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EARN

Ellington Residential Mortgage REIT
EARN

40 hedge funds and large institutions have $62.8M invested in Ellington Residential Mortgage REIT in 2015 Q3 according to their latest regulatory filings, with 5 funds opening new positions, 16 increasing their positions, 8 reducing their positions, and 11 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 8

1.59% more ownership

Funds ownership: 54.92% → 56.51% (+1.6%)

12% less capital invested

Capital invested by funds: $71.7M → $62.8M (-$8.93M)

13% less funds holding

Funds holding: 46 → 40 (-6)

55% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 11

Holders
40
Holders Change
-6
Holders Change %
-13.04%
% of All Funds
1.12%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
5
Increased
16
Reduced
8
Closed
11
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Wellington Management Group
Wellington Management Group
Massachusetts
+$2.26M
2
WAM
Wolverine Asset Management
Illinois
+$774K
3
Renaissance Technologies
Renaissance Technologies
New York
+$726K
4
Vanguard Group
Vanguard Group
Pennsylvania
+$375K
5
Morgan Stanley
Morgan Stanley
New York
+$304K

Top Sellers

Rank Fund Capital Flow
1
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$914K
2
JIR
James Investment Research
Ohio
-$682K
3
Goldman Sachs
Goldman Sachs
New York
-$393K
4
Two Sigma Investments
Two Sigma Investments
New York
-$373K
5
RFC
Russell Frank Company
Washington
-$290K
Name Holding Trade Value Shares
Change 		Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$31.1M – – –
Wellington Management Group
2
Wellington Management Group
Massachusetts
$4.65M +$2.26M +167,535 +78%
Renaissance Technologies
3
Renaissance Technologies
New York
$4.11M +$726K +53,927 +19%
Vanguard Group
4
Vanguard Group
Pennsylvania
$3.99M +$375K +27,843 +9%
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$3.52M -$914K -67,866 -19%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$3.16M – – –
BFA
7
BlackRock Fund Advisors
California
$1.97M -$38.6K -2,868 -2%
CAM
8
ClariVest Asset Management
California
$1.2M +$80.8K +6,000 +6%
JC
9
JBF Capital
Colorado
$1.05M – – –
WAM
10
Wolverine Asset Management
Illinois
$974K +$774K +57,533 +254%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$821K – – –
GIM
12
Greenwich Investment Management
Connecticut
$782K -$15.8K -1,175 -2%
Morgan Stanley
13
Morgan Stanley
New York
$684K +$304K +22,619 +67%
Two Sigma Advisers
14
Two Sigma Advisers
New York
$616K +$56.5K +4,200 +9%
Millennium Management
15
Millennium Management
New York
$570K +$35.6K +2,646 +6%
WFI
16
West Family Investments
California
$444K +$39.9K +2,966 +9%
Bank of New York Mellon
17
Bank of New York Mellon
New York
$431K +$228K +16,926 +91%
BIT
18
BlackRock Institutional Trust
California
$426K – – –
Northern Trust
19
Northern Trust
Illinois
$354K +$62.8K +4,664 +19%
D.E. Shaw & Co
20
D.E. Shaw & Co
New York
$349K +$78.1K +5,802 +25%
UBS Group
21
UBS Group
Switzerland
$226K -$7.82K -581 -3%
TC
22
Talkot Capital
California
$209K – – –
BTS
23
BB&T Securities
Virginia
$206K +$72.7K +5,400 +46%
BIG
24
Blackthorn Investment Group
Kansas
$193K +$214K +15,900 New
PCM
25
Pointe Capital Management
Michigan
$182K – – –
1
2

EARN Hedge Fund Activity: Q3 2015 in Review

40 of the 3,583 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q3 2015, worth a combined $62.8M — down 12% from $71.7M a quarter earlier.

Sellers outnumbered buyers: 11 funds closed out of EARN and 5 opened new positions — a net loss of 6 holders — while 8 trimmed existing stakes and 16 added.

The largest buyer was Wellington Management Group, adding an estimated $2.26M. The largest seller was Acadian Asset Management, cutting an estimated $914K.

  • 40 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q3 2015, down from 46 in Q2 2015.
  • Funds reported $62.8M of Ellington Residential Mortgage REIT stock for Q3 2015, down 12% quarter-over-quarter.
  • 5 funds opened new Ellington Residential Mortgage REIT positions in Q3 2015 and 11 closed out, a net change of -6 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q3 2015 was Wellington Management Group, an estimated $2.26M added.
  • The largest Ellington Residential Mortgage REIT seller in Q3 2015 was Acadian Asset Management, an estimated $914K sold.

Based on aggregated 13F filings for Q3 2015.