13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2015-03-31, filed 2015-05-15, with 653 holding rows worth $483,123,000.
- Accession
- 0001085146-15-001258
- Filer
- CIK 1098490
- Filed
- 2015-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2015
A holdings report, 653 entries on the cover page, a total value of $483,123,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $483,123,000 with VALUE read as thousands by filing date, 13F file number 028-11539. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| LXP INDUSTRIAL TRUST | 529043101 | COM | 27,700 | $272,000 | thousands by filing date | |
| NATIONAL FUEL GAS CO COM | 636180101 | Stock | 4,500 | $271,000 | thousands by filing date | |
| OPEN TEXT CORP COM | 683715106 | Stock | 5,100 | $270,000 | thousands by filing date | |
| ROCKWELL COLLINS INC | 774341101 | COM | 2,800 | $270,000 | thousands by filing date | |
| INOGEN INC | 45780L104 | COM | 8,400 | $269,000 | thousands by filing date | |
| II VI INC | 902104108 | COM | 14,500 | $268,000 | thousands by filing date | |
| FIESTA RESTAURANT GROUP INC | 31660B101 | COM | 4,400 | $268,000 | thousands by filing date | |
| GRACE W R & CO DEL NEW COM | 38388F108 | Stock | 2,700 | $267,000 | thousands by filing date | |
| NATIONAL INSTRS CORP | 636518102 | COM | 8,300 | $266,000 | thousands by filing date | |
| AOL INC | 00184X105 | COM | 6,700 | $265,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 4,600 | $264,000 | thousands by filing date | |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 9,000 | $264,000 | thousands by filing date | |
| RITHM CAPITAL CORP COM NEW | 64828T201 | REIT | 17,500 | $263,000 | thousands by filing date | |
| NEWCASTLE INVT CORP NEW COM PAR $0.01 | 65105M603 | REIT | 54,200 | $263,000 | thousands by filing date | |
| SENSIENT TECHNOLOGIES CORP | 81725T100 | COM | 3,800 | $262,000 | thousands by filing date | |
| TOLL BROTHERS INC COM | 889478103 | Stock | 6,600 | $260,000 | thousands by filing date | |
| TRANSPORTADORA DE GAS SUR | 893870204 | SPONSORED ADS B | 48,700 | $260,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 54,508 | $257,000 | thousands by filing date | |
| RADIAN GROUP INC COM | 750236101 | Stock | 15,300 | $257,000 | thousands by filing date | |
| LULULEMON ATHLETICA INC | 550021109 | COM | 4,000 | $256,000 | thousands by filing date | |
| EXPEDITORS INTL WASH INC COM | 302130109 | Stock | 5,300 | $255,000 | thousands by filing date | |
| CABOT MICROELECTRONICS CORP | 12709P103 | COM | 5,100 | $255,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 1,300 | $254,000 | thousands by filing date | |
| FIDELITY NATIONAL FINANCIAL | 31620R303 | FNF GROUP COM | 6,900 | $254,000 | thousands by filing date | |
| MONRO INC | 610236101 | COMMON STOCK | 3,900 | $254,000 | thousands by filing date | |
| Nippon Telegraph Telephone Corp | 654624105 | Equity | 8,200 | $253,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 7,600 | $252,000 | thousands by filing date | |
| LIQUIDITY SVCS INC | 53635B107 | COM | 25,500 | $252,000 | thousands by filing date | |
| PIONEER ENERGY SVCS CORP | 723664108 | COM | 46,400 | $251,000 | thousands by filing date | |
| Zagg, Inc. | 98884U108 | COM | 28,900 | $251,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V101 | SP ADR NON VTG | 41,000 | $250,000 | thousands by filing date | |
| TELECOM ARGENTINA SA | 879273209 | SPON ADR REP B | 11,000 | $250,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 20,318 | $246,000 | thousands by filing date | |
