13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2015-06-30, filed 2015-08-14, with 663 holding rows worth $408,999,000.
- Accession
- 0001085146-15-001836
- Filer
- CIK 1098490
- Filed
- 2015-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2015
A holdings report, 663 entries on the cover page, a total value of $408,999,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $408,999,000 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 |
|---|---|---|---|---|---|---|
| KING DIGITAL ENTMT PLC | G5258J109 | ORD SHS | 17,700 | $252,000 | thousands by filing date | |
| ADTRAN INC | 00738A106 | COMMON STOCK | 15,390 | $250,000 | thousands by filing date | |
| SORRENTO THERAPEUTICS INC | 83587F202 | COMMON STOCK | 14,179 | $250,000 | thousands by filing date | |
| ADECOAGRO S A | L00849106 | COM | 26,992 | $249,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 8,500 | $249,000 | thousands by filing date | |
| ALEXANDER & BALDWIN INC NEW | 014491104 | COM | 6,300 | $248,000 | thousands by filing date | |
| RANDGOLD RES LTD | 752344309 | ADR | 3,700 | $248,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 2,896 | $246,000 | thousands by filing date | |
| DXP ENTERPRISES INC | 233377407 | COM NEW | 5,300 | $246,000 | thousands by filing date | |
| BROADRIDGE FINL SOLUTIONS INC COM | 11133T103 | Stock | 4,900 | $245,000 | thousands by filing date | |
| SPECTRUM BRANDS HLDGS INC | 84763R101 | COM | 2,400 | $245,000 | thousands by filing date | |
| HOLOGIC INC | 436440101 | COM | 6,400 | $244,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 17,694 | $243,000 | thousands by filing date | |
| NUANCE COMMUNICATIONS INC | 67020Y100 | COM | 13,800 | $242,000 | thousands by filing date | |
| SUPERCOM LTD NEW | M87095119 | SHS NEW | 19,111 | $242,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 1,700 | $241,000 | thousands by filing date | |
| GRUPO AEROPORTUNARIO DEL PAC | 400506101 | SPON ADS B | 3,500 | $240,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 16,499 | $240,000 | thousands by filing date | |
| RUBY TUESDAY INC | 781182100 | COMMON STOCK | 38,094 | $239,000 | thousands by filing date | |
| NQ MOBILE INC | 64118U108 | ADR REPR CL A | 45,200 | $239,000 | thousands by filing date | |
| OMNICELL COM COM | 68213N109 | Stock | 6,300 | $238,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 3,565 | $238,000 | thousands by filing date | |
| KEARNY FINL CORP MD | 48716P108 | COM | 21,300 | $238,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 26,500 | $236,000 | thousands by filing date | |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 15,895 | $235,000 | thousands by filing date | |
| COMMERCE BANCSHARES INC | 200525103 | COM | 4,997 | $234,000 | thousands by filing date | |
| TIMKEN CO | 887389104 | COM | 6,400 | $234,000 | thousands by filing date | |
| JIVE SOFTWARE INC | 47760A108 | COM | 44,526 | $234,000 | thousands by filing date | |
| GENTEX CORP COM | 371901109 | Stock | 14,200 | $233,000 | thousands by filing date | |
| Anywhere Real Estate Inc | 75605Y106 | Common Stock | 4,994 | $233,000 | thousands by filing date | |
| WAGEWORKS INC | 930427109 | COM | 5,770 | $233,000 | thousands by filing date | |
| AES CORP COM | 00130H105 | Stock | 17,475 | $232,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 3,700 | $232,000 | thousands by filing date | |
| RAYMOND JAMES FINL INC COM | 754730109 | Stock | 3,900 | $232,000 | thousands by filing date | |
| OPENLANE INC | 48238T109 | COM | 6,200 | $232,000 | thousands by filing date | |
| ZULILY INC | 989774104 | CL A | 17,783 | $232,000 | thousands by filing date | |
| PDC ENERGY INC | 69327R101 | COM | 4,300 | $231,000 | thousands by filing date | |
| AMERICAN WOODMARK CORP | 030506109 | COM | 4,205 | $231,000 | thousands by filing date | |
