13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-15, with 653 holding rows worth $2,932,253,000.
- Accession
- 0001085146-17-001327
- Filer
- CIK 1098490
- Filed
- 2017-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A combination report, 653 entries on the cover page, a total value of $2,932,253,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,932,253,000 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.
Other managers
- reports for this filerDLD Asset Management, LP028-17749
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 |
|---|---|---|---|---|---|---|
| SYNAPTICS INC COM | 87157D109 | Stock | 5,200 | $257,000 | thousands by filing date | |
| EPLUS INC | 294268107 | COM | 1,900 | $257,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B101 | COMMON STOCK | 26,800 | $257,000 | thousands by filing date | |
| FIVE BELOW INC COM | 33829M101 | Stock | 5,900 | $256,000 | thousands by filing date | |
| KNOWLES CORP COM | 49926D109 | Stock | 13,500 | $256,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 3,900 | $254,000 | thousands by filing date | |
| TOPBUILD COR COM | 89055F103 | Stock | 5,400 | $254,000 | thousands by filing date | |
| KOSMOS ENERGY LTD | G5315B107 | SHS | 38,000 | $253,000 | thousands by filing date | |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 2,200 | $252,000 | thousands by filing date | |
| MYRIAD GENETICS INC | 62855J104 | COM | 13,100 | $252,000 | thousands by filing date | |
| FAIRMOUNT SANTROL HLDGS INC | 30555Q108 | COM | 34,300 | $251,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U120 | SHS CL C | 7,100 | $249,000 | thousands by filing date | |
| VERITIV CORP | 923454102 | COM | 4,800 | $249,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 3,600 | $248,000 | thousands by filing date | |
| GREEN DOT CORP CLASS A | 39304D102 | CL A | 7,400 | $247,000 | thousands by filing date | |
| CABOT CORP | 127055101 | COM | 4,100 | $246,000 | thousands by filing date | |
| INTRA-CELLULAR THERAPIES INC | 46116X101 | COMMON STOCK | 15,000 | $244,000 | thousands by filing date | |
| BANCOLOMBIA S A | 05968L102 | SPON ADR PREF | 6,100 | $243,000 | thousands by filing date | |
| VISHAY INTERTECHNOLOGY INC COM | 928298108 | Stock | 14,700 | $242,000 | thousands by filing date | |
| 1ST FINL BANCORP | 320209109 | COM | 8,800 | $242,000 | thousands by filing date | |
| BBVA BANCO FRANCES S A | 07329M100 | CMN | 13,100 | $241,000 | thousands by filing date | |
| CALITHERA BIOSCIENCES INC COM NEW | 13089P101 | Stock | 20,900 | $241,000 | thousands by filing date | |
| KITE REALTY GROUP TRUST COM NEW | 49803T300 | REIT | 11,100 | $239,000 | thousands by filing date | |
| ENSCO PLC | G3157S106 | SHS CLASS A | 26,700 | $239,000 | thousands by filing date | |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 5,100 | $238,000 | thousands by filing date | |
| SASOL LTD | 803866300 | SPONSORED ADR | 8,100 | $238,000 | thousands by filing date | |
| INSULET CORP COM | 45784P101 | Stock | 5,500 | $237,000 | thousands by filing date | |
| ENERSYS COM | 29275Y102 | Stock | 3,000 | $237,000 | thousands by filing date | |
| WILEY JOHN & SONS INC | 968223206 | CL A | 4,400 | $237,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 7,600 | $237,000 | thousands by filing date | |
| CABOT MICROELECTRONICS CORP | 12709P103 | COM | 3,100 | $237,000 | thousands by filing date | |
| BOX INC CL A | 10316T104 | Stock | 14,400 | $235,000 | thousands by filing date | |
| PAMPA ENERGIA SA | 697660207 | SPONS ADR LVL I | 4,300 | $233,000 | thousands by filing date | |
