EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

40 hedge funds and large institutions have $62.8M invested in Ellington Residential Mortgage REIT in 2015 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 16 increasing their positions, 8 reducing their positions, and 11 closing their positions.

Holders
40
Holders Change
-6
Holders Change %
-13.04%
% of All Funds
1.12%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
5
Increased
16
Reduced
8
Closed
11
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$4.65M
2
WAM
2
Wolverine Asset Management
Illinois
$974K
3
Renaissance Technologies
3
Renaissance Technologies
New York
$4.11M
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$3.99M
5
Morgan Stanley
5
Morgan Stanley
New York
$684K

Top Sellers

1
Acadian Asset Management
1
Acadian Asset Management
Massachusetts
$3.52M
2
JIR
2
James Investment Research
Ohio
$0
3
Goldman Sachs
3
Goldman Sachs
New York
$0
4
Two Sigma Investments
4
Two Sigma Investments
New York
$153K
5
RFC
5
Russell Frank Company
Washington
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$31.1M 2,555,599 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$4.65M 382,559 +167,535 +78%
Renaissance Technologies
3
Renaissance Technologies
New York
$4.11M 338,200 +53,927 +19%
Vanguard Group
4
Vanguard Group
Pennsylvania
$3.99M 328,185 +27,843 +9%
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$3.52M 289,896 -67,866 -19%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$3.16M 260,000 – –
BFA
7
BlackRock Fund Advisors
California
$1.97M 162,104 -2,868 -2%
CAM
8
ClariVest Asset Management
California
$1.2M 98,616 +6,000 +6%
JC
9
JBF Capital
Colorado
$1.05M 86,225 – –
WAM
10
Wolverine Asset Management
Illinois
$974K 80,202 +57,533 +254%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$821K 67,677 – –
GIM
12
Greenwich Investment Management
Connecticut
$782K 64,390 -1,175 -2%
Morgan Stanley
13
Morgan Stanley
New York
$684K 56,286 +22,619 +67%
Two Sigma Advisers
14
Two Sigma Advisers
New York
$616K 50,200 +4,200 +9%
Millennium Management
15
Millennium Management
New York
$570K 46,934 +2,646 +6%
WFI
16
West Family Investments
California
$444K 36,573 +2,966 +9%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$431K 35,501 +16,926 +91%
BIT
18
BlackRock Institutional Trust
California
$426K 35,074 – –
Northern Trust
19
Northern Trust
Illinois
$354K 29,134 +4,664 +19%
D.E. Shaw & Co
20
D.E. Shaw & Co
New York
$349K 28,724 +5,802 +25%
UBS Group
21
UBS Group
Switzerland
$226K 18,591 -581 -3%
TC
22
Talkot Capital
California
$209K 17,220 – –
BTS
23
BB&T Securities
Virginia
$206K 17,025 +5,400 +46%
BIG
24
Blackthorn Investment Group
Kansas
$193K 15,900 +15,900 New
PCM
25
Pointe Capital Management
Michigan
$182K 15,000 – –
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