0001085146-16-004334.txt : 20160815 0001085146-16-004334.hdr.sgml : 20160815 20160815130740 ACCESSION NUMBER: 0001085146-16-004334 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161831415 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 06-30-2016 06-30-2016 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 08-12-2016 0 241 71840 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3-D SYS CORP DEL COM NEW 88554D205 192 14000 SH SOLE 14000 0 0 A10 NETWORKS INC COM 002121101 220 34000 SH SOLE 34000 0 0 AAON INC COM PAR $0.004 000360206 209 7600 SH SOLE 7600 0 0 AARONS INC COM PAR $0.50 002535300 217 9900 SH SOLE 9900 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 174 39631 SH SOLE 39631 0 0 AETNA INC NEW COM 00817Y108 256 2100 SH SOLE 2100 0 0 AK STL HLDG CORP COM 001547108 275 59100 SH SOLE 59100 0 0 ALASKA AIR GROUP INC COM 011659109 251 4300 SH SOLE 4300 0 0 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 285 8100 SH SOLE 8100 0 0 ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 367 13200 SH SOLE 13200 0 0 ALTRIA GROUP INC COM 02209S103 248 3600 SH SOLE 3600 0 0 AMBAC FINL GROUP INC COM NEW 023139884 179 10900 SH SOLE 10900 0 0 AMBER RD INC COM 02318Y108 127 16500 SH SOLE 16500 0 0 AMC NETWORKS INC CL A 00164V103 381 6300 SH SOLE 6300 0 0 AMERICAN SUPERCONDUCTOR CORP SHS NEW 030111207 128 15200 SH SOLE 15200 0 0 AMICUS THERAPEUTICS INC COM 03152W109 115 21000 SH SOLE 21000 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 341 18900 SH SOLE 18900 0 0 ANTHEM INC COM 036752103 302 2300 SH SOLE 2300 0 0 ANWORTH MORTGAGE ASSET CP COM 037347101 63 13500 SH SOLE 13500 0 0 APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 153 23900 SH SOLE 23900 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 233 50000 SH SOLE 50000 0 0 ARCHROCK INC COM 03957W106 187 19900 SH SOLE 19900 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 72 15000 SH SOLE 15000 0 0 ARGAN INC COM 04010E109 463 11100 SH SOLE 11100 0 0 ARLINGTON ASSET INVT CORP CL A NEW 041356205 247 19000 SH SOLE 19000 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 185 13500 SH SOLE 13500 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 137 25600 SH SOLE 25600 0 0 ATN INTL INC COM 00215F107 226 2900 SH SOLE 2900 0 0 ATWOOD OCEANICS INC COM 050095108 257 20500 SH SOLE 20500 0 0 AXOVANT SCIENCES LTD COM G0750W104 135 10500 SH SOLE 10500 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 180 23100 SH SOLE 23100 0 0 BANCO MACRO SA SPON ADR B 05961W105 356 4800 SH SOLE 4800 0 0 BARRETT BILL CORP COM 06846N104 103 16100 SH SOLE 16100 0 0 BIG LOTS INC COM 089302103 251 5000 SH SOLE 5000 0 0 BLUCORA INC COM 095229100 269 26000 SH SOLE 26000 0 0 BOFI HLDG INC COM 05566U108 182 10300 SH SOLE 10300 0 0 BRIGHTCOVE INC COM 10921T101 224 25500 SH SOLE 25500 0 0 BRINKER INTL INC COM 109641100 328 7200 SH SOLE 7200 0 0 BUFFALO WILD WINGS INC COM 119848109 222 1600 SH SOLE 1600 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 231 9500 SH SOLE 9500 0 0 CALGON CARBON CORP COM 129603106 193 14700 SH SOLE 14700 0 0 CALIFORNIA RES CORP COM NEW 13057Q206 238 19500 SH SOLE 19500 0 0 CALIX INC COM 13100M509 73 10500 SH SOLE 10500 0 0 CAPITAL ONE FINL CORP COM 14040H105 298 4700 SH SOLE 4700 0 0 CARBONITE INC COM 141337105 113 11600 SH SOLE 11600 0 0 CDW CORP COM 12514G108 204 5100 SH SOLE 5100 0 0 CEMPRA INC COM 15130J109 170 10300 SH SOLE 10300 0 0 CENTERPOINT ENERGY INC COM 15189T107 242 10100 SH SOLE 10100 0 0 CHART INDS INC COM PAR $0.01 16115Q308 304 12600 SH SOLE 12600 0 0 CHESAPEAKE UTILS CORP COM 165303108 205 3100 SH SOLE 3100 0 0 CHICAGO BRIDGE & IRON CO N V COM 167250109 315 9100 SH SOLE 9100 0 0 CHILDRENS PL INC COM 168905107 305 3800 SH SOLE 3800 0 0 CINCINNATI BELL INC NEW