EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

54 hedge funds and large institutions have $88.1M invested in Ellington Residential Mortgage REIT in 2018 Q2 according to their latest regulatory filings, with 12 funds opening new positions, 16 increasing their positions, 20 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
54
Holders Change
-7
Holders Change %
-11.48%
% of All Funds
1.24%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
12
Increased
16
Reduced
20
Closed
19
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
Blackstone Inc
Blackstone Inc
New York
+$1.63M
2
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$1.35M
3
Fidelity Investments
Fidelity Investments
Massachusetts
+$1.34M
4
Millennium Management
Millennium Management
New York
+$964K
5
WAM
Wolverine Asset Management
Illinois
+$764K

Top Sellers

1
BlackRock
BlackRock
New York
-$4.3M
2
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
-$2.73M
3
State Street
State Street
Massachusetts
-$1.25M
4
CAM
ClariVest Asset Management
California
-$1.16M
5
RGREA
Ranger Global Real Estate Advisors
Colorado
-$946K
Name Holding Trade Value Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$31.9M +$1.63M +150,000 +5%
Renaissance Technologies
2
Renaissance Technologies
New York
$9.43M -$186K -17,100 -2%
Vanguard Group
3
Vanguard Group
Pennsylvania
$6.79M +$208K +19,046 +3%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.32M – – –
WAM
5
Wolverine Asset Management
Illinois
$6.22M +$764K +70,108 +14%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$4.5M +$1.35M +124,033 +43%
Fidelity Investments
7
Fidelity Investments
Massachusetts
$4.17M +$1.34M +122,600 +47%
BlackRock
8
BlackRock
New York
$2.98M -$4.3M -393,970 -59%
GCM
9
Gables Capital Management
Florida
$1.66M -$79K -7,000 -5%
Millennium Management
10
Millennium Management
New York
$964K +$964K +88,430 New
Mackenzie Financial
11
Mackenzie Financial
Ontario, Canada
$861K – – –
Thrivent Financial for Lutherans
12
Thrivent Financial for Lutherans
Minnesota
$811K -$343K -31,433 -30%
Goldman Sachs
13
Goldman Sachs
New York
$800K +$471K +43,243 +143%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$646K -$225K -20,690 -26%
BTS
15
BB&T Securities
Virginia
$641K +$236K +21,710 +58%
ECM
16
Element Capital Management
New York
$624K +$624K +57,204 New
PPA
17
Parametric Portfolio Associates
Washington
$567K +$44.9K +4,118 +9%
Morgan Stanley
18
Morgan Stanley
New York
$560K +$276K +25,337 +97%
Deutsche Bank
19
Deutsche Bank
Germany
$526K +$149K +13,618 +39%
PP
20
Paloma Partners
Connecticut
$485K +$485K +44,499 New
BCM
21
BlueCrest Capital Management
Jersey
$461K +$461K +42,285 New
Northern Trust
22
Northern Trust
Illinois
$460K -$762K -69,830 -62%
JPMorgan Chase & Co
23
JPMorgan Chase & Co
New York
$452K -$2.73M -250,572 -86%
WFI
24
West Family Investments
California
$399K – – –
Jane Street
25
Jane Street
New York
$396K +$396K +36,296 New
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