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.

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
RGREA
1
Ranger Global Real Estate Advisors
Colorado
$1.78M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$8.42M
3
CAM
3
ClariVest Asset Management
California
$2.31M
4
Citigroup
4
Citigroup
New York
$1.96M
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$3.42M

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 Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$35M 2,689,702 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$8.42M 647,526 +81,958 +14%
Vanguard Group
3
Vanguard Group
Pennsylvania
$5.41M 415,787 +22,359 +6%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$3.42M 263,015 +60,271 +30%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.38M 260,000 – –
CAM
6
ClariVest Asset Management
California
$2.31M 177,316 +76,200 +75%
BFA
7
BlackRock Fund Advisors
California
$2.23M 171,170 -5,923 -3%
Citigroup
8
Citigroup
New York
$1.96M 150,885 +68,160 +82%
RGREA
9
Ranger Global Real Estate Advisors
Colorado
$1.78M 136,831 +136,831 New
JC
10
JBF Capital
Colorado
$1.12M 86,225 – –
Deutsche Bank
11
Deutsche Bank
Germany
$1.05M 80,616 +26,139 +48%
GIM
12
Greenwich Investment Management
Connecticut
$708K 54,440 -1,650 -3%
Morgan Stanley
13
Morgan Stanley
New York
$654K 50,234 -9,515 -16%
Two Sigma Investments
14
Two Sigma Investments
New York
$581K 44,687 +29,588 +196%
California Public Employees Retirement System
15
California Public Employees Retirement System
California
$493K 37,900 +11,100 +41%
WFI
16
West Family Investments
California
$476K 36,573 – –
Geode Capital Management
17
Geode Capital Management
Massachusetts
$469K 36,073 -6,891 -16%
Two Sigma Advisers
18
Two Sigma Advisers
New York
$457K 35,100 +11,700 +50%
BIT
19
BlackRock Institutional Trust
California
$456K 35,074 – –
Northern Trust
20
Northern Trust
Illinois
$442K 33,979 +5,051 +17%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$379K 29,098 -417 -1%
Goldman Sachs
22
Goldman Sachs
New York
$344K 26,429 +13,533 +105%
Royal Bank of Canada
23
Royal Bank of Canada
Ontario, Canada
$315K 24,200 +19,200 +384%
D.E. Shaw & Co
24
D.E. Shaw & Co
New York
$300K 23,065 -871 -4%
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$226K 17,402 +17,402 New
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