Analytic Investors’s Capstead Mortgage Corp. CMO Stock Holding History

Analytic Investors’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
2016 Q3	$3.6M	Buy	381,925 +103,639	+37%	+$1.03M	0.04%	220
2016 Q2	$2.7M	Hold	278,286	–	–	0.03%	243
2016 Q1	$2.75M	Sell	278,286 -72,825	-21%	-$677K	0.03%	261
2015 Q4	$3.07M	Buy	351,111 +51,724	+17%	+$499K	0.04%	240
2015 Q3	$2.96M	Buy	299,387 +36,854	+14%	+$400K	0.04%	244
2015 Q2	$2.91M	Buy	262,533 +12,467	+5%	+$147K	0.04%	233
2015 Q1	$2.94M	Sell	250,066 -99,102	-28%	-$1.19M	0.04%	216
2014 Q4	$4.29M	Buy	349,168 +12,575	+4%	+$160K	0.06%	186
2014 Q3	$4.12M	Buy	336,593 +8,728	+3%	+$114K	0.06%	195
2014 Q2	$4.31M	Sell	327,865 -15,575	-5%	-$202K	0.07%	181
2014 Q1	$4.35M	Buy	+343,440	New	+$4.34M	0.07%	202

Other funds holding CMO

BFA

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

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

PIM

Paradice Investment Management Denver, Colorado $627M AUM 43.41% 1-Year Est. Return

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Renaissance Technologies New York $72.6B AUM 54.88% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

WCM

Wedge Capital Management Charlotte, North Carolina $6.06B AUM 47.24% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

Analytic Investors's CMO Position: Q3 2016 in Review

Analytic Investors increased its Capstead Mortgage Corp. (CMO) stake by 37% in Q3 2016, buying an estimated $1.03M and bringing the position to 381,925 shares worth $3.6M. The position accounts for 0.04% of the portfolio, ranked #220.

Analytic Investors first reported a position in CMO in Q1 2014 and has held it in 11 quarters since. The position peaked at $4.35M in Q1 2014. 201 funds tracked by Wall St. Rank hold CMO as of Q3 2016.

Analytic Investors held 381,925 shares of Capstead Mortgage Corp. worth $3.6M as of Q3 2016.
Analytic Investors bought 103,639 Capstead Mortgage Corp. shares in Q3 2016, an estimated $1.03M.
Capstead Mortgage Corp. made up 0.04% of Analytic Investors's portfolio in Q3 2016, its #220 holding.
Analytic Investors first reported a position in Capstead Mortgage Corp. in Q1 2014 and has held it in 11 quarters since.
Analytic Investors's Capstead Mortgage Corp. position peaked at $4.35M in Q1 2014.
201 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q3 2016.

Based on Analytic Investors's 13F filing for Q3 2016, filed 14 Nov 2016.