13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 676 holding rows worth $374,047,000.
- Accession
- 0001085146-15-002404
- Filer
- CIK 1098490
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 676 entries on the cover page, a total value of $374,047,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $374,047,000 with VALUE read as thousands by filing date, 13F file number 028-11539. A later restatement replaced it, so the quarter does not use it. 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 |
|---|---|---|---|---|---|---|
| ARAMARK COM | 03852U106 | Stock | 8,095 | $240,000 | thousands by filing date | |
| CENTURY COMMUNITIES INC. | 156504300 | COM | 12,100 | $240,000 | thousands by filing date | |
| ALEXANDER & BALDWIN INC NEW | 014491104 | COM | 7,000 | $240,000 | thousands by filing date | |
| FIRST SOLAR INC COM | 336433107 | Stock | 5,600 | $239,000 | thousands by filing date | |
| CA INC COM | 12673P105 | COM | 8,769 | $239,000 | thousands by filing date | |
| C H ROBINSON WORLDWIDE IN COM NEW | 12541W209 | Stock | 3,512 | $238,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 1,724 | $238,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 50,100 | $238,000 | thousands by filing date | |
| TYSON FOODS INC CL A | 902494103 | Stock | 5,500 | $237,000 | thousands by filing date | |
| Dow Chemical Company | 260543103 | COM | 5,586 | $237,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 37,117 | $236,000 | thousands by filing date | |
| CATALENT INC USD 0.01 | 148806102 | COM | 9,723 | $236,000 | thousands by filing date | |
| ALLEGHANY CORP DEL | 017175100 | COM | 500 | $234,000 | thousands by filing date | |
| SKYWEST INC COM | 830879102 | Stock | 13,942 | $233,000 | thousands by filing date | |
| GIBRALTAR INDS INC | 374689107 | COM | 12,626 | $232,000 | thousands by filing date | |
| TYCO INTL PLC | G91442106 | SHS | 6,900 | $231,000 | thousands by filing date | |
| ALEXANDRIA REAL ESTATE EQ INC COM | 015271109 | REIT | 2,700 | $229,000 | thousands by filing date | |
| BIOTELEMETRY INC | 090672106 | COM | 18,716 | $229,000 | thousands by filing date | |
| ATLANTIC TELE NETWORK INC | 049079205 | COM NEW | 3,100 | $229,000 | thousands by filing date | |
| YPF SOCIEDAD ANONIMA | 984245100 | SPON ADR CL D | 15,000 | $228,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 6,900 | $228,000 | thousands by filing date | |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 5,800 | $227,000 | thousands by filing date | |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 17,200 | $227,000 | thousands by filing date | |
| CELGENE CORP | 151020104 | COM | 2,100 | $227,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 2,300 | $226,000 | thousands by filing date | |
| AXIS CAP HLDGS LTD SHS | G0692U109 | Stock | 4,200 | $226,000 | thousands by filing date | |
| GREATBATCH INC | 39153L106 | COM | 3,998 | $226,000 | thousands by filing date | |
| TALMER BANCORP INC | 87482X101 | COM | 13,547 | $226,000 | thousands by filing date | |
| MKS INC. COM | 55306N104 | Stock | 6,700 | $225,000 | thousands by filing date | |
| LYDALL INC | 550819106 | COMMON STOCK | 7,904 | $225,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 5,200 | $224,000 | thousands by filing date | |
| INSPERITY INC | 45778Q107 | COM | 5,100 | $224,000 | thousands by filing date | |
| USA TRUCK INC | 902925106 | COM | 12,994 | $224,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 1,000 | $223,000 | thousands by filing date | |
| ANIXTER INTL INC | 035290105 | COM | 3,865 | $223,000 | thousands by filing date | |
| BELLICUM PHARMACEUTICALS INC | 079481107 | COM | 15,380 | $223,000 | thousands by filing date | |
| EPR PPTYS COM SH BEN INT | 26884U109 | REIT | 4,300 | $222,000 | thousands by filing date | |
| CAMDEN PPTY TR SH BEN INT | 133131102 | REIT | 3,000 | $222,000 | thousands by filing date | |
| EURONET WORLDWIDE INC COM | 298736109 | Stock | 2,992 | $222,000 | thousands by filing date | |
| MILLERKNOLL INC | 600544100 | COM | 7,700 | $222,000 | thousands by filing date | |
| GLOBAL BRASS & COPPR HLDGS I | 37953G103 | COM | 10,837 | $222,000 | thousands by filing date | |
