EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

67 hedge funds and large institutions have $110M invested in Ellington Residential Mortgage REIT in 2017 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 27 increasing their positions, 22 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
67
Holders Change
+1
Holders Change %
+1.52%
% of All Funds
1.52%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
4
Increased
27
Reduced
22
Closed
3
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
WAM
1
Wolverine Asset Management
Illinois
$5.88M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$12.9M
3
Deutsche Bank
3
Deutsche Bank
Germany
$1.37M
4
CSS
4
Cubist Systematic Strategies
Connecticut
$312K
5
Balyasny Asset Management
5
Balyasny Asset Management
Illinois
$534K

Top Sellers

1
Two Sigma Advisers
1
Two Sigma Advisers
New York
$543K
2
ACM
2
Ativo Capital Management
Illinois
$230K
3
CEP
3
Chicago Equity Partners
Illinois
$292K
4
Morgan Stanley
4
Morgan Stanley
New York
$340K
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$5.41M
Name Holding Trade Value Shares
Change 		Shares
Change %
California Public Employees Retirement System
26
California Public Employees Retirement System
California
$531K +$9.39K +780 +2%
Prudential Financial
27
Prudential Financial
New Jersey
$493K +$148K +12,300 +43%
Bank of Montreal
28
Bank of Montreal
Ontario, Canada
$482K – – –
WFI
29
West Family Investments
California
$439K – – –
LPL Financial
30
LPL Financial
California
$422K -$638 -53 -0.2%
TRCT
31
Tower Research Capital (TRC)
New York
$348K +$252K +20,935 +262%
Morgan Stanley
32
Morgan Stanley
New York
$340K -$647K -53,693 -66%
JG
33
Jefferies Group
New York
$339K +$191K +15,802 +128%
BTS
34
BB&T Securities
Virginia
$336K -$24.1K -2,000 -7%
MAM
35
Martingale Asset Management
Massachusetts
$333K -$486K -40,280 -59%
Royal Bank of Canada
36
Royal Bank of Canada
Ontario, Canada
$319K +$15.4K +1,279 +5%
CSS
37
Cubist Systematic Strategies
Connecticut
$312K +$312K +25,874 New
Manulife (Manufacturers Life Insurance)
38
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$299K +$67.7K +5,607 +29%
CEP
39
Chicago Equity Partners
Illinois
$292K -$756K -62,872 -72%
Goldman Sachs
40
Goldman Sachs
New York
$292K -$87.8K -7,276 -23%
TCIM
41
TIAA CREF Investment Management
New York
$282K +$38.6K +3,206 +16%
Wells Fargo
42
Wells Fargo
California
$272K +$216K +17,956 +385%
ACM
43
Ativo Capital Management
Illinois
$230K -$853K -70,901 -79%
Russell Investments Group
44
Russell Investments Group
United Kingdom
$212K -$286K -23,520 -57%
TA
45
Teachers Advisors
New York
$201K – – –
UBS Group
46
UBS Group
Switzerland
$194K -$59.4K -4,941 -23%
Citigroup
47
Citigroup
New York
$182K -$62.8K -5,210 -26%
California State Teachers Retirement System (CalSTRS)
48
California State Teachers Retirement System (CalSTRS)
California
$172K +$6.77K +561 +4%
Charles Schwab
49
Charles Schwab
California
$171K – – –
Cambridge Investment Research Advisors
50
Cambridge Investment Research Advisors
Iowa
$138K -$25.2K -2,100 -15%
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2
3