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.

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 Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$43.5M 2,555,599 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$13.7M 803,028 -101,176 -11%
Fidelity Investments
3
Fidelity Investments
Massachusetts
$4.43M 260,000 – –
Barclays
4
Barclays
United Kingdom
$3.49M 205,041 +2,887 +1%
BFA
5
BlackRock Fund Advisors
California
$2.89M 169,500 -162,081 -49%
RFC
6
Russell Frank Company
Washington
$2.34M 141,700 -4,600 -3%
Vanguard Group
7
Vanguard Group
Pennsylvania
$2.29M 134,344 +1,733 +1%
Renaissance Technologies
8
Renaissance Technologies
New York
$1.99M 116,624 -16,611 -12%
MVP
9
Miller Value Partners
Florida
$1.53M 89,875 +9,875 +12%
JC
10
JBF Capital
Colorado
$1.44M 84,425 – –
Deutsche Bank
11
Deutsche Bank
Germany
$1.41M 82,717 +28,432 +52%
Northern Trust
12
Northern Trust
Illinois
$1.38M 80,764 +4,161 +5%
MAM
13
Martingale Asset Management
Massachusetts
$1.25M 73,548 +5,902 +9%
GEM
14
Global Endowment Management
North Carolina
$896K 52,600 – –
Two Sigma Investments
15
Two Sigma Investments
New York
$856K 50,257 +50,257 New
Millennium Management
16
Millennium Management
New York
$791K 46,462 +29,178 +169%
Wells Fargo
17
Wells Fargo
California
$690K 40,490 +27,044 +201%
MC
18
Menta Capital
California
$660K 38,767 +1,200 +3%
Acadian Asset Management
19
Acadian Asset Management
Massachusetts
$647K 38,001 +21,556 +131%
WFI
20
West Family Investments
California
$572K 33,607 +11,129 +50%
PP
21
Paloma Partners
Connecticut
$473K 27,776 +27,776 New
Geode Capital Management
22
Geode Capital Management
Massachusetts
$470K 27,615 -5,871 -18%
NCCM
23
Nine Chapters Capital Management
New Jersey
$460K 27,000 +27,000 New
Morgan Stanley
24
Morgan Stanley
New York
$360K 21,134 -5,572 -21%
BIT
25
BlackRock Institutional Trust
California
$313K 18,408 -55,627 -75%
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