EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

44 hedge funds and large institutions have $91.5M invested in Ellington Residential Mortgage REIT in 2014 Q2 according to their latest regulatory filings, with 10 funds opening new positions, 15 increasing their positions, 14 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
44
Holders Change
-2
Holders Change %
-4.35%
% of All Funds
1.27%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
10
Increased
15
Reduced
14
Closed
12
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Two Sigma Investments
1
Two Sigma Investments
New York
$856K
2
Millennium Management
2
Millennium Management
New York
$791K
3
Deutsche Bank
3
Deutsche Bank
Germany
$1.41M
4
PP
4
Paloma Partners
Connecticut
$473K
5
Wells Fargo
5
Wells Fargo
California
$690K

Top Sellers

1
State Street
1
State Street
Massachusetts
$280K
2
BFA
2
BlackRock Fund Advisors
California
$2.89M
3
Wellington Management Group
3
Wellington Management Group
Massachusetts
$13.7M
4
AI
4
Analytic Investors
California
$0
5
BIT
5
BlackRock Institutional Trust
California
$313K
Name Holding Trade Value Shares
Change 		Shares
Change %
COPPSERS
26
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$313K +$313K +18,361 New
Bank of New York Mellon
27
Bank of New York Mellon
New York
$286K -$393K -23,064 -58%
State Street
28
State Street
Massachusetts
$280K -$3.64M -213,484 -93%
LP
29
LMR Partners
United Kingdom
$268K +$268K +15,746 New
Goldman Sachs
30
Goldman Sachs
New York
$238K +$238K +13,995 New
U
31
UBS
Switzerland
$232K +$2.68K +157 +1%
CS
32
Credit Suisse
Switzerland
$221K +$221K +12,954 New
QI
33
QS Investors
New York
$218K +$218K +12,800 New
Two Sigma Advisers
34
Two Sigma Advisers
New York
$216K +$216K +12,700 New
CAM
35
ClariVest Asset Management
California
$123K -$7.36K -431 -6%
Royal Bank of Canada
36
Royal Bank of Canada
Ontario, Canada
$89K +$38K +2,240 +75%
Bank of America
37
Bank of America
North Carolina
$73K +$72.9K +4,297 +53,713%
AIG
38
American International Group
New York
$41.8K -$74.7K -4,386 -64%
BIM
39
BlackRock Investment Management
Delaware
$26K -$359K -21,457 -93%
Ameriprise
40
Ameriprise
Minnesota
$17K +$6.77K +400 +66%
MFS
41
MSI Financial Services
Massachusetts
$3K – – –
Bank of Montreal
42
Bank of Montreal
Ontario, Canada
$3K +$3K +160 New
TRCT
43
Tower Research Capital (TRC)
New York
$1K -$3.84K -280 -79%
BNP Paribas Financial Markets
44
BNP Paribas Financial Markets
France
$477 -$4.46K -262 -90%
AI
45
Analytic Investors
California
– -$968K -57,203 Closed
TCIM
46
TIAA CREF Investment Management
New York
– -$488K -28,844 Closed
California State Teachers Retirement System (CalSTRS)
47
California State Teachers Retirement System (CalSTRS)
California
– -$195K -11,540 Closed
TC
48
TFS Capital
Pennsylvania
– -$194K -11,445 Closed
TA
49
Teachers Advisors
New York
– -$184K -10,894 Closed
SAS
50
Spectrum Advisory Services
Georgia
– -$176K -10,400 Closed
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