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EARN

Ellington Residential Mortgage REIT

38 hedge funds and large institutions have $21.3M invested in Ellington Residential Mortgage REIT in 2022 Q2 according to their latest regulatory filings, with 5 funds opening new positions, 13 increasing their positions, 10 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

117% more call options, than puts

Call options by funds: $271K | Put options by funds: $125K

30% more repeat investments, than reductions

Existing positions increased: 13 | Existing positions reduced: 10

3.95% less ownership

Funds ownership: 25.64%21.7% (-3.9%)

5% less funds holding

Funds holding: 4038 (-2)

29% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 7

37% less capital invested

Capital invested by funds: $33.9M → $21.3M (-$12.7M)

Holders
38
Holders Change
-2
Holders Change %
-5%
% of All Funds
0.64%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
5
Increased
13
Reduced
10
Closed
7
Calls
$271K
Puts
$125K
Net Calls
+$146K
Net Calls Change
-$105K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$4.46M +$470K +56,876 +11%
Renaissance Technologies
2
Renaissance Technologies
New York
$3.93M -$68.7K -8,300 -2%
BlackRock
3
BlackRock
New York
$1.69M +$17.8K +2,150 +1%
AC
4
Almitas Capital
California
$1.33M +$1.47M +177,996 New
Tudor Investment Corp
5
Tudor Investment Corp
Connecticut
$1.17M -$20K -2,422 -2%
EH
6
EMG Holdings
Connecticut
$1.11M
Geode Capital Management
7
Geode Capital Management
Massachusetts
$908K +$12.6K +1,521 +1%
GCM
8
Gables Capital Management
Florida
$841K
CC
9
Claybrook Capital
Massachusetts
$839K
Thrivent Financial for Lutherans
10
Thrivent Financial for Lutherans
Minnesota
$693K
Two Sigma Advisers
11
Two Sigma Advisers
New York
$598K -$373K -45,100 -36%
State Street
12
State Street
Massachusetts
$410K
Royal Bank of Canada
13
Royal Bank of Canada
Ontario, Canada
$348K -$20.5K -2,477 -5%
Invesco
14
Invesco
Georgia
$317K +$68.3K +8,262 +24%
Osaic Holdings
15
Osaic Holdings
Arizona
$305K +$46K +5,564 +16%
Envestnet Asset Management
16
Envestnet Asset Management
Illinois
$291K +$54.4K +6,580 +20%
PCM
17
Penserra Capital Management
California
$275K +$94.1K +11,370 +45%
BWA
18
BDO Wealth Advisors
Florida
$270K -$9.4K -1,136 -3%
T. Rowe Price Associates
19
T. Rowe Price Associates
Maryland
$245K +$54.2K +6,549 +25%
Northern Trust
20
Northern Trust
Illinois
$237K -$15.7K -1,903 -6%
Morgan Stanley
21
Morgan Stanley
New York
$153K -$104K -12,518 -38%
Truist Financial
22
Truist Financial
North Carolina
$143K +$1.66K +201 +1%
RC
23
RBF Capital
California
$106K
Janney Montgomery Scott
24
Janney Montgomery Scott
Pennsylvania
$102K -$10.8K -1,300 -9%
Cambridge Investment Research Advisors
25
Cambridge Investment Research Advisors
Iowa
$99K +$232 +28 +0.2%

EARN Hedge Fund Activity: Q2 2022 in Review

38 of the 5,937 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q2 2022, worth a combined $21.3M — down 37% from $33.9M a quarter earlier.

Sellers outnumbered buyers: 7 funds closed out of EARN and 5 opened new positions — a net loss of 2 holders — while 10 trimmed existing stakes and 13 added.

The largest buyer was Almitas Capital, opening a new position worth an estimated $1.47M. The largest seller was Blackstone Inc, exiting entirely with an estimated $6.34M sold.

  • 38 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q2 2022, down from 40 in Q1 2022.
  • Funds reported $21.3M of Ellington Residential Mortgage REIT stock for Q2 2022, down 37% quarter-over-quarter.
  • 5 funds opened new Ellington Residential Mortgage REIT positions in Q2 2022 and 7 closed out, a net change of -2 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q2 2022 was Almitas Capital, an estimated $1.47M added.
  • The largest Ellington Residential Mortgage REIT seller in Q2 2022 was Blackstone Inc, an estimated $6.34M sold.

Based on aggregated 13F filings for Q2 2022.