13F-HR filed by ELLINGTON MANAGEMENT GROUP LLC
ELLINGTON MANAGEMENT GROUP LLC filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-05-15, with 511 holding rows worth $426,119,000.
- Accession
- 0001085146-20-001525
- Filer
- CIK 1098490
- Filed
- 2020-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A holdings report, 511 entries on the cover page, a total value of $426,119,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $426,119,000 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 |
|---|---|---|---|---|---|---|
| RUBICON PROJ INC | 78112V102 | COM | 15,600 | $87,000 | thousands by filing date | |
| MR COOPER GROUP INC | 62482R107 | COM | 11,400 | $84,000 | thousands by filing date | |
| COMPUGEN LTD | M25722105 | ORD | 11,200 | $81,000 | thousands by filing date | |
| ACCO BRANDS CORP COM | 00081T108 | Stock | 15,800 | $80,000 | thousands by filing date | |
| KINROSS GOLD CORP | 496902404 | COM | 18,800 | $75,000 | thousands by filing date | |
| TRIUMPH GROUP INC NEW | 896818101 | COM | 10,700 | $72,000 | thousands by filing date | |
| BANCO SANTANDER BRASIL S.A. AD | 05967A107 | ADS REP 1 UNIT | 12,200 | $63,000 | thousands by filing date | |
| MACERICH CO | 554382101 | COM | 10,900 | $61,000 | thousands by filing date | |
| CURO GROUP HOLDINGS CORP | 23131L107 | COM | 11,500 | $61,000 | thousands by filing date | |
| DIAMONDROCK HOSPITALITY CO | 252784301 | COM | 10,100 | $51,000 | thousands by filing date | |
| TWO HARBORS INVESTMENT CORP | 90187B408 | COM NEW | 12,503 | $48,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001085146-20-001525 | this filing | 2020-05-15 | acceptance time not in the bulk data set |