISON HOME CORP CL A 87724P106 211 10100 SH SOLE 9200 0 900 TEAM HEALTH HOLDINGS INC COM 87817A107 831 14200 SH SOLE 14200 0 0 TECH DATA CORP COM 878237106 2530 43800 SH SOLE 36100 0 7700 TEEKAY CORPORATION COM Y8564W103 279 6000 SH SOLE 5700 0 300 TELECOM ARGENTINA S A SPON ADR REP B 879273209 250 11000 SH SOLE 8400 0 2600 TENARIS S A SPONSORED ADR 88031M109 204 7300 SH SOLE 6800 0 500 TEREX CORP NEW COM 880779103 1914 72000 SH SOLE 61800 0 10200 TESORO CORP COM 881609101 968 10600 SH SOLE 10600 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 1482 36800 SH SOLE 33500 0 3300 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 312 5000 SH SOLE 4600 0 400 TEXTRON INC COM 883203101 465 10500 SH SOLE 10500 0 0 THIRD PT REINS LTD COM G8827U100 168 11900 SH SOLE 11400 0 500 TIDEWATER INC COM 886423102 193 10100 SH SOLE 10100 0 0 TIFFANY & CO NEW COM 886547108 995 11300 SH SOLE 10800 0 500 TILLYS INC CL A 886885102 332 21200 SH SOLE 16800 0 4400 TIME WARNER INC COM NEW 887317303 819 9700 SH SOLE 9700 0 0 TIMKEN CO COM 887389104 1370 32500 SH SOLE 28600 0 3900 TJX COS INC NEW COM 872540109 1044 14900 SH SOLE 14800 0 100 TOLL BROTHERS INC COM 889478103 260 6600 SH SOLE 6300 0 300 TOWER INTL INC COM 891826109 226 8500 SH SOLE 8300 0 200 TOWER SEMICONDUCTOR LTD SHS NEW M87915274 458 27000 SH SOLE 26200 0 800 TRACTOR SUPPLY CO COM 892356106 621 7300 SH SOLE 6300 0 1000 TRANSPORTADORA DE GAS SUR SPON ADR B 893870204 260 48700 SH SOLE 39600 0 9100 TRIMBLE NAVIGATION LTD COM 896239100 307 12200 SH SOLE 12200 0 0 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 195 23800 SH SOLE 22300 0 1500 TTM TECHNOLOGIES INC COM 87305R109 433 48100 SH SOLE 40400 0 7700 TUESDAY MORNING CORP COM NEW 899035505 1025 63695 SH SOLE 54395 0 9300 TWENTY FIRST CENTY FOX INC CL A 90130A101 1357 40100 SH SOLE 33300 0 6800 TWENTY FIRST CENTY FOX INC CL B 90130A200 786 23900 SH SOLE 20200 0 3700 TYLER TECHNOLOGIES INC COM 902252105 386 3200 SH SOLE 2700 0 500 TYSON FOODS INC CL A 902494103 287 7500 SH SOLE 7500 0 0 U S CONCRETE INC COM NEW 90333L201 445 13132 SH SOLE 12632 0 500 U S G CORP COM NEW 903293405 494 18500 SH SOLE 18500 0 0 U S SILICA HLDGS INC COM 90346E103 755 21200 SH SOLE 20800 0 400 UDR INC COM 902653104 289 8500 SH SOLE 7800 0 700 ULTA SALON COSMETCS & FRAG I COM 90384S303 468 3100 SH SOLE 2900 0 200 UMPQUA HLDGS CORP COM 904214103 476 27700 SH SOLE 27700 0 0 UNION PAC CORP COM 907818108 347 3200 SH SOLE 3200 0 0 UNISYS CORP COM NEW 909214306 722 31100 SH SOLE 26200 0 4900 UNITED NAT FOODS INC COM 911163103 693 9000 SH SOLE 9000 0 0 UNITED RENTALS INC COM 911363109 228 2500 SH SOLE 2400 0 100 UNITED STATES STL CORP NEW COM 912909108 364 14900 SH SOLE 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