| HALOZYME THERAPEUTICS INC COM | 40637H109 | Stock | 16,472 | $221,000 | thousands by filing date | |
| RELX PLC SPONSORED ADR | 759530108 | ADR | 12,700 | $221,000 | thousands by filing date | |
| LOUISIANA PAC CORP COM | 546347105 | Stock | 15,500 | $221,000 | thousands by filing date | |
| CHINA LODGING GROUP LTD | 16949N109 | SPONSORED ADR | 9,100 | $221,000 | thousands by filing date | |
| COMPUTER SCIENCES CORP | 205363104 | COM | 3,600 | $221,000 | thousands by filing date | |
| NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN | 637870106 | REIT | 16,260 | $220,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 3,100 | $218,000 | thousands by filing date | |
| UNILEVER N V | 904784709 | N Y SHS NEW | 5,400 | $217,000 | thousands by filing date | |
| MICROSEMI CORP | 595137100 | COM | 6,600 | $217,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 6,700 | $216,000 | thousands by filing date | |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 4,800 | $215,000 | thousands by filing date | |
| WEBSTER FINL CORP | 947890109 | COM | 6,000 | $214,000 | thousands by filing date | |
| ONEMAIN HOLDINGS | 85172J101 | COM | 4,900 | $214,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 1,700 | $213,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 48,900 | $213,000 | thousands by filing date | |
| NAVISTAR INTERNATIONAL | 63934E108 | COMMON STOCK | 16,744 | $213,000 | thousands by filing date | |
| CHEMTURA CORP | 163893209 | COM NEW | 7,434 | $213,000 | thousands by filing date | |
| NEUROCRINE BIOSCIENCES INC | 64125C109 | COM | 5,300 | $211,000 | thousands by filing date | |
| SIX FLAGS ENTERTAINMENT CORP | 83001A102 | COM | 4,600 | $211,000 | thousands by filing date | |
| GREENHILL & CO INC COM | 395259104 | Stock | 7,423 | $211,000 | thousands by filing date | |
| DERMIRA INC | 24983L104 | COM | 9,039 | $211,000 | thousands by filing date | |
| WOLVERINE WORLD WIDE INC | 978097103 | COM | 9,693 | $210,000 | thousands by filing date | |
| PETROCHINA CO LTD ADR | 71646E100 | SPONSORED ADR | 3,000 | $209,000 | thousands by filing date | |
| EQUITY RESIDENTIAL | 29476L107 | SH BEN INT | 2,766 | $208,000 | thousands by filing date | |
| ENDOLOGIX INC | 29266S106 | COM | 17,000 | $208,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 3,000 | $207,000 | thousands by filing date | |
| BJS RESTAURANTS INC | 09180C106 | COM | 4,800 | $207,000 | thousands by filing date | |
| KLX INC | 482539103 | COM | 5,800 | $207,000 | thousands by filing date | |
| UNIVAR INC | 91336L107 | COMMON STOCK | 11,400 | $207,000 | thousands by filing date | |
| VANTIV INC | 92210H105 | CL A | 4,600 | $207,000 | thousands by filing date | |
| TELEFONAKTIEBOLAGET LM ERICSS ADR B SEK 10 | 294821608 | ADR | 21,000 | $205,000 | thousands by filing date | |
| ACCURAY INC DEL | 004397105 | COM | 40,983 | $205,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 2,100 | $205,000 | thousands by filing date | |
| SHENANDOAH TELECOMMUNICATION | 82312B106 | COMMON STOCK | 4,800 | $205,000 | thousands by filing date | |
| NEXSTAR MEDIA GROUP INC COMMON STOCK | 65336K103 | Stock | 4,300 | $204,000 | thousands by filing date | |
| SALLY BEAUTY HLDGS INC | 79546E104 | COM | 8,603 | $204,000 | thousands by filing date | |
| BROOKFIELD ASSET MANAGEMENT IN | 112585104 | CL A LTD VT SH | 6,500 | $204,000 | thousands by filing date | |
| HAYNES INTL INC | 420877201 | COM NEW | 5,400 | $204,000 | thousands by filing date | |
| UBS GROUP AG SHS | H42097107 | Stock | 10,939 | $203,000 | thousands by filing date | |
| AMERICAN COASTAL INSURANCE C | 910710102 | COMMON STOCK | 15,448 | $203,000 | thousands by filing date | |
| HOLLYSYS AUTOMATION TCHNGY L | G45667105 | SHS | 11,564 | $202,000 | thousands by filing date | |
| ATLAS AIR WORLDWIDE HOLDINGS I | 049164205 | COM NEW | 5,843 | $202,000 | thousands by filing date | |
| ANTHERA PHARMACEUTCLS INC | 03674U201 | Common equity shares | 33,159 | $202,000 | thousands by filing date | |
| SAP SE SPON ADR | 803054204 | ADR | 3,100 | $201,000 | thousands by filing date | |
| ESSENT GROUP LTD COM | G3198U102 | Stock | 8,100 | $201,000 | thousands by filing date | |
