EARN

Ellington Residential Mortgage REIT
EARN

Overview Fund Activity

49 hedge funds and large institutions have $87.4M invested in Ellington Residential Mortgage REIT in 2013 Q4 according to their latest regulatory filings, with 17 funds opening new positions, 14 increasing their positions, 10 reducing their positions, and 5 closing their positions.

Holders
49
Holders Change
+12
Holders Change %
+32.43%
% of All Funds
1.42%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
17
Increased
14
Reduced
10
Closed
5
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
BFA
1
BlackRock Fund Advisors
California
$4.66M
2
Renaissance Technologies
2
Renaissance Technologies
New York
$1.47M
3
JC
3
JBF Capital
Colorado
$1.29M
4
AI
4
Analytic Investors
California
$896K
5
MAM
5
Martingale Asset Management
Massachusetts
$736K

Top Sellers

1
PRCM
1
Pine River Capital Management
Minnesota
$3.62M
2
DCM
2
Dialectic Capital Management
Connecticut
$307K
3
SIC
3
Salem Investment Counselors
North Carolina
$0
4
UOC
4
UBS O'Connor
Illinois
$0
5
Deutsche Bank
5
Deutsche Bank
Germany
$513K
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 – –
BFA
3
BlackRock Fund Advisors
California
$4.66M 302,774 +114,083 +60%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4M 260,000 – –
PRCM
5
Pine River Capital Management
Minnesota
$3.62M 235,336 -263,322 -53%
State Street
6
State Street
Massachusetts
$3.31M 214,952 +8,689 +4%
Vanguard Group
7
Vanguard Group
Pennsylvania
$1.63M 105,863 +4,784 +5%
Renaissance Technologies
8
Renaissance Technologies
New York
$1.47M 95,400 +95,400 New
Northern Trust
9
Northern Trust
Illinois
$1.31M 84,885 +3,798 +5%
JC
10
JBF Capital
Colorado
$1.29M 83,925 +83,925 New
BIT
11
BlackRock Institutional Trust
California
$1.2M 77,830 -5,860 -7%
MVP
12
Miller Value Partners
Florida
$1.15M 75,000 – –
Barclays
13
Barclays
United Kingdom
$1.07M 71,512 +2,943 +4%
AI
14
Analytic Investors
California
$896K 58,270 +58,270 New
MAM
15
Martingale Asset Management
Massachusetts
$736K 47,822 +47,822 New
Bank of New York Mellon
16
Bank of New York Mellon
New York
$644K 41,900 +7,327 +21%
MC
17
Menta Capital
California
$593K 38,567 +38,567 New
Two Sigma Investments
18
Two Sigma Investments
New York
$520K 33,831 +33,831 New
WAM
19
Wolverine Asset Management
Illinois
$515K 33,532 +33,532 New
Deutsche Bank
20
Deutsche Bank
Germany
$513K 33,358 -33,246 -50%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$509K 33,154 +2,604 +9%
TCIM
22
TIAA CREF Investment Management
New York
$444K 28,844 +462 +2%
Morgan Stanley
23
Morgan Stanley
New York
$406K 26,374 +26,374 New
BIM
24
BlackRock Investment Management
Delaware
$351K 22,805 -209 -0.9%
WFI
25
West Family Investments
California
$346K 22,478 +22,478 New
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