EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

46 hedge funds and large institutions have $97.8M invested in Ellington Residential Mortgage REIT in 2014 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 20 increasing their positions, 11 reducing their positions, and 7 closing their positions.

Holders
46
Holders Change
-3
Holders Change %
-6.12%
% of All Funds
1.33%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
4
Increased
20
Reduced
11
Closed
7
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
RFC
1
Russell Frank Company
Washington
$2.48M
2
Barclays
2
Barclays
United Kingdom
$3.23M
3
GEM
3
Global Endowment Management
North Carolina
$890K
4
Renaissance Technologies
4
Renaissance Technologies
New York
$2.25M
5
BFA
5
BlackRock Fund Advisors
California
$5.61M

Top Sellers

1
PRCM
1
Pine River Capital Management
Minnesota
$0
2
Two Sigma Investments
2
Two Sigma Investments
New York
$0
3
WAM
3
Wolverine Asset Management
Illinois
$0
4
BIG
4
Blackthorn Investment Group
Kansas
$0
5
DCM
5
Dialectic Capital Management
Connecticut
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$43.2M 2,555,599 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$15.3M 904,204 – –
BFA
3
BlackRock Fund Advisors
California
$5.61M 331,581 +28,807 +10%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4.4M 260,000 – –
State Street
5
State Street
Massachusetts
$3.89M 229,884 +14,932 +7%
Barclays
6
Barclays
United Kingdom
$3.23M 202,154 +130,642 +183%
RFC
7
Russell Frank Company
Washington
$2.48M 146,300 +131,900 +916%
Renaissance Technologies
8
Renaissance Technologies
New York
$2.25M 133,235 +37,835 +40%
Vanguard Group
9
Vanguard Group
Pennsylvania
$2.24M 132,611 +26,748 +25%
JC
10
JBF Capital
Colorado
$1.43M 84,425 +500 +0.6%
MVP
11
Miller Value Partners
Florida
$1.35M 80,000 +5,000 +7%
Northern Trust
12
Northern Trust
Illinois
$1.3M 76,603 -8,282 -10%
BIT
13
BlackRock Institutional Trust
California
$1.25M 74,035 -3,795 -5%
MAM
14
Martingale Asset Management
Massachusetts
$1.15M 67,646 +19,824 +41%
AI
15
Analytic Investors
California
$968K 57,203 -1,067 -2%
Deutsche Bank
16
Deutsche Bank
Germany
$917K 54,285 +20,927 +63%
GEM
17
Global Endowment Management
North Carolina
$890K 52,600 +52,600 New
Bank of New York Mellon
18
Bank of New York Mellon
New York
$675K 39,864 -2,036 -5%
MC
19
Menta Capital
California
$636K 37,567 -1,000 -3%
Geode Capital Management
20
Geode Capital Management
Massachusetts
$566K 33,486 +332 +1%
TCIM
21
TIAA CREF Investment Management
New York
$488K 28,844 – –
Morgan Stanley
22
Morgan Stanley
New York
$452K 26,706 +332 +1%
BIM
23
BlackRock Investment Management
Delaware
$389K 23,010 +205 +0.9%
WFI
24
West Family Investments
California
$380K 22,478 – –
Millennium Management
25
Millennium Management
New York
$292K 17,284 +484 +3%
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