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EARN

Ellington Residential Mortgage REIT

63 hedge funds and large institutions have $87M invested in Ellington Residential Mortgage REIT in 2020 Q2 according to their latest regulatory filings, with 23 funds opening new positions, 24 increasing their positions, 9 reducing their positions, and 5 closing their positions.

New
Increased
Maintained
Reduced
Closed

360% more first-time investments, than exits

New positions opened: 23 | Existing positions closed: 5

167% more repeat investments, than reductions

Existing positions increased: 24 | Existing positions reduced: 9

106% more capital invested

Capital invested by funds: $42.2M → $87M (+$44.8M)

40% more funds holding

Funds holding: 4563 (+18)

4.62% more ownership

Funds ownership: 63.88%68.5% (+4.6%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
63
Holders Change
+18
Holders Change %
+40%
% of All Funds
1.29%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
23
Increased
24
Reduced
9
Closed
5
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Blackstone Inc
1
Blackstone Inc
New York
$34M +$1.8M +200,321 +6%
Renaissance Technologies
2
Renaissance Technologies
New York
$9.49M +$204K +22,700 +3%
BlackRock
3
BlackRock
New York
$8.37M +$5.01M +557,157 +218%
SOMRS
4
State of Michigan Retirement System
Michigan
$5.97M
Vanguard Group
5
Vanguard Group
Pennsylvania
$5.26M -$2.2M -245,341 -32%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$4.96M
WG
7
Winton Group
United Kingdom
$1.59M +$1.04M +115,474 +298%
State Street
8
State Street
Massachusetts
$1.36M +$1.03M +115,151 +865%
GCM
9
Gables Capital Management
Florida
$1.25M
Geode Capital Management
10
Geode Capital Management
Massachusetts
$1.21M +$518K +57,635 +96%
Northern Trust
11
Northern Trust
Illinois
$1.19M +$720K +80,116 +229%
Goldman Sachs
12
Goldman Sachs
New York
$1.11M +$508K +56,534 +111%
Thrivent Financial for Lutherans
13
Thrivent Financial for Lutherans
Minnesota
$821K
Two Sigma Investments
14
Two Sigma Investments
New York
$750K +$374K +41,600 +133%
LPL Financial
15
LPL Financial
California
$747K +$651K +72,505 New
EMFAT
16
Emerald Mutual Fund Advisers Trust
Pennsylvania
$736K +$642K +71,470 New
WAM
17
Wolverine Asset Management
Illinois
$641K -$1.21M -134,743 -68%
Acadian Asset Management
18
Acadian Asset Management
Massachusetts
$549K -$842K -93,717 -64%
Two Sigma Advisers
19
Two Sigma Advisers
New York
$474K +$175K +19,500 +74%
CS
20
Credit Suisse
Switzerland
$451K +$229K +25,500 +140%
Royal Bank of Canada
21
Royal Bank of Canada
Ontario, Canada
$424K +$50.8K +5,658 +16%
WFI
22
West Family Investments
California
$397K
Bank of New York Mellon
23
Bank of New York Mellon
New York
$382K +$215K +23,954 +183%
Janney Montgomery Scott
24
Janney Montgomery Scott
Pennsylvania
$375K +$327K +36,447 New
N
25
Nuveen
North Carolina
$353K +$308K +34,243 New

EARN Hedge Fund Activity: Q2 2020 in Review

63 of the 4,878 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q2 2020, worth a combined $87M — up 106% from $42.2M a quarter earlier.

Buyers outnumbered sellers: 23 funds opened new EARN positions and 5 closed out — a net gain of 18 holders — while 24 added to existing stakes and 9 trimmed.

The largest buyer was BlackRock, adding an estimated $5.01M. The largest seller was Almitas Capital, cutting an estimated $4.84M.

  • 63 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q2 2020, up from 45 in Q1 2020.
  • Funds reported $87M of Ellington Residential Mortgage REIT stock for Q2 2020, up 106% quarter-over-quarter.
  • 23 funds opened new Ellington Residential Mortgage REIT positions in Q2 2020 and 5 closed out, a net change of +18 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q2 2020 was BlackRock, an estimated $5.01M added.
  • The largest Ellington Residential Mortgage REIT seller in Q2 2020 was Almitas Capital, an estimated $4.84M sold.

Based on aggregated 13F filings for Q2 2020.