EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

46 hedge funds and large institutions have $97.8M invested in Ellington Residential Mortgage REIT in 2014 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 20 increasing their positions, 11 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
46
Holders Change
-3
Holders Change %
-6.12%
% of All Funds
1.33%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
4
Increased
20
Reduced
11
Closed
7
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
RFC
Russell Frank Company
Washington
$2.48M
2
Barclays
Barclays
United Kingdom
$3.23M
3
GEM
Global Endowment Management
North Carolina
$890K
4
Renaissance Technologies
Renaissance Technologies
New York
$2.25M
5
BFA
BlackRock Fund Advisors
California
$5.61M

Top Sellers

1
PRCM
Pine River Capital Management
Minnesota
$0
2
Two Sigma Investments
Two Sigma Investments
New York
$0
3
WAM
Wolverine Asset Management
Illinois
$0
4
BIG
Blackthorn Investment Group
Kansas
$0
5
DCM
Dialectic Capital Management
Connecticut
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Acadian Asset Management
26
Acadian Asset Management
Massachusetts
$278K +$278K +16,445 New
Wells Fargo
27
Wells Fargo
California
$228K -$33.9K -2,000 -13%
U
28
UBS
Switzerland
$228K -$17.3K -1,022 -7%
California State Teachers Retirement System (CalSTRS)
29
California State Teachers Retirement System (CalSTRS)
California
$195K – – –
TC
30
TFS Capital
Pennsylvania
$194K -$34.9K -2,060 -15%
TA
31
Teachers Advisors
New York
$184K – – –
SAS
32
Spectrum Advisory Services
Georgia
$176K -$10.2K -600 -5%
CAM
33
ClariVest Asset Management
California
$129K +$42.3K +2,500 +49%
AIG
34
American International Group
New York
$116K +$18.7K +1,105 +19%
NFA
35
Nationwide Fund Advisors
Ohio
$89K – – –
BA
36
BlackRock Advisors
Delaware
$59K +$5.36K +316 +10%
Royal Bank of Canada
37
Royal Bank of Canada
Ontario, Canada
$51K +$25.5K +1,500 +100%
SO
38
STRS Ohio
Ohio
$46K – – –
Citigroup
39
Citigroup
New York
$19K -$22.5K -1,304 -54%
First Manhattan
40
First Manhattan
New York
$16K +$16K +950 New
Ameriprise
41
Ameriprise
Minnesota
$10K +$9.92K +600 +12,000%
TRCT
42
Tower Research Capital (TRC)
New York
$6K +$6K +353 New
BNP Paribas Financial Markets
43
BNP Paribas Financial Markets
France
$4.74K +$474 +29 +11%
MFS
44
MSI Financial Services
Massachusetts
$3K – – –
PRCM
45
Pine River Capital Management
Minnesota
– -$3.62M -235,336 Closed
Two Sigma Investments
46
Two Sigma Investments
New York
– -$520K -33,831 Closed
WAM
47
Wolverine Asset Management
Illinois
– -$515K -33,532 Closed
BIG
48
Blackthorn Investment Group
Kansas
– -$326K -21,180 Closed
DCM
49
Dialectic Capital Management
Connecticut
– -$307K -20,000 Closed
VKH
50
Virtu KCG Holdings
New York
– -$181K -11,763 Closed
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