| HARMONIC INC | 413160102 | COM | 34,585 | $201,000 | thousands by filing date | |
| EL POLLO LOCO HOLDINGS INC | 268603107 | COMMON STOCK | 18,586 | $200,000 | thousands by filing date | |
| XENCOR INC | 98401F105 | COMMON STOCK | 16,282 | $199,000 | thousands by filing date | |
| RetailMeNot Inc | 76132B106 | COM SER 1 | 24,143 | $199,000 | thousands by filing date | |
| FLEX LTD ORD | Y2573F102 | Stock | 18,600 | $196,000 | thousands by filing date | |
| NATIONAL CINEMEDIA INC | 635309107 | COM | 14,400 | $193,000 | thousands by filing date | |
| WESTMORELAND COAL CO XXX | 960878106 | COM | 13,716 | $193,000 | thousands by filing date | |
| DEL FRISCOS RESTAURANT GROUP | 245077102 | COM | 13,866 | $193,000 | thousands by filing date | |
| INTERSIL CORP | 46069S109 | CL A | 16,278 | $190,000 | thousands by filing date | |
| SMITH & WESSON BRANDS, INC. | 831756101 | COM | 11,232 | $189,000 | thousands by filing date | |
| ALLIANCE FIBER OPTIC PRODUCT | 018680306 | COM | 11,043 | $189,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 13,518 | $188,000 | thousands by filing date | |
| POLYCOM | 73172K104 | COMMON STOCK | 17,686 | $185,000 | thousands by filing date | |
| GRUPO FINANCIERO SANTANDER | 40053C105 | COMMON STOCK-FO | 25,100 | $184,000 | thousands by filing date | |
| INFINITY PHARMACEUTICALS INC | 45665G303 | COM | 21,664 | $183,000 | thousands by filing date | |
| HACKETT GROUP INC | 404609109 | COM | 13,258 | $182,000 | thousands by filing date | |
| COVENANT LOGISTICS GROUP INC | 22284P105 | CL A | 10,071 | $181,000 | thousands by filing date | |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 36,605 | $181,000 | thousands by filing date | |
| SPECTRANETICS CORP | 84760C107 | COM | 14,831 | $175,000 | thousands by filing date | |
| TRC COS INC | 872625108 | COM | 14,497 | $171,000 | thousands by filing date | |
| FLY LEASING LTD | 34407D109 | SPONSORED ADR | 12,900 | $170,000 | thousands by filing date | |
| SILICONWARE PRECISION INDS L | 827084864 | SPONSD ADR SPL | 26,800 | $168,000 | thousands by filing date | |
| RESOLUTE FOREST PRODUCTS | 76117W109 | COMMON STOCK | 19,823 | $165,000 | thousands by filing date | |
| JUMEI INTL HLDG LTD | 48138L107 | SPONSORED ADR | 16,700 | $165,000 | thousands by filing date | |
| ARROWHEAD RESEARCH CORP | 042797209 | COM | 28,325 | $163,000 | thousands by filing date | |
| LSB INDS INC | 502160104 | COM | 10,584 | $162,000 | thousands by filing date | |
| SORRENTO THERAPEUTICS INC | 83587F202 | COMMON STOCK | 19,252 | $162,000 | thousands by filing date | |
| CONATUS PHARMACEUTICALS INC | 20600T108 | COM | 36,300 | $162,000 | thousands by filing date | |
| OMEROS CORP | 682143102 | COM | 14,678 | $161,000 | thousands by filing date | |
| TILE SHOP HLDGS INC | 88677Q109 | COMMON STOCK | 13,424 | $161,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 11,883 | $161,000 | thousands by filing date | |
| PMC-SIERRA INC | 69344F106 | COM | 23,788 | $161,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 17,000 | $160,000 | thousands by filing date | |
| VINCE HLDG CORP | 92719W108 | COM | 46,400 | $159,000 | thousands by filing date | |
| QUAD / GRAPHICS INC | 747301109 | COM CL A | 13,081 | $158,000 | thousands by filing date | |
| MANITOWOC COMPANY INC | 563571108 | COM | 10,225 | $153,000 | thousands by filing date | |
| FIRST POTOMAC RLTY TR | 33610F109 | COM | 13,800 | $152,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 29,600 | $149,000 | thousands by filing date | |
| INCONTACT INC | 45336E109 | COM | 19,832 | $149,000 | thousands by filing date | |
| EGALET CORP | 28226B104 | COM | 11,328 | $149,000 | thousands by filing date | |
| QLOGIC CORP | 747277101 | COM | 14,178 | $145,000 | thousands by filing date | |
| EP ENERGY CORP | 268785102 | CL A | 28,012 | $144,000 | thousands by filing date | |
| METALLUS INC | 887399103 | COMMON STOCK | 14,100 | $143,000 | thousands by filing date | |
| Anglogold Ashanti Plc | 035128206 | Common | 17,500 | $143,000 | thousands by filing date | |
