Ellington Management Group LLC — Q4 2016 13F 持股

Name: Ellington Management Group LLC — 13F Holdings, Q4 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001098490

申報總市值

US$6.8億

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本季完整持股清單

僅顯示前 200 大持股（共 511 檔）

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股與成長	13.04%	-10.24%	EXIT
2	CAT	Caterpillar INC	股票-工業	11.34%	—	—
3	EWZ	Ishares Msci Brazil ETF	ETF-其他	9.96%	—	—
4	HAL	Halliburton Co	股票-能源	8.56%	—	—
5	CVX	Chevron CORP	股票-能源	5.63%	—	—
6	EEM	Ishares Msci Emerging Market	ETF-新興市場	4.79%	—	—
7	TLT	Ishares 20+ Year Treasury Bd	ETF-政府公債	3.63%	—	—
8	EFC	Ellington Financial Inc.	股票-其他	2.47%	—	+6.73%
9	FXI	Ishares China Large-cap ETF	ETF-新興市場	1.06%	—	—
10	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投資等級債	0.67%	-28.80%	EXIT
11	HTZ-WEUR	Hertz Global Holdings INC	股票-其他	0.49%	—	—
12	✓	Forest City Realty Trust- A	股票-其他	0.31%	—	—
13	FFIV	F5 INC	股票-科技	0.28%	—	+14.41%
14	HLT	Hilton Worldwide Holdings In	股票-循環性消費	0.27%	—	—
15	SMG	Scotts Miracle-gro Co	股票-原物料	0.25%	—	+56.88%
16	CX	Cemex Sab-spons Adr Part Cer	股票-其他	0.25%	—	+832.56%
17	ALL	Allstate CORP	股票-金融	0.23%	—	—
18	VALE	Vale S.A.	股票-原物料	0.22%	—	-11.87%
19	REG	Regency Centers CORP	股票-房地產	0.22%	—	—
20	SNH1EUR	Senior Housing Prop Trust	股票-其他	0.22%	—	—
21	COP	Conocophillips	股票-能源	0.21%	—	—
22	BNY	Bank Of New York Mellon CORP	股票-金融	0.21%	—	+67.82%
23	CSGP	Costar Group INC	股票-房地產	0.21%	—	—
24	NRG	Nrg Energy INC	股票-公用事業	0.21%	—	-32.01%
25	FRTEUR	Federal Realty Invs Trust	股票-其他	0.21%	—	—
26	ETRA	E*trade Financial CORP	股票-其他	0.20%	—	—
27	WCGEUR	Wellcare Health Plans INC	股票-其他	0.20%	—	+227.59%
28	UNUSD	Unilever N V -ny Shares	股票-其他	0.20%	—	—
29	UL	Unilever PLC	股票-非循環性消費	0.20%	—	—
30	SYF	Synchrony Financial	股票-金融	0.20%	—	—
31	MNST	Monster Beverage CORP	股票-非循環性消費	0.19%	—	—
32	NVO	Novo-nordisk A/s-spons Adr	股票-醫療保健	0.19%	—	+231.13%
33	BAP	Credicorp Ltd.	股票-金融	0.19%	—	+113.51%
34	TOL	Toll Brothers INC	股票-循環性消費	0.19%	—	—
35	SYTUSD	Syngenta Ag-adr	股票-其他	0.19%	—	—
36	FNSR	Finisar Corporation	股票-其他	0.19%	—	-17.83%
37	✓		股票-其他	0.18%	—	-15.35%
38	APD	Air Products & Chemicals INC	股票-原物料	0.18%	—	—
39	REFI	Chicago Atlantic Real Estate Finance, Inc.	股票-其他	0.18%	—	+208.20%
40	SNPS	Synopsys INC	股票-科技	0.18%	—	—
41	✓		股票-其他	0.17%	—	—
42	AIG	American International Group	股票-金融	0.17%	—	—
43	TRV	Travelers Cos Inc/the	股票-金融	0.17%	—	—
44	ALGN	Align Technology INC	股票-醫療保健	0.17%	—	—
45	AME	Ametek INC	股票-工業	0.17%	—	—
46	FLR	Fluor CORP	股票-工業	0.17%	—	—
47	CRI	Carter's INC	股票-其他	0.17%	—	—
48	VISN	Vistance Networks INC	股票-科技	0.17%	—	—
49	DCI	Donaldson Co INC	股票-工業	0.17%	—	+72.00%
50	ODFL	Old Dominion Freight Line	股票-工業	0.16%	—	—

