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EARN

Ellington Residential Mortgage REIT
EARN

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

82% more repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 11

12% more capital invested

Capital invested by funds: $87.4M → $97.8M (+$10.4M)

1.18% more ownership

Funds ownership: 62.19% → 63.37% (+1.2%)

6% less funds holding

Funds holding: 49 → 46 (-3)

43% less first-time investments, than exits

New positions opened: 4 | Existing positions closed: 7

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

Rank Fund Capital Flow
1
RFC
Russell Frank Company
Washington
+$2.18M
2
Barclays
Barclays
United Kingdom
+$2.16M
3
GEM
Global Endowment Management
North Carolina
+$869K
4
Renaissance Technologies
Renaissance Technologies
New York
+$625K
5
BFA
BlackRock Fund Advisors
California
+$476K

Top Sellers

Rank Fund Capital Flow
1
PRCM
Pine River Capital Management
Minnesota
-$3.62M
2
Two Sigma Investments
Two Sigma Investments
New York
-$520K
3
WAM
Wolverine Asset Management
Illinois
-$515K
4
BIG
Blackthorn Investment Group
Kansas
-$326K
5
DCM
Dialectic Capital Management
Connecticut
-$307K
Name Holding Trade Value Shares
Change 		Change in
Stake
Acadian Asset Management
26
Acadian Asset Management
Massachusetts
$278K +$272K +16,445 New
Wells Fargo
27
Wells Fargo
California
$228K -$33K -2,000 -13%
U
28
UBS
Switzerland
$228K -$16.9K -1,022 -7%
California State Teachers Retirement System (CalSTRS)
29
California State Teachers Retirement System (CalSTRS)
California
$195K – – –
TC
30
TFS Capital
Pennsylvania
$194K -$34K -2,060 -15%
TA
31
Teachers Advisors
New York
$184K – – –
SAS
32
Spectrum Advisory Services
Georgia
$176K -$9.91K -600 -5%
CAM
33
ClariVest Asset Management
California
$129K +$41.3K +2,500 +49%
AIG
34
American International Group
New York
$116K +$18.3K +1,105 +19%
NFA
35
Nationwide Fund Advisors
Ohio
$89K – – –
BA
36
BlackRock Advisors
Delaware
$59K +$5.22K +316 +10%
Royal Bank of Canada
37
Royal Bank of Canada
Ontario, Canada
$51K +$24.8K +1,500 +100%
SO
38
STRS Ohio
Ohio
$46K – – –
Citigroup
39
Citigroup
New York
$19K -$21.5K -1,304 -54%
First Manhattan
40
First Manhattan
New York
$16K +$15.7K +950 New
Ameriprise
41
Ameriprise
Minnesota
$10K +$9.91K +600 +12,000%
TRCT
42
Tower Research Capital (TRC)
New York
$6K +$5.83K +353 New
BNP Paribas Financial Markets
43
BNP Paribas Financial Markets
France
$4.74K +$479 +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
1
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EARN Hedge Fund Activity: Q1 2014 in Review

46 of the 3,464 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2014, worth a combined $97.8M — up 12% from $87.4M a quarter earlier.

Sellers outnumbered buyers: 7 funds closed out of EARN and 4 opened new positions — a net loss of 3 holders — while 11 trimmed existing stakes and 20 added.

The largest buyer was Russell Frank Company, adding an estimated $2.18M. The largest seller was Pine River Capital Management, exiting entirely with an estimated $3.62M sold.

  • 46 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2014, down from 49 in Q4 2013.
  • Funds reported $97.8M of Ellington Residential Mortgage REIT stock for Q1 2014, up 12% quarter-over-quarter.
  • 4 funds opened new Ellington Residential Mortgage REIT positions in Q1 2014 and 7 closed out, a net change of -3 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2014 was Russell Frank Company, an estimated $2.18M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2014 was Pine River Capital Management, an estimated $3.62M sold.

Based on aggregated 13F filings for Q1 2014.