| EDUCATION RLTY TR INC | 28140H203 | COM NEW | 5,700 | $233,000 | thousands by filing date | |
| TIVITY HEALTH INC | 88870R102 | COM | 8,000 | $233,000 | thousands by filing date | |
| BRADY CORP | 104674106 | CL A | 6,000 | $232,000 | thousands by filing date | |
| KT CORP SPONSORED ADR | 48268K101 | ADR | 13,700 | $231,000 | thousands by filing date | |
| COMFORT SYS USA INC COM | 199908104 | Stock | 6,300 | $231,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 6,800 | $231,000 | thousands by filing date | |
| CUSTOMERS BANCORP INC | 23204G100 | COM | 7,200 | $227,000 | thousands by filing date | |
| GRANITE CONSTR INC COM | 387328107 | Stock | 4,500 | $226,000 | thousands by filing date | |
| BLOOMIN BRANDS INC | 094235108 | COM | 11,400 | $225,000 | thousands by filing date | |
| VISTEON CORP | 92839U206 | COM NEW | 2,300 | $225,000 | thousands by filing date | |
| RETROPHIN INC | 761299106 | COM | 12,200 | $225,000 | thousands by filing date | |
| MEETME INC | 585141104 | COM | 38,200 | $225,000 | thousands by filing date | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 2,500 | $224,000 | thousands by filing date | |
| GENERAC HLDGS INC | 368736104 | COM | 6,000 | $224,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 2,000 | $222,000 | thousands by filing date | |
| NEWLINK GENETICS CORP | 651511107 | COM | 9,200 | $222,000 | thousands by filing date | |
| HOSPITALITY PROPERTIES TRUST | 44106M102 | COM SH BEN INT | 7,000 | $221,000 | thousands by filing date | |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 9,500 | $221,000 | thousands by filing date | |
| RAVEN INDS INC COM | 754212108 | Stock | 7,600 | $221,000 | thousands by filing date | |
| CREDIT SUISSE GROUP-ADR | 225401108 | SPONSORED ADR | 14,800 | $220,000 | thousands by filing date | |
| EASTERLY GOVERNMENT PROPERTIES | 27616P103 | COMMON STOCK | 11,100 | $220,000 | thousands by filing date | |
| ATARA BIOTHERAPEUTICS INC COM NEW | 046513107 | Stock | 10,700 | $220,000 | thousands by filing date | |
| VARONIS SYS INC | 922280102 | COM | 6,900 | $219,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 1,700 | $218,000 | thousands by filing date | |
| CARRIZO OIL & GAS INC | 144577103 | COM | 7,600 | $218,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 3,300 | $217,000 | thousands by filing date | |
| TERNIUM SA | 880890108 | SPONSORED ADS | 8,300 | $217,000 | thousands by filing date | |
| SYNCHRONOSS TECHNOLOGIES INC | 87157B103 | COM | 8,900 | $217,000 | thousands by filing date | |
| ARCBEST CORP COM | 03937C105 | Stock | 8,300 | $216,000 | thousands by filing date | |
| BMC STK HLDGS INC | 05591B109 | COM | 9,500 | $215,000 | thousands by filing date | |
| ADVANCED ACCELERATOR APPLIC SPONSORED ADS | 00790T100 | ADR | 5,400 | $215,000 | thousands by filing date | |
| MATADOR RES CO COM | 576485205 | Stock | 9,000 | $214,000 | thousands by filing date | |
| NOVOCURE LTD | G6674U108 | ORD SHS | 26,400 | $214,000 | thousands by filing date | |
| SEATTLE GENETICS INC | 812578102 | COM | 3,400 | $214,000 | thousands by filing date | |
| BANKUNITED INC | 06652K103 | COM | 5,700 | $213,000 | thousands by filing date | |
| GRAY MEDIA INC | 389375106 | COMMON STOCK | 14,700 | $213,000 | thousands by filing date | |
| QIWI PLC | 74735M108 | SPON ADR REP B | 12,400 | $213,000 | thousands by filing date | |
| VMWARE, INC. | 928563402 | CL A COM | 2,300 | $212,000 | thousands by filing date | |
| AGNC INVT CORP COM | 00123Q104 | REIT | 10,600 | $211,000 | thousands by filing date | |
| LG DISPLAY CO LTD SPONS ADR REP | 50186V102 | ADR | 15,500 | $211,000 | thousands by filing date | |
