0001085146-11-000633.txt : 20110516 0001085146-11-000633.hdr.sgml : 20110516 20110516110044 ACCESSION NUMBER: 0001085146-11-000633 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110516 DATE AS OF CHANGE: 20110516 EFFECTIVENESS DATE: 20110516 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: 11844235 BUSINESS ADDRESS: STREET 1: 53 FOREST AVENUE STREET 2: 2ND FLOOR CITY: OLD GREENWICH STATE: CT ZIP: 06870 BUSINESS PHONE: 2036981136 MAIL ADDRESS: STREET 1: 53 FOREST AVENUE STREET 2: 2ND FLOOR CITY: OLD GREENWICH STATE: CT ZIP: 06870 13F-HR 1 emg1q2011.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Ellington Management Group, LLC Address: 53 Forest Avenue Old Greenwich, CT 06870 13F File Number: 028-11539 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: David Rice Title: Chief Compliance Officer Phone: 203-698-1200 Signature, Place, and Date of Signing: /s/ David Rice Greenwich, CT May 13, 2011 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 466 Form 13F Information Table Value Total: $292,562 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- 3-D SYS CORP DEL COM NEW 88554D205 272 5600 SH SOLE 5600 0 0 ABERCROMBIE & FITCH CO CL A 002896207 558 9500 SH SOLE 9500 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 660 19200 SH SOLE 19200 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1968 35800 SH SOLE 35800 0 0 ACCURAY INC COM 004397105 143 15900 SH SOLE 15900 0 0 ACHILLION PHARMACEUTICALS IN COM 00448Q201 747 104500 SH SOLE 104500 0 0 ACTUANT CORP CL A NEW 00508X203 290 10000 SH SOLE 10000 0 0 ADVANCE AMER CASH ADVANCE CT COM 00739W107 65 12300 SH SOLE 12300 0 0 AEGON N V NY REGISTRY SH 007924103 248 33000 SH SOLE 33000 0 0 AEROPOSTALE COM 007865108 1109 45600 SH SOLE 45600 0 0 AEROVIRONMENT INC COM 008073108 504 14400 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