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EARN

Ellington Residential Mortgage REIT

39 hedge funds and large institutions have $63.4M invested in Ellington Residential Mortgage REIT in 2016 Q1 according to their latest regulatory filings, with 9 funds opening new positions, 7 increasing their positions, 12 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 6

8% more funds holding

Funds holding: 3639 (+3)

0.5% more ownership

Funds ownership: 58.18%58.68% (+0.5%)

3% less capital invested

Capital invested by funds: $65.6M → $63.4M (-$2.21M)

42% less repeat investments, than reductions

Existing positions increased: 7 | Existing positions reduced: 12

Holders
39
Holders Change
+3
Holders Change %
+8.33%
% of All Funds
1.04%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
9
Increased
7
Reduced
12
Closed
6
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$32.2M +$88.8K +7,605 +0.3%
Wellington Management Group
2
Wellington Management Group
Massachusetts
$6.59M
Vanguard Group
3
Vanguard Group
Pennsylvania
$4.63M +$272K +23,326 +6%
Renaissance Technologies
4
Renaissance Technologies
New York
$4.46M +$347K +29,700 +9%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.11M
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$2.49M -$492K -42,126 -17%
CAM
7
ClariVest Asset Management
California
$1.54M +$359K +30,700 +31%
BFA
8
BlackRock Fund Advisors
California
$1.41M -$354K -30,304 -20%
JC
9
JBF Capital
Colorado
$1.03M
Morgan Stanley
10
Morgan Stanley
New York
$744K -$89.8K -7,690 -11%
GIM
11
Greenwich Investment Management
Connecticut
$632K -$107K -9,175 -15%
Two Sigma Advisers
12
Two Sigma Advisers
New York
$468K -$74.8K -6,400 -14%
WFI
13
West Family Investments
California
$438K
BIT
14
BlackRock Institutional Trust
California
$420K
Bank of New York Mellon
15
Bank of New York Mellon
New York
$372K +$12 +1 +0%
D.E. Shaw & Co
16
D.E. Shaw & Co
New York
$353K -$48.3K -4,136 -12%
Northern Trust
17
Northern Trust
Illinois
$335K -$12.4K -1,060 -4%
Citigroup
18
Citigroup
New York
$328K +$320K +27,379 New
Two Sigma Investments
19
Two Sigma Investments
New York
$298K +$17.4K +1,489 +6%
GCP
20
GSA Capital Partners
United Kingdom
$279K +$272K +23,300 New
California Public Employees Retirement System
21
California Public Employees Retirement System
California
$231K +$225K +19,300 New
BTS
22
BB&T Securities
Virginia
$174K -$2.92K -250 -2%
AIM
23
Anchor Investment Management
South Carolina
$135K +$132K +11,275 New
Ameriprise
24
Ameriprise
Minnesota
$127K +$124K +10,595 New
Goldman Sachs
25
Goldman Sachs
New York
$122K +$119K +10,152 New

EARN Hedge Fund Activity: Q1 2016 in Review

39 of the 3,754 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2016, worth a combined $63.4M — down 3.4% from $65.6M a quarter earlier.

Buyers outnumbered sellers: 9 funds opened new EARN positions and 6 closed out — a net gain of 3 holders — while 7 added to existing stakes and 12 trimmed.

The largest buyer was ClariVest Asset Management, adding an estimated $359K. The largest seller was Acadian Asset Management, cutting an estimated $492K.

  • 39 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2016, up from 36 in Q4 2015.
  • Funds reported $63.4M of Ellington Residential Mortgage REIT stock for Q1 2016, down 3.4% quarter-over-quarter.
  • 9 funds opened new Ellington Residential Mortgage REIT positions in Q1 2016 and 6 closed out, a net change of +3 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2016 was ClariVest Asset Management, an estimated $359K added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2016 was Acadian Asset Management, an estimated $492K sold.

Based on aggregated 13F filings for Q1 2016.