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 Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2015
Q4 		– Sell
-10,145
Closed -$100K – 692
2015
Q3 		$100K Buy
+10,145
New +$110K 0.03% 429
2015
Q2 		– Sell
-11,881
Closed -$139K – 715
2015
Q1 		$139K Buy
11,881
+18
+0.2% +$217 0.12% 305
2014
Q4 		$145K Buy
+11,863
New +$151K 0.13% 188

Other funds holding CMO

BFA
BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
TIM
Thornburg Investment Management Santa Fe, New Mexico $9.63B AUM 35.65% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return
PIM
Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return
Northern Trust
Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
BIT
BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return
Jennison Associates
Jennison Associates New York $145B AUM 34.61% 1-Year Est. Return
WCM
Wedge Capital Management Charlotte, North Carolina $6.06B AUM 47.24% 1-Year Est. Return

Rotella Capital Management's CMO Position: Q4 2015 in Review

Rotella Capital Management sold out of Capstead Mortgage Corp. (CMO) in Q4 2015, closing a stake of 10,145 shares — an estimated $100K sold.

Rotella Capital Management first reported a position in CMO in Q4 2014 and held it in 3 quarters. The position peaked at $145K in Q4 2014. 184 funds tracked by Wall St. Rank hold CMO as of Q4 2015.

  • Rotella Capital Management reported no remaining Capstead Mortgage Corp. position as of Q4 2015 after selling out during the quarter.
  • Rotella Capital Management sold 10,145 Capstead Mortgage Corp. shares in Q4 2015, an estimated $100K.
  • Rotella Capital Management first reported a position in Capstead Mortgage Corp. in Q4 2014 and held it in 3 quarters.
  • Rotella Capital Management's Capstead Mortgage Corp. position peaked at $145K in Q4 2014.
  • 184 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q4 2015.

Based on Rotella Capital Management's 13F filing for Q4 2015, filed 9 Feb 2016.