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EARN

Ellington Residential Mortgage REIT

60 hedge funds and large institutions have $95.6M invested in Ellington Residential Mortgage REIT in 2021 Q1 according to their latest regulatory filings, with 7 funds opening new positions, 24 increasing their positions, 16 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 16

17% more first-time investments, than exits

New positions opened: 7 | Existing positions closed: 6

2% more funds holding

Funds holding: 5960 (+1)

2.47% less ownership

Funds ownership: 65.44%62.97% (-2.5%)

9% less capital invested

Capital invested by funds: $105M → $95.6M (-$9.31M)

Holders
60
Holders Change
+1
Holders Change %
+1.69%
% 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
24
Reduced
16
Closed
6
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
CC
26
Claybrook Capital
Massachusetts
$307K +$112K +9,050 +57%
T. Rowe Price Associates
27
T. Rowe Price Associates
Maryland
$304K -$569 -46 -0.2%
Arrowstreet Capital
28
Arrowstreet Capital
Massachusetts
$258K +$259K +20,954 New
CCIA
29
Campbell & Co Investment Adviser
Maryland
$250K +$251K +20,300 New
PPA
30
Parametric Portfolio Associates
Washington
$243K -$7.12K -575 -3%
Charles Schwab
31
Charles Schwab
California
$240K -$33.3K -2,688 -12%
Bank of America
32
Bank of America
North Carolina
$228K +$190K +15,386 +488%
Millennium Management
33
Millennium Management
New York
$210K -$81.2K -6,564 -28%
Janney Montgomery Scott
34
Janney Montgomery Scott
Pennsylvania
$210K +$65.1K +5,260 +45%
OSAM
35
O'Shaughnessy Asset Management
Connecticut
$200K -$31.3K -2,528 -13%
California State Teachers Retirement System (CalSTRS)
36
California State Teachers Retirement System (CalSTRS)
California
$167K
Osaic Holdings
37
Osaic Holdings
Arizona
$142K +$61.6K +4,982 +76%
California Public Employees Retirement System
38
California Public Employees Retirement System
California
$137K
RhumbLine Advisers
39
RhumbLine Advisers
Massachusetts
$136K -$4.46K -360 -3%
Envestnet Asset Management
40
Envestnet Asset Management
Illinois
$131K +$131K +10,625 New
MAM
41
Meeder Asset Management
Ohio
$129K +$130K +10,512 New
Barclays
42
Barclays
United Kingdom
$92K +$57.2K +4,626 +159%
New York State Common Retirement Fund
43
New York State Common Retirement Fund
New York
$74K
Morgan Stanley
44
Morgan Stanley
New York
$73K -$118K -9,499 -62%
Deutsche Bank
45
Deutsche Bank
Germany
$72K -$6.86K -554 -9%
BNP Paribas Financial Markets
46
BNP Paribas Financial Markets
France
$62.8K +$25K +2,023 +66%
PNC Financial Services Group
47
PNC Financial Services Group
Pennsylvania
$62K
WAM
48
Wolverine Asset Management
Illinois
$61K +$61.7K +4,988 New
BWP
49
Baldwin Wealth Partners
Massachusetts
$49K +$12.4K +1,000 +33%
UBS Group
50
UBS Group
Switzerland
$34K +$14.1K +1,143 +71%

EARN Hedge Fund Activity: Q1 2021 in Review

60 of the 5,696 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2021, worth a combined $95.6M — down 8.9% from $105M a quarter earlier.

Buyers outnumbered sellers: 7 funds opened new EARN positions and 6 closed out — a net gain of 1 holder — while 24 added to existing stakes and 16 trimmed.

The largest buyer was Wells Fargo, adding an estimated $1.17M. The largest seller was State of Michigan Retirement System, exiting entirely with an estimated $7.56M sold.

  • 60 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2021, up from 59 in Q4 2020.
  • Funds reported $95.6M of Ellington Residential Mortgage REIT stock for Q1 2021, down 8.9% quarter-over-quarter.
  • 7 funds opened new Ellington Residential Mortgage REIT positions in Q1 2021 and 6 closed out, a net change of +1 holder.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2021 was Wells Fargo, an estimated $1.17M added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2021 was State of Michigan Retirement System, an estimated $7.56M sold.

Based on aggregated 13F filings for Q1 2021.