13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2016-09-30, filed 2016-11-14, with 625 holding rows worth $362,991,000.
- Accession
- 0001085146-16-004801
- Filer
- CIK 1098490
- Filed
- 2016-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A holdings report, 625 entries on the cover page, a total value of $362,991,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $362,991,000 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 |
|---|---|---|---|---|---|---|
| DILLARDS INC CL A | 254067101 | Stock | 3,600 | $227,000 | thousands by filing date | |
| HECLA MNG CO | 422704106 | COM | 39,900 | $227,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 9,100 | $226,000 | thousands by filing date | |
| HOLLYSYS AUTOMATION TCHNGY L | G45667105 | SHS | 10,200 | $226,000 | thousands by filing date | |
| VERITIV CORP | 923454102 | COM | 4,500 | $226,000 | thousands by filing date | |
| TILLYS INC | 886885102 | CL A | 24,000 | $225,000 | thousands by filing date | |
| GLOBAL BRASS & COPPR HLDGS I | 37953G103 | COM | 7,800 | $225,000 | thousands by filing date | |
| NEOPHOTONICS CORP | 64051T100 | COM | 13,800 | $225,000 | thousands by filing date | |
| KATE SPADE & COMPANY | 485865109 | COMMON STOCK | 13,100 | $224,000 | thousands by filing date | |
| WEIBO CORP SPONSORED ADR | 948596101 | ADR | 4,450 | $223,000 | thousands by filing date | |
| LAKELAND FINL CORP | 511656100 | COM | 6,300 | $223,000 | thousands by filing date | |
| WISDOMTREE INC | 97717P104 | COM | 21,500 | $221,000 | thousands by filing date | |
| SMART & FINAL STORES INC | 83190B101 | COM | 17,300 | $221,000 | thousands by filing date | |
| IONIS PHARMACEUTICALS INC COM | 462222100 | Stock | 5,900 | $216,000 | thousands by filing date | |
| DAVE & BUSTERS ENTMT INC | 238337109 | COM | 5,500 | $215,000 | thousands by filing date | |
| CHEGG INC | 163092109 | COM | 30,300 | $215,000 | thousands by filing date | |
| BANCO BRADESCO S A | 059460303 | SP ADR PFD NEW | 23,600 | $214,000 | thousands by filing date | |
| WESTERN ASSET MTG CAP CORP | 95790D105 | COM | 20,500 | $214,000 | thousands by filing date | |
| INTRALINKS HLDGS INC | 46118H104 | COM | 21,300 | $214,000 | thousands by filing date | |
| TEREX CORP NEW COM | 880779103 | Stock | 8,400 | $213,000 | thousands by filing date | |
| CECO ENVIRONMENTAL CORP | 125141101 | COM | 18,900 | $213,000 | thousands by filing date | |
| BEAZER HOMES USA INC | 07556Q881 | COMMON STOCK | 18,300 | $213,000 | thousands by filing date | |
| CORE LABORATORIES N V | N22717107 | COM | 1,900 | $213,000 | thousands by filing date | |
| CHINA UNICOM HONG KONG | 16945R104 | SPONSORED ADR | 17,400 | $212,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 1,600 | $211,000 | thousands by filing date | |
| CUBIC CORP | 229669106 | COM | 4,500 | $211,000 | thousands by filing date | |
| THIRD PT REINS LTD | G8827U100 | COM | 17,600 | $211,000 | thousands by filing date | |
| VOCERA COMMUNICATIONS INC | 92857F107 | COMMON STOCK | 12,400 | $210,000 | thousands by filing date | |
| INTERFACE INC | 458665304 | COM | 12,500 | $209,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 3,600 | $207,000 | thousands by filing date | |
| NATERA INC COM | 632307104 | Stock | 18,500 | $206,000 | thousands by filing date | |
| NAVIGANT CONSULTING INC | 63935N107 | COM | 10,200 | $206,000 | thousands by filing date | |
| STRAYER ED INC | 863236105 | COM | 4,400 | $205,000 | thousands by filing date | |
| Micron Technology,Inc. | 595112103 | COM | 11,500 | $204,000 | thousands by filing date | |
| LIGAND PHARMACEUTICALS INC | 53220K504 | COM NEW | 2,000 | $204,000 | thousands by filing date | |
| ALPHA & OMEGA SEMICONDUCTOR | G6331P104 | SHS | 9,400 | $204,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 1,800 | $203,000 | thousands by filing date | |
| BWX TECHNOLOGIES INC | 05605H100 | COM | 5,300 | $203,000 | thousands by filing date | |
| WD 40 CO COM | 929236107 | Stock | 1,800 | $202,000 | thousands by filing date | |
| GRUPO AEROPORTUARIO DEL CENT | 400501102 | SPON ADR | 4,300 | $202,000 | thousands by filing date | |
