EMG
CMO

Ellington Management Group’s Capstead Mortgage Corp. CMO Stock Holding History

Ellington Management Group’s Portfolio CMO Stock Details CMO Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2019
Q3 		– Sell
-210,000
Closed -$1.75M – 892
2019
Q2 		$1.75M Buy
+210,000
New +$1.77M 0.3% 77
2019
Q1 		– Sell
-80,600
Closed -$538K – 744
2018
Q4 		$538K Hold
80,600
– – 0.16% 150
2018
Q3 		$638K Hold
80,600
– – 0.17% 171
2018
Q2 		$721K Hold
80,600
– – 0.05% 120
2018
Q1 		$697K Buy
80,600
+5,600
+7% +$48.5K 0.05% 325
2017
Q4 		$649K Buy
+75,000
New +$688K 0.11% 156

Other funds holding CMO

BlackRock
BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
PIM
Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return
Renaissance Technologies
Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Ellington Management Group's CMO Position: Q3 2019 in Review

Ellington Management Group sold out of Capstead Mortgage Corp. (CMO) in Q3 2019, closing a stake of 210,000 shares — an estimated $1.75M sold.

Ellington Management Group first reported a position in CMO in Q4 2017 and held it in 6 quarters. The position peaked at $1.75M in Q2 2019. 162 funds tracked by Wall St. Rank hold CMO as of Q3 2019.

  • Ellington Management Group reported no remaining Capstead Mortgage Corp. position as of Q3 2019 after selling out during the quarter.
  • Ellington Management Group sold 210,000 Capstead Mortgage Corp. shares in Q3 2019, an estimated $1.75M.
  • Ellington Management Group first reported a position in Capstead Mortgage Corp. in Q4 2017 and held it in 6 quarters.
  • Ellington Management Group's Capstead Mortgage Corp. position peaked at $1.75M in Q2 2019.
  • 162 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q3 2019.

Based on Ellington Management Group's 13F filing for Q3 2019, filed 14 Nov 2019.