| RBC BEARINGS INC COM | 75524B104 | Stock | 3,200 | $230,000 | thousands by filing date | |
| BOB EVANS FARMS | 096761101 | COM | 4,500 | $230,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 20,500 | $229,000 | thousands by filing date | |
| VWR CORP | 91843L103 | COM | 8,556 | $229,000 | thousands by filing date | |
| KT CORP SPONSORED ADR | 48268K101 | ADR | 18,000 | $228,000 | thousands by filing date | |
| BOOT BARN HLDGS INC | 099406100 | COM | 7,111 | $228,000 | thousands by filing date | |
| SABRE CORP COM | 78573M104 | Stock | 9,500 | $226,000 | thousands by filing date | |
| CHURCHILL DOWNS INC | 171484108 | COM | 1,800 | $225,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 15,836 | $225,000 | thousands by filing date | |
| INTERVAL LEISURE GROUP INC | 46113M108 | COM | 9,834 | $225,000 | thousands by filing date | |
| GENUINE PARTS CO COM | 372460105 | Stock | 2,500 | $224,000 | thousands by filing date | |
| PATRICK INDS INC | 703343103 | COM | 5,900 | $224,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 3,607 | $223,000 | thousands by filing date | |
| BORGWARNER INC COM | 099724106 | Stock | 3,900 | $222,000 | thousands by filing date | |
| KOREA ELEC PWR CORP SPONSORED ADR | 500631106 | ADR | 10,900 | $222,000 | thousands by filing date | |
| BOFI HOLDING INC | 05566U108 | COMMON STOCK | 2,100 | $222,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 5,591 | $222,000 | thousands by filing date | |
| VANTIV INC | 92210H105 | CL A | 5,800 | $222,000 | thousands by filing date | |
| ELECTRONICS FOR IMAGING INC | 286082102 | COM | 5,100 | $222,000 | thousands by filing date | |
| OLYMPIC STEEL INC COM | 68162K106 | Stock | 12,700 | $221,000 | thousands by filing date | |
| PACWEST BANCORP DEL | 695263103 | COM | 4,700 | $220,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 2,700 | $219,000 | thousands by filing date | |
| AERIE PHARMACEUTICALS INC | 00771V108 | COM | 12,400 | $219,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 1,681 | $218,000 | thousands by filing date | |
| FAIR ISAAC CORP COM | 303250104 | Stock | 2,400 | $218,000 | thousands by filing date | |
| PRA HEALTH SCIENCES INC | 69354M108 | COM | 6,000 | $218,000 | thousands by filing date | |
| QCR HOLDINGS INC | 74727A104 | COMMON STOCK | 10,000 | $218,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 3,600 | $217,000 | thousands by filing date | |
| LITHIA MTRS INC COM | 536797103 | Stock | 1,916 | $217,000 | thousands by filing date | |
| ULTA BEAUTY INC COM | 90384S303 | Stock | 1,400 | $216,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 9,400 | $216,000 | thousands by filing date | |
| ABAXIS INC | 002567105 | COM | 4,200 | $216,000 | thousands by filing date | |
| SHOE STA GROUP INC | 824889109 | COM | 7,434 | $215,000 | thousands by filing date | |
| KIRBY CORP | 497266106 | COM | 2,800 | $215,000 | thousands by filing date | |
| SKY-MOBI LTD | 83084G109 | SPONSORED ADS | 41,100 | $214,000 | thousands by filing date | |
| AIR METHODS CORP | 009128307 | COM PAR $.06 | 5,150 | $213,000 | thousands by filing date | |
| HOST HOTELS & RESORTS INC COM | 44107P104 | REIT | 10,700 | $212,000 | thousands by filing date | |
| AMERIPRISE FINL INC COM | 03076C106 | Stock | 1,700 | $212,000 | thousands by filing date | |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 6,100 | $211,000 | thousands by filing date | |
| STORE CAP CORP | 862121100 | COM | 10,477 | $211,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 2,000 | $210,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 1,313 | $210,000 | thousands by filing date | |
| UNITED THERAPEUTICS CORP DEL COM | 91307C102 | Stock | 1,200 | $209,000 | thousands by filing date | |
