Squarepoint’s Capstead Mortgage Corp. CMO Stock Holding History

Squarepoint’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
2021 Q2	–	Sell	-13,317	Closed	-$83K	–	4027
2021 Q1	$83K	Sell	13,317 -31,430	-70%	-$185K	﹤0.01%	2938
2020 Q4	$260K	Buy	+44,747	New	+$256K	﹤0.01%	2323
2020 Q3	–	Sell	-25,992	Closed	-$143K	–	3032
2020 Q2	$143K	Sell	25,992 -25,920	-50%	-$130K	﹤0.01%	1929
2020 Q1	$218K	Buy	51,912 +41,671	+407%	+$297K	0.01%	1443
2019 Q4	$81K	Buy	+10,241	New	+$79.1K	﹤0.01%	2362
2019 Q2	–	Sell	-19,645	Closed	-$169K	–	2842
2019 Q1	$169K	Sell	19,645 -52,791	-73%	-$414K	﹤0.01%	1971
2018 Q4	$483K	Buy	72,436 +59,329	+453%	+$438K	0.01%	1267
2018 Q3	$104K	Buy	+13,107	New	+$110K	﹤0.01%	1882
2018 Q2	–	Sell	-44,594	Closed	-$386K	–	2255
2018 Q1	$386K	Buy	+44,594	New	+$386K	0.01%	1194
2017 Q4	–	Sell	-20,269	Closed	-$196K	–	2516
2017 Q3	$196K	Buy	20,269 +8,787	+77%	+$86.4K	﹤0.01%	1394
2017 Q2	$120K	Buy	+11,482	New	+$123K	﹤0.01%	1386
2016 Q2	–	Sell	-26,187	Closed	-$259K	–	1530
2016 Q1	$259K	Buy	+26,187	New	+$243K	0.02%	890

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

T. Rowe Price Associates Baltimore, Maryland $999B AUM 46.22% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

PIM

Paradice Investment Management Denver, Colorado $627M AUM 43.41% 1-Year Est. Return

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

Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return

Mirae Asset Global Investments Seoul, South Korea $67.7B AUM 57.61% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return

OCM

Orchard Capital Management Chicago, Illinois $103M AUM 65.87% 1-Year Est. Return

Squarepoint's CMO Position: Q2 2021 in Review

Squarepoint sold out of Capstead Mortgage Corp. (CMO) in Q2 2021, closing a stake of 13,317 shares — an estimated $83K sold.

Squarepoint first reported a position in CMO in Q1 2016 and held it in 12 quarters. The position peaked at $483K in Q4 2018. 142 funds tracked by Wall St. Rank hold CMO as of Q2 2021.

Squarepoint reported no remaining Capstead Mortgage Corp. position as of Q2 2021 after selling out during the quarter.
Squarepoint sold 13,317 Capstead Mortgage Corp. shares in Q2 2021, an estimated $83K.
Squarepoint first reported a position in Capstead Mortgage Corp. in Q1 2016 and held it in 12 quarters.
Squarepoint's Capstead Mortgage Corp. position peaked at $483K in Q4 2018.
142 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2021.

Based on Squarepoint's 13F filing for Q2 2021, filed 16 Aug 2021.