EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

37 hedge funds and large institutions have $86.4M invested in Ellington Residential Mortgage REIT in 2013 Q3 according to their latest regulatory filings, with 7 funds opening new positions, 20 increasing their positions, 4 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
37
Holders Change
-1
Holders Change %
-2.63%
% of All Funds
1.2%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
7
Increased
20
Reduced
4
Closed
7
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
PRCM
1
Pine River Capital Management
Minnesota
$7.66M
2
MVP
2
Miller Value Partners
Florida
$1.15M
3
Barclays
3
Barclays
United Kingdom
$1.03M
4
Deutsche Bank
4
Deutsche Bank
Germany
$1.02M
5
Fidelity Investments
5
Fidelity Investments
Massachusetts
$4M

Top Sellers

1
CS
1
Credit Suisse
Switzerland
$0
2
YMRC
2
Yorktown Management & Research Company
Virginia
$0
3
Morgan Stanley
3
Morgan Stanley
New York
$0
4
HCS
4
Harvest Capital Strategies
California
$0
5
SC
5
Savitr Capital
California
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
NFA
26
Nationwide Fund Advisors
Ohio
$81K +$49.9K +3,233 +161%
AIG
27
American International Group
New York
$66.5K +$66.5K +4,324 New
Royal Bank of Canada
28
Royal Bank of Canada
Ontario, Canada
$64K +$2.65K +173 +4%
SO
29
STRS Ohio
Ohio
$46K – – –
BA
30
BlackRock Advisors
Delaware
$46K +$2.28K +147 +5%
RFC
31
Russell Frank Company
Washington
$29K +$29K +1,864 New
Citigroup
32
Citigroup
New York
$18K +$18K +1,167 New
TRCT
33
Tower Research Capital (TRC)
New York
$9K -$1.62K -108 -15%
Ameriprise
34
Ameriprise
Minnesota
$6K – – –
Bank of America
35
Bank of America
North Carolina
$2K -$178K -12,986 -99%
Manulife (Manufacturers Life Insurance)
36
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$43 -$78 -5,059 -65%
CS
37
Credit Suisse
Switzerland
– -$7.21M -403,753 Closed
YMRC
38
Yorktown Management & Research Company
Virginia
– -$2.67M -149,800 Closed
Morgan Stanley
39
Morgan Stanley
New York
– -$1.35M -75,480 Closed
HCS
40
Harvest Capital Strategies
California
– -$1.02M -57,227 Closed
SC
41
Savitr Capital
California
– -$982K -55,000 Closed
CCMLC
42
Cardinal Capital Management LLC (Connecticut)
Connecticut
– -$223K -12,500 Closed
Bessemer Group
43
Bessemer Group
New Jersey
– -$12K -700 Closed
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