EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

47 hedge funds and large institutions have $80.4M invested in Ellington Residential Mortgage REIT in 2019 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 12 increasing their positions, 12 reducing their positions, and 10 closing their positions.

Holders
47
Holders Change
-5
Holders Change %
-9.62%
% of All Funds
1.03%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.02%
New
5
Increased
12
Reduced
12
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
HI
1
HBK Investments
Texas
$1.58M
2
AC
2
Almitas Capital
California
$2.94M
3
WG
3
Winton Group
United Kingdom
$873K
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$8.05M
5
First Trust Advisors
5
First Trust Advisors
Illinois
$194K

Top Sellers

1
Susquehanna International Group
1
Susquehanna International Group
Pennsylvania
$0
2
Morgan Stanley
2
Morgan Stanley
New York
$277K
3
Goldman Sachs
3
Goldman Sachs
New York
$0
4
Russell Investments Group
4
Russell Investments Group
United Kingdom
$0
5
PPA
5
Parametric Portfolio Associates
Washington
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$32.7M 3,103,257 – –
Renaissance Technologies
2
Renaissance Technologies
New York
$10.1M 954,900 -5,600 -0.6%
Vanguard Group
3
Vanguard Group
Pennsylvania
$8.05M 763,327 +25,834 +4%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.11M 580,000 – –
Fidelity Investments
5
Fidelity Investments
Massachusetts
$5.58M 529,643 +643 +0.1%
AC
6
Almitas Capital
California
$2.94M 279,157 +68,498 +33%
BlackRock
7
BlackRock
New York
$2.61M 248,006 -15,665 -6%
HI
8
HBK Investments
Texas
$1.58M 149,425 +149,425 New
GCM
9
Gables Capital Management
Florida
$1.27M 120,270 -1,500 -1%
WG
10
Winton Group
United Kingdom
$873K 82,862 +61,056 +280%
Acadian Asset Management
11
Acadian Asset Management
Massachusetts
$861K 81,661 -12,708 -13%
Thrivent Financial for Lutherans
12
Thrivent Financial for Lutherans
Minnesota
$855K 81,115 – –
Invesco
13
Invesco
Georgia
$808K 76,668 -4,470 -6%
BTS
14
BB&T Securities
Virginia
$667K 63,185 +1,000 +2%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$632K 59,968 – –
AM
16
Ares Management
California
$599K 56,836 – –
WFI
17
West Family Investments
California
$385K 36,573 – –
Northern Trust
18
Northern Trust
Illinois
$354K 33,549 -7,776 -19%
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$352K 33,400 – –
State Street
20
State Street
Massachusetts
$350K 32,366 +3,413 +12%
OSAM
21
O'Shaughnessy Asset Management
Connecticut
$300K 28,447 +7,386 +35%
T. Rowe Price Associates
22
T. Rowe Price Associates
Maryland
$286K 27,091 +5,489 +25%
Morgan Stanley
23
Morgan Stanley
New York
$277K 26,327 -41,342 -61%
Squarepoint
24
Squarepoint
New York
$232K 22,006 +1,122 +5%
Millennium Management
25
Millennium Management
New York
$226K 21,533 -9,093 -30%
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