EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

39 hedge funds and large institutions have $63.4M invested in Ellington Residential Mortgage REIT in 2016 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 7 increasing their positions, 12 reducing their positions, and 6 closing their positions.

Holders
39
Holders Change
+3
Holders Change %
+8.33%
% of All Funds
1.04%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
7
Reduced
12
Closed
6
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
CAM
1
ClariVest Asset Management
California
$1.54M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$4.46M
3
Citigroup
3
Citigroup
New York
$328K
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$4.63M
5
GCP
5
GSA Capital Partners
United Kingdom
$279K

Top Sellers

1
Acadian Asset Management
1
Acadian Asset Management
Massachusetts
$2.49M
2
BFA
2
BlackRock Fund Advisors
California
$1.41M
3
Millennium Management
3
Millennium Management
New York
$0
4
TC
4
Talkot Capital
California
$0
5
SAS
5
Spectrum Advisory Services
Georgia
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$32.2M 2,689,702 +7,605 +0.3%
Wellington Management Group
2
Wellington Management Group
Massachusetts
$6.59M 550,371 – –
Vanguard Group
3
Vanguard Group
Pennsylvania
$4.63M 386,940 +23,326 +6%
Renaissance Technologies
4
Renaissance Technologies
New York
$4.46M 372,700 +29,700 +9%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.11M 260,000 – –
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$2.49M 208,471 -42,126 -17%
CAM
7
ClariVest Asset Management
California
$1.54M 128,516 +30,700 +31%
BFA
8
BlackRock Fund Advisors
California
$1.41M 117,603 -30,304 -20%
JC
9
JBF Capital
Colorado
$1.03M 86,225 – –
Morgan Stanley
10
Morgan Stanley
New York
$744K 62,130 -7,690 -11%
GIM
11
Greenwich Investment Management
Connecticut
$632K 52,840 -9,175 -15%
Two Sigma Advisers
12
Two Sigma Advisers
New York
$468K 39,100 -6,400 -14%
WFI
13
West Family Investments
California
$438K 36,573 – –
BIT
14
BlackRock Institutional Trust
California
$420K 35,074 – –
Bank of New York Mellon
15
Bank of New York Mellon
New York
$372K 31,061 +1 +0%
D.E. Shaw & Co
16
D.E. Shaw & Co
New York
$353K 29,471 -4,136 -12%
Northern Trust
17
Northern Trust
Illinois
$335K 27,974 -1,060 -4%
Citigroup
18
Citigroup
New York
$328K 27,379 +27,379 New
Two Sigma Investments
19
Two Sigma Investments
New York
$298K 24,892 +1,489 +6%
GCP
20
GSA Capital Partners
United Kingdom
$279K 23,300 +23,300 New
California Public Employees Retirement System
21
California Public Employees Retirement System
California
$231K 19,300 +19,300 New
BTS
22
BB&T Securities
Virginia
$174K 14,575 -250 -2%
AIM
23
Anchor Investment Management
South Carolina
$135K 11,275 +11,275 New
Ameriprise
24
Ameriprise
Minnesota
$127K 10,595 +10,595 New
Goldman Sachs
25
Goldman Sachs
New York
$122K 10,152 +10,152 New
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