EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

42 hedge funds and large institutions have $85M invested in Ellington Residential Mortgage REIT in 2017 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 11 increasing their positions, 9 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
42
Holders Change
-2
Holders Change %
-4.55%
% of All Funds
1.05%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
7
Increased
11
Reduced
9
Closed
6
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BlackRock
BlackRock
New York
+$3.52M
2
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
+$813K
3
LPL Financial
LPL Financial
California
+$687K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$442K
5
Vanguard Group
Vanguard Group
Pennsylvania
+$311K

Top Sellers

1
CAM
ClariVest Asset Management
California
-$620K
2
Deutsche Bank
Deutsche Bank
Germany
-$296K
3
GCP
GSA Capital Partners
United Kingdom
-$225K
4
Connor, Clark & Lunn Investment Management (CC&L)
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
-$219K
5
Millennium Management
Millennium Management
New York
-$143K
Name Holding Trade Value Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$39.4M – – –
Renaissance Technologies
2
Renaissance Technologies
New York
$9.55M +$59.7K +4,074 +0.6%
Vanguard Group
3
Vanguard Group
Pennsylvania
$6.41M +$311K +21,208 +5%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$4.3M +$442K +30,104 +11%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.81M – – –
BlackRock
6
BlackRock
New York
$3.52M +$3.52M +240,335 New
Citigroup
7
Citigroup
New York
$2.21M – – –
RGREA
8
Ranger Global Real Estate Advisors
Colorado
$2.01M – – –
CAM
9
ClariVest Asset Management
California
$1.98M -$620K -42,300 -24%
JC
10
JBF Capital
Colorado
$1.26M – – –
Morgan Stanley
11
Morgan Stanley
New York
$919K +$182K +12,441 +25%
Deutsche Bank
12
Deutsche Bank
Germany
$885K -$296K -20,217 -25%
Arrowstreet Capital
13
Arrowstreet Capital
Massachusetts
$813K +$813K +55,491 New
GIM
14
Greenwich Investment Management
Connecticut
$775K -$23.1K -1,575 -3%
LPL Financial
15
LPL Financial
California
$687K +$687K +46,695 New
Two Sigma Investments
16
Two Sigma Investments
New York
$592K -$63K -4,299 -10%
California Public Employees Retirement System
17
California Public Employees Retirement System
California
$588K +$32.3K +2,200 +6%
WFI
18
West Family Investments
California
$536K – – –
Geode Capital Management
19
Geode Capital Management
Massachusetts
$528K – – –
Goldman Sachs
20
Goldman Sachs
New York
$491K +$103K +7,031 +27%
Northern Trust
21
Northern Trust
Illinois
$457K -$40.8K -2,785 -8%
Two Sigma Advisers
22
Two Sigma Advisers
New York
$456K -$58.7K -4,000 -11%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$426K – – –
Royal Bank of Canada
24
Royal Bank of Canada
Ontario, Canada
$354K – – –
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$255K – – –
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