| L BRANDS INC | 501797104 | COM | 2,600 | $245,000 | thousands by filing date | |
| STORE CAP CORP | 862121100 | COM | 10,400 | $243,000 | thousands by filing date | |
| EXPRESS SCRIPTS HLDG CO | 30219G108 | COM | 2,800 | $243,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 8,900 | $243,000 | thousands by filing date | |
| BB & T CORP | 054937107 | COM | 6,200 | $242,000 | thousands by filing date | |
| OSIRIS THERAPEUTICS INC NEW | 68827R108 | COM | 13,700 | $241,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 4,800 | $240,000 | thousands by filing date | |
| WISDOMTREE INC | 97717P104 | COM | 11,200 | $240,000 | thousands by filing date | |
| WHOLE FOODS MKT INC | 966837106 | COM | 4,600 | $240,000 | thousands by filing date | |
| IBERIABANK CORP | 450828108 | COM | 3,800 | $240,000 | thousands by filing date | |
| CALLIDUS SOFTWARE INC | 13123E500 | COM | 18,900 | $240,000 | thousands by filing date | |
| ROCKET COMPANIES CLA A CLASS A | 772739207 | COM | 3,700 | $239,000 | thousands by filing date | |
| CBIZ INC | 124805102 | COM | 25,500 | $238,000 | thousands by filing date | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 10,400 | $236,000 | thousands by filing date | |
| DINE BRANDS GLOBAL INC | 254423106 | COM | 2,200 | $235,000 | thousands by filing date | |
| RED ROBIN GOURMET BURGERS IN | 75689M101 | COM | 2,700 | $235,000 | thousands by filing date | |
| VALARIS ORD | 920355104 | COM | 2,800 | $235,000 | thousands by filing date | |
| WAGEWORKS INC | 930427109 | COM | 4,400 | $235,000 | thousands by filing date | |
| Taser Intl Inc | 87651B104 | COM | 9,700 | $234,000 | thousands by filing date | |
| OTONOMY INC | 68906L105 | COM | 6,600 | $233,000 | thousands by filing date | |
| PAPA MURPHYS HLDGS INC | 698814100 | COM | 12,811 | $232,000 | thousands by filing date | |
| HILLTOP HLDGS INC | 432748101 | COM | 11,900 | $231,000 | thousands by filing date | |
| WIX COM LTD SHS | M98068105 | Stock | 11,999 | $230,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 3,500 | $229,000 | thousands by filing date | |
| AMERISOURCEBERGEN COR | 000307108 | COMMON | 7,500 | $229,000 | thousands by filing date | |
| UNITED RENTALS INC COM | 911363109 | Stock | 2,500 | $228,000 | thousands by filing date | |
| NIMBLE STORAGE INC | 65440R101 | COM | 10,200 | $228,000 | thousands by filing date | |
| Abbott Laboratories | 002824100 | COM | 4,900 | $227,000 | thousands by filing date | |
| EVEREST GROUP LTD COM | G3223R108 | Stock | 1,300 | $226,000 | thousands by filing date | |
| TOWER INTL INC | 891826109 | COM | 8,500 | $226,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 3,400 | $225,000 | thousands by filing date | |
| REGENCY CTRS CORP COM | 758849103 | REIT | 3,300 | $225,000 | thousands by filing date | |
| INSIGHT ENTERPRISES INC | 45765U103 | COM | 7,900 | $225,000 | thousands by filing date | |
| GENERAL COMMUNICATION INC | 369385109 | CL A | 14,200 | $224,000 | thousands by filing date | |
| COMMSCOPE HLDG CO INC | 20337X109 | COM | 7,800 | $223,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 12,600 | $223,000 | thousands by filing date | |
| BT GROUP-ADR | 05577E101 | ADR | 3,400 | $222,000 | thousands by filing date | |
| GENESEE & WYOMING INC | 371559105 | CL A | 2,300 | $222,000 | thousands by filing date | |
| PIEDMONT REALTY TRUST INC | 720190206 | COM CL A | 11,800 | $220,000 | thousands by filing date | |
| PRIMERICA INC | 74164M108 | COM | 4,300 | $219,000 | thousands by filing date | |
