RCM
CMO

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

Rotella Capital Management’s Portfolio CMO Stock Details CMO Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Shares
Change % 		Capital Flow Portfolio Weight Portfolio Position
2015
Q4 		– Sell
-10,145
Closed -$100K – 692
2015
Q3 		$100K Buy
+10,145
New +$100K 0.03% 429
2015
Q2 		– Sell
-11,881
Closed -$139K – 722
2015
Q1 		$139K Buy
11,881
+18
+0.2% +$211 0.12% 305
2014
Q4 		$145K Buy
+11,863
New +$145K 0.13% 188