EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

43 hedge funds and large institutions have $85.4M invested in Ellington Residential Mortgage REIT in 2014 Q4 according to their latest regulatory filings, with 11 funds opening new positions, 16 increasing their positions, 9 reducing their positions, and 8 closing their positions.

Holders
43
Holders Change
+2
Holders Change %
+4.88%
% of All Funds
1.15%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
11
Increased
16
Reduced
9
Closed
8
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Acadian Asset Management
1
Acadian Asset Management
Massachusetts
$6.13M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$3.65M
3
Millennium Management
3
Millennium Management
New York
$1.89M
4
Two Sigma Advisers
4
Two Sigma Advisers
New York
$1.99M
5
Two Sigma Investments
5
Two Sigma Investments
New York
$1.36M

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$5.79M
2
Barclays
2
Barclays
United Kingdom
$0
3
MVP
3
Miller Value Partners
Florida
$0
4
MAM
4
Martingale Asset Management
Massachusetts
$0
5
GEM
5
Global Endowment Management
North Carolina
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$41.6M 2,555,599 – –
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$6.13M 376,755 +307,058 +441%
Wellington Management Group
3
Wellington Management Group
Massachusetts
$5.79M 356,039 -446,989 -56%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4.23M 260,000 – –
Renaissance Technologies
5
Renaissance Technologies
New York
$3.65M 224,319 +148,419 +196%
Vanguard Group
6
Vanguard Group
Pennsylvania
$3.38M 207,990 +20,164 +11%
BFA
7
BlackRock Fund Advisors
California
$2.66M 163,627 -8,533 -5%
Two Sigma Advisers
8
Two Sigma Advisers
New York
$1.99M 122,200 +68,400 +127%
Millennium Management
9
Millennium Management
New York
$1.89M 115,941 +76,872 +197%
RFC
10
Russell Frank Company
Washington
$1.43M 88,300 -37,400 -30%
JC
11
JBF Capital
Colorado
$1.4M 86,225 +1,800 +2%
Two Sigma Investments
12
Two Sigma Investments
New York
$1.36M 83,796 +47,210 +129%
Geode Capital Management
13
Geode Capital Management
Massachusetts
$1.29M 79,193 +10,255 +15%
Wells Fargo
14
Wells Fargo
California
$905K 55,630 +5,750 +12%
Goldman Sachs
15
Goldman Sachs
New York
$676K 41,557 +4,028 +11%
QI
16
QS Investors
New York
$581K 35,700 +18,670 +110%
WFI
17
West Family Investments
California
$547K 33,607 – –
WAM
18
Wolverine Asset Management
Illinois
$544K 33,443 +33,443 New
NCCM
19
Nine Chapters Capital Management
New Jersey
$542K 33,300 +13,500 +68%
JIR
20
James Investment Research
Ohio
$481K 29,585 +1,250 +4%
Morgan Stanley
21
Morgan Stanley
New York
$434K 26,648 +8,516 +47%
Northern Trust
22
Northern Trust
Illinois
$416K 25,528 +1,675 +7%
BIT
23
BlackRock Institutional Trust
California
$353K 21,666 -1,616 -7%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$352K 21,639 +6,879 +47%
VKH
25
Virtu KCG Holdings
New York
$350K 21,529 +21,529 New
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