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EARN

Ellington Residential Mortgage REIT
EARN

41 hedge funds and large institutions have $85.9M invested in Ellington Residential Mortgage REIT in 2014 Q3 according to their latest regulatory filings, with 6 funds opening new positions, 12 increasing their positions, 14 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.73% less ownership

Funds ownership: 58.81% → 58.07% (-0.73%)

6% less capital invested

Capital invested by funds: $91.5M → $85.9M (-$5.56M)

7% less funds holding

Funds holding: 44 → 41 (-3)

14% less repeat investments, than reductions

Existing positions increased: 12 | Existing positions reduced: 14

33% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 9

Holders
41
Holders Change
-3
Holders Change %
-6.82%
% of All Funds
1.19%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
6
Increased
12
Reduced
14
Closed
9
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
+$904K
2
Geode Capital Management
Geode Capital Management
Massachusetts
+$699K
3
Two Sigma Advisers
Two Sigma Advisers
New York
+$695K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$536K
5
JIR
James Investment Research
Ohio
+$479K

Top Sellers

Rank Fund Capital Flow
1
Northern Trust
Northern Trust
Illinois
-$962K
2
Deutsche Bank
Deutsche Bank
Germany
-$919K
3
Renaissance Technologies
Renaissance Technologies
New York
-$689K
4
MC
Menta Capital
California
-$660K
5
PP
Paloma Partners
Connecticut
-$473K
Name Holding Trade Value Shares
Change 		Change in
Stake
Morgan Stanley
26
Morgan Stanley
New York
$294K -$50.8K -3,002 -14%
QI
27
QS Investors
New York
$276K +$71.5K +4,230 +33%
U
28
UBS
Switzerland
$266K +$48.1K +2,843 +21%
Bank of New York Mellon
29
Bank of New York Mellon
New York
$239K -$34.5K -2,040 -12%
State Street
30
State Street
Massachusetts
$235K -$32.1K -1,900 -12%
Connor, Clark & Lunn Investment Management (CC&L)
31
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$207K +$216K +12,800 New
SAS
32
Spectrum Advisory Services
Georgia
$164K +$171K +10,100 New
CAM
33
ClariVest Asset Management
California
$118K +$592 +35 +0.5%
Invesco
34
Invesco
Georgia
$88K +$92.2K +5,455 New
Royal Bank of Canada
35
Royal Bank of Canada
Ontario, Canada
$52K -$33.9K -2,005 -38%
BIM
36
BlackRock Investment Management
Delaware
$20K -$5.71K -338 -22%
Ameriprise
37
Ameriprise
Minnesota
$16K – – –
TRCT
38
Tower Research Capital (TRC)
New York
$14K +$13.2K +779 +1,067%
JIC
39
Joel Isaacson & Co
New York
$12K +$12.7K +750 New
MFS
40
MSI Financial Services
Massachusetts
$3K – – –
Manulife (Manufacturers Life Insurance)
41
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$3 +$3.47K +205 New
MC
42
Menta Capital
California
– -$660K -38,767 Closed
PP
43
Paloma Partners
Connecticut
– -$473K -27,776 Closed
COPPSERS
44
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
– -$313K -18,361 Closed
LP
45
LMR Partners
United Kingdom
– -$268K -15,746 Closed
CS
46
Credit Suisse
Switzerland
– -$221K -12,954 Closed
Bank of America
47
Bank of America
North Carolina
– -$73K -4,305 Closed
AIG
48
American International Group
New York
– -$41.8K -2,455 Closed
Bank of Montreal
49
Bank of Montreal
Ontario, Canada
– -$3K -160 Closed
BNP Paribas Financial Markets
50
BNP Paribas Financial Markets
France
– -$477 -28 Closed
1
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EARN Hedge Fund Activity: Q3 2014 in Review

41 of the 3,448 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q3 2014, worth a combined $85.9M — down 6.1% from $91.5M a quarter earlier.

Sellers outnumbered buyers: 9 funds closed out of EARN and 6 opened new positions — a net loss of 3 holders — while 14 trimmed existing stakes and 12 added.

The largest buyer was Vanguard Group, adding an estimated $904K. The largest seller was Northern Trust, cutting an estimated $962K.

  • 41 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q3 2014, down from 44 in Q2 2014.
  • Funds reported $85.9M of Ellington Residential Mortgage REIT stock for Q3 2014, down 6.1% quarter-over-quarter.
  • 6 funds opened new Ellington Residential Mortgage REIT positions in Q3 2014 and 9 closed out, a net change of -3 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q3 2014 was Vanguard Group, an estimated $904K added.
  • The largest Ellington Residential Mortgage REIT seller in Q3 2014 was Northern Trust, an estimated $962K sold.

Based on aggregated 13F filings for Q3 2014.