Jennison Associates’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
2017 Q1	–	Sell	-169,844	Closed	-$1.73M	–	861
2016 Q4	$1.73M	Sell	169,844 -7,425	-4%	-$72.9K	﹤0.01%	563
2016 Q3	$1.67M	Sell	177,269 -3,924	-2%	-$39.1K	﹤0.01%	566
2016 Q2	$1.76M	Sell	181,193 -672,404	-79%	-$6.55M	﹤0.01%	550
2016 Q1	$8.44M	Sell	853,597 -1,343,313	-61%	-$12.5M	0.01%	467
2015 Q4	$19.2M	Sell	2,196,910 -115,497	-5%	-$1.11M	0.02%	430
2015 Q3	$22.9M	Sell	2,312,407 -207,849	-8%	-$2.25M	0.02%	414
2015 Q2	$28M	Buy	2,520,256 +208,411	+9%	+$2.46M	0.03%	419
2015 Q1	$27.2M	Sell	2,311,845 -35,523	-2%	-$427K	0.03%	407
2014 Q4	$28.8M	Sell	2,347,368 -607,690	-21%	-$7.73M	0.03%	404
2014 Q3	$36.2M	Buy	2,955,058 +1,190,205	+67%	+$15.5M	0.03%	377
2014 Q2	$23.2M	Buy	1,764,853 +105,119	+6%	+$1.36M	0.02%	418
2014 Q1	$21M	Buy	1,659,734 +135,315	+9%	+$1.71M	0.02%	438
2013 Q4	$18.4M	Buy	1,524,419 +398,870	+35%	+$4.76M	0.02%	453
2013 Q3	$13.2M	Sell	1,125,549 -266,753	-19%	-$3.16M	0.01%	463
2013 Q2	$16.8M	Buy	+1,392,302	New	+$17.6M	0.02%	446