13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-14, with 601 holding rows worth $585,326,000.
- Accession
- 0001085146-17-002434
- Filer
- CIK 1098490
- Filed
- 2017-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A combination report, 601 entries on the cover page, a total value of $585,326,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $585,326,000 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 |
|---|---|---|---|---|---|---|
| AMBEV SA SPONSORED ADR | 02319V103 | ADR | 33,300 | $219,000 | thousands by filing date | |
| ALDER BIOPHARMACEUTICALS INC | 014339105 | COM | 17,700 | $217,000 | thousands by filing date | |
| MAGELLAN HEALTH SERVICES INC | 559079207 | COM NEW | 2,500 | $216,000 | thousands by filing date | |
| CYPRESS SEMICONDUCTOR CORP | 232806109 | COM | 14,300 | $215,000 | thousands by filing date | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 6,300 | $214,000 | thousands by filing date | |
| ADECOAGRO S A | L00849106 | COM | 19,700 | $213,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 2,200 | $213,000 | thousands by filing date | |
| KURA ONCOLOGY INC COM | 50127T109 | Stock | 14,200 | $212,000 | thousands by filing date | |
| MALIBU BOATS INC A | 56117J100 | COMMON STOCK | 6,700 | $212,000 | thousands by filing date | |
| LINCOLN ELEC HLDGS INC | 533900106 | COM | 2,300 | $211,000 | thousands by filing date | |
| WILLDAN GROUP INC | 96924N100 | COM | 6,500 | $211,000 | thousands by filing date | |
| INTRA-CELLULAR THERAPIES INC | 46116X101 | COMMON STOCK | 13,400 | $211,000 | thousands by filing date | |
| BANCORP INC DEL | 05969A105 | COM | 25,400 | $210,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 5,300 | $209,000 | thousands by filing date | |
| RUSH ENTERPRISES INC CL A | 781846209 | Stock | 4,500 | $208,000 | thousands by filing date | |
| SHILOH INDUSTRIES INC | 824543102 | COM | 20,000 | $208,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 5,900 | $207,000 | thousands by filing date | |
| PATTERSON-UTI ENERGY INC | 703481101 | COM | 9,900 | $207,000 | thousands by filing date | |
| MODINE MFG CO COM | 607828100 | Stock | 10,700 | $206,000 | thousands by filing date | |
| LANTHEUS HLDGS INC | 516544103 | COM | 11,600 | $206,000 | thousands by filing date | |
| UNIVERSAL DISPLAY CORP | 91347P105 | COM | 1,600 | $206,000 | thousands by filing date | |
| MACROGENICS INC | 556099109 | COM | 11,100 | $205,000 | thousands by filing date | |
| NOMAD FOODS LTD USD ORD SHS | G6564A105 | Stock | 14,000 | $204,000 | thousands by filing date | |
| CUBIC CORP | 229669106 | COM | 4,000 | $204,000 | thousands by filing date | |
| NATIONAL OILWELL VARCO INC | 637071101 | COM | 5,700 | $204,000 | thousands by filing date | |
| ALLISON TRANSMISSION HLDGS I | 01973R101 | COM | 5,400 | $203,000 | thousands by filing date | |
| CUTERA INC | 232109108 | COM | 4,900 | $203,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 2,500 | $202,000 | thousands by filing date | |
| SINCLAIR BROADCAST GROUP INC | 829226109 | CL A | 6,300 | $202,000 | thousands by filing date | |
| ARCH COAL INC | 039380407 | COMMON STOCK | 2,800 | $201,000 | thousands by filing date | |
| TELEFONICA S A SPONSORED ADR | 879382208 | ADR | 18,300 | $197,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972A301 | COM NEW | 16,200 | $197,000 | thousands by filing date | |
| SRC ENERGY INC | 78470V108 | COM | 20,300 | $196,000 | thousands by filing date | |
| NMI HLDGS INC | 629209305 | COM | 15,600 | $193,000 | thousands by filing date | |
| SIBANYE GOLD LTD | 825724206 | SPONSORED ADR | 43,200 | $193,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 12,800 | $192,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 41,400 | $190,000 | thousands by filing date | |
| COMPANHIA PARANAENSE ENERG C | 20441B407 | SPON ADR PFD | 20,700 | $183,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 15,900 | $182,000 | thousands by filing date | |
| ATHENEX INC | 04685N103 | COM | 10,400 | $182,000 | thousands by filing date | |
| SUNCOKE ENERGY INC | 86722A103 | COMMON STOCK | 19,700 | $180,000 | thousands by filing date | |
| ADAPTIMMUNE THERAPEUTICS PLC | 00653A107 | SPONDS ADR | 22,000 | $180,000 | thousands by filing date | |
| INOVIO PHARMACEUTICALS INC | 45773H201 | COM NEW | 28,100 | $178,000 | thousands by filing date | |
| FRANKLIN STR PPTYS CORP | 35471R106 | COM | 16,500 | $175,000 | thousands by filing date | |
| BANCO SANTANDER BRASIL S.A. AD | 05967A107 | ADS REP 1 UNIT | 19,900 | $174,000 | thousands by filing date | |
| CATO CORP NEW | 149205106 | CL A | 13,100 | $173,000 | thousands by filing date | |
| INVITAE CORP | 46185L103 | COM | 18,400 | $172,000 | thousands by filing date | |
| DONNELLEY R R & SONS CO | 257867200 | COM | 16,700 | $172,000 | thousands by filing date | |
| EVERTEC INC | 30040P103 | COM | 10,700 | $170,000 | thousands by filing date | |
