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 %
JIC
51
Joel Isaacson & Co
New York
– -$10K -750 Closed
Bank of America
52
Bank of America
North Carolina
– -$2K -184 Closed
SAM
53
Solaris Asset Management
New York
– -$2K -167 Closed
Manulife (Manufacturers Life Insurance)
54
Manulife (Manufacturers Life Insurance)
Ontario, Canada
– -$1K -96 Closed
1 2
3