EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

49 hedge funds and large institutions have $87.4M invested in Ellington Residential Mortgage REIT in 2013 Q4 according to their latest regulatory filings, with 17 funds opening new positions, 14 increasing their positions, 10 reducing their positions, and 5 closing their positions.

Holders
49
Holders Change
+12
Holders Change %
+32.43%
% of All Funds
1.42%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
17
Increased
14
Reduced
10
Closed
5
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BFA
1
BlackRock Fund Advisors
California
$4.66M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$1.47M
3
JC
3
JBF Capital
Colorado
$1.29M
4
AI
4
Analytic Investors
California
$896K
5
MAM
5
Martingale Asset Management
Massachusetts
$736K

Top Sellers

1
PRCM
1
Pine River Capital Management
Minnesota
$3.62M
2
DCM
2
Dialectic Capital Management
Connecticut
$307K
3
SIC
3
Salem Investment Counselors
North Carolina
$0
4
UOC
4
UBS O'Connor
Illinois
$0
5
Deutsche Bank
5
Deutsche Bank
Germany
$513K
Name Market Value Shares Shares
Change 		Shares
Change %
BIG
26
Blackthorn Investment Group
Kansas
$326K 21,180 +21,180 New
DCM
27
Dialectic Capital Management
Connecticut
$307K 20,000 -165,000 -89%
Millennium Management
28
Millennium Management
New York
$258K 16,800 +16,800 New
Wells Fargo
29
Wells Fargo
California
$238K 15,446 -11,114 -42%
U
30
UBS
Switzerland
$223K 14,472 -26,315 -65%
RFC
31
Russell Frank Company
Washington
$223K 14,400 +12,536 +673%
TC
32
TFS Capital
Pennsylvania
$208K 13,505 +13,505 New
VKH
33
Virtu KCG Holdings
New York
$181K 11,763 +11,763 New
California State Teachers Retirement System (CalSTRS)
34
California State Teachers Retirement System (CalSTRS)
California
$177K 11,540 – –
SAS
35
Spectrum Advisory Services
Georgia
$169K 11,000 – –
TA
36
Teachers Advisors
New York
$168K 10,894 +2,600 +31%
Bank of America
37
Bank of America
North Carolina
$105K 6,816 +6,670 +4,568%
AIG
38
American International Group
New York
$88.2K 5,736 +1,412 +33%
NFA
39
Nationwide Fund Advisors
Ohio
$81K 5,245 – –
CAM
40
ClariVest Asset Management
California
$79K 5,131 +5,131 New
BA
41
BlackRock Advisors
Delaware
$49K 3,161 +191 +6%
SO
42
STRS Ohio
Ohio
$42K 2,700 -300 -10%
Citigroup
43
Citigroup
New York
$37K 2,404 +1,237 +106%
Credit Agricole
44
Credit Agricole
France
$24K 1,568 +1,568 New
Royal Bank of Canada
45
Royal Bank of Canada
Ontario, Canada
$23K 1,500 -2,673 -64%
BNP Paribas Financial Markets
46
BNP Paribas Financial Markets
France
$4.01K 261 +261 New
MFS
47
MSI Financial Services
Massachusetts
$2K 160 +160 New
SIC
48
Salem Investment Counselors
North Carolina
– – -50,000 Closed
UOC
49
UBS O'Connor
Illinois
– – -50,000 Closed
V
50
Veritable
Delaware
– – -10,000 Closed
1
2
3