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EARN

Ellington Residential Mortgage REIT

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.

New
Increased
Maintained
Reduced
Closed

400% more repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 4

0% more first-time investments, than exits

New positions opened: 7 | Existing positions closed: 7

3% less funds holding

Funds holding: 3837 (-1)

2.84% less ownership

Funds ownership: 64.44%61.6% (-2.8%)

18% less capital invested

Capital invested by funds: $105M → $86.4M (-$18.6M)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

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
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$39.3M
Wellington Management Group
2
Wellington Management Group
Massachusetts
$13.9M
PRCM
3
Pine River Capital Management
Minnesota
$7.66M +$1.53M +100,000 +25%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4M +$920K +60,000 +30%
State Street
5
State Street
Massachusetts
$3.17M +$844K +55,056 +36%
BFA
6
BlackRock Fund Advisors
California
$2.9M +$310K +20,211 +12%
DCM
7
Dialectic Capital Management
Connecticut
$2.84M +$613K +40,000 +28%
Vanguard Group
8
Vanguard Group
Pennsylvania
$1.55M +$60.9K +3,971 +4%
BIT
9
BlackRock Institutional Trust
California
$1.29M +$231K +15,075 +22%
Northern Trust
10
Northern Trust
Illinois
$1.25M +$308K +20,067 +33%
MVP
11
Miller Value Partners
Florida
$1.15M +$1.15M +75,000 New
Barclays
12
Barclays
United Kingdom
$1.03M +$1.05M +68,442 +53,891%
Deutsche Bank
13
Deutsche Bank
Germany
$1.02M +$951K +62,041 +1,360%
SIC
14
Salem Investment Counselors
North Carolina
$769K
UOC
15
UBS O'Connor
Illinois
$768K +$383K +25,000 +100%
U
16
UBS
Switzerland
$627K +$147K +9,587 +31%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$532K +$56.7K +3,698 +12%
Geode Capital Management
18
Geode Capital Management
Massachusetts
$470K +$26.2K +1,711 +6%
TCIM
19
TIAA CREF Investment Management
New York
$436K +$39.4K +2,568 +10%
Wells Fargo
20
Wells Fargo
California
$408K +$407K +26,560 New
BIM
21
BlackRock Investment Management
Delaware
$354K +$25.5K +1,661 +8%
California State Teachers Retirement System (CalSTRS)
22
California State Teachers Retirement System (CalSTRS)
California
$177K +$4.6K +300 +3%
SAS
23
Spectrum Advisory Services
Georgia
$169K +$169K +11,000 New
V
24
Veritable
Delaware
$154K
TA
25
Teachers Advisors
New York
$127K -$797 -52 -0.6%

EARN Hedge Fund Activity: Q3 2013 in Review

37 of the 3,085 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q3 2013, worth a combined $86.4M — down 18% from $105M a quarter earlier.

Fund positioning in EARN was balanced in Q3 2013: 7 funds opened new positions, 7 closed out, 20 added to existing stakes and 4 trimmed.

The largest buyer was Pine River Capital Management, adding an estimated $1.53M. The largest seller was Credit Suisse, exiting entirely with an estimated $7.21M sold.

  • 37 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q3 2013, down from 38 in Q2 2013.
  • Funds reported $86.4M of Ellington Residential Mortgage REIT stock for Q3 2013, down 18% quarter-over-quarter.
  • 7 funds opened new Ellington Residential Mortgage REIT positions in Q3 2013 and 7 closed out, a net change of 0 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q3 2013 was Pine River Capital Management, an estimated $1.53M added.
  • The largest Ellington Residential Mortgage REIT seller in Q3 2013 was Credit Suisse, an estimated $7.21M sold.

Based on aggregated 13F filings for Q3 2013.