| HEALTHCARE SVCS GROUP INC | 421906108 | COM | 5,100 | $202,000 | thousands by filing date | |
| BRIGHTCOVE INC | 10921T101 | COM | 15,500 | $202,000 | thousands by filing date | |
| ADVAXIS INC | 007624208 | COM NEW | 18,900 | $202,000 | thousands by filing date | |
| WSFS FINL CORP | 929328102 | COM | 5,500 | $201,000 | thousands by filing date | |
| LUXOFT HLDG INC | G57279104 | ORD SHS CL A | 3,800 | $201,000 | thousands by filing date | |
| NETGEAR INC | 64111Q104 | COM | 3,300 | $200,000 | thousands by filing date | |
| GENOCEA BIOSCIENCES INC | 372427104 | COM | 39,037 | $200,000 | thousands by filing date | |
| FULTON FINL CORP PA | 360271100 | COM | 13,700 | $199,000 | thousands by filing date | |
| VITAL ENERGY INC | 516806106 | COMMON STOCK | 15,400 | $199,000 | thousands by filing date | |
| GENWORTH FINL INC | 37247D106 | COM SHS | 39,900 | $198,000 | thousands by filing date | |
| CLIFFS NATURAL RESOURCES | 18683K101 | COMMON STOCK | 33,500 | $196,000 | thousands by filing date | |
| TOWER SEMICONDUCTOR LTD SHS NEW | M87915274 | Stock | 12,800 | $194,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 24,000 | $193,000 | thousands by filing date | |
| PAN AMERN SILVER CORP | 697900108 | COM | 10,700 | $189,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 13,300 | $189,000 | thousands by filing date | |
| AXOVANT SCIENCES LTD | G0750W104 | COM | 13,400 | $188,000 | thousands by filing date | |
| LATAM AIRLS GROUP S A | 51817R106 | SPONSORED ADR | 23,100 | $188,000 | thousands by filing date | |
| FLAMEL TECHNOLOGIES-SP ADR | 338488109 | SPON | 14,800 | $184,000 | thousands by filing date | |
| OVERSEAS SHIPHOLDING GROUP I | 69036R863 | CL A NEW | 17,300 | $183,000 | thousands by filing date | |
| KBHOME | 48666K109 | COM | 11,300 | $182,000 | thousands by filing date | |
| COMPANHIA DE SANEAMENTO BASICO SPONSORED ADR | 20441A102 | ADR | 19,600 | $181,000 | thousands by filing date | |
| ARATANA THERAPEUTICS INC | 03874P101 | COM | 19,300 | $181,000 | thousands by filing date | |
| CZR | 127686103 | Stock | 24,200 | $180,000 | thousands by filing date | |
| JANUS CAPITAL GROUP INC | 47102X105 | COMMON STOCK | 12,800 | $179,000 | thousands by filing date | |
| BABCOCK & WILCOX ENTERPRISES INC | 05614L100 | COM | 10,600 | $175,000 | thousands by filing date | |
| DARLING INGREDIENTS INC COM | 237266101 | Stock | 12,900 | $174,000 | thousands by filing date | |
| ENDURANCE INTL GROUP HLDGS I | 29272B105 | COM | 19,800 | $173,000 | thousands by filing date | |
| CEMEX SAB DE CV SPON ADR NEW | 151290889 | ADR | 21,500 | $171,000 | thousands by filing date | |
| BOJANGLES INC | 097488100 | COM | 10,700 | $171,000 | thousands by filing date | |
| SUMITOMO MITSUI FIN GRP INC | 86562M209 | SPONSORED ADR | 25,000 | $169,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC COM | 04269X105 | Stock | 25,000 | $169,000 | thousands by filing date | |
| FOAMIX PHARMACEUTICALS LTD | M46135105 | SHS | 18,300 | $169,000 | thousands by filing date | |
| CORCEPT THERAPEUTICS INC | 218352102 | COM | 25,800 | $168,000 | thousands by filing date | |
| AZENTA INC | 114340102 | COM | 12,000 | $163,000 | thousands by filing date | |
| ANWORTH MORTGAGE ASSET CP | 037347101 | COM | 32,500 | $160,000 | thousands by filing date | |
| AKEBIA THERAPEUTICS INC | 00972D105 | COMMON STOCK | 17,200 | $156,000 | thousands by filing date | |
| MAIDEN HOLDINGS LTD | G5753U112 | SHS | 12,300 | $156,000 | thousands by filing date | |
| MOBILE TELESYSTEMS PJSC | 607409109 | SPONSORED ADR | 20,300 | $155,000 | thousands by filing date | |
| GUESS INC COM | 401617105 | Stock | 10,400 | $152,000 | thousands by filing date | |
| EXTREME NETWORKS INC | 30226D106 | COM | 33,700 | $151,000 | thousands by filing date | |
| BILL BARRETT CORP | 06846N104 | COMMON STOCK | 27,100 | $151,000 | thousands by filing date | |
| EDITAS MEDICINE INC | 28106W103 | COM | 10,757 | $145,000 | thousands by filing date | |
| AQUINOX PHARMACEUTICALS INC | 03842B101 | COM | 10,800 | $144,000 | thousands by filing date | |
