EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

49 hedge funds and large institutions have $70.1M invested in Ellington Residential Mortgage REIT in 2016 Q3 according to their latest regulatory filings, with 9 funds opening new positions, 15 increasing their positions, 12 reducing their positions, and 3 closing their positions.

Holders
49
Holders Change
+5
Holders Change %
+11.36%
% of All Funds
1.31%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
15
Reduced
12
Closed
3
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$7.34M
2
Citigroup
2
Citigroup
New York
$1.07M
3
Deutsche Bank
3
Deutsche Bank
Germany
$707K
4
PPA
4
Parametric Portfolio Associates
Washington
$426K
5
Morgan Stanley
5
Morgan Stanley
New York
$776K

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$2.75M
2
FCM
2
FJ Capital Management
Virginia
$0
3
Ameriprise
3
Ameriprise
Minnesota
$0
4
D.E. Shaw & Co
4
D.E. Shaw & Co
New York
$311K
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$62K
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$34.9M 2,689,702 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$7.34M 565,568 +134,288 +31%
Vanguard Group
3
Vanguard Group
Pennsylvania
$5.11M 393,428 +3,460 +0.9%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$3.38M 260,000 – –
Wellington Management Group
5
Wellington Management Group
Massachusetts
$2.75M 211,990 -225,413 -52%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$2.63M 202,744 +6,349 +3%
BFA
7
BlackRock Fund Advisors
California
$2.3M 177,093 +6,298 +4%
CAM
8
ClariVest Asset Management
California
$1.31M 101,116 +3,900 +4%
JC
9
JBF Capital
Colorado
$1.12M 86,225 – –
Citigroup
10
Citigroup
New York
$1.07M 82,725 +63,023 +320%
Morgan Stanley
11
Morgan Stanley
New York
$776K 59,749 +16,135 +37%
GIM
12
Greenwich Investment Management
Connecticut
$728K 56,090 +4,525 +9%
Deutsche Bank
13
Deutsche Bank
Germany
$707K 54,477 +36,255 +199%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$557K 42,964 -1,601 -4%
GCP
15
GSA Capital Partners
United Kingdom
$483K 37,200 +8,000 +27%
WFI
16
West Family Investments
California
$475K 36,573 – –
BIT
17
BlackRock Institutional Trust
California
$455K 35,074 – –
PPA
18
Parametric Portfolio Associates
Washington
$426K 32,826 +32,826 New
Bank of New York Mellon
19
Bank of New York Mellon
New York
$384K 29,515 -1,430 -5%
Northern Trust
20
Northern Trust
Illinois
$376K 28,928 +885 +3%
California Public Employees Retirement System
21
California Public Employees Retirement System
California
$348K 26,800 +7,500 +39%
D.E. Shaw & Co
22
D.E. Shaw & Co
New York
$311K 23,936 -6,769 -22%
Two Sigma Advisers
23
Two Sigma Advisers
New York
$304K 23,400 -800 -3%
Two Sigma Investments
24
Two Sigma Investments
New York
$196K 15,099 +15,099 New
Arrowstreet Capital
25
Arrowstreet Capital
Massachusetts
$181K 13,965 +13,965 New
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