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EARN

Ellington Residential Mortgage REIT

67 hedge funds and large institutions have $110M invested in Ellington Residential Mortgage REIT in 2017 Q4 according to their latest regulatory filings, with 4 funds opening new positions, 27 increasing their positions, 22 reducing their positions, and 3 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more first-time investments, than exits

New positions opened: 4 | Existing positions closed: 3

23% more repeat investments, than reductions

Existing positions increased: 27 | Existing positions reduced: 22

2% more funds holding

Funds holding: 6667 (+1)

1.12% more ownership

Funds ownership: 67.34%68.46% (+1.1%)

15% less capital invested

Capital invested by funds: $129M → $110M (-$18.7M)

Holders
67
Holders Change
+1
Holders Change %
+1.52%
% of All Funds
1.52%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
4
Increased
27
Reduced
22
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
$32.4M
Renaissance Technologies
2
Renaissance Technologies
New York
$12.9M +$1.04M +78,400 +8%
BlackRock
3
BlackRock
New York
$8.26M -$137K -10,324 -1%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.98M
WAM
5
Wolverine Asset Management
Illinois
$5.88M +$6.06M +456,003 +1,420%
Acadian Asset Management
6
Acadian Asset Management
Massachusetts
$5.41M -$643K -48,359 -10%
Vanguard Group
7
Vanguard Group
Pennsylvania
$5.36M -$434K -32,663 -7%
JP Morgan Chase
8
JP Morgan Chase
New York
$3.76M -$404K -30,383 -9%
Fidelity Investments
9
Fidelity Investments
Massachusetts
$3.13M
CAM
10
ClariVest Asset Management
California
$2.76M -$69.7K -5,248 -2%
RGREA
11
Ranger Global Real Estate Advisors
Colorado
$1.65M
State Street
12
State Street
Massachusetts
$1.53M -$22K -1,657 -1%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$1.42M -$1.86K -140 -0.1%
Deutsche Bank
14
Deutsche Bank
Germany
$1.36M +$721K +54,241 +92%
Northern Trust
15
Northern Trust
Illinois
$1.28M -$50.9K -3,830 -3%
Millennium Management
16
Millennium Management
New York
$1.13M +$184K +13,807 +17%
Geode Capital Management
17
Geode Capital Management
Massachusetts
$905K +$32.3K +2,429 +3%
Invesco
18
Invesco
Georgia
$899K +$101K +7,611 +11%
USAA
19
United Services Automobile Association
Texas
$802K +$81.1K +6,100 +10%
Mackenzie Financial
20
Mackenzie Financial
Ontario, Canada
$790K +$260K +19,544 +42%
Bank of New York Mellon
21
Bank of New York Mellon
New York
$635K +$17.5K +1,316 +3%
MC
22
Menta Capital
California
$587K +$36.9K +2,776 +6%
Two Sigma Investments
23
Two Sigma Investments
New York
$584K +$107K +8,064 +20%
Two Sigma Advisers
24
Two Sigma Advisers
New York
$543K -$1.02M -76,561 -63%
Balyasny Asset Management
25
Balyasny Asset Management
Illinois
$534K +$282K +21,200 +91%

EARN Hedge Fund Activity: Q4 2017 in Review

67 of the 4,410 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q4 2017, worth a combined $110M — down 15% from $129M a quarter earlier.

Buyers outnumbered sellers: 4 funds opened new EARN positions and 3 closed out — a net gain of 1 holder — while 27 added to existing stakes and 22 trimmed.

The largest buyer was Wolverine Asset Management, adding an estimated $6.06M. The largest seller was Two Sigma Advisers, cutting an estimated $1.02M.

  • 67 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q4 2017, up from 66 in Q3 2017.
  • Funds reported $110M of Ellington Residential Mortgage REIT stock for Q4 2017, down 15% quarter-over-quarter.
  • 4 funds opened new Ellington Residential Mortgage REIT positions in Q4 2017 and 3 closed out, a net change of +1 holder.
  • The largest Ellington Residential Mortgage REIT buyer in Q4 2017 was Wolverine Asset Management, an estimated $6.06M added.
  • The largest Ellington Residential Mortgage REIT seller in Q4 2017 was Two Sigma Advisers, an estimated $1.02M sold.

Based on aggregated 13F filings for Q4 2017.