| MOHAWK INDS INC | 608190104 | COM | 1,094 | $209,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 932 | $208,000 | thousands by filing date | |
| BIOTELEMETRY INC | 090672106 | COM | 21,906 | $207,000 | thousands by filing date | |
| PEP BOYS-MANNY MOE & JACK | 713278109 | COMMON STOCK | 16,900 | $207,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 2,900 | $206,000 | thousands by filing date | |
| ENTRAVISION COMMUNICATIONS A | 29382R107 | COMMON STOCK | 24,971 | $206,000 | thousands by filing date | |
| ZHAOPIN LTD-SPONSORED ADR | 98954L103 | ADR | 13,400 | $206,000 | thousands by filing date | |
| T-Mobile US,Inc. | 872590104 | COM | 5,300 | $205,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 3,800 | $204,000 | thousands by filing date | |
| WPP PLC NEW ADR | 92937A102 | ADR | 1,800 | $203,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 4,200 | $203,000 | thousands by filing date | |
| Foundation Medicine Inc | 350465100 | COM | 5,998 | $203,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452202 | COM SH BEN INT | 12,408 | $202,000 | thousands by filing date | |
| TELENAV INC | 879455103 | COMMON STOCK | 25,073 | $202,000 | thousands by filing date | |
| DIAMOND RESORTS INTL INC | 25272T104 | COM | 6,355 | $201,000 | thousands by filing date | |
| PRA Group Inc | 69354N106 | COM | 3,205 | $200,000 | thousands by filing date | |
| TOWER SEMICONDUCTOR LTD SHS NEW | M87915274 | Stock | 12,879 | $199,000 | thousands by filing date | |
| ARATANA THERAPEUTICS INC | 03874P101 | COM | 12,700 | $192,000 | thousands by filing date | |
| AVID TECHNOLOGY INC | 05367P100 | COM | 14,300 | $191,000 | thousands by filing date | |
| CLEAR CHANNEL OUTDOOR HLDGS | 18451C109 | CL A | 18,783 | $190,000 | thousands by filing date | |
| LENDINGCLUB CORP | 52603A109 | COM | 12,789 | $189,000 | thousands by filing date | |
| GLOBAL BRASS & COPPR HLDGS I | 37953G103 | COM | 11,043 | $188,000 | thousands by filing date | |
| LAYNE CHRISTENSEN CO | 521050104 | COM | 20,995 | $188,000 | thousands by filing date | |
| PACIFIC ETHANOL INC PAR $.001 | 69423U305 | COM | 18,060 | $186,000 | thousands by filing date | |
| AMERICAN HOMES 4 RENT | 02665T306 | CL A | 11,552 | $185,000 | thousands by filing date | |
| BIODELIVERY SCIENCES INTL IN | 09060J106 | COM | 22,997 | $183,000 | thousands by filing date | |
| GLOBE SPECIALTY METALS INC | 37954N206 | COM | 10,200 | $181,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 10,600 | $176,000 | thousands by filing date | |
| BIOCRYST PHARMACEUTICALS INC COM | 09058V103 | Stock | 11,719 | $175,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 10,793 | $174,000 | thousands by filing date | |
| MITSUBISHI UFJ FINANCIAL GROUP SPONSORED ADS | 606822104 | ADR | 23,900 | $173,000 | thousands by filing date | |
| GULFMARK OFFSHORE INC | 402629208 | COMMON STOCK | 14,769 | $171,000 | thousands by filing date | |
| EXAR CORP | 300645108 | COMMON STOCK | 17,414 | $170,000 | thousands by filing date | |
| WEIGHT WATCHERS INTL INC | 948626106 | COM | 34,552 | $168,000 | thousands by filing date | |
| IXIA | 45071R109 | COM | 13,429 | $167,000 | thousands by filing date | |
| MERCER INTL INC | 588056101 | COM | 12,100 | $166,000 | thousands by filing date | |
| TUESDAY MORNING CORP | 899035505 | COM NEW | 14,700 | $166,000 | thousands by filing date | |
| INTELSAT S A | L5140P101 | COM | 16,550 | $164,000 | thousands by filing date | |
| INTRAWEST RESORTS HLDGS INC | 46090K109 | COM | 14,000 | $163,000 | thousands by filing date | |
| POTBELLY CORP | 73754Y100 | COM | 13,194 | $162,000 | thousands by filing date | |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 13,800 | $161,000 | thousands by filing date | |
