EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

60 hedge funds and large institutions have $89.3M invested in Ellington Residential Mortgage REIT in 2020 Q3 according to their latest regulatory filings, with 10 funds opening new positions, 14 increasing their positions, 22 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
60
Holders Change
-3
Holders Change %
-4.76%
% of All Funds
1.21%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
10
Increased
14
Reduced
22
Closed
13
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BlackRock
BlackRock
New York
+$479K
2
Two Sigma Advisers
Two Sigma Advisers
New York
+$314K
3
Two Sigma Investments
Two Sigma Investments
New York
+$222K
4
PPA
Parametric Portfolio Associates
Washington
+$215K
5
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
+$203K

Top Sellers

1
Goldman Sachs
Goldman Sachs
New York
-$856K
2
LPL Financial
LPL Financial
California
-$747K
3
WAM
Wolverine Asset Management
Illinois
-$641K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$547K
5
Janney Montgomery Scott
Janney Montgomery Scott
Pennsylvania
-$375K
Name Holding Trade Value Shares
Change 		Shares
Change %
Invesco
26
Invesco
Georgia
$246K -$6.46K -582 -3%
Charles Schwab
27
Charles Schwab
California
$246K – – –
PPA
28
Parametric Portfolio Associates
Washington
$215K +$215K +19,357 New
Arrowstreet Capital
29
Arrowstreet Capital
Massachusetts
$203K +$203K +18,300 New
OSAM
30
O'Shaughnessy Asset Management
Connecticut
$202K -$24.9K -2,238 -11%
California State Teachers Retirement System (CalSTRS)
31
California State Teachers Retirement System (CalSTRS)
California
$151K – – –
California Public Employees Retirement System
32
California Public Employees Retirement System
California
$123K – – –
Morgan Stanley
33
Morgan Stanley
New York
$116K -$70.2K -6,338 -38%
New York State Common Retirement Fund
34
New York State Common Retirement Fund
New York
$107K – – –
TRCT
35
Tower Research Capital (TRC)
New York
$97K +$13.2K +1,187 +16%
JPMorgan Chase & Co
36
JPMorgan Chase & Co
New York
$96K +$61.8K +5,468 +180%
Nisa Investment Advisors
37
Nisa Investment Advisors
Missouri
$64K +$17.1K +1,546 +36%
AIG
38
American International Group
New York
$60K -$1.37K -123 -2%
PNC Financial Services Group
39
PNC Financial Services Group
Pennsylvania
$56K +$56K +5,023 New
Deutsche Bank
40
Deutsche Bank
Germany
$51K +$4.69K +422 +10%
Acadian Asset Management
41
Acadian Asset Management
Massachusetts
$48K -$547K -48,966 -92%
Barclays
42
Barclays
United Kingdom
$47K -$9.61K -844 -17%
UBS Group
43
UBS Group
Switzerland
$47K +$15.3K +1,389 +48%
BWP
44
Baldwin Wealth Partners
Massachusetts
$33K – – –
SO
45
STRS Ohio
Ohio
$26K – – –
BNP Paribas Financial Markets
46
BNP Paribas Financial Markets
France
$22.4K +$18.7K +1,681 +493%
MAM
47
Meeder Asset Management
Ohio
$22K +$22K +2,084 New
Bank of America
48
Bank of America
North Carolina
$18K -$19.7K -1,685 -52%
Osaic Holdings
49
Osaic Holdings
Arizona
$17K – – –
Citigroup
50
Citigroup
New York
$11K -$8.11K -703 -42%
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