EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

66 hedge funds and large institutions have $129M invested in Ellington Residential Mortgage REIT in 2017 Q3 according to their latest regulatory filings, with 7 funds opening new positions, 30 increasing their positions, 16 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
66
Holders Change
–
Holders Change %
0%
% of All Funds
1.65%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
7
Increased
30
Reduced
16
Closed
7
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
SOMRS
1
State of Michigan Retirement System
Michigan
$8.42M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$14.5M
3
Thrivent Financial for Lutherans
3
Thrivent Financial for Lutherans
Minnesota
$1.72M
4
CEP
4
Chicago Equity Partners
Illinois
$1.27M
5
Bank of Montreal
5
Bank of Montreal
Ontario, Canada
$581K

Top Sellers

1
Two Sigma Investments
1
Two Sigma Investments
New York
$587K
2
JC
2
JBF Capital
Colorado
$0
3
Deutsche Bank
3
Deutsche Bank
Germany
$858K
4
BlackRock
4
BlackRock
New York
$10.1M
5
Two Sigma Advisers
5
Two Sigma Advisers
New York
$1.77M
Name Holding Trade Value Shares
Change 		Shares
Change %
MC
26
Menta Capital
California
$668K +$500K +34,416 +298%
California Public Employees Retirement System
27
California Public Employees Retirement System
California
$629K +$24K +1,652 +4%
Russell Investments Group
28
Russell Investments Group
United Kingdom
$595K -$175K -12,015 -23%
Two Sigma Investments
29
Two Sigma Investments
New York
$587K -$2.32M -159,760 -80%
Bank of Montreal
30
Bank of Montreal
Ontario, Canada
$581K +$581K +40,000 New
LPL Financial
31
LPL Financial
California
$510K -$14.9K -1,023 -3%
SGI
32
Summit Global Investments
Utah
$488K -$5.81K -400 -1%
WAM
33
Wolverine Asset Management
Illinois
$466K +$466K +32,121 New
Goldman Sachs
34
Goldman Sachs
New York
$457K -$156K -10,721 -25%
BTS
35
BB&T Securities
Virginia
$434K +$60.9K +4,200 +16%
Prudential Financial
36
Prudential Financial
New Jersey
$416K +$216K +14,900 +108%
Royal Bank of Canada
37
Royal Bank of Canada
Ontario, Canada
$367K +$14.9K +1,021 +4%
Bessemer Group
38
Bessemer Group
New Jersey
$351K +$234K +16,100 +199%
Balyasny Asset Management
39
Balyasny Asset Management
Illinois
$336K +$137K +9,448 +69%
UBS Group
40
UBS Group
Switzerland
$306K +$197K +13,540 +180%
Citigroup
41
Citigroup
New York
$295K +$286K +19,707 +3,274%
TCIM
42
TIAA CREF Investment Management
New York
$294K +$9.92K +682 +3%
Manulife (Manufacturers Life Insurance)
43
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$278K +$43.2K +2,982 +18%
TA
44
Teachers Advisors
New York
$243K +$30.5K +2,100 +14%
Charles Schwab
45
Charles Schwab
California
$207K – – –
California State Teachers Retirement System (CalSTRS)
46
California State Teachers Retirement System (CalSTRS)
California
$199K -$14.5K -1,000 -7%
Cambridge Investment Research Advisors
47
Cambridge Investment Research Advisors
Iowa
$197K – – –
JG
48
Jefferies Group
New York
$179K +$179K +12,313 New
T. Rowe Price Associates
49
T. Rowe Price Associates
Maryland
$163K – – –
New York State Common Retirement Fund
50
New York State Common Retirement Fund
New York
$129K – – –
1
2
3