| GIGAMON INC | 37518B102 | COM | 10,300 | $219,000 | thousands by filing date | |
| DSW INC-CLASS A | 23334L102 | CL A | 5,900 | $218,000 | thousands by filing date | |
| AMERICAN WTR WKS CO INC NEW COM | 030420103 | Stock | 4,000 | $217,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333X108 | COMMON STOCK | 13,500 | $216,000 | thousands by filing date | |
| JIVE SOFTWARE INC | 47760A108 | COM | 42,099 | $216,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 2,100 | $215,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 5,700 | $215,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 3,200 | $215,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 6,500 | $214,000 | thousands by filing date | |
| LANDAUER INC | 51476K103 | COM | 6,100 | $214,000 | thousands by filing date | |
| PERFICIENT INC | 71375U101 | COM | 10,300 | $213,000 | thousands by filing date | |
| C&J ENERGY SVCS LTD SHS | G3164Q101 | Stock | 19,100 | $213,000 | thousands by filing date | |
| ORTHOFIX INTL N V | N6748L102 | COM | 5,900 | $212,000 | thousands by filing date | |
| TAYLOR MORRISON HOME CORP COM | 87724P106 | Stock | 10,100 | $211,000 | thousands by filing date | |
| IRSA INVERSIONES Y REP S A SPON GDS ECH 10 | 450047204 | ADR | 10,600 | $209,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 5,500 | $208,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 14,700 | $207,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 6,700 | $204,000 | thousands by filing date | |
| TENARIS S A SPONSORED ADS | 88031M109 | ADR | 7,300 | $204,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 8,500 | $203,000 | thousands by filing date | |
| CITI TRENDS INC | 17306X102 | COMMON STOCK | 7,500 | $203,000 | thousands by filing date | |
| LANNETT COMPANY INCORPORATED | 516012101 | COM | 3,000 | $203,000 | thousands by filing date | |
| FIVE PRIME THERAPEUTICS INC. | 33830X104 | Common Stock | 8,900 | $203,000 | thousands by filing date | |
| ANIKA THERAPEUTICS INC | 035255108 | COM | 4,900 | $202,000 | thousands by filing date | |
| CARPENTER TECHNOLOGY CORP | 144285103 | COM | 5,200 | $202,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 6,300 | $201,000 | thousands by filing date | |
| Great Lakes Dredge & Dock Corp | 390607109 | Common Stock | 32,800 | $197,000 | thousands by filing date | |
| METALDYNE PERFORMANCE GROUP | 59116R107 | COM | 10,900 | $196,000 | thousands by filing date | |
| TSAKOS ENERGY NAVIGATION LTD | G9108L108 | SHS | 23,800 | $195,000 | thousands by filing date | |
| TIDEWATER INC | 886423102 | COM | 10,100 | $193,000 | thousands by filing date | |
| BANKRATE INC DEL | 06647F102 | COM | 16,597 | $188,000 | thousands by filing date | |
| OMEGA PROTEIN CORP | 68210P107 | COM | 13,600 | $186,000 | thousands by filing date | |
| FELCOR LODGING TR INC | 31430F101 | COM | 16,000 | $184,000 | thousands by filing date | |
| INTREPID POTASH INC | 46121Y102 | COM | 15,690 | $181,000 | thousands by filing date | |
| FORESTAR GROUP, INC. | 346233109 | COMMON STOCK | 11,450 | $181,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 13,600 | $177,000 | thousands by filing date | |
| PLY GEM HLDGS INC | 72941W100 | COM | 13,600 | $177,000 | thousands by filing date | |
| CONATUS PHARMACEUTICALS INC | 20600T108 | COM | 24,800 | $177,000 | thousands by filing date | |
| INTELSAT S A | L5140P101 | COM | 14,550 | $175,000 | thousands by filing date | |
| RESOLUTE FOREST PRODUCTS | 76117W109 | COMMON STOCK | 10,000 | $173,000 | thousands by filing date | |
