EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

66 hedge funds and large institutions have $119M invested in Ellington Residential Mortgage REIT in 2017 Q2 according to their latest regulatory filings, with 28 funds opening new positions, 24 increasing their positions, 4 reducing their positions, and 4 closing their positions.

Holders
66
Holders Change
+24
Holders Change %
+57.14%
% of All Funds
1.65%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
28
Increased
24
Reduced
4
Closed
4
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BlackRock
1
BlackRock
New York
$11.1M
2
JPMorgan Chase & Co
2
JPMorgan Chase & Co
New York
$4.69M
3
Renaissance Technologies
3
Renaissance Technologies
New York
$12.7M
4
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$6.89M
5
Two Sigma Investments
5
Two Sigma Investments
New York
$2.94M

Top Sellers

1
Citigroup
1
Citigroup
New York
$9K
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
GIM
3
Greenwich Investment Management
Connecticut
$0
4
D.E. Shaw & Co
4
D.E. Shaw & Co
New York
$0
5
LPL Financial
5
LPL Financial
California
$530K
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$39.4M 2,689,702 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$12.7M 864,302 +212,702 +33%
BlackRock
3
BlackRock
New York
$11.1M 759,698 +519,363 +216%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$6.89M 469,608 +176,489 +60%
Vanguard Group
5
Vanguard Group
Pennsylvania
$6.75M 460,514 +23,519 +5%
JPMorgan Chase & Co
6
JPMorgan Chase & Co
New York
$4.69M 319,958 +312,419 +4,144%
Fidelity Investments
7
Fidelity Investments
Massachusetts
$3.81M 260,000 – –
CAM
8
ClariVest Asset Management
California
$3.15M 214,729 +79,713 +59%
Two Sigma Investments
9
Two Sigma Investments
New York
$2.94M 200,218 +159,830 +396%
Two Sigma Advisers
10
Two Sigma Advisers
New York
$2.58M 176,200 +145,100 +467%
RGREA
11
Ranger Global Real Estate Advisors
Colorado
$2.01M 136,831 – –
Deutsche Bank
12
Deutsche Bank
Germany
$1.83M 124,628 +64,229 +106%
Northern Trust
13
Northern Trust
Illinois
$1.5M 102,307 +71,113 +228%
Millennium Management
14
Millennium Management
New York
$1.39M 94,653 +94,653 New
State Street
15
State Street
Massachusetts
$1.31M 89,069 +89,069 New
Morgan Stanley
16
Morgan Stanley
New York
$1.29M 88,197 +25,522 +41%
JC
17
JBF Capital
Colorado
$1.26M 86,225 – –
ACM
18
Ativo Capital Management
Illinois
$1.2M 82,019 +82,019 New
MAM
19
Martingale Asset Management
Massachusetts
$1.03M 70,433 +70,433 New
Geode Capital Management
20
Geode Capital Management
Massachusetts
$1.02M 69,553 +33,480 +93%
USAA
21
United Services Automobile Association
Texas
$837K 57,100 +57,100 New
Russell Investments Group
22
Russell Investments Group
United Kingdom
$777K 52,962 +49,557 +1,455%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$770K 52,475 +23,377 +80%
Goldman Sachs
24
Goldman Sachs
New York
$618K 42,208 +8,748 +26%
California Public Employees Retirement System
25
California Public Employees Retirement System
California
$611K 41,700 +1,600 +4%
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