AA
CMO

AQR Arbitrage’s Capstead Mortgage Corp. CMO Stock Holding History

AQR Arbitrage’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
2021
Q4 		– Sell
-872,942
Closed -$5.84M – 1521
2021
Q3 		$5.84M Buy
+872,942
New +$5.72M 0.17% 139

AQR Arbitrage's CMO Position: Q4 2021 in Review

AQR Arbitrage sold out of Capstead Mortgage Corp. (CMO) in Q4 2021, closing a stake of 872,942 shares — an estimated $5.84M sold.

AQR Arbitrage first reported a position in CMO in Q3 2021 and held it in 1 quarter. The position peaked at $5.84M in Q3 2021. 0 funds tracked by Wall St. Rank hold CMO as of Q4 2021.

  • AQR Arbitrage reported no remaining Capstead Mortgage Corp. position as of Q4 2021 after selling out during the quarter.
  • AQR Arbitrage sold 872,942 Capstead Mortgage Corp. shares in Q4 2021, an estimated $5.84M.
  • AQR Arbitrage first reported a position in Capstead Mortgage Corp. in Q3 2021 and held it in 1 quarter.
  • AQR Arbitrage's Capstead Mortgage Corp. position peaked at $5.84M in Q3 2021.
  • 0 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q4 2021.

Based on AQR Arbitrage's 13F filing for Q4 2021, filed 14 Feb 2022.