| BANCO SANTANDER CHILE NEW | 05965X109 | SP ADR REP COM | 8,400 | $211,000 | thousands by filing date | |
| ANGIODYNAMICS INC | 03475V101 | COM | 12,100 | $210,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 4,700 | $209,000 | thousands by filing date | |
| WALKER&DUNLOPINC | 93148P102 | STOK | 5,000 | $208,000 | thousands by filing date | |
| SITEONE LANDSCAPE SUPPLY INC | 82982L103 | COM | 4,300 | $208,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL SURE | 40051E202 | SPON ADR SER B | 1,200 | $208,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 2,200 | $207,000 | thousands by filing date | |
| MEREDITH CORP | 589433101 | COM | 3,200 | $207,000 | thousands by filing date | |
| NELNET INC | 64031N108 | CL A | 4,700 | $206,000 | thousands by filing date | |
| ALPHA & OMEGA SEMICONDUCTOR | G6331P104 | SHS | 12,000 | $206,000 | thousands by filing date | |
| LIBERTY MEDIA CORP DEL | 531229409 | COM A SIRIUSXM | 5,300 | $206,000 | thousands by filing date | |
| STERLING BANCORP DEL | 85917A100 | COM | 8,700 | $206,000 | thousands by filing date | |
| IBERIABANK CORP | 450828108 | COM | 2,600 | $206,000 | thousands by filing date | |
| FOX FACTORY HLDG CORP | 35138V102 | COM | 7,100 | $204,000 | thousands by filing date | |
| COMPASS MINERALS INTL INC | 20451N101 | COM | 3,000 | $204,000 | thousands by filing date | |
| YRC WORLDWIDE INC | 984249607 | COM | 18,500 | $204,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 4,700 | $203,000 | thousands by filing date | |
| IMPERVA INC | 45321L100 | COM | 4,900 | $201,000 | thousands by filing date | |
| TIER REIT COM | 88650V208 | COM NEW | 11,500 | $200,000 | thousands by filing date | |
| AXT INC | 00246W103 | COM | 34,100 | $198,000 | thousands by filing date | |
| TILLYS INC | 886885102 | CL A | 21,900 | $198,000 | thousands by filing date | |
| NATIONSTAR MORTGAGE HOLDINGS | 63861C109 | COMMON STOCK | 12,500 | $197,000 | thousands by filing date | |
| RADWARE LTD | M81873107 | COMMON STOCK | 12,100 | $196,000 | thousands by filing date | |
| TRIVAGO N V SPON ADS A SHS N | 89686D105 | ADR | 14,900 | $194,000 | thousands by filing date | |
| OCWEN FINL CORP | 675746309 | COM NEW | 34,700 | $190,000 | thousands by filing date | |
| PAR PAC HOLDINGS INC | 69888T207 | COM NEW | 11,400 | $188,000 | thousands by filing date | |
| AIR TRANSPORT SERVICES GRP I | 00922R105 | COM | 11,600 | $186,000 | thousands by filing date | |
| PIXELWORKS INC | 72581M305 | COM NEW | 39,669 | $185,000 | thousands by filing date | |
| SPECTRUM PHARMACEUTICALS INC | 84763A108 | COM | 28,500 | $185,000 | thousands by filing date | |
| PHH CORP | 693320202 | COM NEW | 14,500 | $185,000 | thousands by filing date | |
| EPIZYME INC | 29428V104 | COM | 10,500 | $180,000 | thousands by filing date | |
| GOLDEN OCEAN GROUP LTD | G39637205 | SHS NEW | 23,300 | $178,000 | thousands by filing date | |
| INTERSECT ENT INC | 46071F103 | COM | 10,300 | $177,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 12,100 | $176,000 | thousands by filing date | |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 18,100 | $173,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J106 | COMMON STOCK | 10,300 | $163,000 | thousands by filing date | |
| BANKRATE INC DEL | 06647F102 | COM | 16,900 | $163,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 11,600 | $162,000 | thousands by filing date | |
| FLOTEK INDS INC DEL | 343389102 | COM | 12,700 | $162,000 | thousands by filing date | |
| BENEFICIAL BANCORP INC | 08171T102 | COM | 10,100 | $162,000 | thousands by filing date | |
| AIRGAIN INC | 00938A104 | COM | 10,400 | $158,000 | thousands by filing date | |
