PPA
EARN

Parametric Portfolio Associates’s Ellington Residential Mortgage REIT EARN Stock Holding History

Parametric Portfolio Associates’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
Q3 		– Sell
-13,611
Closed -$160K – 3618
2021
Q2 		$160K Sell
13,611
-6,098
-31% -$75.5K ﹤0.01% 3436
2021
Q1 		$243K Sell
19,709
-575
-3% -$7.12K ﹤0.01% 3802
2020
Q4 		$265K Buy
20,284
+927
+5% +$10.9K ﹤0.01% 3658
2020
Q3 		$215K Buy
+19,357
New +$212K ﹤0.01% 3629
2019
Q3 		– Sell
-23,298
Closed -$251K – 3950
2019
Q2 		$251K Sell
23,298
-17,369
-43% -$196K ﹤0.01% 3643
2019
Q1 		$484K Sell
40,667
-239
-0.6% -$2.75K ﹤0.01% 3351
2018
Q4 		$418K Sell
40,906
-6,230
-13% -$67.4K ﹤0.01% 3394
2018
Q3 		$532K Sell
47,136
-4,919
-9% -$56.3K ﹤0.01% 3386
2018
Q2 		$567K Buy
52,055
+4,118
+9% +$46.3K ﹤0.01% 3293
2018
Q1 		$525K Buy
+47,937
New +$535K ﹤0.01% 3329
2016
Q4 		– Sell
-32,826
Closed -$426K – 3778
2016
Q3 		$426K Buy
+32,826
New +$445K ﹤0.01% 3248

Other funds holding EARN

Blackstone Inc
Blackstone Inc New York $25.6B AUM 26.83% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
Renaissance Technologies
Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return
BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
HI
HBK Investments Dallas, Texas $9.85B AUM 55.6% 1-Year Est. Return
Two Sigma Investments
Two Sigma Investments New York $124B AUM 33.93% 1-Year Est. Return
Two Sigma Advisers
Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return
Tudor Investment Corp
Tudor Investment Corp Stamford, Connecticut $53.9B AUM 29.12% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
GCM
Gables Capital Management Miami, Florida $236M AUM 32.91% 1-Year Est. Return

Parametric Portfolio Associates's EARN Position: Q3 2021 in Review

Parametric Portfolio Associates sold out of Ellington Residential Mortgage REIT (EARN) in Q3 2021, closing a stake of 13,611 shares — an estimated $160K sold.

Parametric Portfolio Associates first reported a position in EARN in Q3 2016 and held it in 11 quarters. The position peaked at $567K in Q2 2018. 57 funds tracked by Wall St. Rank hold EARN as of Q3 2021.

  • Parametric Portfolio Associates reported no remaining Ellington Residential Mortgage REIT position as of Q3 2021 after selling out during the quarter.
  • Parametric Portfolio Associates sold 13,611 Ellington Residential Mortgage REIT shares in Q3 2021, an estimated $160K.
  • Parametric Portfolio Associates first reported a position in Ellington Residential Mortgage REIT in Q3 2016 and held it in 11 quarters.
  • Parametric Portfolio Associates's Ellington Residential Mortgage REIT position peaked at $567K in Q2 2018.
  • 57 funds tracked by Wall St. Rank held Ellington Residential Mortgage REIT as of Q3 2021.

Based on Parametric Portfolio Associates's 13F filing for Q3 2021, filed 15 Nov 2021.