Ellington Residential Mortgage REIT
EARN
38 hedge funds and large institutions have $19.8M invested in Ellington Residential Mortgage REIT in 2022 Q4 according to their latest regulatory filings, with 3 funds opening new positions, 12 increasing their positions, 16 reducing their positions, and 8 closing their positions.
1,700% more call options, than puts
Call options by funds: $324K | Put options by funds: $18K
3% more capital invested
Capital invested by funds: $19.3M → $19.8M (+$570K)
1.76% less ownership
Funds ownership: 23.86% → 22.1% (-1.8%)
12% less funds holding
Funds holding: 43 → 38 (-5)
25% less repeat investments, than reductions
Existing positions increased: 12 | Existing positions reduced: 16
63% less first-time investments, than exits
New positions opened: 3 | Existing positions closed: 8
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Vanguard Group
Malvern,
Pennsylvania
|
+$677K |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$163K |
| 3 |
WAM
Wolverine Asset Management
Chicago,
Illinois
|
+$143K |
| 4 |
DRZID
DePrince Race & Zollo Inc (DRZ)
Winter Park,
Florida
|
+$82.4K |
| 5 |
D.E. Shaw & Co
New York
|
+$71.5K |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
AC
Almitas Capital
Santa Monica,
California
|
-$748K |
| 2 |
CC
Claybrook Capital
Wellesley,
Massachusetts
|
-$496K |
| 3 |
Renaissance Technologies
New York
|
-$261K |
| 4 |
PCM
Penserra Capital Management
Orinda,
California
|
-$252K |
| 5 |
Royal Bank of Canada
Toronto,
Ontario, Canada
|
-$137K |
EARN Hedge Fund Activity: Q4 2022 in Review
38 of the 6,222 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q4 2022, worth a combined $19.8M — up 3% from $19.3M a quarter earlier.
Sellers outnumbered buyers: 8 funds closed out of EARN and 3 opened new positions — a net loss of 5 holders — while 16 trimmed existing stakes and 12 added.
The largest buyer was Vanguard Group, adding an estimated $677K. The largest seller was Almitas Capital, cutting an estimated $748K.
- 38 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q4 2022, down from 43 in Q3 2022.
- Funds reported $19.8M of Ellington Residential Mortgage REIT stock for Q4 2022, up 3% quarter-over-quarter.
- 3 funds opened new Ellington Residential Mortgage REIT positions in Q4 2022 and 8 closed out, a net change of -5 holders.
- The largest Ellington Residential Mortgage REIT buyer in Q4 2022 was Vanguard Group, an estimated $677K added.
- The largest Ellington Residential Mortgage REIT seller in Q4 2022 was Almitas Capital, an estimated $748K sold.
Based on aggregated 13F filings for Q4 2022.