EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

41 hedge funds and large institutions have $85.9M invested in Ellington Residential Mortgage REIT in 2014 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 12 increasing their positions, 14 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
41
Holders Change
-3
Holders Change %
-6.82%
% of All Funds
1.19%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
6
Increased
12
Reduced
14
Closed
9
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Vanguard Group
1
Vanguard Group
Pennsylvania
$3.04M
2
Geode Capital Management
2
Geode Capital Management
Massachusetts
$1.12M
3
Two Sigma Advisers
3
Two Sigma Advisers
New York
$871K
4
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$1.13M
5
JIR
5
James Investment Research
Ohio
$459K

Top Sellers

1
Northern Trust
1
Northern Trust
Illinois
$386K
2
Deutsche Bank
2
Deutsche Bank
Germany
$458K
3
MC
3
Menta Capital
California
$0
4
Renaissance Technologies
4
Renaissance Technologies
New York
$1.23M
5
PP
5
Paloma Partners
Connecticut
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Morgan Stanley
26
Morgan Stanley
New York
$294K -$48.7K -3,002 -14%
QI
27
QS Investors
New York
$276K +$68.6K +4,230 +33%
U
28
UBS
Switzerland
$266K +$46K +2,843 +21%
Bank of New York Mellon
29
Bank of New York Mellon
New York
$239K -$33K -2,040 -12%
State Street
30
State Street
Massachusetts
$235K -$30.8K -1,900 -12%
Connor, Clark & Lunn Investment Management (CC&L)
31
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$207K +$207K +12,800 New
SAS
32
Spectrum Advisory Services
Georgia
$164K +$164K +10,100 New
CAM
33
ClariVest Asset Management
California
$118K +$571 +35 +0.5%
Invesco
34
Invesco
Georgia
$88K +$88K +5,455 New
Royal Bank of Canada
35
Royal Bank of Canada
Ontario, Canada
$52K -$32.2K -2,005 -38%
BIM
36
BlackRock Investment Management
Delaware
$20K -$5.56K -338 -22%
Ameriprise
37
Ameriprise
Minnesota
$16K – – –
TRCT
38
Tower Research Capital (TRC)
New York
$14K +$12.8K +779 +1,067%
JIC
39
Joel Isaacson & Co
New York
$12K +$12K +750 New
MFS
40
MSI Financial Services
Massachusetts
$3K – – –
Manulife (Manufacturers Life Insurance)
41
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$3 +$3 +205 New
MC
42
Menta Capital
California
– -$660K -38,767 Closed
PP
43
Paloma Partners
Connecticut
– -$473K -27,776 Closed
COPPSERS
44
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
– -$313K -18,361 Closed
LP
45
LMR Partners
United Kingdom
– -$268K -15,746 Closed
CS
46
Credit Suisse
Switzerland
– -$221K -12,954 Closed
Bank of America
47
Bank of America
North Carolina
– -$73K -4,305 Closed
AIG
48
American International Group
New York
– -$41.8K -2,455 Closed
Bank of Montreal
49
Bank of Montreal
Ontario, Canada
– -$3K -160 Closed
BNP Paribas Financial Markets
50
BNP Paribas Financial Markets
France
– -$477 -28 Closed
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