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

Laurion Capital Management’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
2020 Q2	–	Sell	-39,791	Closed	-$167K	–	1281
2020 Q1	$167K	Buy	39,791 +19,991	+101%	+$143K	﹤0.01%	681
2019 Q4	$157K	Buy	+19,800	New	+$153K	﹤0.01%	828
2019 Q3	–	Sell	-39,605	Closed	-$331K	–	1411
2019 Q2	$331K	Buy	+39,605	New	+$333K	﹤0.01%	765
2018 Q3	–	Sell	-53,100	Closed	-$475K	–	1741
2018 Q2	$475K	Buy	53,100 +41,700	+366%	+$374K	﹤0.01%	974
2018 Q1	$99K	Buy	+11,400	New	+$98.7K	﹤0.01%	1276
2017 Q4	–	Sell	-18,303	Closed	-$177K	–	2044
2017 Q3	$177K	Sell	18,303 -21,400	-54%	-$210K	﹤0.01%	1453
2017 Q2	$414K	Buy	+39,703	New	+$425K	﹤0.01%	1323

Other funds holding CMO

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

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

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

PIM

Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Acadian Asset Management Boston, Massachusetts $70.5B AUM 36% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

Laurion Capital Management's CMO Position: Q2 2020 in Review

Laurion Capital Management sold out of Capstead Mortgage Corp. (CMO) in Q2 2020, closing a stake of 39,791 shares — an estimated $167K sold.

Laurion Capital Management first reported a position in CMO in Q2 2017 and held it in 7 quarters. The position peaked at $475K in Q2 2018. 153 funds tracked by Wall St. Rank hold CMO as of Q2 2020.

Laurion Capital Management reported no remaining Capstead Mortgage Corp. position as of Q2 2020 after selling out during the quarter.
Laurion Capital Management sold 39,791 Capstead Mortgage Corp. shares in Q2 2020, an estimated $167K.
Laurion Capital Management first reported a position in Capstead Mortgage Corp. in Q2 2017 and held it in 7 quarters.
Laurion Capital Management's Capstead Mortgage Corp. position peaked at $475K in Q2 2018.
153 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2020.

Based on Laurion Capital Management's 13F filing for Q2 2020, filed 14 Aug 2020.