| SEACOR MARINE HLDGS INC COM | 78413P101 | Stock | 10,800 | $169,000 | thousands by filing date | |
| FLOTEK INDS INC DEL | 343389102 | COM | 36,300 | $169,000 | thousands by filing date | |
| ALDEYRA THERAPEUTICS INC | 01438T106 | COM | 23,300 | $168,000 | thousands by filing date | |
| HALCON RES CORP | 40537Q605 | COM PAR NEW | 24,400 | $166,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 11,000 | $165,000 | thousands by filing date | |
| HUDSON TECHNOLOGIES INC | 444144109 | COMMON STOCK | 21,100 | $165,000 | thousands by filing date | |
| BGC PARTNERS INC | 05541T101 | CL A | 11,100 | $161,000 | thousands by filing date | |
| Vitamin Shoppe, Inc. | 92849E101 | COM | 29,300 | $157,000 | thousands by filing date | |
| COSTAMARE INC | Y1771G102 | SHS | 25,300 | $156,000 | thousands by filing date | |
| FIRST BANCORP CORPORATION | 318672706 | COM NEW | 30,500 | $156,000 | thousands by filing date | |
| STAR BULK CARRIERS CORP. | Y8162K204 | SHS PAR | 16,000 | $155,000 | thousands by filing date | |
| AU OPTRONICS CORP | 002255107 | SPONSORED ADR | 38,000 | $154,000 | thousands by filing date | |
| TELIGENT INC NEW | 87960W104 | COM | 22,900 | $154,000 | thousands by filing date | |
| ALTISOURCE RESIDENTIAL CORP | 02153W100 | CL B | 13,800 | $153,000 | thousands by filing date | |
| IGNYTA INC | 451731103 | COM | 12,100 | $149,000 | thousands by filing date | |
| DYNEX CAP INC | 26817Q506 | COM NEW | 20,200 | $147,000 | thousands by filing date | |
| AEGEAN MARINE PETROLEUM NETW | Y0017S102 | SHS | 28,800 | $143,000 | thousands by filing date | |
| TETRAPHASE PHARMACEUTICALS INC | 88165N105 | COMMON STOCK | 20,600 | $141,000 | thousands by filing date | |
| ECOPETROL S A SPONSORED ADS | 279158109 | ADR | 14,700 | $140,000 | thousands by filing date | |
| VASCO DATA SEC INTL INC | 92230Y104 | COM | 11,600 | $140,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 13,000 | $136,000 | thousands by filing date | |
| ICICI BANK LIMITED ADR | 45104G104 | ADR | 15,800 | $135,000 | thousands by filing date | |
| HABIT RESTAURANTS INC | 40449J103 | COM CL A | 10,200 | $133,000 | thousands by filing date | |
| CBL & ASSOCIATES PROPERTIES IN | 124830100 | COM | 15,100 | $127,000 | thousands by filing date | |
| TUNIU CORP | 89977P106 | SPONSORED ADS | 15,900 | $124,000 | thousands by filing date | |
| LENDINGCLUB CORP | 52603A109 | COM | 20,300 | $124,000 | thousands by filing date | |
| SYNCHRONOSS TECHNOLOGIES INC | 87157B103 | COM | 13,200 | $123,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 21,600 | $123,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 26,800 | $123,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 15,400 | $119,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 27,654 | $119,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A306 | COM NEW | 10,000 | $118,000 | thousands by filing date | |
| VERASTEM INC | 92337C104 | COM | 24,900 | $117,000 | thousands by filing date | |
| OFG BANCORP | 67103X102 | COM | 12,700 | $116,000 | thousands by filing date | |
| SUNRUN INC | 86771W105 | COM | 19,600 | $109,000 | thousands by filing date | |
| IOVANCE BIOTHERAPEUTICS INC | 462260100 | COM | 13,800 | $107,000 | thousands by filing date | |
| ROYAL BANK OF SCOT-SPON ADR | 780097689 | SPON | 14,700 | $107,000 | thousands by filing date | |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 17,300 | $106,000 | thousands by filing date | |
| MINERVA NEUROSCIENCES INC COM NEW | 603380106 | Stock | 13,900 | $106,000 | thousands by filing date | |
| COMMUNITY HEALTH SYSTEMS INC | 203668108 | COMMON STOCK | 13,700 | $105,000 | thousands by filing date | |
| ASHFORD HOSPITALITY | 044103109 | COMMON STOCK | 15,800 | $105,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 11,200 | $102,000 | thousands by filing date | |
| VEREIT INC | 92339V100 | COM | 11,900 | $99,000 | thousands by filing date | |
| GRANA Y MONTERO S A A | 38500P208 | SPONSORED ADR | 19,200 | $92,000 | thousands by filing date | |
| ARBOR REALTY TRUST INC | 038923108 | COM | 10,900 | $89,000 | thousands by filing date | |
| NEXEO SOLUTIONS INC | 65342H102 | COM SHS | 11,200 | $82,000 | thousands by filing date | |
| SINGLE TOUCH SYSTEMS INC | 82988R203 | COM | 11,000 | $79,000 | thousands by filing date | |
| ACCURAY INC DEL | 004397105 | COM | 18,800 | $75,000 | thousands by filing date | |
| HSBC HLDGS PLC SPON ADR NEW | 404280406 | ADR | 1,500 | $74,000 | thousands by filing date | put |
| PIXELWORKS INC | 72581M305 | COM NEW | 12,100 | $57,000 | thousands by filing date | |
| HIVE | 007786106 | Stock | 11,800 | $48,000 | thousands by filing date | |
| AVID TECHNOLOGY INC | 05367P100 | COM | 10,100 | $46,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-17-002434 | this filing | 2017-11-14 | acceptance time not in the bulk data set |