EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

66 hedge funds and large institutions have $119M invested in Ellington Residential Mortgage REIT in 2017 Q2 according to their latest regulatory filings, with 28 funds opening new positions, 24 increasing their positions, 4 reducing their positions, and 4 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
66
Holders Change
+24
Holders Change %
+57.14%
% of All Funds
1.65%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
28
Increased
24
Reduced
4
Closed
4
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BlackRock
1
BlackRock
New York
$11.1M
2
JPMorgan Chase & Co
2
JPMorgan Chase & Co
New York
$4.69M
3
Renaissance Technologies
3
Renaissance Technologies
New York
$12.7M
4
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$6.89M
5
Two Sigma Investments
5
Two Sigma Investments
New York
$2.94M

Top Sellers

1
Citigroup
1
Citigroup
New York
$9K
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
GIM
3
Greenwich Investment Management
Connecticut
$0
4
D.E. Shaw & Co
4
D.E. Shaw & Co
New York
$0
5
LPL Financial
5
LPL Financial
California
$530K
Name Holding Trade Value Shares
Change 		Shares
Change %
Mackenzie Financial
26
Mackenzie Financial
Ontario, Canada
$578K +$323K +22,016 +127%
LPL Financial
27
LPL Financial
California
$530K -$155K -10,554 -23%
WFI
28
West Family Investments
California
$527K – – –
SGI
29
Summit Global Investments
Utah
$498K +$498K +34,000 New
HIM
30
Hillsdale Investment Management
Ontario, Canada
$466K +$223K +15,200 +92%
Invesco
31
Invesco
Georgia
$450K +$450K +30,726 New
Thrivent Financial for Lutherans
32
Thrivent Financial for Lutherans
Minnesota
$424K +$424K +28,940 New
BTS
33
BB&T Securities
Virginia
$377K +$227K +15,490 +151%
Royal Bank of Canada
34
Royal Bank of Canada
Ontario, Canada
$354K – – –
TCIM
35
TIAA CREF Investment Management
New York
$286K +$286K +19,536 New
DTL
36
Dynamic Technology Lab
Singapore
$259K +$259K +17,664 New
TC
37
TFS Capital
Pennsylvania
$243K +$243K +16,563 New
Manulife (Manufacturers Life Insurance)
38
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$237K +$237K +16,189 New
California State Teachers Retirement System (CalSTRS)
39
California State Teachers Retirement System (CalSTRS)
California
$216K +$216K +14,700 New
TA
40
Teachers Advisors
New York
$214K +$214K +14,628 New
Charles Schwab
41
Charles Schwab
California
$209K +$209K +14,200 New
Prudential Financial
42
Prudential Financial
New Jersey
$202K +$202K +13,750 New
Balyasny Asset Management
43
Balyasny Asset Management
Illinois
$201K +$201K +13,724 New
Cambridge Investment Research Advisors
44
Cambridge Investment Research Advisors
Iowa
$199K +$190 +13 +0.1%
MC
45
Menta Capital
California
$170K +$170K +11,565 New
T. Rowe Price Associates
46
T. Rowe Price Associates
Maryland
$165K +$337 +23 +0.2%
CSS
47
Cubist Systematic Strategies
Connecticut
$155K +$155K +10,554 New
New York State Common Retirement Fund
48
New York State Common Retirement Fund
New York
$130K +$130K +8,900 New
AIM
49
Anchor Investment Management
South Carolina
$130K – – –
Bessemer Group
50
Bessemer Group
New Jersey
$119K +$119K +8,100 New
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2
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