EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

46 hedge funds and large institutions have $71.7M invested in Ellington Residential Mortgage REIT in 2015 Q2 according to their latest regulatory filings, with 5 funds opening new positions, 11 increasing their positions, 20 reducing their positions, and 3 closing their positions.

Holders
46
Holders Change
+2
Holders Change %
+4.55%
% of All Funds
1.24%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
5
Increased
11
Reduced
20
Closed
3
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
GIM
1
Greenwich Investment Management
Connecticut
$936K
2
WAM
2
Wolverine Asset Management
Illinois
$323K
3
BIT
3
BlackRock Institutional Trust
California
$501K
4
VKH
4
Virtu KCG Holdings
New York
$171K
5
D.E. Shaw & Co
5
D.E. Shaw & Co
New York
$327K

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$3.07M
2
Morgan Stanley
2
Morgan Stanley
New York
$481K
3
Two Sigma Advisers
3
Two Sigma Advisers
New York
$657K
4
Two Sigma Investments
4
Two Sigma Investments
New York
$576K
5
RFC
5
Russell Frank Company
Washington
$290K
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$36.5M 2,555,599 – –
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$5.11M 357,762 -13,296 -4%
Vanguard Group
3
Vanguard Group
Pennsylvania
$4.29M 300,342 +8,790 +3%
Renaissance Technologies
4
Renaissance Technologies
New York
$4.06M 284,273 +10,376 +4%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.71M 260,000 – –
Wellington Management Group
6
Wellington Management Group
Massachusetts
$3.07M 215,024 -73,350 -25%
BFA
7
BlackRock Fund Advisors
California
$2.36M 164,972 +441 +0.3%
CAM
8
ClariVest Asset Management
California
$1.32M 92,616 +2,800 +3%
JC
9
JBF Capital
Colorado
$1.23M 86,225 – –
Geode Capital Management
10
Geode Capital Management
Massachusetts
$966K 67,677 -4,054 -6%
GIM
11
Greenwich Investment Management
Connecticut
$936K 65,565 +65,565 New
JIR
12
James Investment Research
Ohio
$682K 47,725 +5,110 +12%
Two Sigma Advisers
13
Two Sigma Advisers
New York
$657K 46,000 -32,400 -41%
Millennium Management
14
Millennium Management
New York
$632K 44,288 -10,478 -19%
Two Sigma Investments
15
Two Sigma Investments
New York
$576K 40,357 -24,792 -38%
BIT
16
BlackRock Institutional Trust
California
$501K 35,074 +13,408 +62%
Morgan Stanley
17
Morgan Stanley
New York
$481K 33,667 -38,107 -53%
WFI
18
West Family Investments
California
$480K 33,607 – –
Goldman Sachs
19
Goldman Sachs
New York
$393K 27,487 -2,423 -8%
Northern Trust
20
Northern Trust
Illinois
$349K 24,470 -265 -1%
D.E. Shaw & Co
21
D.E. Shaw & Co
New York
$327K 22,922 +10,752 +88%
WAM
22
Wolverine Asset Management
Illinois
$323K 22,669 +22,669 New
RFC
23
Russell Frank Company
Washington
$290K 20,300 -24,000 -54%
UBS Group
24
UBS Group
Switzerland
$274K 19,172 -541 -3%
Bank of New York Mellon
25
Bank of New York Mellon
New York
$266K 18,575 +1,556 +9%
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