CA
CMO

Cliff Asness’s Capstead Mortgage Corp. CMO Stock Holding History

Cliff Asness’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
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

Other funds holding CMO

BlackRock
BlackRock New York $6.73T AUM 46.02% 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 $627M AUM 43.41% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return
Renaissance Technologies
Renaissance Technologies New York $72.6B AUM 54.88% 1-Year Est. Return
UBS Group
UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return
WAM
Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 1-Year Est. Return
Norges Bank
Norges Bank Oslo, Norway $1T AUM

Cliff Asness's CMO Position: Q2 2018 in Review

Cliff Asness sold out of Capstead Mortgage Corp. (CMO) in Q2 2018, closing a stake of 66,961 shares — an estimated $579K sold.

Cliff Asness first reported a position in CMO in Q2 2013 and held it in 18 quarters. The position peaked at $1.8M in Q1 2017. 178 funds tracked by Wall St. Rank hold CMO as of Q2 2018.

  • Cliff Asness reported no remaining Capstead Mortgage Corp. position as of Q2 2018 after selling out during the quarter.
  • Cliff Asness sold 66,961 Capstead Mortgage Corp. shares in Q2 2018, an estimated $579K.
  • Cliff Asness first reported a position in Capstead Mortgage Corp. in Q2 2013 and held it in 18 quarters.
  • Cliff Asness's Capstead Mortgage Corp. position peaked at $1.8M in Q1 2017.
  • 178 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2018.

Based on AQR Capital Management's 13F filing for Q2 2018, filed 14 Aug 2018.