AQR Capital Management’s Capstead Mortgage Corp. CMO Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2018 Q2	–	Sell	-66,961	Closed	-$579K	–	2443
2018 Q1	$579K	Sell	66,961 -54,672	-45%	-$473K	﹤0.01%	1866
2017 Q4	$1.05M	Hold	121,633	–	–	﹤0.01%	1661
2017 Q3	$1.17M	Sell	121,633 -49,514	-29%	-$487K	﹤0.01%	1608
2017 Q2	$1.78M	Hold	171,147	–	–	﹤0.01%	1433
2017 Q1	$1.8M	Buy	171,147 +430	+0.3%	+$4.54K	﹤0.01%	1426
2016 Q4	$1.74M	Buy	170,717 +17,624	+12%	+$173K	﹤0.01%	1474
2016 Q3	$1.44M	Buy	153,093 +8,300	+6%	+$82.7K	﹤0.01%	1574
2016 Q2	$1.4M	Buy	144,793 +43,152	+42%	+$421K	﹤0.01%	1476
2016 Q1	$1M	Buy	101,641 +51,974	+105%	+$483K	﹤0.01%	1577
2015 Q4	$434K	Buy	49,667 +29,042	+141%	+$280K	﹤0.01%	1923
2015 Q3	$204K	Buy	20,625 +10,125	+96%	+$110K	﹤0.01%	2057
2015 Q2	$117K	Hold	10,500	–	–	﹤0.01%	2156
2015 Q1	$124K	Hold	10,500	–	–	﹤0.01%	2064
2014 Q4	$129K	Sell	10,500 -8,968	-46%	-$114K	﹤0.01%	2418
2014 Q3	$238K	Hold	19,468	–	–	﹤0.01%	2280
2014 Q2	$256K	Hold	19,468	–	–	﹤0.01%	2276
2014 Q1	$246K	Buy	+19,468	New	+$246K	﹤0.01%	2354
2013 Q3	–	Sell	-82,009	Closed	-$992K	–	2623
2013 Q2	$992K	Buy	+82,009	New	+$1.04M	﹤0.01%	1580