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.

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 Market Value Shares Shares
Change 		Shares
Change %
Blackstone Inc
1
Blackstone Inc
New York
$39.3M 2,555,599 – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$13.9M 904,204 – –
PRCM
3
Pine River Capital Management
Minnesota
$7.66M 498,658 +100,000 +25%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4M 260,000 +60,000 +30%
State Street
5
State Street
Massachusetts
$3.17M 206,263 +55,056 +36%
BFA
6
BlackRock Fund Advisors
California
$2.9M 188,691 +20,211 +12%
DCM
7
Dialectic Capital Management
Connecticut
$2.84M 185,000 +40,000 +28%
Vanguard Group
8
Vanguard Group
Pennsylvania
$1.55M 101,079 +3,971 +4%
BIT
9
BlackRock Institutional Trust
California
$1.29M 83,690 +15,075 +22%
Northern Trust
10
Northern Trust
Illinois
$1.25M 81,087 +20,067 +33%
MVP
11
Miller Value Partners
Florida
$1.15M 75,000 +75,000 New
Barclays
12
Barclays
United Kingdom
$1.03M 68,569 +68,442 +53,891%
Deutsche Bank
13
Deutsche Bank
Germany
$1.02M 66,604 +62,041 +1,360%
SIC
14
Salem Investment Counselors
North Carolina
$769K 50,000 – –
UOC
15
UBS O'Connor
Illinois
$768K 50,000 +25,000 +100%
U
16
UBS
Switzerland
$627K 40,787 +9,587 +31%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$532K 34,573 +3,698 +12%
Geode Capital Management
18
Geode Capital Management
Massachusetts
$470K 30,550 +1,711 +6%
TCIM
19
TIAA CREF Investment Management
New York
$436K 28,382 +2,568 +10%
Wells Fargo
20
Wells Fargo
California
$408K 26,560 +26,560 New
BIM
21
BlackRock Investment Management
Delaware
$354K 23,014 +1,661 +8%
California State Teachers Retirement System (CalSTRS)
22
California State Teachers Retirement System (CalSTRS)
California
$177K 11,540 +300 +3%
SAS
23
Spectrum Advisory Services
Georgia
$169K 11,000 +11,000 New
V
24
Veritable
Delaware
$154K 10,000 – –
TA
25
Teachers Advisors
New York
$127K 8,294 -52 -0.6%
1
2