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EARN

Ellington Residential Mortgage REIT

44 hedge funds and large institutions have $24M invested in Ellington Residential Mortgage REIT in 2024 Q1 according to their latest regulatory filings, with 6 funds opening new positions, 19 increasing their positions, 12 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

22,967% more call options, than puts

Call options by funds: $692K | Put options by funds: $3K

58% more repeat investments, than reductions

Existing positions increased: 19 | Existing positions reduced: 12

1% less capital invested

Capital invested by funds: $24.2M → $24M (-$252K)

6.7% less ownership

Funds ownership: 24.21%17.51% (-6.7%)

12% less funds holding

Funds holding: 5044 (-6)

50% less first-time investments, than exits

New positions opened: 6 | Existing positions closed: 12

Holders
44
Holders Change
-6
Holders Change %
-12%
% of All Funds
0.63%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
6
Increased
19
Reduced
12
Closed
12
Calls
$692K
Puts
$3K
Net Calls
+$689K
Net Calls Change
+$691K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$5.47M +$6.13K +997 +0.1%
Renaissance Technologies
2
Renaissance Technologies
New York
$2.49M -$901K -146,461 -29%
Ameriprise
3
Ameriprise
Minnesota
$2.08M +$236K +38,316 +15%
Two Sigma Investments
4
Two Sigma Investments
New York
$2.02M -$170K -27,600 -9%
Two Sigma Advisers
5
Two Sigma Advisers
New York
$1.97M -$151K -24,600 -8%
BlackRock
6
BlackRock
New York
$1.55M +$19.9K +3,235 +1%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$1.33M +$165K +26,804 +16%
EH
8
EMG Holdings
Connecticut
$1.03M
PCM
9
Penserra Capital Management
California
$755K +$83.7K +13,608 +14%
GCM
10
Gables Capital Management
Florida
$582K -$12.9K -2,100 -2%
Thrivent Financial for Lutherans
11
Thrivent Financial for Lutherans
Minnesota
$524K
State Street
12
State Street
Massachusetts
$418K +$19.7K +3,200 +6%
Millennium Management
13
Millennium Management
New York
$391K -$86.6K -14,082 -20%
Northern Trust
14
Northern Trust
Illinois
$381K -$15.1K -2,448 -4%
Envestnet Asset Management
15
Envestnet Asset Management
Illinois
$361K -$24.2K -3,933 -7%
T. Rowe Price Associates
16
T. Rowe Price Associates
Maryland
$347K
DRZID
17
DePrince Race & Zollo Inc (DRZ)
Florida
$201K +$43.7K +7,100 +32%
Morgan Stanley
18
Morgan Stanley
New York
$189K -$53.7K -8,733 -24%
KAS
19
Kestra Advisory Services
Texas
$178K +$157K +25,505 New
Royal Bank of Canada
20
Royal Bank of Canada
Ontario, Canada
$171K +$1.79K +291 +1%
Jane Street
21
Jane Street
New York
$167K +$24K +3,900 +19%
IA
22
IFG Advisory
Georgia
$162K +$144K +23,462 New
GCP
23
GSA Capital Partners
United Kingdom
$161K -$153K -24,803 -52%
CC
24
Centiva Capital
New York
$139K +$124K +20,157 New
Osaic Holdings
25
Osaic Holdings
Arizona
$134K -$454K -73,835 -79%

EARN Hedge Fund Activity: Q1 2024 in Review

44 of the 6,943 institutional investors tracked by Wall St. Rank reported a position in Ellington Residential Mortgage REIT (EARN) for Q1 2024, worth a combined $24M — down 1% from $24.2M a quarter earlier.

Sellers outnumbered buyers: 12 funds closed out of EARN and 6 opened new positions — a net loss of 6 holders — while 12 trimmed existing stakes and 19 added.

The largest buyer was Ameriprise, adding an estimated $236K. The largest seller was Renaissance Technologies, cutting an estimated $901K.

  • 44 institutional investors held Ellington Residential Mortgage REIT (EARN) as of Q1 2024, down from 50 in Q4 2023.
  • Funds reported $24M of Ellington Residential Mortgage REIT stock for Q1 2024, down 1% quarter-over-quarter.
  • 6 funds opened new Ellington Residential Mortgage REIT positions in Q1 2024 and 12 closed out, a net change of -6 holders.
  • The largest Ellington Residential Mortgage REIT buyer in Q1 2024 was Ameriprise, an estimated $236K added.
  • The largest Ellington Residential Mortgage REIT seller in Q1 2024 was Renaissance Technologies, an estimated $901K sold.

Based on aggregated 13F filings for Q1 2024.