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.

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 Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$41.4M 2,555,599 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$13M 803,028 – –
Fidelity Investments
3
Fidelity Investments
Massachusetts
$4.21M 260,000 – –
Barclays
4
Barclays
United Kingdom
$3.23M 201,787 -3,254 -2%
Vanguard Group
5
Vanguard Group
Pennsylvania
$3.04M 187,826 +53,482 +40%
BFA
6
BlackRock Fund Advisors
California
$2.79M 172,160 +2,660 +2%
RFC
7
Russell Frank Company
Washington
$2.04M 125,700 -16,000 -11%
MVP
8
Miller Value Partners
Florida
$1.46M 89,875 – –
JC
9
JBF Capital
Colorado
$1.37M 84,425 – –
Renaissance Technologies
10
Renaissance Technologies
New York
$1.23M 75,900 -40,724 -35%
Acadian Asset Management
11
Acadian Asset Management
Massachusetts
$1.13M 69,697 +31,696 +83%
Geode Capital Management
12
Geode Capital Management
Massachusetts
$1.12M 68,938 +41,323 +150%
MAM
13
Martingale Asset Management
Massachusetts
$1.01M 62,231 -11,317 -15%
Two Sigma Advisers
14
Two Sigma Advisers
New York
$871K 53,800 +41,100 +324%
GEM
15
Global Endowment Management
North Carolina
$852K 52,600 – –
Wells Fargo
16
Wells Fargo
California
$808K 49,880 +9,390 +23%
Millennium Management
17
Millennium Management
New York
$633K 39,069 -7,393 -16%
Goldman Sachs
18
Goldman Sachs
New York
$608K 37,529 +23,534 +168%
Two Sigma Investments
19
Two Sigma Investments
New York
$592K 36,586 -13,671 -27%
WFI
20
West Family Investments
California
$544K 33,607 – –
JIR
21
James Investment Research
Ohio
$459K 28,335 +28,335 New
Deutsche Bank
22
Deutsche Bank
Germany
$458K 28,357 -54,360 -66%
Northern Trust
23
Northern Trust
Illinois
$386K 23,853 -56,911 -70%
BIT
24
BlackRock Institutional Trust
California
$377K 23,282 +4,874 +26%
NCCM
25
Nine Chapters Capital Management
New Jersey
$321K 19,800 -7,200 -27%
1
2