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EARN

Ellington Residential Mortgage REIT

66 hedge funds and large institutions have $129M invested in Ellington Residential Mortgage REIT in 2017 Q3 according to their latest regulatory filings, with 7 funds opening new positions, 30 increasing their positions, 16 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

88% more repeat investments, than reductions

Existing positions increased: 30 | Existing positions reduced: 16

8% more capital invested

Capital invested by funds: $119M → $129M (+$9.13M)

0.15% more ownership

Funds ownership: 67.2%67.34% (+0.15%)

0% more funds holding

Funds holding: 6666 (0)

0% more first-time investments, than exits

New positions opened: 7 | Existing positions closed: 7

Holders
66
Holders Change
Holders Change %
0%
% of All Funds
1.65%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
7
Increased
30
Reduced
16
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$39.1M
Renaissance Technologies
2
Renaissance Technologies
New York
$14.5M +$1.94M +132,698 +15%
BlackRock
3
BlackRock
New York
$10.1M -$924K -63,215 -8%
SOMRS
4
State of Michigan Retirement System
Michigan
$8.42M +$8.48M +580,000 New
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$7.22M +$405K +27,742 +6%
Vanguard Group
6
Vanguard Group
Pennsylvania
$6.94M +$254K +17,352 +4%
JP Morgan Chase
7
JP Morgan Chase
New York
$4.95M +$333K +22,782 +7%
Fidelity Investments
8
Fidelity Investments
Massachusetts
$3.77M
CAM
9
ClariVest Asset Management
California
$3.41M +$293K +20,022 +9%
RGREA
10
Ranger Global Real Estate Advisors
Colorado
$1.99M
State Street
11
State Street
Massachusetts
$1.87M +$582K +39,800 +45%
Two Sigma Advisers
12
Two Sigma Advisers
New York
$1.77M -$797K -54,539 -31%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$1.72M +$1.3M +89,252 +308%
Northern Trust
14
Northern Trust
Illinois
$1.6M +$119K +8,133 +8%
ACM
15
Ativo Capital Management
Illinois
$1.31M +$117K +8,001 +10%
CEP
16
Chicago Equity Partners
Illinois
$1.27M +$1.27M +87,160 New
Morgan Stanley
17
Morgan Stanley
New York
$1.19M -$91.6K -6,267 -7%
Millennium Management
18
Millennium Management
New York
$1.16M -$213K -14,544 -15%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$1.06M +$47.6K +3,258 +5%
MAM
20
Martingale Asset Management
Massachusetts
$986K -$37.2K -2,547 -4%
Invesco
21
Invesco
Georgia
$975K +$532K +36,377 +118%
USAA
22
United Services Automobile Association
Texas
$878K +$49.7K +3,400 +6%
Deutsche Bank
23
Deutsche Bank
Germany
$858K -$955K -65,375 -52%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$745K -$16.3K -1,114 -2%
Mackenzie Financial
25
Mackenzie Financial
Ontario, Canada
$668K +$96.7K +6,615 +17%

EARN Hedge Fund Activity: Q3 2017 in Review

66 of the 4,012 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q3 2017, worth a combined $129M — up 7.6% from $119M a quarter earlier.

Fund positioning in EARN was balanced in Q3 2017: 7 funds opened new positions, 7 closed out, 30 added to existing stakes and 16 trimmed.

The largest buyer was State of Michigan Retirement System, opening a new position worth an estimated $8.48M. The largest seller was Two Sigma Investments, cutting an estimated $2.33M.

  • 66 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q3 2017, unchanged from Q2 2017.
  • Funds reported $129M of Ellington Residential Mortgage REIT stock for Q3 2017, up 7.6% quarter-over-quarter.
  • 7 funds opened new Ellington Residential Mortgage REIT positions in Q3 2017 and 7 closed out, a net change of 0 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q3 2017 was State of Michigan Retirement System, an estimated $8.48M added.
  • The largest Ellington Residential Mortgage REIT seller in Q3 2017 was Two Sigma Investments, an estimated $2.33M sold.

Based on aggregated 13F filings for Q3 2017.