EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

52 hedge funds and large institutions have $81.1M invested in Ellington Residential Mortgage REIT in 2019 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 10 increasing their positions, 19 reducing their positions, and 13 closing their positions.

Holders
52
Holders Change
-7
Holders Change %
-11.86%
% of All Funds
1.13%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
6
Increased
10
Reduced
19
Closed
13
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
AC
1
Almitas Capital
California
$2.27M
2
OSAM
2
O'Shaughnessy Asset Management
Connecticut
$227K
3
Squarepoint
3
Squarepoint
New York
$225K
4
Susquehanna International Group
4
Susquehanna International Group
Pennsylvania
$640K
5
CS
5
Credit Suisse
Switzerland
$145K

Top Sellers

1
Barclays
1
Barclays
United Kingdom
$5K
2
MERSOM
2
Municipal Employees' Retirement System of Michigan
Michigan
$0
3
BlackRock
3
BlackRock
New York
$2.84M
4
WAM
4
Wolverine Asset Management
Illinois
$0
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$1.02M
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$33.4M 3,103,257 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$10.3M 960,500 -3,200 -0.3%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.94M 737,493 +6,438 +0.9%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.24M 580,000 – –
Fidelity Investments
5
Fidelity Investments
Massachusetts
$5.69M 529,000 – –
BlackRock
6
BlackRock
New York
$2.84M 263,671 -66,644 -20%
AC
7
Almitas Capital
California
$2.27M 210,659 +210,659 New
GCM
8
Gables Capital Management
Florida
$1.31M 121,770 -6,800 -5%
Acadian Asset Management
9
Acadian Asset Management
Massachusetts
$1.02M 94,369 -35,556 -27%
Thrivent Financial for Lutherans
10
Thrivent Financial for Lutherans
Minnesota
$873K 81,115 – –
Invesco
11
Invesco
Georgia
$873K 81,138 +2,070 +3%
Morgan Stanley
12
Morgan Stanley
New York
$728K 67,669 -14,228 -17%
BTS
13
BB&T Securities
Virginia
$669K 62,185 -3,500 -5%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$645K 59,968 +3,769 +7%
Susquehanna International Group
15
Susquehanna International Group
Pennsylvania
$640K 59,455 +15,315 +35%
AM
16
Ares Management
California
$612K 56,836 -22,427 -28%
Northern Trust
17
Northern Trust
Illinois
$444K 41,325 -1,122 -3%
WFI
18
West Family Investments
California
$394K 36,573 – –
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$359K 33,400 – –
Millennium Management
20
Millennium Management
New York
$330K 30,626 -22,012 -42%
State Street
21
State Street
Massachusetts
$327K 28,953 +2,606 +10%
Goldman Sachs
22
Goldman Sachs
New York
$294K 27,330 -21,542 -44%
Russell Investments Group
23
Russell Investments Group
United Kingdom
$253K 23,502 -972 -4%
PPA
24
Parametric Portfolio Associates
Washington
$251K 23,298 -17,369 -43%
WG
25
Winton Group
United Kingdom
$235K 21,806 +8,994 +70%
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