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EARN

Ellington Residential Mortgage REIT

46 hedge funds and large institutions have $97.8M invested in Ellington Residential Mortgage REIT in 2014 Q1 according to their latest regulatory filings, with 4 funds opening new positions, 20 increasing their positions, 11 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

82% more repeat investments, than reductions

Existing positions increased: 20 | Existing positions reduced: 11

12% more capital invested

Capital invested by funds: $87.4M → $97.8M (+$10.4M)

1.18% more ownership

Funds ownership: 62.19%63.37% (+1.2%)

6% less funds holding

Funds holding: 4946 (-3)

43% less first-time investments, than exits

New positions opened: 4 | Existing positions closed: 7

Holders
46
Holders Change
-3
Holders Change %
-6.12%
% of All Funds
1.33%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
4
Increased
20
Reduced
11
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
$43.2M
Wellington Management Group
2
Wellington Management Group
Massachusetts
$15.3M
BFA
3
BlackRock Fund Advisors
California
$5.61M +$476K +28,807 +10%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4.4M
State Street
5
State Street
Massachusetts
$3.89M +$247K +14,932 +7%
Barclays
6
Barclays
United Kingdom
$3.23M +$2.16M +130,642 +183%
RFC
7
Russell Frank Company
Washington
$2.48M +$2.18M +131,900 +916%
Renaissance Technologies
8
Renaissance Technologies
New York
$2.25M +$625K +37,835 +40%
Vanguard Group
9
Vanguard Group
Pennsylvania
$2.24M +$442K +26,748 +25%
JC
10
JBF Capital
Colorado
$1.43M +$8.26K +500 +0.6%
MVP
11
Miller Value Partners
Florida
$1.35M +$82.6K +5,000 +7%
Northern Trust
12
Northern Trust
Illinois
$1.3M -$137K -8,282 -10%
BIT
13
BlackRock Institutional Trust
California
$1.25M -$62.7K -3,795 -5%
MAM
14
Martingale Asset Management
Massachusetts
$1.15M +$327K +19,824 +41%
AI
15
Analytic Investors
California
$968K -$17.6K -1,067 -2%
Deutsche Bank
16
Deutsche Bank
Germany
$917K +$346K +20,927 +63%
GEM
17
Global Endowment Management
North Carolina
$890K +$869K +52,600 New
Bank of New York Mellon
18
Bank of New York Mellon
New York
$675K -$33.6K -2,036 -5%
MC
19
Menta Capital
California
$636K -$16.5K -1,000 -3%
Geode Capital Management
20
Geode Capital Management
Massachusetts
$566K +$5.49K +332 +1%
TCIM
21
TIAA CREF Investment Management
New York
$488K
Morgan Stanley
22
Morgan Stanley
New York
$452K +$5.49K +332 +1%
BIM
23
BlackRock Investment Management
Delaware
$389K +$3.39K +205 +0.9%
WFI
24
West Family Investments
California
$380K
Millennium Management
25
Millennium Management
New York
$292K +$8K +484 +3%

EARN Hedge Fund Activity: Q1 2014 in Review

46 of the 3,464 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2014, worth a combined $97.8M — up 12% from $87.4M a quarter earlier.

Sellers outnumbered buyers: 7 funds closed out of EARN and 4 opened new positions — a net loss of 3 holders — while 11 trimmed existing stakes and 20 added.

The largest buyer was Russell Frank Company, adding an estimated $2.18M. The largest seller was Pine River Capital Management, exiting entirely with an estimated $3.62M sold.

  • 46 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2014, down from 49 in Q4 2013.
  • Funds reported $97.8M of Ellington Residential Mortgage REIT stock for Q1 2014, up 12% quarter-over-quarter.
  • 4 funds opened new Ellington Residential Mortgage REIT positions in Q1 2014 and 7 closed out, a net change of -3 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2014 was Russell Frank Company, an estimated $2.18M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2014 was Pine River Capital Management, an estimated $3.62M sold.

Based on aggregated 13F filings for Q1 2014.