| ETSY INC | 29786A106 | COM | 10,000 | $143,000 | thousands by filing date | |
| RIGHTSIDE GROUP LTD | 76658B100 | COM | 15,756 | $143,000 | thousands by filing date | |
| INNOVIVA INC | 45781M101 | COM | 12,900 | $142,000 | thousands by filing date | |
| BROCADE COMMUNICATIONS SYS I | 111621306 | COM NEW | 15,400 | $142,000 | thousands by filing date | |
| CARROLS RESTAURANT GROUP INC | 14574X104 | COM | 10,700 | $141,000 | thousands by filing date | |
| HABIT RESTAURANTS INC | 40449J103 | COM CL A | 10,100 | $141,000 | thousands by filing date | |
| SUMMIT HOTEL PPTYS | 866082100 | COM | 10,300 | $136,000 | thousands by filing date | |
| PGT INNOVATIONS INC | 69336V101 | COM | 12,300 | $131,000 | thousands by filing date | |
| SLM CORP COM | 78442P106 | Stock | 17,400 | $130,000 | thousands by filing date | |
| CAREER EDUCATION CORP | 141665109 | COM | 19,100 | $130,000 | thousands by filing date | |
| PLATFORM SPECIALTY PRODS COR | 72766Q105 | COM | 15,900 | $129,000 | thousands by filing date | |
| BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR | 05946K101 | ADR | 21,500 | $128,000 | thousands by filing date | |
| EP ENERGY CORP | 268785102 | CL A | 28,800 | $126,000 | thousands by filing date | |
| CONSTELLIUM NV-CLASS A | N22035104 | CL A | 17,400 | $125,000 | thousands by filing date | |
| OVASCIENCE INC | 69014Q101 | COM | 17,400 | $125,000 | thousands by filing date | |
| ARALEZ PHARMACEUTICALS INC | 03852X100 | COM | 25,500 | $124,000 | thousands by filing date | |
| OMNOVA SOLUTIONS INC | 682129101 | COMMON STOCK | 14,000 | $118,000 | thousands by filing date | |
| OCULAR THERAPEUTIX INC | 67576A100 | COM | 16,900 | $116,000 | thousands by filing date | |
| ZOGENIX INC. | 98978L204 | Common Stock | 10,100 | $115,000 | thousands by filing date | |
| IRIDIUM COMMUNICATIONS INC | 46269C102 | COM | 13,700 | $111,000 | thousands by filing date | |
| TEXTAINER GROUP HOLDINGS LTD | G8766E109 | SHS | 14,600 | $109,000 | thousands by filing date | |
| UNIQURE NV | N90064101 | SHS | 14,100 | $108,000 | thousands by filing date | |
| GROUPON INC | 399473107 | COMMON STOCK | 21,000 | $108,000 | thousands by filing date | |
| VONAGE HLDGS CORP | 92886T201 | COM | 16,300 | $108,000 | thousands by filing date | |
| FIRST NBC BK HLDG CO COM | 32115D106 | COM | 11,400 | $108,000 | thousands by filing date | |
| DHI GROUP INC | 23331S100 | COM | 13,400 | $106,000 | thousands by filing date | |
| CYS INVTS INC | 12673A108 | COM | 12,000 | $105,000 | thousands by filing date | |
| ORASURE TECHNOLOGIES INC | 68554V108 | COM | 13,000 | $104,000 | thousands by filing date | |
| KRATOS DEFENSE & SEC SOLUTIO | 50077B207 | COM NEW | 15,000 | $103,000 | thousands by filing date | |
| ADVANCED SEMICONDUCTOR ENGR | 00756M404 | SPONSORED ADR | 17,400 | $103,000 | thousands by filing date | |
| Lion Biotechnologies | 53619R102 | COM | 12,400 | $102,000 | thousands by filing date | |
| SANCHEZ ENERGY CORP | 79970Y105 | COMMON STOCK | 10,600 | $94,000 | thousands by filing date | |
| CYTOKINETICS INC | 23282W605 | COM NEW | 10,000 | $92,000 | thousands by filing date | |
| COSAN LTD | G25343107 | SHS A | 12,700 | $91,000 | thousands by filing date | |
| LIVEPERSON, INC. | 538146101 | COM | 10,700 | $90,000 | thousands by filing date | |
| EVERYDAY HEALTH INC COM | 300415106 | Stock | 11,500 | $88,000 | thousands by filing date | |
| ARCOS DORADOS HLDGS INC | G0457F107 | SHS CLASS -A - | 16,500 | $87,000 | thousands by filing date | |
| SANGAMO THERAPEUTICS INC | 800677106 | COM | 17,000 | $79,000 | thousands by filing date | |
| VIMPELCOM LTD | 92719A106 | SPONSORED ADR | 20,500 | $71,000 | thousands by filing date | |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 16,300 | $68,000 | thousands by filing date | |
| CINCINNATI BELL INC NEW | 171871106 | COM | 16,700 | $68,000 | thousands by filing date | |
| SYNERGY PHARMACEUTICALS DEL | 871639308 | COM NEW | 11,700 | $64,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-16-004801 | this filing | 2016-11-14 | acceptance time not in the bulk data set |