Martingale Asset Management’s Capstead Mortgage Corp. CMO Stock Holding History

Martingale Asset 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	-206,437	Closed	-$868K	–	1107
2020 Q1	$868K	Sell	206,437 -63,500	-24%	-$453K	0.01%	720
2019 Q4	$2.14M	Sell	269,937 -1,400	-0.5%	-$10.8K	0.02%	585
2019 Q3	$2M	Sell	271,337 -300	-0.1%	-$2.41K	0.02%	585
2019 Q2	$2.27M	Hold	271,637	–	–	0.02%	565
2019 Q1	$2.33M	Hold	271,637	–	–	0.03%	565
2018 Q4	$1.81M	Hold	271,637	–	–	0.02%	562
2018 Q3	$2.15M	Buy	271,637 +125,426	+86%	+$1.06M	0.03%	537
2018 Q2	$1.31M	Buy	+146,211	New	+$1.31M	0.02%	682
2017 Q4	–	Sell	-12,700	Closed	-$123K	–	1034
2017 Q3	$123K	Hold	12,700	–	–	﹤0.01%	938
2017 Q2	$133K	Buy	+12,700	New	+$136K	﹤0.01%	927

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

Martingale Asset Management's CMO Position: Q2 2020 in Review

Martingale Asset Management sold out of Capstead Mortgage Corp. (CMO) in Q2 2020, closing a stake of 206,437 shares — an estimated $868K sold.

Martingale Asset Management first reported a position in CMO in Q2 2017 and held it in 10 quarters. The position peaked at $2.33M in Q1 2019. 153 funds tracked by Wall St. Rank hold CMO as of Q2 2020.

Martingale Asset Management reported no remaining Capstead Mortgage Corp. position as of Q2 2020 after selling out during the quarter.
Martingale Asset Management sold 206,437 Capstead Mortgage Corp. shares in Q2 2020, an estimated $868K.
Martingale Asset Management first reported a position in Capstead Mortgage Corp. in Q2 2017 and held it in 10 quarters.
Martingale Asset Management's Capstead Mortgage Corp. position peaked at $2.33M in Q1 2019.
153 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2020.

Based on Martingale Asset Management's 13F filing for Q2 2020, filed 10 Aug 2020.