1–50 of 200

本季持股變動

Ellington Management Group LLC 於截至 Q4 2016 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+11.3%	+1186.28%	加碼
2	CX	Cemex Sab-spons Adr Part Cer	+0.2%	+832.56%	加碼
3	CPRT	Copart INC	-0.4%	-87.22%	減碼
4	CAG	Conagra Brands INC	-0.9%	-81.98%	減碼
5	CAT	Caterpillar INC	—	NEW	新建倉
6	EWZ	Ishares Msci Brazil ETF	—	NEW	新建倉
7	HAL	Halliburton Co	—	NEW	新建倉
8	CVX	Chevron CORP	—	NEW	新建倉
9	EEM	Ishares Msci Emerging Market	—	NEW	新建倉
10	TLT	Ishares 20+ Year Treasury Bd	—	NEW	新建倉
11	FXI	Ishares China Large-cap ETF	—	NEW	新建倉
12	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	新建倉
13	HTZ-WEUR	Hertz Global Holdings INC	—	NEW	新建倉
14	✓	Forest City Realty Trust- A	—	NEW	新建倉
15	HSIC	Henry Schein INC	—	EXIT	清倉
16	TAP	Molson Coors Beverage Co - B	—	EXIT	清倉
17	PVH	Pvh CORP	—	EXIT	清倉
18	FITB	Fifth Third Bancorp	—	EXIT	清倉
19	BKR	Baker Hughes Company	—	EXIT	清倉
20	✓	Scana CORP New	—	EXIT	清倉
21	HPQ	Hp INC	—	EXIT	清倉
22	HLT	Hilton Worldwide Holdings In	—	NEW	新建倉
23	MAT	Mattel INC	—	EXIT	清倉
24	ACN	Accenture plc	—	EXIT	清倉
25	UAL	United Airlines Holdings INC	—	EXIT	清倉
26	KSS	Kohls CORP	—	EXIT	清倉
27	ALL	Allstate CORP	—	NEW	新建倉
28	✓	Finish Line INC Cl A	—	EXIT	清倉
29	APC3EUR	Anadarko Petroleum CORP	—	EXIT	清倉
30	PYPL	Paypal Holdings INC	—	EXIT	清倉
31	CTRA	Coterra Energy INC	—	EXIT	清倉
32	POOL	Pool CORP	—	EXIT	清倉
33	SUI	Sun Communities INC	—	EXIT	清倉
34	MAR	Marriott International -cl A	—	EXIT	清倉
35	QCOM	Qualcomm INC	—	EXIT	清倉
36	ROST	Ross Stores INC	—	EXIT	清倉
37	REG	Regency Centers CORP	—	NEW	新建倉
38	SNH1EUR	Senior Housing Prop Trust	—	NEW	新建倉
39	COP	Conocophillips	—	NEW	新建倉
40	CCK	Crown Holdings INC	—	EXIT	清倉
41	CSGP	Costar Group INC	—	NEW	新建倉
42	FRTEUR	Federal Realty Invs Trust	—	NEW	新建倉
43	NBR	Nabors Industries Ltd.	—	EXIT	清倉
44	IFF	Intl Flavors & Fragrances	—	EXIT	清倉
45	ED	Consolidated Edison INC	—	EXIT	清倉
46	ETRA	E*trade Financial CORP	—	NEW	新建倉
47	LVS	Las Vegas Sands CORP	—	EXIT	清倉
48	THO	Thor Industries INC	—	EXIT	清倉
49	FLT1EUR	Fleetcor Technologies INC	—	EXIT	清倉
50	UNUSD	Unilever N V -ny Shares	—	NEW	新建倉