Martingale Asset Management’s Ellington Residential Mortgage REIT EARN Stock Holding History

Martingale Asset Management’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
2018 Q1	–	Sell	-27,606	Closed	-$333K	–	950
2017 Q4	$333K	Sell	27,606 -40,280	-59%	-$535K	﹤0.01%	879
2017 Q3	$986K	Sell	67,886 -2,547	-4%	-$37.2K	0.01%	730
2017 Q2	$1.03M	Buy	+70,433	New	+$1.05M	0.01%	709
2014 Q4	–	Sell	-62,231	Closed	-$1.01M	–	848
2014 Q3	$1.01M	Sell	62,231 -11,317	-15%	-$191K	0.03%	483
2014 Q2	$1.25M	Buy	73,548 +5,902	+9%	+$100K	0.04%	436
2014 Q1	$1.15M	Buy	67,646 +19,824	+41%	+$327K	0.04%	454
2013 Q4	$736K	Buy	+47,822	New	+$748K	0.03%	654

Other funds holding EARN

Blackstone Inc New York $25.6B AUM 26.83% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

SOMRS

State of Michigan Retirement System Lansing, Michigan $18.9B AUM 27.96% 1-Year Est. Return

WAM

Wolverine Asset Management Chicago, Illinois $10.4B AUM 4.78% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Acadian Asset Management Boston, Massachusetts $70.5B AUM 36% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

GCM

Gables Capital Management Miami, Florida $236M AUM 32.91% 1-Year Est. Return

Martingale Asset Management's EARN Position: Q1 2018 in Review

Martingale Asset Management sold out of Ellington Residential Mortgage REIT (EARN) in Q1 2018, closing a stake of 27,606 shares — an estimated $333K sold.

Martingale Asset Management first reported a position in EARN in Q4 2013 and held it in 7 quarters. The position peaked at $1.25M in Q2 2014. 61 funds tracked by Wall St. Rank hold EARN as of Q1 2018.

Martingale Asset Management reported no remaining Ellington Residential Mortgage REIT position as of Q1 2018 after selling out during the quarter.
Martingale Asset Management sold 27,606 Ellington Residential Mortgage REIT shares in Q1 2018, an estimated $333K.
Martingale Asset Management first reported a position in Ellington Residential Mortgage REIT in Q4 2013 and held it in 7 quarters.
Martingale Asset Management's Ellington Residential Mortgage REIT position peaked at $1.25M in Q2 2014.
61 funds tracked by Wall St. Rank held Ellington Residential Mortgage REIT as of Q1 2018.

Based on Martingale Asset Management's 13F filing for Q1 2018, filed 11 May 2018.