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EARN

Ellington Residential Mortgage REIT
EARN

44 hedge funds and large institutions have $73.7M invested in Ellington Residential Mortgage REIT in 2016 Q4 according to their latest regulatory filings, with 5 funds opening new positions, 16 increasing their positions, 10 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

60% more repeat investments, than reductions

Existing positions increased: 16 | Existing positions reduced: 10

5% more capital invested

Capital invested by funds: $70.1M → $73.7M (+$3.59M)

2.8% more ownership

Funds ownership: 59.25% → 62.06% (+2.8%)

10% less funds holding

Funds holding: 49 → 44 (-5)

50% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 10

Holders
44
Holders Change
-5
Holders Change %
-10.2%
% of All Funds
1.1%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
5
Increased
16
Reduced
10
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Renaissance Technologies
Renaissance Technologies
New York
+$1.06M
2
CAM
ClariVest Asset Management
California
+$984K
3
Citigroup
Citigroup
New York
+$880K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$778K
5
Two Sigma Investments
Two Sigma Investments
New York
+$382K

Top Sellers

Rank Fund Capital Flow
1
Wellington Management Group
Wellington Management Group
Massachusetts
-$2.75M
2
PPA
Parametric Portfolio Associates
Washington
-$426K
3
GCP
GSA Capital Partners
United Kingdom
-$257K
4
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
-$181K
5
VKH
Virtu KCG Holdings
New York
-$147K
Name Holding Trade Value Shares
Change 		Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$35M – – –
Renaissance Technologies
2
Renaissance Technologies
New York
$8.42M +$1.06M +81,958 +14%
Vanguard Group
3
Vanguard Group
Pennsylvania
$5.41M +$289K +22,359 +6%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$3.42M +$778K +60,271 +30%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.38M – – –
CAM
6
ClariVest Asset Management
California
$2.31M +$984K +76,200 +75%
BFA
7
BlackRock Fund Advisors
California
$2.23M -$76.5K -5,923 -3%
Citigroup
8
Citigroup
New York
$1.96M +$880K +68,160 +82%
RGREA
9
Ranger Global Real Estate Advisors
Colorado
$1.78M +$1.77M +136,831 New
JC
10
JBF Capital
Colorado
$1.12M – – –
Deutsche Bank
11
Deutsche Bank
Germany
$1.05M +$337K +26,139 +48%
GIM
12
Greenwich Investment Management
Connecticut
$708K -$21.3K -1,650 -3%
Morgan Stanley
13
Morgan Stanley
New York
$654K -$123K -9,515 -16%
Two Sigma Investments
14
Two Sigma Investments
New York
$581K +$382K +29,588 +196%
California Public Employees Retirement System
15
California Public Employees Retirement System
California
$493K +$143K +11,100 +41%
WFI
16
West Family Investments
California
$476K – – –
Geode Capital Management
17
Geode Capital Management
Massachusetts
$469K -$89K -6,891 -16%
Two Sigma Advisers
18
Two Sigma Advisers
New York
$457K +$151K +11,700 +50%
BIT
19
BlackRock Institutional Trust
California
$456K – – –
Northern Trust
20
Northern Trust
Illinois
$442K +$65.2K +5,051 +17%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$379K -$5.38K -417 -1%
Goldman Sachs
22
Goldman Sachs
New York
$344K +$175K +13,533 +105%
Royal Bank of Canada
23
Royal Bank of Canada
Ontario, Canada
$315K +$248K +19,200 +384%
D.E. Shaw & Co
24
D.E. Shaw & Co
New York
$300K -$11.2K -871 -4%
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$226K +$225K +17,402 New
1
2 3

EARN Hedge Fund Activity: Q4 2016 in Review

44 of the 4,001 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q4 2016, worth a combined $73.7M — up 5.1% from $70.1M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of EARN and 5 opened new positions — a net loss of 5 holders — while 10 trimmed existing stakes and 16 added.

The largest buyer was Renaissance Technologies, adding an estimated $1.06M. The largest seller was Wellington Management Group, exiting entirely with an estimated $2.75M sold.

  • 44 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q4 2016, down from 49 in Q3 2016.
  • Funds reported $73.7M of Ellington Residential Mortgage REIT stock for Q4 2016, up 5.1% quarter-over-quarter.
  • 5 funds opened new Ellington Residential Mortgage REIT positions in Q4 2016 and 10 closed out, a net change of -5 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q4 2016 was Renaissance Technologies, an estimated $1.06M added.
  • The largest Ellington Residential Mortgage REIT seller in Q4 2016 was Wellington Management Group, an estimated $2.75M sold.

Based on aggregated 13F filings for Q4 2016.