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

Nine Chapters 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
2015 Q3	–	Sell	-17,100	Closed	-$190K	–	1356
2015 Q2	$190K	Buy	+17,100	New	+$202K	0.02%	811
2014 Q4	–	Sell	-31,200	Closed	-$382K	–	1374
2014 Q3	$382K	Sell	31,200 -276,500	-90%	-$3.61M	0.03%	625
2014 Q2	$4.05M	Buy	307,700 +238,200	+343%	+$3.09M	0.33%	71
2014 Q1	$880K	Buy	+69,500	New	+$877K	0.1%	294
2013 Q3	–	Sell	-11,000	Closed	-$133K	–	1033
2013 Q2	$133K	Buy	+11,000	New	+$139K	0.02%	576

Other funds holding CMO

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

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

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

TIM

Thornburg Investment Management Santa Fe, New Mexico $9.63B AUM 35.65% 1-Year Est. Return

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

Jennison Associates New York $145B AUM 34.61% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

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

PIM

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

American Century Companies Kansas City, Missouri $194B AUM 35% 1-Year Est. Return

Nine Chapters Capital Management's CMO Position: Q3 2015 in Review

Nine Chapters Capital Management sold out of Capstead Mortgage Corp. (CMO) in Q3 2015, closing a stake of 17,100 shares — an estimated $190K sold.

Nine Chapters Capital Management first reported a position in CMO in Q2 2013 and held it in 5 quarters. The position peaked at $4.05M in Q2 2014. 189 funds tracked by Wall St. Rank hold CMO as of Q3 2015.

Nine Chapters Capital Management reported no remaining Capstead Mortgage Corp. position as of Q3 2015 after selling out during the quarter.
Nine Chapters Capital Management sold 17,100 Capstead Mortgage Corp. shares in Q3 2015, an estimated $190K.
Nine Chapters Capital Management first reported a position in Capstead Mortgage Corp. in Q2 2013 and held it in 5 quarters.
Nine Chapters Capital Management's Capstead Mortgage Corp. position peaked at $4.05M in Q2 2014.
189 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q3 2015.

Based on Nine Chapters Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.