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EARN

Ellington Residential Mortgage REIT
EARN

61 hedge funds and large institutions have $93.9M invested in Ellington Residential Mortgage REIT in 2018 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 14 increasing their positions, 24 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

3.13% less ownership

Funds ownership: 68.46% → 65.33% (-3.1%)

9% less funds holding

Funds holding: 67 → 61 (-6)

15% less capital invested

Capital invested by funds: $110M → $93.9M (-$16M)

42% less repeat investments, than reductions

Existing positions increased: 14 | Existing positions reduced: 24

46% less first-time investments, than exits

New positions opened: 7 | Existing positions closed: 13

Holders
61
Holders Change
-6
Holders Change %
-8.96%
% of All Funds
1.4%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
7
Increased
14
Reduced
24
Closed
13
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
+$1.77M
2
Blackstone Inc
Blackstone Inc
New York
+$947K
3
PPA
Parametric Portfolio Associates
Washington
+$535K
4
LPL Financial
LPL Financial
California
+$221K
5
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
+$200K

Top Sellers

Rank Fund Capital Flow
1
Renaissance Technologies
Renaissance Technologies
New York
-$2.15M
2
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$1.79M
3
CAM
ClariVest Asset Management
California
-$1.38M
4
Millennium Management
Millennium Management
New York
-$1.13M
5
Deutsche Bank
Deutsche Bank
Germany
-$881K
Name Holding Trade Value Shares
Change 		Change in
Stake
USAA
26
United Services Automobile Association
Texas
$398K -$338K -30,300 -45%
Deutsche Bank
27
Deutsche Bank
Germany
$378K -$881K -78,914 -70%
Goldman Sachs
28
Goldman Sachs
New York
$331K +$66.4K +5,948 +25%
T. Rowe Price Associates
29
T. Rowe Price Associates
Maryland
$320K +$200K +17,918 +159%
TRCT
30
Tower Research Capital (TRC)
New York
$313K -$4.41K -395 -1%
Royal Bank of Canada
31
Royal Bank of Canada
Ontario, Canada
$291K – – –
Morgan Stanley
32
Morgan Stanley
New York
$286K -$23.9K -2,139 -8%
TCIM
33
TIAA CREF Investment Management
New York
$257K – – –
CSS
34
Cubist Systematic Strategies
Connecticut
$253K -$31.4K -2,811 -11%
Wells Fargo
35
Wells Fargo
California
$221K -$27.9K -2,504 -11%
Manulife (Manufacturers Life Insurance)
36
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$200K -$73.7K -6,600 -27%
Russell Investments Group
37
Russell Investments Group
United Kingdom
$191K – – –
TA
38
Teachers Advisors
New York
$183K – – –
WAM
39
Weiss Asset Management
Massachusetts
$160K +$163K +14,620 New
Ameriprise
40
Ameriprise
Minnesota
$159K +$161K +14,431 New
Two Sigma Advisers
41
Two Sigma Advisers
New York
$157K -$344K -30,800 -68%
California State Teachers Retirement System (CalSTRS)
42
California State Teachers Retirement System (CalSTRS)
California
$156K – – –
Charles Schwab
43
Charles Schwab
California
$156K – – –
UBS Group
44
UBS Group
Switzerland
$150K -$27.8K -2,487 -15%
Cambridge Investment Research Advisors
45
Cambridge Investment Research Advisors
Iowa
$126K – – –
AIM
46
Anchor Investment Management
South Carolina
$104K +$6.92K +620 +7%
AssetMark Inc
47
AssetMark Inc
California
$99K +$101K +9,023 New
New York State Common Retirement Fund
48
New York State Common Retirement Fund
New York
$98K – – –
Citigroup
49
Citigroup
New York
$89K -$78.7K -7,052 -47%
AIG
50
American International Group
New York
$64K -$2.81K -252 -4%
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EARN Hedge Fund Activity: Q1 2018 in Review

61 of the 4,364 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2018, worth a combined $93.9M — down 15% from $110M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of EARN and 7 opened new positions — a net loss of 6 holders — while 24 trimmed existing stakes and 14 added.

The largest buyer was Vanguard Group, adding an estimated $1.77M. The largest seller was Renaissance Technologies, cutting an estimated $2.15M.

  • 61 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2018, down from 67 in Q4 2017.
  • Funds reported $93.9M of Ellington Residential Mortgage REIT stock for Q1 2018, down 15% quarter-over-quarter.
  • 7 funds opened new Ellington Residential Mortgage REIT positions in Q1 2018 and 13 closed out, a net change of -6 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2018 was Vanguard Group, an estimated $1.77M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2018 was Renaissance Technologies, an estimated $2.15M sold.

Based on aggregated 13F filings for Q1 2018.