| APOLLO INVT CORP | 03761U106 | COM | 22,475 | $159,000 | thousands by filing date | |
| MOBILE TELESYSTEMS PJSC | 607409109 | SPONSORED ADR | 16,000 | $156,000 | thousands by filing date | |
| RAIT FINANCIAL TRUST | 749227609 | COM NEW | 25,607 | $156,000 | thousands by filing date | |
| IRIDIUM COMMUNICATIONS INC | 46269C102 | COM | 16,500 | $150,000 | thousands by filing date | |
| RADIANT LOGISTICS INC | 75025X100 | COM | 20,500 | $150,000 | thousands by filing date | |
| PACIFIC BIOSCIENCES CALIF INC COM | 69404D108 | Stock | 25,695 | $148,000 | thousands by filing date | |
| VONAGE HLDGS CORP | 92886T201 | COM | 29,500 | $145,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 27,300 | $141,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 18,100 | $141,000 | thousands by filing date | |
| GUIDANCE SOFTWARE INC | 401692108 | COM | 16,266 | $138,000 | thousands by filing date | |
| VALLEY NATL BANCORP | 919794107 | COM | 13,000 | $134,000 | thousands by filing date | |
| VANDA PHARMACEUTICALS INC | 921659108 | COM | 10,281 | $130,000 | thousands by filing date | |
| CIA ENERGETICA DE MINAS GERA | 204409601 | SP ADR N-V PFD | 34,100 | $130,000 | thousands by filing date | |
| LIQUIDITY SVCS INC | 53635B107 | COM | 12,993 | $125,000 | thousands by filing date | |
| STEIN MART INC | 858375108 | COM | 11,767 | $123,000 | thousands by filing date | |
| LEXICON PHARMACEUTICALS INC | 528872302 | COMMON STOCK | 15,000 | $121,000 | thousands by filing date | |
| CITIZENS INC | 174740100 | COMMON STOCK | 16,016 | $119,000 | thousands by filing date | |
| SPORTSMANS WHSE HLDGS INC | 84920Y106 | COM | 10,506 | $119,000 | thousands by filing date | |
| TIVO INC | 888706108 | COM | 11,698 | $119,000 | thousands by filing date | |
| MANNING + NAPIER INC | 56382Q102 | CL A | 11,709 | $117,000 | thousands by filing date | |
| TONIX PHARMACEUTICALS HOLDING | 890260201 | COM NEW | 12,676 | $114,000 | thousands by filing date | |
| GLOBAL CASH ACCESS HLDGS INC | 378967103 | COM | 14,400 | $111,000 | thousands by filing date | |
| CLOUD PEAK ENERGY INC | 18911Q102 | COM | 23,708 | $110,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 10,710 | $108,000 | thousands by filing date | |
| ZIX CORP | 98974P100 | COM | 20,494 | $106,000 | thousands by filing date | |
| CIVEO CORP | 178787107 | COM | 33,900 | $104,000 | thousands by filing date | |
| BIND THERAPEUTICS INC | 05548N107 | Cmn | 18,638 | $104,000 | thousands by filing date | |
| CHEGG INC | 163092109 | COM | 12,578 | $99,000 | thousands by filing date | |
| COWEN GROUP INC-CLASS A | 223622101 | CL A | 15,500 | $99,000 | thousands by filing date | |
| J G WENTWORTH CO CL A | 46618D108 | CL A | 10,291 | $95,000 | thousands by filing date | |
| VOXX INTERNATIONAL CORP | 91829F104 | COMMON STOCK | 11,192 | $93,000 | thousands by filing date | |
| VERASTEM INC | 92337C104 | COM | 12,034 | $91,000 | thousands by filing date | |
| ROSETTA STONE INC | 777780107 | COM | 10,800 | $86,000 | thousands by filing date | |
| BANCO SANTANDER SA ADR | 05964H105 | ADR | 11,590 | $81,000 | thousands by filing date | |
| PIXELWORKS INC | 72581M305 | COM NEW | 13,800 | $81,000 | thousands by filing date | |
| MATTSON TECHNOLOGY INC | 577223100 | COM | 23,800 | $80,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 15,200 | $75,000 | thousands by filing date | |
| ENDOCYTE INC | 29269A102 | COM | 12,612 | $65,000 | thousands by filing date | |
| IGI LABORATORIES INC | 449575109 | COM | 10,200 | $64,000 | thousands by filing date | |
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 10,200 | $62,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 10,084 | $62,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-001836 | this filing | 2015-08-14 | acceptance time not in the bulk data set |