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EARN

Ellington Residential Mortgage REIT

49 hedge funds and large institutions have $70.1M invested in Ellington Residential Mortgage REIT in 2016 Q3 according to their latest regulatory filings, with 9 funds opening new positions, 15 increasing their positions, 12 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more first-time investments, than exits

New positions opened: 9 | Existing positions closed: 3

25% more repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 12

11% more funds holding

Funds holding: 4449 (+5)

1.42% more ownership

Funds ownership: 57.83%59.25% (+1.4%)

2% more capital invested

Capital invested by funds: $68.9M → $70.1M (+$1.25M)

Holders
49
Holders Change
+5
Holders Change %
+11.36%
% of All Funds
1.31%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
9
Increased
15
Reduced
12
Closed
3
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$34.9M
Renaissance Technologies
2
Renaissance Technologies
New York
$7.34M +$1.82M +134,288 +31%
Vanguard Group
3
Vanguard Group
Pennsylvania
$5.11M +$46.9K +3,460 +0.9%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$3.38M
Wellington Management Group
5
Wellington Management Group
Massachusetts
$2.75M -$3.05M -225,413 -52%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$2.63M +$86K +6,349 +3%
BFA
7
BlackRock Fund Advisors
California
$2.3M +$85.3K +6,298 +4%
CAM
8
ClariVest Asset Management
California
$1.31M +$52.9K +3,900 +4%
JC
9
JBF Capital
Colorado
$1.12M
Citigroup
10
Citigroup
New York
$1.07M +$854K +63,023 +320%
Morgan Stanley
11
Morgan Stanley
New York
$776K +$219K +16,135 +37%
GIM
12
Greenwich Investment Management
Connecticut
$728K +$61.3K +4,525 +9%
Deutsche Bank
13
Deutsche Bank
Germany
$707K +$491K +36,255 +199%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$557K -$21.7K -1,601 -4%
GCP
15
GSA Capital Partners
United Kingdom
$483K +$108K +8,000 +27%
WFI
16
West Family Investments
California
$475K
BIT
17
BlackRock Institutional Trust
California
$455K
PPA
18
Parametric Portfolio Associates
Washington
$426K +$445K +32,826 New
Bank of New York Mellon
19
Bank of New York Mellon
New York
$384K -$19.4K -1,430 -5%
Northern Trust
20
Northern Trust
Illinois
$376K +$12K +885 +3%
California Public Employees Retirement System
21
California Public Employees Retirement System
California
$348K +$102K +7,500 +39%
D.E. Shaw & Co
22
D.E. Shaw & Co
New York
$311K -$91.7K -6,769 -22%
Two Sigma Advisers
23
Two Sigma Advisers
New York
$304K -$10.8K -800 -3%
Two Sigma Investments
24
Two Sigma Investments
New York
$196K +$205K +15,099 New
Arrowstreet Capital
25
Arrowstreet Capital
Massachusetts
$181K +$189K +13,965 New

EARN Hedge Fund Activity: Q3 2016 in Review

49 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q3 2016, worth a combined $70.1M — up 1.8% from $68.9M a quarter earlier.

Buyers outnumbered sellers: 9 funds opened new EARN positions and 3 closed out — a net gain of 6 holders — while 15 added to existing stakes and 12 trimmed.

The largest buyer was Renaissance Technologies, adding an estimated $1.82M. The largest seller was Wellington Management Group, cutting an estimated $3.05M.

  • 49 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q3 2016, up from 44 in Q2 2016.
  • Funds reported $70.1M of Ellington Residential Mortgage REIT stock for Q3 2016, up 1.8% quarter-over-quarter.
  • 9 funds opened new Ellington Residential Mortgage REIT positions in Q3 2016 and 3 closed out, a net change of +6 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q3 2016 was Renaissance Technologies, an estimated $1.82M added.
  • The largest Ellington Residential Mortgage REIT seller in Q3 2016 was Wellington Management Group, an estimated $3.05M sold.

Based on aggregated 13F filings for Q3 2016.