AG
CMO

AlphaSimPlex Group’s Capstead Mortgage Corp. CMO Stock Holding History

AlphaSimPlex 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
2020
Q1 		– Sell
-126,137
Closed -$999K – 266
2019
Q4 		$999K Buy
+126,137
New +$974K 0.38% 110
2019
Q3 		– Sell
-167,085
Closed -$1.4M – 235
2019
Q2 		$1.4M Sell
167,085
-32,245
-16% -$271K 0.44% 91
2019
Q1 		$1.71M Buy
+199,330
New +$1.56M 0.58% 41

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
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return
PIM
Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 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
Acadian Asset Management
Acadian Asset Management Boston, Massachusetts $70.5B AUM 36% 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

AlphaSimPlex Group's CMO Position: Q1 2020 in Review

AlphaSimPlex Group sold out of Capstead Mortgage Corp. (CMO) in Q1 2020, closing a stake of 126,137 shares — an estimated $999K sold.

AlphaSimPlex Group first reported a position in CMO in Q1 2019 and held it in 3 quarters. The position peaked at $1.71M in Q1 2019. 156 funds tracked by Wall St. Rank hold CMO as of Q1 2020.

  • AlphaSimPlex Group reported no remaining Capstead Mortgage Corp. position as of Q1 2020 after selling out during the quarter.
  • AlphaSimPlex Group sold 126,137 Capstead Mortgage Corp. shares in Q1 2020, an estimated $999K.
  • AlphaSimPlex Group first reported a position in Capstead Mortgage Corp. in Q1 2019 and held it in 3 quarters.
  • AlphaSimPlex Group's Capstead Mortgage Corp. position peaked at $1.71M in Q1 2019.
  • 156 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q1 2020.

Based on AlphaSimPlex Group's 13F filing for Q1 2020, filed 13 May 2020.