COM 171871106 54 11900 SH SOLE 11900 0 0 CLIFFS NAT RES INC COM 18683K101 142 25000 SH SOLE 25000 0 0 CNH INDL N V SHS N20944109 109 15200 SH SOLE 15200 0 0 CNOOC LTD SPONSORED ADR 126132109 212 1700 SH SOLE 1700 0 0 COCA COLA EUROPEAN PARTNERS SHS G25839104 275 7700 SH SOLE 7700 0 0 COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 465 5600 SH SOLE 5600 0 0 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 152 17000 SH SOLE 17000 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 212 17700 SH SOLE 17700 0 0 CONAGRA 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LLC COM 288522303 16764 978613 SH SOLE 978613 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 217 7700 SH SOLE 7700 0 0 ENERSIS AMERICAS SA SPONSORED ADR 29274F104 327 38100 SH SOLE 38100 0 0 ENERSYS COM 29275Y102 214 3600 SH SOLE 3600 0 0 ENGILITY HLDGS INC NEW COM 29286C107 515 24400 SH SOLE 24400 0 0 ENOVA INTL INC COM 29357K103 215 29200 SH SOLE 29200 0 0 EP ENERGY CORP CL A 268785102 346 66700 SH SOLE 66700 0 0 EPLUS INC COM 294268107 221 2700 SH SOLE 2700 0 0 ERIE INDTY CO CL A 29530P102 248 2500 SH SOLE 2500 0 0 EXAR CORP COM 300645108 137 17000 SH SOLE 17000 0 0 EXELIXIS INC COM 30161Q104 176 22500 SH SOLE 22500 0 0 EXPEDITORS INTL WASH INC COM 302130109 201 4100 SH SOLE 4100 0 0 EXTERRAN CORP COM 30227H106 153 11900 SH SOLE 11900 0 0 EZCORP INC CL A NON VTG 302301106 240 31800 SH SOLE 31800 0 0 FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 189 12900 SH SOLE 12900 0 0 FELCOR LODGING TR INC COM 31430F101 156 25100 SH SOLE 25100 0 0 FERROGLOBE PLC SHS G33856108 120 13900 SH SOLE 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INC COM 446150104 186 20800 SH SOLE 20800 0 0 ICONIX BRAND GROUP INC COM 451055107 335 49500 SH SOLE 49500 0 0 INCYTE CORP COM 45337C102 264 3300 SH SOLE 3300 0 0 ING GROEP N V SPONSORED ADR 456837103 152 14700 SH SOLE 14700 0 0 INSPERITY INC COM 45778Q107 324 4200 SH SOLE 4200 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 236 12600 SH SOLE 12600 0 0 INTRALINKS HLDGS INC COM 46118H104 88 13600 SH SOLE 13600 0 0 INTUIT COM 461202103 379 3400 SH SOLE 3400 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 116 13100 SH SOLE 13100 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 278 15200 SH SOLE 15200 0 0 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 203 21500 SH SOLE 21500 0 0 JOY GLOBAL INC COM 481165108 564 26700 SH SOLE 26700 0 0 KARYOPHARM THERAPEUTICS INC COM 48576U106 109 16200 SH SOLE 16200 0 0 KCG HLDGS INC CL A 48244B100 162 12200 SH SOLE 12200 0 0 KEYCORP NEW COM 493267108 211 19100 SH SOLE 19100 0 0 KINROSS GOLD CORP COM NO PAR 496902404 67 13700 SH SOLE 13700 0 0 KROGER CO COM 501044101 246 6700 SH SOLE 6700 0 0 LAUDER ESTEE COS INC CL A 518439104 282 3100 SH SOLE 3100 0 0 LEXICON PHARMACEUTICALS INC COM NEW 528872302 168 11700 SH SOLE 11700 0 0 LINEAR TECHNOLOGY CORP COM 535678106 233 5000 SH SOLE 5000 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 200 8500 SH SOLE 8500 0 0 LIVEPERSON INC COM 538146101 165 26100 SH SOLE 26100 0 0 LKQ CORP COM 501889208 266 8400 SH SOLE 8400 0 0 LOWES COS INC COM 548661107 293 3700 SH SOLE 3700 0 0 MANHATTAN ASSOCS INC COM 562750109 333 5200 SH SOLE 5200 0 0 MARRIOTT INTL INC NEW CL A 571903202 279 4200 SH SOLE 4200 0 0 MARTEN TRANS LTD COM 573075108 198 10000 SH SOLE 10000 0 0 MBIA INC COM 55262C100 168 24600 SH SOLE 24600 0 0 MCBC HLDGS INC COM 55276F107 223 20200 SH SOLE 20200 0 0 MCDERMOTT INTL INC COM 580037109 89 18100 SH SOLE 18100 0 0 MCKESSON CORP COM 58155Q103 280 1500 SH SOLE 1500 0 0 MEETME INC COM 585141104 143 26800 SH SOLE 26800 0 0 METLIFE INC COM 59156R108 223 5600 SH SOLE 5600 0 0 MGIC INVT CORP WIS COM 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