California Public Employees Retirement System
EARN

California Public Employees Retirement System’s Ellington Residential Mortgage REIT EARN Stock Holding History

California Public Employees Retirement System’s Portfolio EARN Stock Details EARN Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2021
Q2 		– Sell
-11,100
Closed -$137K – 1956
2021
Q1 		$137K Hold
11,100
– – ﹤0.01% 3430
2020
Q4 		$145K Hold
11,100
– – ﹤0.01% 3416
2020
Q3 		$123K Hold
11,100
– – ﹤0.01% 3351
2020
Q2 		$114K Hold
11,100
– – ﹤0.01% 3289
2020
Q1 		$59K Hold
11,100
– – ﹤0.01% 3236
2019
Q4 		$120K Hold
11,100
– – ﹤0.01% 3247
2019
Q3 		$117K Hold
11,100
– – ﹤0.01% 3066
2019
Q2 		$119K Hold
11,100
– – ﹤0.01% 3056
2019
Q1 		$132K Sell
11,100
-18,184
-62% -$209K ﹤0.01% 3007
2018
Q4 		$300K Buy
29,284
+916
+3% +$9.91K ﹤0.01% 2768
2018
Q3 		$320K Buy
28,368
+2,635
+10% +$30.2K ﹤0.01% 2849
2018
Q2 		$280K Sell
25,733
-12,703
-33% -$143K ﹤0.01% 2880
2018
Q1 		$421K Sell
38,436
-5,696
-13% -$63.6K ﹤0.01% 2688
2017
Q4 		$531K Buy
44,132
+780
+2% +$10.4K ﹤0.01% 2631
2017
Q3 		$629K Buy
43,352
+1,652
+4% +$24.1K ﹤0.01% 2554
2017
Q2 		$611K Buy
41,700
+1,600
+4% +$23.8K ﹤0.01% 2550
2017
Q1 		$588K Buy
40,100
+2,200
+6% +$30.4K ﹤0.01% 2578
2016
Q4 		$493K Buy
37,900
+11,100
+41% +$143K ﹤0.01% 2702
2016
Q3 		$348K Buy
26,800
+7,500
+39% +$102K ﹤0.01% 2884
2016
Q2 		$252K Hold
19,300
– – ﹤0.01% 3043
2016
Q1 		$231K Buy
+19,300
New +$225K ﹤0.01% 3079

Other funds holding EARN

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Vanguard Group
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BlackRock
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Fidelity Investments
Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return
MIM
Monashee Investment Management Boston, Massachusetts $184M AUM 197.43% 1-Year Est. Return
Tudor Investment Corp
Tudor Investment Corp Stamford, Connecticut $53.9B AUM 29.12% 1-Year Est. Return
Two Sigma Investments
Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return
Millennium Management
Millennium Management New York $240B AUM 35.51% 1-Year Est. Return
GCM
Gables Capital Management Miami, Florida $236M AUM 32.91% 1-Year Est. Return

California Public Employees Retirement System's EARN Position: Q2 2021 in Review

California Public Employees Retirement System sold out of Ellington Residential Mortgage REIT (EARN) in Q2 2021, closing a stake of 11,100 shares — an estimated $137K sold.

California Public Employees Retirement System first reported a position in EARN in Q1 2016 and held it in 21 quarters. The position peaked at $629K in Q3 2017. 64 funds tracked by Wall St. Rank hold EARN as of Q2 2021.

  • California Public Employees Retirement System reported no remaining Ellington Residential Mortgage REIT position as of Q2 2021 after selling out during the quarter.
  • California Public Employees Retirement System sold 11,100 Ellington Residential Mortgage REIT shares in Q2 2021, an estimated $137K.
  • California Public Employees Retirement System first reported a position in Ellington Residential Mortgage REIT in Q1 2016 and held it in 21 quarters.
  • California Public Employees Retirement System's Ellington Residential Mortgage REIT position peaked at $629K in Q3 2017.
  • 64 funds tracked by Wall St. Rank held Ellington Residential Mortgage REIT as of Q2 2021.

Based on California Public Employees Retirement System's 13F filing for Q2 2021, filed 13 Aug 2021.