EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

59 hedge funds and large institutions have $105M invested in Ellington Residential Mortgage REIT in 2020 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 22 increasing their positions, 16 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
59
Holders Change
-1
Holders Change %
-1.67%
% of All Funds
1.05%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
4
Increased
22
Reduced
16
Closed
5
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
LPL Financial
LPL Financial
California
$651K
2
BlackRock
BlackRock
New York
$11.8M
3
State Street
State Street
Massachusetts
$2.17M
4
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
$356K
5
CC
Claybrook Capital
Massachusetts
$207K

Top Sellers

1
WG
Winton Group
United Kingdom
$755K
2
EMFAT
Emerald Mutual Fund Advisers Trust
Pennsylvania
$0
3
Renaissance Technologies
Renaissance Technologies
New York
$11.3M
4
Two Sigma Investments
Two Sigma Investments
New York
$844K
5
Two Sigma Advisers
Two Sigma Advisers
New York
$702K
Name Holding Trade Value Shares
Change 		Shares
Change %
DRZID
26
DePrince Race & Zollo Inc (DRZ)
Florida
$291K -$28.8K -2,206 -9%
Charles Schwab
27
Charles Schwab
California
$289K – – –
PPA
28
Parametric Portfolio Associates
Washington
$265K +$12.1K +927 +5%
OSAM
29
O'Shaughnessy Asset Management
Connecticut
$245K +$7.54K +577 +3%
CC
30
Claybrook Capital
Massachusetts
$207K +$207K +15,876 New
Morgan Stanley
31
Morgan Stanley
New York
$201K +$64.5K +4,952 +47%
California State Teachers Retirement System (CalSTRS)
32
California State Teachers Retirement System (CalSTRS)
California
$177K – – –
Truist Financial
33
Truist Financial
North Carolina
$173K -$154K -11,800 -47%
Janney Montgomery Scott
34
Janney Montgomery Scott
Pennsylvania
$154K +$154K +11,800 New
RhumbLine Advisers
35
RhumbLine Advisers
Massachusetts
$149K +$149K +11,442 New
California Public Employees Retirement System
36
California Public Employees Retirement System
California
$145K – – –
Acadian Asset Management
37
Acadian Asset Management
Massachusetts
$89K +$32.9K +2,514 +59%
Osaic Holdings
38
Osaic Holdings
Arizona
$87K +$66.7K +5,043 +329%
Deutsche Bank
39
Deutsche Bank
Germany
$84K +$24.1K +1,841 +40%
New York State Common Retirement Fund
40
New York State Common Retirement Fund
New York
$78K -$46.4K -3,582 -37%
Nisa Investment Advisors
41
Nisa Investment Advisors
Missouri
$76K – – –
PNC Financial Services Group
42
PNC Financial Services Group
Pennsylvania
$65K – – –
Bank of America
43
Bank of America
North Carolina
$41K +$21K +1,614 +105%
BNP Paribas Financial Markets
44
BNP Paribas Financial Markets
France
$40.1K +$13.8K +1,056 +52%
BWP
45
Baldwin Wealth Partners
Massachusetts
$39K – – –
Barclays
46
Barclays
United Kingdom
$38K -$15.9K -1,220 -30%
SO
47
STRS Ohio
Ohio
$31K – – –
Citigroup
48
Citigroup
New York
$26K +$13.8K +1,073 +113%
UBS Group
49
UBS Group
Switzerland
$21K -$34.9K -2,669 -62%
Bank of Montreal
50
Bank of Montreal
Ontario, Canada
$17K +$11.9K +977 +234%
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