Quotient Investors’s Capstead Mortgage Corp. CMO Stock Holding History

Quotient Investors’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
2017 Q2	–	Sell	-21,700	Closed	-$229K	–	208
2017 Q1	$229K	Hold	21,700	–	–	0.14%	158
2016 Q4	$221K	Hold	21,700	–	–	0.14%	157
2016 Q3	$205K	Hold	21,700	–	–	0.13%	162
2016 Q2	$210K	Hold	21,700	–	–	0.1%	193
2016 Q1	$215K	Sell	21,700 -100	-0.5%	-$929	0.08%	195
2015 Q4	$191K	Buy	21,800 +7,700	+55%	+$74.3K	0.07%	205
2015 Q3	$139K	Hold	14,100	–	–	0.03%	200
2015 Q2	$157K	Buy	14,100 +200	+1%	+$2.36K	0.02%	238
2015 Q1	$164K	Sell	13,900 -6,800	-33%	-$81.8K	0.02%	228
2014 Q4	$254K	Sell	20,700 -6,000	-22%	-$76.3K	0.05%	208
2014 Q3	$327K	Buy	26,700 +6,200	+30%	+$80.9K	0.07%	188
2014 Q2	$270K	Buy	20,500 +9,900	+93%	+$128K	0.06%	218
2014 Q1	$134K	Buy	+10,600	New	+$134K	0.03%	229

Other funds holding CMO

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

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 New York $1.81T AUM 41.13% 1-Year Est. Return

Renaissance Technologies New York $72.6B AUM 54.88% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Northern Trust Chicago, Illinois $860B AUM 41.15% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

Bank of New York Mellon New York $609B AUM 40.19% 1-Year Est. Return

Bessemer Group Woodbridge, New Jersey $72.7B AUM 39.36% 1-Year Est. Return

Quotient Investors's CMO Position: Q2 2017 in Review

Quotient Investors sold out of Capstead Mortgage Corp. (CMO) in Q2 2017, closing a stake of 21,700 shares — an estimated $229K sold.

Quotient Investors first reported a position in CMO in Q1 2014 and held it in 13 quarters. The position peaked at $327K in Q3 2014. 185 funds tracked by Wall St. Rank hold CMO as of Q2 2017.

Quotient Investors reported no remaining Capstead Mortgage Corp. position as of Q2 2017 after selling out during the quarter.
Quotient Investors sold 21,700 Capstead Mortgage Corp. shares in Q2 2017, an estimated $229K.
Quotient Investors first reported a position in Capstead Mortgage Corp. in Q1 2014 and held it in 13 quarters.
Quotient Investors's Capstead Mortgage Corp. position peaked at $327K in Q3 2014.
185 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2017.

Based on Quotient Investors's 13F filing for Q2 2017, filed 20 Jul 2017.