| LESAKA TECHNOLOGIES INC | 64107N206 | CMN | 12,367 | $169,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 24,100 | $168,000 | thousands by filing date | |
| THIRD PT REINS LTD | G8827U100 | COM | 11,900 | $168,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 11,300 | $167,000 | thousands by filing date | |
| AMERICAN RLTY CAP PPTYS INC | 02917T104 | COM | 16,500 | $163,000 | thousands by filing date | |
| IGI LABORATORIES INC | 449575109 | COM | 19,300 | $157,000 | thousands by filing date | |
| AMKOR TECHNOLOGY INC COM | 031652100 | Stock | 17,435 | $154,000 | thousands by filing date | |
| LEJU HLDGS LTD | 50187J108 | SPONSORED ADS | 19,400 | $154,000 | thousands by filing date | |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 16,000 | $151,000 | thousands by filing date | |
| CAREER EDUCATION CORP | 141665109 | COM | 29,637 | $149,000 | thousands by filing date | |
| RUCKUS WIRELESS INC | 781220108 | COM | 11,400 | $147,000 | thousands by filing date | |
| DENNYS CORP | 24869P104 | COM | 12,700 | $145,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 14,500 | $138,000 | thousands by filing date | |
| GRUPO FINANCIERO SANTANDER | 40053C105 | COMMON STOCK-FO | 12,400 | $135,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 12,800 | $133,000 | thousands by filing date | |
| FRANKLIN STR PPTYS CORP | 35471R106 | COM | 10,400 | $133,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 16,700 | $132,000 | thousands by filing date | |
| CONTROLADORA VUELA COMP DE A | 21240E105 | SPON ADR RP 10 | 11,700 | $130,000 | thousands by filing date | |
| PERNIX THERAPEUTICS HOLDINGS | 71426V108 | COM | 12,100 | $129,000 | thousands by filing date | |
| SYNERGY RES CORP | 87164P103 | COM | 10,700 | $127,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 18,600 | $126,000 | thousands by filing date | |
| PREFERRED APT CMNTYS INC | 74039L103 | COM | 11,300 | $122,000 | thousands by filing date | |
| WILSHIRE BANCORP INC | 97186T108 | COM | 11,700 | $117,000 | thousands by filing date | |
| NOVAVAX INC | 670002104 | COMMON STOCK | 13,800 | $114,000 | thousands by filing date | |
| AVON PRODS INC | 054303102 | COM | 12,600 | $101,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 15,250 | $100,000 | thousands by filing date | |
| MANNKIND CORP | 56400P201 | COM | 18,813 | $98,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 10,363 | $98,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 10,200 | $97,000 | thousands by filing date | |
| LAYNE CHRISTENSEN CO | 521050104 | COM | 19,400 | $97,000 | thousands by filing date | |
| MERGE HEALTHCARE INC | 589499102 | COM | 20,000 | $89,000 | thousands by filing date | |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 16,200 | $82,000 | thousands by filing date | |
| BRIGHTCOVE INC | 10921T101 | COM | 11,100 | $81,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 11,100 | $81,000 | thousands by filing date | |
| FIRST BANCORP CORPORATION | 318672706 | COM NEW | 12,700 | $79,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 10,400 | $73,000 | thousands by filing date | |
| FMSA HLDGS INC | 30255X106 | COM | 10,151 | $73,000 | thousands by filing date | |
| KRATOS DEFENSE & SEC SOLUTIO | 50077B207 | COM NEW | 12,473 | $69,000 | thousands by filing date | |
| APPROACH RESOURCES INC | 03834A103 | COM | 10,400 | $69,000 | thousands by filing date | |
| MATTSON TECHNOLOGY INC | 577223100 | COM | 12,900 | $51,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-001258 | this filing | 2015-05-15 | acceptance time not in the bulk data set |