EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

44 hedge funds and large institutions have $68.9M invested in Ellington Residential Mortgage REIT in 2016 Q2 according to their latest regulatory filings, with 8 funds opening new positions, 12 increasing their positions, 14 reducing their positions, and 3 closing their positions.

Holders
44
Holders Change
+5
Holders Change %
+12.82%
% of All Funds
1.18%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
8
Increased
12
Reduced
14
Closed
3
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$5.63M
2
BFA
2
BlackRock Fund Advisors
California
$2.23M
3
FCM
3
FJ Capital Management
Virginia
$266K
4
T. Rowe Price Associates
4
T. Rowe Price Associates
Maryland
$147K
5
Deutsche Bank
5
Deutsche Bank
Germany
$237K

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$5.71M
2
CAM
2
ClariVest Asset Management
California
$1.27M
3
Two Sigma Investments
3
Two Sigma Investments
New York
$0
4
Morgan Stanley
4
Morgan Stanley
New York
$570K
5
Two Sigma Advisers
5
Two Sigma Advisers
New York
$316K
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$35.1M 2,689,702 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$5.71M 437,403 -112,968 -21%
Renaissance Technologies
3
Renaissance Technologies
New York
$5.63M 431,280 +58,580 +16%
Vanguard Group
4
Vanguard Group
Pennsylvania
$5.09M 389,968 +3,028 +0.8%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.4M 260,000 – –
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$2.57M 196,395 -12,076 -6%
BFA
7
BlackRock Fund Advisors
California
$2.23M 170,795 +53,192 +45%
CAM
8
ClariVest Asset Management
California
$1.27M 97,216 -31,300 -24%
JC
9
JBF Capital
Colorado
$1.13M 86,225 – –
GIM
10
Greenwich Investment Management
Connecticut
$673K 51,565 -1,275 -2%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$581K 44,565 -7,264 -14%
Morgan Stanley
12
Morgan Stanley
New York
$570K 43,614 -18,516 -30%
WFI
13
West Family Investments
California
$478K 36,573 – –
BIT
14
BlackRock Institutional Trust
California
$458K 35,074 – –
Bank of New York Mellon
15
Bank of New York Mellon
New York
$404K 30,945 -116 -0.4%
D.E. Shaw & Co
16
D.E. Shaw & Co
New York
$401K 30,705 +1,234 +4%
GCP
17
GSA Capital Partners
United Kingdom
$381K 29,200 +5,900 +25%
Northern Trust
18
Northern Trust
Illinois
$366K 28,043 +69 +0.2%
Two Sigma Advisers
19
Two Sigma Advisers
New York
$316K 24,200 -14,900 -38%
FCM
20
FJ Capital Management
Virginia
$266K 20,000 +20,000 New
Citigroup
21
Citigroup
New York
$257K 19,702 -7,677 -28%
California Public Employees Retirement System
22
California Public Employees Retirement System
California
$252K 19,300 – –
Deutsche Bank
23
Deutsche Bank
Germany
$237K 18,222 +8,289 +83%
Ameriprise
24
Ameriprise
Minnesota
$150K 11,516 +921 +9%
T. Rowe Price Associates
25
T. Rowe Price Associates
Maryland
$147K 11,236 +11,236 New
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