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EARN

Ellington Residential Mortgage REIT

43 hedge funds and large institutions have $85.4M invested in Ellington Residential Mortgage REIT in 2014 Q4 according to their latest regulatory filings, with 11 funds opening new positions, 16 increasing their positions, 9 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

78% more repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 9

38% more first-time investments, than exits

New positions opened: 11 | Existing positions closed: 8

5% more funds holding

Funds holding: 4143 (+2)

1% less capital invested

Capital invested by funds: $85.9M → $85.4M (-$499K)

0.7% less ownership

Funds ownership: 58.07%57.37% (-0.7%)

Holders
43
Holders Change
+2
Holders Change %
+4.88%
% of All Funds
1.15%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
11
Increased
16
Reduced
9
Closed
8
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$41.6M
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$6.13M +$5.32M +307,058 +441%
Wellington Management Group
3
Wellington Management Group
Massachusetts
$5.79M -$7.75M -446,989 -56%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$4.23M
Renaissance Technologies
5
Renaissance Technologies
New York
$3.65M +$2.57M +148,419 +196%
Vanguard Group
6
Vanguard Group
Pennsylvania
$3.38M +$349K +20,164 +11%
BFA
7
BlackRock Fund Advisors
California
$2.66M -$148K -8,533 -5%
Two Sigma Advisers
8
Two Sigma Advisers
New York
$1.99M +$1.19M +68,400 +127%
Millennium Management
9
Millennium Management
New York
$1.89M +$1.33M +76,872 +197%
RFC
10
Russell Frank Company
Washington
$1.43M -$648K -37,400 -30%
JC
11
JBF Capital
Colorado
$1.4M +$31.2K +1,800 +2%
Two Sigma Investments
12
Two Sigma Investments
New York
$1.36M +$818K +47,210 +129%
Geode Capital Management
13
Geode Capital Management
Massachusetts
$1.29M +$178K +10,255 +15%
Wells Fargo
14
Wells Fargo
California
$905K +$99.6K +5,750 +12%
Goldman Sachs
15
Goldman Sachs
New York
$676K +$69.8K +4,028 +11%
QI
16
QS Investors
New York
$581K +$324K +18,670 +110%
WFI
17
West Family Investments
California
$547K
WAM
18
Wolverine Asset Management
Illinois
$544K +$580K +33,443 New
NCCM
19
Nine Chapters Capital Management
New Jersey
$542K +$234K +13,500 +68%
JIR
20
James Investment Research
Ohio
$481K +$21.7K +1,250 +4%
Morgan Stanley
21
Morgan Stanley
New York
$434K +$148K +8,516 +47%
Northern Trust
22
Northern Trust
Illinois
$416K +$29K +1,675 +7%
BIT
23
BlackRock Institutional Trust
California
$353K -$28K -1,616 -7%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$352K +$119K +6,879 +47%
VKH
25
Virtu KCG Holdings
New York
$350K +$373K +21,529 New

EARN Hedge Fund Activity: Q4 2014 in Review

43 of the 3,751 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q4 2014, worth a combined $85.4M — down 0.58% from $85.9M a quarter earlier.

Buyers outnumbered sellers: 11 funds opened new EARN positions and 8 closed out — a net gain of 3 holders — while 16 added to existing stakes and 9 trimmed.

The largest buyer was Acadian Asset Management, adding an estimated $5.32M. The largest seller was Wellington Management Group, cutting an estimated $7.75M.

  • 43 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q4 2014, up from 41 in Q3 2014.
  • Funds reported $85.4M of Ellington Residential Mortgage REIT stock for Q4 2014, down 0.58% quarter-over-quarter.
  • 11 funds opened new Ellington Residential Mortgage REIT positions in Q4 2014 and 8 closed out, a net change of +3 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q4 2014 was Acadian Asset Management, an estimated $5.32M added.
  • The largest Ellington Residential Mortgage REIT seller in Q4 2014 was Wellington Management Group, an estimated $7.75M sold.

Based on aggregated 13F filings for Q4 2014.