EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

66 hedge funds and large institutions have $129M invested in Ellington Residential Mortgage REIT in 2017 Q3 according to their latest regulatory filings, with 7 funds opening new positions, 30 increasing their positions, 16 reducing their positions, and 7 closing their positions.

Holders
66
Holders Change
–
Holders Change %
0%
% of All Funds
1.65%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
7
Increased
30
Reduced
16
Closed
7
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
SOMRS
1
State of Michigan Retirement System
Michigan
$8.42M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$14.5M
3
Thrivent Financial for Lutherans
3
Thrivent Financial for Lutherans
Minnesota
$1.72M
4
CEP
4
Chicago Equity Partners
Illinois
$1.27M
5
Bank of Montreal
5
Bank of Montreal
Ontario, Canada
$581K

Top Sellers

1
Two Sigma Investments
1
Two Sigma Investments
New York
$587K
2
JC
2
JBF Capital
Colorado
$0
3
Deutsche Bank
3
Deutsche Bank
Germany
$858K
4
BlackRock
4
BlackRock
New York
$10.1M
5
Two Sigma Advisers
5
Two Sigma Advisers
New York
$1.77M
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$39.1M 2,689,702 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$14.5M 997,000 +132,698 +15%
BlackRock
3
BlackRock
New York
$10.1M 696,483 -63,215 -8%
SOMRS
4
State of Michigan Retirement System
Michigan
$8.42M 580,000 +580,000 New
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$7.22M 497,350 +27,742 +6%
Vanguard Group
6
Vanguard Group
Pennsylvania
$6.94M 477,866 +17,352 +4%
JPMorgan Chase & Co
7
JPMorgan Chase & Co
New York
$4.95M 342,740 +22,782 +7%
Fidelity Investments
8
Fidelity Investments
Massachusetts
$3.78M 260,000 – –
CAM
9
ClariVest Asset Management
California
$3.41M 234,751 +20,022 +9%
RGREA
10
Ranger Global Real Estate Advisors
Colorado
$1.99M 136,831 – –
State Street
11
State Street
Massachusetts
$1.87M 128,869 +39,800 +45%
Two Sigma Advisers
12
Two Sigma Advisers
New York
$1.77M 121,661 -54,539 -31%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$1.72M 118,192 +89,252 +308%
Northern Trust
14
Northern Trust
Illinois
$1.6M 110,440 +8,133 +8%
ACM
15
Ativo Capital Management
Illinois
$1.31M 90,020 +8,001 +10%
CEP
16
Chicago Equity Partners
Illinois
$1.27M 87,160 +87,160 New
Morgan Stanley
17
Morgan Stanley
New York
$1.19M 81,930 -6,267 -7%
Millennium Management
18
Millennium Management
New York
$1.16M 80,109 -14,544 -15%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$1.06M 72,811 +3,258 +5%
MAM
20
Martingale Asset Management
Massachusetts
$986K 67,886 -2,547 -4%
Invesco
21
Invesco
Georgia
$975K 67,103 +36,377 +118%
USAA
22
United Services Automobile Association
Texas
$878K 60,500 +3,400 +6%
Deutsche Bank
23
Deutsche Bank
Germany
$858K 59,253 -65,375 -52%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$745K 51,361 -1,114 -2%
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$668K 46,033 +6,615 +17%
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