EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

67 hedge funds and large institutions have $110M invested in Ellington Residential Mortgage REIT in 2017 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 27 increasing their positions, 22 reducing their positions, and 3 closing their positions.

Holders
67
Holders Change
+1
Holders Change %
+1.52%
% of All Funds
1.52%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
4
Increased
27
Reduced
22
Closed
3
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
WAM
1
Wolverine Asset Management
Illinois
$5.88M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$12.9M
3
Deutsche Bank
3
Deutsche Bank
Germany
$1.37M
4
CSS
4
Cubist Systematic Strategies
Connecticut
$312K
5
Balyasny Asset Management
5
Balyasny Asset Management
Illinois
$534K

Top Sellers

1
Two Sigma Advisers
1
Two Sigma Advisers
New York
$543K
2
ACM
2
Ativo Capital Management
Illinois
$230K
3
CEP
3
Chicago Equity Partners
Illinois
$292K
4
Morgan Stanley
4
Morgan Stanley
New York
$340K
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$5.41M
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$32.4M 2,689,702 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$12.9M 1,075,400 +78,400 +8%
BlackRock
3
BlackRock
New York
$8.26M 686,159 -10,324 -1%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.98M 580,000 – –
WAM
5
Wolverine Asset Management
Illinois
$5.88M 488,124 +456,003 +1,420%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$5.41M 448,991 -48,359 -10%
Vanguard Group
7
Vanguard Group
Pennsylvania
$5.36M 445,203 -32,663 -7%
JPMorgan Chase & Co
8
JPMorgan Chase & Co
New York
$3.76M 312,357 -30,383 -9%
Fidelity Investments
9
Fidelity Investments
Massachusetts
$3.13M 260,000 – –
CAM
10
ClariVest Asset Management
California
$2.76M 229,503 -5,248 -2%
RGREA
11
Ranger Global Real Estate Advisors
Colorado
$1.65M 136,831 – –
State Street
12
State Street
Massachusetts
$1.53M 127,212 -1,657 -1%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$1.42M 118,052 -140 -0.1%
Deutsche Bank
14
Deutsche Bank
Germany
$1.37M 113,494 +54,241 +92%
Northern Trust
15
Northern Trust
Illinois
$1.28M 106,610 -3,830 -3%
Millennium Management
16
Millennium Management
New York
$1.13M 93,916 +13,807 +17%
Geode Capital Management
17
Geode Capital Management
Massachusetts
$905K 75,240 +2,429 +3%
Invesco
18
Invesco
Georgia
$899K 74,714 +7,611 +11%
USAA
19
United Services Automobile Association
Texas
$802K 66,600 +6,100 +10%
Mackenzie Financial
20
Mackenzie Financial
Ontario, Canada
$790K 65,577 +19,544 +42%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$635K 52,677 +1,316 +3%
MC
22
Menta Capital
California
$587K 48,757 +2,776 +6%
Two Sigma Investments
23
Two Sigma Investments
New York
$584K 48,522 +8,064 +20%
Two Sigma Advisers
24
Two Sigma Advisers
New York
$543K 45,100 -76,561 -63%
Balyasny Asset Management
25
Balyasny Asset Management
Illinois
$534K 44,372 +21,200 +91%
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