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EARN

Ellington Residential Mortgage REIT
EARN

45 hedge funds and large institutions have $42.2M invested in Ellington Residential Mortgage REIT in 2020 Q1 according to their latest regulatory filings, with 5 funds opening new positions, 15 increasing their positions, 13 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

15% more repeat investments, than reductions

Existing positions increased: 15 | Existing positions reduced: 13

1.77% more ownership

Funds ownership: 62.11% → 63.88% (+1.8%)

13% less funds holding

Funds holding: 52 → 45 (-7)

49% less capital invested

Capital invested by funds: $82.9M → $42.2M (-$40.8M)

50% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 10

Holders
45
Holders Change
-7
Holders Change %
-13.46%
% of All Funds
0.99%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
5
Increased
15
Reduced
13
Closed
10
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
AC
Almitas Capital
California
+$3.24M
2
WAM
Wolverine Asset Management
Illinois
+$1.2M
3
Susquehanna International Group
Susquehanna International Group
Pennsylvania
+$576K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$536K
5
Walleye Trading
Walleye Trading
New York
+$438K

Top Sellers

Rank Fund Capital Flow
1
IM
Islet Management
New York
-$1.63M
2
HI
HBK Investments
Texas
-$539K
3
Renaissance Technologies
Renaissance Technologies
New York
-$489K
4
Fidelity Investments
Fidelity Investments
Massachusetts
-$470K
5
State Street
State Street
Massachusetts
-$293K
Name Holding Trade Value Shares
Change 		Change in
Stake
Morgan Stanley
26
Morgan Stanley
New York
$121K +$2.13K +217 +1%
Invesco
27
Invesco
Georgia
$113K -$69.2K -7,038 -25%
CS
28
Credit Suisse
Switzerland
$96K -$108K -10,999 -38%
Qube Research & Technologies (QRT)
29
Qube Research & Technologies (QRT)
United Kingdom
$85K – – –
Wells Fargo
30
Wells Fargo
California
$85K +$28.5K +2,900 +22%
First Trust Advisors
31
First Trust Advisors
Illinois
$80K -$28.7K -2,923 -16%
State Street
32
State Street
Massachusetts
$74K -$293K -29,814 -69%
Bank of New York Mellon
33
Bank of New York Mellon
New York
$70K – – –
California Public Employees Retirement System
34
California Public Employees Retirement System
California
$59K – – –
OSAM
35
O'Shaughnessy Asset Management
Connecticut
$48K -$205K -20,804 -70%
Russell Investments Group
36
Russell Investments Group
United Kingdom
$26K +$48.1K +4,893 New
Victory Capital Management
37
Victory Capital Management
Texas
$22K +$42.4K +4,316 New
Nisa Investment Advisors
38
Nisa Investment Advisors
Missouri
$17K +$7.55K +768 +32%
UBS Group
39
UBS Group
Switzerland
$13K – – –
Citigroup
40
Citigroup
New York
$10K +$15.8K +1,607 +537%
BWP
41
Baldwin Wealth Partners
Massachusetts
$8K – – –
Bank of America
42
Bank of America
North Carolina
$8K +$14.6K +1,483 +5,114%
Osaic Holdings
43
Osaic Holdings
Arizona
$7K +$14.1K +1,431 New
AIM
44
Anchor Investment Management
South Carolina
$2.65K – – –
BNP Paribas Financial Markets
45
BNP Paribas Financial Markets
France
$16 – – –
IM
46
Islet Management
New York
– -$1.63M -150,000 Closed
HI
47
HBK Investments
Texas
– -$539K -49,693 Closed
ECM
48
ExodusPoint Capital Management
New York
– -$286K -26,335 Closed
OGC
49
One68 Global Capital
New York
– -$207K -19,051 Closed
6CM
50
683 Capital Management
New York
– -$177K -16,351 Closed
1
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EARN Hedge Fund Activity: Q1 2020 in Review

45 of the 4,539 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2020, worth a combined $42.2M — down 49% from $82.9M a quarter earlier.

Sellers outnumbered buyers: 10 funds closed out of EARN and 5 opened new positions — a net loss of 5 holders — while 13 trimmed existing stakes and 15 added.

The largest buyer was Almitas Capital, adding an estimated $3.24M. The largest seller was Islet Management, exiting entirely with an estimated $1.63M sold.

  • 45 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2020, down from 52 in Q4 2019.
  • Funds reported $42.2M of Ellington Residential Mortgage REIT stock for Q1 2020, down 49% quarter-over-quarter.
  • 5 funds opened new Ellington Residential Mortgage REIT positions in Q1 2020 and 10 closed out, a net change of -5 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2020 was Almitas Capital, an estimated $3.24M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2020 was Islet Management, an estimated $1.63M sold.

Based on aggregated 13F filings for Q1 2020.