We are live on ! Find out more
EARN

Ellington Residential Mortgage REIT
EARN

52 hedge funds and large institutions have $81.1M invested in Ellington Residential Mortgage REIT in 2019 Q2 according to their latest regulatory filings, with 6 funds opening new positions, 10 increasing their positions, 19 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

2.2% less ownership

Funds ownership: 62.6% → 60.4% (-2.2%)

12% less funds holding

Funds holding: 59 → 52 (-7)

13% less capital invested

Capital invested by funds: $92.9M → $81.1M (-$11.8M)

47% less repeat investments, than reductions

Existing positions increased: 10 | Existing positions reduced: 19

54% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 13

Holders
52
Holders Change
-7
Holders Change %
-11.86%
% of All Funds
1.13%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
6
Increased
10
Reduced
19
Closed
13
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
AC
Almitas Capital
California
+$2.38M
2
OSAM
O'Shaughnessy Asset Management
Connecticut
+$238K
3
Squarepoint
Squarepoint
New York
+$236K
4
Susquehanna International Group
Susquehanna International Group
Pennsylvania
+$173K
5
CS
Credit Suisse
Switzerland
+$152K

Top Sellers

Rank Fund Capital Flow
1
Barclays
Barclays
United Kingdom
-$1.28M
2
BlackRock
BlackRock
New York
-$754K
3
MERSOM
Municipal Employees' Retirement System of Michigan
Michigan
-$739K
4
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$402K
5
WAM
Wolverine Asset Management
Illinois
-$387K
Name Holding Trade Value Shares
Change 		Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$33.4M – – –
Renaissance Technologies
2
Renaissance Technologies
New York
$10.3M -$36.2K -3,200 -0.3%
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.94M +$72.8K +6,438 +0.9%
SOMRS
4
State of Michigan Retirement System
Michigan
$6.24M – – –
Fidelity Investments
5
Fidelity Investments
Massachusetts
$5.69M – – –
BlackRock
6
BlackRock
New York
$2.84M -$754K -66,644 -20%
AC
7
Almitas Capital
California
$2.27M +$2.38M +210,659 New
GCM
8
Gables Capital Management
Florida
$1.31M -$76.9K -6,800 -5%
Acadian Asset Management
9
Acadian Asset Management
Massachusetts
$1.01M -$402K -35,556 -27%
Thrivent Financial for Lutherans
10
Thrivent Financial for Lutherans
Minnesota
$873K – – –
Invesco
11
Invesco
Georgia
$873K +$23.4K +2,070 +3%
Morgan Stanley
12
Morgan Stanley
New York
$728K -$161K -14,228 -17%
BTS
13
BB&T Securities
Virginia
$669K -$39.6K -3,500 -5%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$645K +$42.6K +3,769 +7%
Susquehanna International Group
15
Susquehanna International Group
Pennsylvania
$640K +$173K +15,315 +35%
AM
16
Ares Management
California
$612K -$254K -22,427 -28%
Northern Trust
17
Northern Trust
Illinois
$444K -$12.7K -1,122 -3%
WFI
18
West Family Investments
California
$394K – – –
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$359K – – –
Millennium Management
20
Millennium Management
New York
$330K -$249K -22,012 -42%
State Street
21
State Street
Massachusetts
$327K +$29.5K +2,606 +10%
Goldman Sachs
22
Goldman Sachs
New York
$294K -$244K -21,542 -44%
Russell Investments Group
23
Russell Investments Group
United Kingdom
$253K -$11K -972 -4%
PPA
24
Parametric Portfolio Associates
Washington
$251K -$196K -17,369 -43%
WG
25
Winton Group
United Kingdom
$235K +$102K +8,994 +70%
1
2 3

EARN Hedge Fund Activity: Q2 2019 in Review

52 of the 4,605 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q2 2019, worth a combined $81.1M — down 13% from $92.9M a quarter earlier.

Sellers outnumbered buyers: 13 funds closed out of EARN and 6 opened new positions — a net loss of 7 holders — while 19 trimmed existing stakes and 10 added.

The largest buyer was Almitas Capital, opening a new position worth an estimated $2.38M. The largest seller was Barclays, cutting an estimated $1.28M.

  • 52 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q2 2019, down from 59 in Q1 2019.
  • Funds reported $81.1M of Ellington Residential Mortgage REIT stock for Q2 2019, down 13% quarter-over-quarter.
  • 6 funds opened new Ellington Residential Mortgage REIT positions in Q2 2019 and 13 closed out, a net change of -7 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q2 2019 was Almitas Capital, an estimated $2.38M added.
  • The largest Ellington Residential Mortgage REIT seller in Q2 2019 was Barclays, an estimated $1.28M sold.

Based on aggregated 13F filings for Q2 2019.