| TUESDAY MORNING CORP | 899035505 | COM NEW | 26,479 | $143,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 10,700 | $141,000 | thousands by filing date | |
| HIVE | 007786106 | Stock | 23,185 | $139,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 25,200 | $138,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 10,132 | $132,000 | thousands by filing date | |
| DESTINATION XL GROUP INC | 25065K104 | COM | 22,568 | $131,000 | thousands by filing date | |
| CELLDEX THERAPEUTICS INC NEW | 15117B103 | COM | 12,440 | $131,000 | thousands by filing date | |
| AVON PRODS INC | 054303102 | COM | 39,200 | $127,000 | thousands by filing date | |
| PENNEY J C INC | 708160106 | COM | 13,677 | $127,000 | thousands by filing date | |
| INTRALINKS HLDGS INC | 46118H104 | COM | 15,003 | $124,000 | thousands by filing date | |
| GASLOG LTD | G37585109 | SHS | 12,700 | $122,000 | thousands by filing date | |
| OLYMPIC STEEL INC COM | 68162K106 | Stock | 12,275 | $122,000 | thousands by filing date | |
| CALIX INC | 13100M509 | COM | 15,504 | $121,000 | thousands by filing date | |
| WINDSTREAM HLDGS INC | 97382A200 | COM NEW | 19,729 | $121,000 | thousands by filing date | |
| RUBY TUESDAY INC | 781182100 | COMMON STOCK | 19,365 | $120,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 14,300 | $118,000 | thousands by filing date | |
| DENNYS CORP | 24869P104 | COM | 10,650 | $117,000 | thousands by filing date | |
| GUIDANCE SOFTWARE INC | 401692108 | COM | 19,251 | $116,000 | thousands by filing date | |
| PROGENICS PHARMACEUTICALS IN | 743187106 | COM | 20,146 | $115,000 | thousands by filing date | |
| Rocket Pharmaceuticals Inc | 45780V102 | SHS | 12,200 | $115,000 | thousands by filing date | |
| IMMERSION CORPORATION | 452521107 | COMMON STOCK | 10,164 | $114,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 14,288 | $109,000 | thousands by filing date | |
| ULTRA CLEAN HLDGS INC COM | 90385V107 | Stock | 18,893 | $108,000 | thousands by filing date | |
| TONIX PHARMACEUTICALS HOLDING | 890260201 | COM NEW | 20,272 | $107,000 | thousands by filing date | |
| BASIC ENERGY SERVICES INC | 06985P100 | COMMON STOCK | 31,100 | $103,000 | thousands by filing date | |
| EMCORE CORP | 290846203 | COM | 15,100 | $103,000 | thousands by filing date | |
| VASCULAR BIOGENICS LTD | M96883109 | COM | 13,670 | $102,000 | thousands by filing date | |
| SIGMA DESIGNS INC | 826565103 | COM | 14,370 | $99,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 12,808 | $95,000 | thousands by filing date | |
| VOXX INTERNATIONAL CORP | 91829F104 | COMMON STOCK | 12,740 | $95,000 | thousands by filing date | |
| SUPERCOM LTD NEW | M87095119 | SHS NEW | 11,712 | $94,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 10,063 | $93,000 | thousands by filing date | |
| HMS HLDGS CORP | 40425J101 | COM | 10,428 | $91,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 20,800 | $89,000 | thousands by filing date | |
| NEOGENOMICS INC | 64049M209 | COM NEW | 14,948 | $86,000 | thousands by filing date | |
| SHORETEL INC | 825211105 | COM | 11,506 | $86,000 | thousands by filing date | |
| MAXWELL TECHNOLOGIES INC | 577767106 | COMMON STOCK | 15,414 | $84,000 | thousands by filing date | |
| NW Biotherapeutics | 66737P600 | USD | 13,003 | $81,000 | thousands by filing date | |
| BLOUNT INTL INC NEW | 095180105 | COM | 13,510 | $75,000 | thousands by filing date | |
| CLEAR CHANNEL OUTDOOR HLDGS | 18451C109 | CL A | 10,410 | $74,000 | thousands by filing date | |
| SERVICESOURCE INTL LLC | 81763U100 | COM | 18,100 | $72,000 | thousands by filing date | |
| THRESHOLD PHARMACEUTICAL INC | 885807206 | COM NEW | 17,600 | $72,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 11,676 | $71,000 | thousands by filing date | |
| A10 NETWORKS INC | 002121101 | COM | 10,566 | $63,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 11,100 | $52,000 | thousands by filing date | |
| CASTLIGHT HEALTH INC CL B | 14862Q100 | Stock | 12,431 | $52,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-15-002404 | this filing | 2015-11-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001085146-16-003878 | base | 2016-05-27 | acceptance time not in the bulk data set |