EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

44 hedge funds and large institutions have $73.7M invested in Ellington Residential Mortgage REIT in 2016 Q4 according to their latest regulatory filings, with 5 funds opening new positions, 16 increasing their positions, 10 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
44
Holders Change
-5
Holders Change %
-10.2%
% of All Funds
1.1%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
5
Increased
16
Reduced
10
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$8.42M
2
CAM
2
ClariVest Asset Management
California
$2.31M
3
Citigroup
3
Citigroup
New York
$1.96M
4
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$3.42M
5
Two Sigma Investments
5
Two Sigma Investments
New York
$581K

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$0
2
PPA
2
Parametric Portfolio Associates
Washington
$0
3
GCP
3
GSA Capital Partners
United Kingdom
$225K
4
Arrowstreet Capital
4
Arrowstreet Capital
Massachusetts
$0
5
VKH
5
Virtu KCG Holdings
New York
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
GCP
26
GSA Capital Partners
United Kingdom
$225K -$258K -19,877 -53%
Connor, Clark & Lunn Investment Management (CC&L)
27
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$219K +$64.1K +4,930 +41%
T. Rowe Price Associates
28
T. Rowe Price Associates
Maryland
$146K – – –
Millennium Management
29
Millennium Management
New York
$143K -$31.2K -2,400 -18%
BTS
30
BB&T Securities
Virginia
$130K – – –
AIM
31
Anchor Investment Management
South Carolina
$114K +$6.51K +500 +6%
UBS Group
32
UBS Group
Switzerland
$107K +$12.3K +936 +13%
AIM
33
Acrospire Investment Management
Illinois
$85K +$48.2K +3,706 +131%
Creative Planning
34
Creative Planning
Kansas
$39K – – –
LTFS
35
Ladenburg Thalmann Financial Services
Florida
$39K – – –
BWP
36
Baldwin Wealth Partners
Massachusetts
$20K – – –
Wells Fargo
37
Wells Fargo
California
$17K – – –
BIM
38
BlackRock Investment Management
Delaware
$15K – – –
JPMorgan Chase & Co
39
JPMorgan Chase & Co
New York
$13K -$48.1K -3,775 -79%
MA
40
MUFG Americas
New York
$8K -$8.28K -631 -51%
TWA
41
TCI Wealth Advisors
Arizona
$5K -$5K – –
PAM
42
Panagora Asset Management
Massachusetts
$5K – – –
BIG
43
Bellwether Investment Group
Tennessee
$2K +$2K +175 New
SEI Investments
44
SEI Investments
Pennsylvania
$2K +$2K +190 New
AIM
45
Advantage Investment Management
Iowa
$1K +$1K +62 New
Wellington Management Group
46
Wellington Management Group
Massachusetts
– -$2.75M -211,990 Closed
PPA
47
Parametric Portfolio Associates
Washington
– -$426K -32,826 Closed
Arrowstreet Capital
48
Arrowstreet Capital
Massachusetts
– -$181K -13,965 Closed
VKH
49
Virtu KCG Holdings
New York
– -$147K -11,313 Closed
MWP
50
MYCIO Wealth Partners
Pennsylvania
– -$39K -3,000 Closed
1
2
3