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EARN

Ellington Residential Mortgage REIT
EARN

42 hedge funds and large institutions have $85M invested in Ellington Residential Mortgage REIT in 2017 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 11 increasing their positions, 9 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

22% more repeat investments, than reductions

Existing positions increased: 11 | Existing positions reduced: 9

17% more first-time investments, than exits

New positions opened: 7 | Existing positions closed: 6

15% more capital invested

Capital invested by funds: $73.7M → $85M (+$11.3M)

1.47% more ownership

Funds ownership: 62.06% → 63.52% (+1.5%)

5% less funds holding

Funds holding: 44 → 42 (-2)

Holders
42
Holders Change
-2
Holders Change %
-4.55%
% of All Funds
1.05%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
7
Increased
11
Reduced
9
Closed
6
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$3.33M
2
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
+$768K
3
LPL Financial
LPL Financial
California
+$646K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$417K
5
Vanguard Group
Vanguard Group
Pennsylvania
+$294K

Top Sellers

Rank Fund Capital Flow
1
CAM
ClariVest Asset Management
California
-$585K
2
Deutsche Bank
Deutsche Bank
Germany
-$280K
3
GCP
GSA Capital Partners
United Kingdom
-$225K
4
Connor, Clark & Lunn Investment Management (CC&L)
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
-$219K
5
Millennium Management
Millennium Management
New York
-$143K
Name Holding Trade Value Shares
Change 		Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$39.4M – – –
Renaissance Technologies
2
Renaissance Technologies
New York
$9.55M +$56.4K +4,074 +0.6%
Vanguard Group
3
Vanguard Group
Pennsylvania
$6.41M +$294K +21,208 +5%
Acadian Asset Management
4
Acadian Asset Management
Massachusetts
$4.3M +$417K +30,104 +11%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$3.81M – – –
BlackRock
6
BlackRock
New York
$3.52M +$3.33M +240,335 New
Citigroup
7
Citigroup
New York
$2.21M – – –
RGREA
8
Ranger Global Real Estate Advisors
Colorado
$2.01M – – –
CAM
9
ClariVest Asset Management
California
$1.98M -$585K -42,300 -24%
JC
10
JBF Capital
Colorado
$1.26M – – –
Morgan Stanley
11
Morgan Stanley
New York
$919K +$172K +12,441 +25%
Deutsche Bank
12
Deutsche Bank
Germany
$885K -$280K -20,217 -25%
Arrowstreet Capital
13
Arrowstreet Capital
Massachusetts
$813K +$768K +55,491 New
GIM
14
Greenwich Investment Management
Connecticut
$775K -$21.8K -1,575 -3%
LPL Financial
15
LPL Financial
California
$687K +$646K +46,695 New
Two Sigma Investments
16
Two Sigma Investments
New York
$592K -$59.5K -4,299 -10%
California Public Employees Retirement System
17
California Public Employees Retirement System
California
$588K +$30.4K +2,200 +6%
WFI
18
West Family Investments
California
$536K – – –
Geode Capital Management
19
Geode Capital Management
Massachusetts
$528K – – –
Goldman Sachs
20
Goldman Sachs
New York
$491K +$97.3K +7,031 +27%
Northern Trust
21
Northern Trust
Illinois
$457K -$38.5K -2,785 -8%
Two Sigma Advisers
22
Two Sigma Advisers
New York
$456K -$55.4K -4,000 -11%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$426K – – –
Royal Bank of Canada
24
Royal Bank of Canada
Ontario, Canada
$354K – – –
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$255K – – –
1
2

EARN Hedge Fund Activity: Q1 2017 in Review

42 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2017, worth a combined $85M — up 15% from $73.7M a quarter earlier.

Buyers outnumbered sellers: 7 funds opened new EARN positions and 6 closed out — a net gain of 1 holder — while 11 added to existing stakes and 9 trimmed.

The largest buyer was BlackRock, opening a new position worth an estimated $3.33M. The largest seller was ClariVest Asset Management, cutting an estimated $585K.

  • 42 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2017, down from 44 in Q4 2016.
  • Funds reported $85M of Ellington Residential Mortgage REIT stock for Q1 2017, up 15% quarter-over-quarter.
  • 7 funds opened new Ellington Residential Mortgage REIT positions in Q1 2017 and 6 closed out, a net change of +1 holder.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2017 was BlackRock, an estimated $3.33M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2017 was ClariVest Asset Management, an estimated $585K sold.

Based on aggregated 13F filings for Q1 2017.