| HERON THERAPEUTICS INC | 427746102 | COM | 10,400 | $156,000 | thousands by filing date | |
| ENERGY RECOVERY INC | 29270J100 | COM | 18,700 | $156,000 | thousands by filing date | |
| MGIC INVT CORP WIS COM | 552848103 | Stock | 15,300 | $155,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 19,600 | $154,000 | thousands by filing date | |
| ISTAR INC | 45031U101 | COMMON STOCK | 12,900 | $152,000 | thousands by filing date | |
| PHOTRONICS INC | 719405102 | COM | 14,100 | $151,000 | thousands by filing date | |
| MBIA INC | 55262C100 | COMMON STOCK | 17,700 | $150,000 | thousands by filing date | |
| CONATUS PHARMACEUTICALS INC | 20600T108 | COM | 25,600 | $148,000 | thousands by filing date | |
| FIRST BANCORP CORPORATION | 318672706 | COM NEW | 25,400 | $144,000 | thousands by filing date | |
| TELIGENT INC NEW | 87960W104 | COM | 18,200 | $142,000 | thousands by filing date | |
| SHORETEL INC | 825211105 | COM | 22,500 | $138,000 | thousands by filing date | |
| EXPRESS INC | 30219E103 | COMMON STOCK | 14,900 | $136,000 | thousands by filing date | |
| SUCAMPO PHARMACEUTICALS-CL A | 864909106 | CL A | 12,400 | $136,000 | thousands by filing date | |
| OOMA INC | 683416101 | COM | 12,800 | $127,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 14,100 | $124,000 | thousands by filing date | |
| KINDRED HEALTHCARE INC | 494580103 | COM | 14,700 | $123,000 | thousands by filing date | |
| FOAMIX PHARMACEUTICALS LTD | M46135105 | SHS | 24,700 | $122,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 25,900 | $121,000 | thousands by filing date | |
| COEUR MNG INC COM NEW | 192108504 | Stock | 14,700 | $119,000 | thousands by filing date | |
| SERES THERAPEUTICS INC | 81750R102 | COM | 10,600 | $119,000 | thousands by filing date | |
| EROS INTL PLC | G3788M114 | SHS NEW | 11,200 | $115,000 | thousands by filing date | |
| AVON PRODS INC | 054303102 | COM | 25,900 | $114,000 | thousands by filing date | |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 12,200 | $113,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 12,300 | $111,000 | thousands by filing date | |
| A10 NETWORKS INC | 002121101 | COM | 11,700 | $107,000 | thousands by filing date | |
| SPORTSMANS WHSE HLDGS INC | 84920Y106 | COM | 21,500 | $103,000 | thousands by filing date | |
| DASEKE INC | 23753F107 | COM | 10,200 | $103,000 | thousands by filing date | |
| HIMAX TECHNOLOGIES INC SPONSORED ADR | 43289P106 | ADR | 11,200 | $102,000 | thousands by filing date | |
| OVERSEAS SHIPHOLDING GROUP I | 69036R863 | CL A NEW | 24,500 | $95,000 | thousands by filing date | |
| BABCOCK & WILCOX ENTERPRISES INC | 05614L100 | COM | 10,100 | $94,000 | thousands by filing date | |
| NPK INTERNATIONAL INC | 651718504 | COMMON STOCK | 11,100 | $90,000 | thousands by filing date | |
| RADIANT LOGISTICS INC | 75025X100 | COM | 17,100 | $86,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 21,000 | $83,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 11,100 | $75,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 13,700 | $71,000 | thousands by filing date | |
| INVESTORS REAL ESTATE TRUST | 461730103 | COMMON STOCK | 10,900 | $65,000 | thousands by filing date | |
| TUESDAY MORNING CORP | 899035505 | COM NEW | 15,700 | $59,000 | thousands by filing date | |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 11,100 | $52,000 | thousands by filing date | |
| MOBILEIRON INC | 60739U204 | COM NEW | 11,900 | $52,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-001327 | this filing | 2017-05-15 | acceptance time not in the bulk data set |