Nine Chapters Capital Management’s Ellington Residential Mortgage REIT EARN Stock Holding History

Nine Chapters Capital 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
2015 Q3	–	Sell	-16,600	Closed	-$237K	–	1044
2015 Q2	$237K	Sell	16,600 -2,800	-14%	-$44.6K	0.02%	777
2015 Q1	$318K	Sell	19,400 -13,900	-42%	-$227K	0.03%	712
2014 Q4	$542K	Buy	33,300 +13,500	+68%	+$234K	0.05%	517
2014 Q3	$321K	Sell	19,800 -7,200	-27%	-$122K	0.03%	687
2014 Q2	$460K	Buy	+27,000	New	+$458K	0.04%	584

Other funds holding EARN

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

Wellington Management Group Boston, Massachusetts $535B AUM 26.23% 1-Year Est. Return

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

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 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

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

CAM

ClariVest Asset Management San Diego, California $980M AUM 60.89% 1-Year Est. Return

JBF Capital Aspen, Colorado $676M AUM 24.74% 1-Year Est. Return

WAM

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

Nine Chapters Capital Management's EARN Position: Q3 2015 in Review

Nine Chapters Capital Management sold out of Ellington Residential Mortgage REIT (EARN) in Q3 2015, closing a stake of 16,600 shares — an estimated $237K sold.

Nine Chapters Capital Management first reported a position in EARN in Q2 2014 and held it in 5 quarters. The position peaked at $542K in Q4 2014. 40 funds tracked by Wall St. Rank hold EARN as of Q3 2015.

Nine Chapters Capital Management reported no remaining Ellington Residential Mortgage REIT position as of Q3 2015 after selling out during the quarter.
Nine Chapters Capital Management sold 16,600 Ellington Residential Mortgage REIT shares in Q3 2015, an estimated $237K.
Nine Chapters Capital Management first reported a position in Ellington Residential Mortgage REIT in Q2 2014 and held it in 5 quarters.
Nine Chapters Capital Management's Ellington Residential Mortgage REIT position peaked at $542K in Q4 2014.
40 funds tracked by Wall St. Rank held Ellington Residential Mortgage REIT as of Q3 2015.

Based on Nine Chapters Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.