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EARN

Ellington Residential Mortgage REIT

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.

New
Increased
Maintained
Reduced
Closed

240% more first-time investments, than exits

New positions opened: 17 | Existing positions closed: 5

40% more repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 10

32% more funds holding

Funds holding: 3749 (+12)

1% more capital invested

Capital invested by funds: $86.4M → $87.4M (+$997K)

0.59% more ownership

Funds ownership: 61.6%62.19% (+0.59%)

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
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
BFA
3
BlackRock Fund Advisors
California
$4.66M +$1.78M +114,083 +60%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4M
PRCM
5
Pine River Capital Management
Minnesota
$3.62M -$4.12M -263,322 -53%
State Street
6
State Street
Massachusetts
$3.31M +$136K +8,689 +4%
Vanguard Group
7
Vanguard Group
Pennsylvania
$1.63M +$74.8K +4,784 +5%
Renaissance Technologies
8
Renaissance Technologies
New York
$1.47M +$1.49M +95,400 New
Northern Trust
9
Northern Trust
Illinois
$1.31M +$59.4K +3,798 +5%
JC
10
JBF Capital
Colorado
$1.29M +$1.31M +83,925 New
BIT
11
BlackRock Institutional Trust
California
$1.2M -$91.7K -5,860 -7%
MVP
12
Miller Value Partners
Florida
$1.15M
Barclays
13
Barclays
United Kingdom
$1.07M +$46K +2,943 +4%
AI
14
Analytic Investors
California
$896K +$912K +58,270 New
MAM
15
Martingale Asset Management
Massachusetts
$736K +$748K +47,822 New
Bank of New York Mellon
16
Bank of New York Mellon
New York
$644K +$115K +7,327 +21%
MC
17
Menta Capital
California
$593K +$603K +38,567 New
Two Sigma Investments
18
Two Sigma Investments
New York
$520K +$529K +33,831 New
WAM
19
Wolverine Asset Management
Illinois
$515K +$525K +33,532 New
Deutsche Bank
20
Deutsche Bank
Germany
$513K -$520K -33,246 -50%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$509K +$40.7K +2,604 +9%
TCIM
22
TIAA CREF Investment Management
New York
$444K +$7.23K +462 +2%
Morgan Stanley
23
Morgan Stanley
New York
$406K +$413K +26,374 New
BIM
24
BlackRock Investment Management
Delaware
$351K -$3.27K -209 -0.9%
WFI
25
West Family Investments
California
$346K +$352K +22,478 New

EARN Hedge Fund Activity: Q4 2013 in Review

49 of the 3,447 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q4 2013, worth a combined $87.4M — up 1.2% from $86.4M a quarter earlier.

Buyers outnumbered sellers: 17 funds opened new EARN positions and 5 closed out — a net gain of 12 holders — while 14 added to existing stakes and 10 trimmed.

The largest buyer was BlackRock Fund Advisors, adding an estimated $1.78M. The largest seller was Pine River Capital Management, cutting an estimated $4.12M.

  • 49 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q4 2013, up from 37 in Q3 2013.
  • Funds reported $87.4M of Ellington Residential Mortgage REIT stock for Q4 2013, up 1.2% quarter-over-quarter.
  • 17 funds opened new Ellington Residential Mortgage REIT positions in Q4 2013 and 5 closed out, a net change of +12 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q4 2013 was BlackRock Fund Advisors, an estimated $1.78M added.
  • The largest Ellington Residential Mortgage REIT seller in Q4 2013 was Pine River Capital Management, an estimated $4.12M sold.

Based on aggregated 13F filings for Q4 2013.