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 %
T. Rowe Price Associates
51
T. Rowe Price Associates
Maryland
$136K – – –
New York State Common Retirement Fund
52
New York State Common Retirement Fund
New York
$107K – – –
AIM
53
Anchor Investment Management
South Carolina
$107K +$421 +35 +0.4%
AIM
54
Advantage Investment Management
Iowa
$87K +$6.07K +501 +7%
AIG
55
American International Group
New York
$73K +$6.24K +521 +9%
Bessemer Group
56
Bessemer Group
New Jersey
$52K -$241K -19,900 -82%
LTFS
57
Ladenburg Thalmann Financial Services
Florida
$36K – – –
BNP Paribas Financial Markets
58
BNP Paribas Financial Markets
France
$32.6K +$22.9K +1,900 +234%
Bank of America
59
Bank of America
North Carolina
$29K +$17.6K +1,489 +154%
SO
60
STRS Ohio
Ohio
$28K – – –
Barclays
61
Barclays
United Kingdom
$22K +$17.2K +1,423 +358%
PHK
62
Point72 Hong Kong
Hong Kong
$21K +$21K +1,745 New
BWP
63
Baldwin Wealth Partners
Massachusetts
$18K – – –
Parallax Volatility Advisers
64
Parallax Volatility Advisers
California
$16K +$16K +1,344 New
Legal & General Group
65
Legal & General Group
United Kingdom
$15K -$8.32K -701 -36%
AIP
66
Ameritas Investment Partners
Nebraska
$9K – – –
TWA
67
TCI Wealth Advisors
Arizona
$1K -$6K – –
SGI
68
Summit Global Investments
Utah
– -$488K -33,600 Closed
SG Americas Securities
69
SG Americas Securities
New York
– -$109K -7,499 Closed
NFA
70
Nationwide Fund Advisors
Ohio
– -$67K -4,606 Closed
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