State of New Jersey Common Pension Fund D’s Capstead Mortgage Corp. CMO Stock Holding History

State of New Jersey Common Pension Fund D’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	-413,618	Closed	-$2.58M	–	1935
2021 Q1	$2.58M	Buy	413,618 +26,163	+7%	+$154K	0.01%	1263
2020 Q4	$2.25M	Buy	387,455 +28,953	+8%	+$165K	0.01%	1440
2020 Q3	$2.02M	Sell	358,502 -48,821	-12%	-$292K	0.01%	1386
2020 Q2	$2.24M	Buy	407,323 +113,623	+39%	+$571K	0.01%	1196
2020 Q1	$1.23M	Hold	293,700	–	–	0.01%	1347
2019 Q4	$2.33M	Hold	293,700	–	–	0.01%	1308
2019 Q3	$2.16M	Buy	+293,700	New	+$2.36M	0.01%	1337
2017 Q1	–	Sell	-250,000	Closed	-$2.55M	–	984
2016 Q4	$2.55M	Sell	250,000 -280,000	-53%	-$2.75M	0.01%	691
2016 Q3	$5M	Hold	530,000	–	–	0.02%	540
2016 Q2	$5.14M	Hold	530,000	–	–	0.02%	540
2016 Q1	$5.24M	Hold	530,000	–	–	0.02%	537
2015 Q4	$4.63M	Buy	530,000 +165,000	+45%	+$1.59M	0.02%	570
2015 Q3	$3.61M	Buy	+365,000	New	+$3.96M	0.02%	621

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 $865B AUM 30.76% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 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 $1.37T AUM 24.88% 1-Year Est. Return

Mirae Asset Global Investments Seoul, South Korea $67.7B AUM 51.91% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

OCM

Orchard Capital Management Chicago, Illinois $95.9M AUM 45.49% 1-Year Est. Return

State of New Jersey Common Pension Fund D's CMO Position: Q2 2021 in Review

State of New Jersey Common Pension Fund D sold out of Capstead Mortgage Corp. (CMO) in Q2 2021, closing a stake of 413,618 shares — an estimated $2.58M sold.

State of New Jersey Common Pension Fund D first reported a position in CMO in Q3 2015 and held it in 13 quarters. The position peaked at $5.24M in Q1 2016. 142 funds tracked by Wall St. Rank hold CMO as of Q2 2021.

State of New Jersey Common Pension Fund D reported no remaining Capstead Mortgage Corp. position as of Q2 2021 after selling out during the quarter.
State of New Jersey Common Pension Fund D sold 413,618 Capstead Mortgage Corp. shares in Q2 2021, an estimated $2.58M.
State of New Jersey Common Pension Fund D first reported a position in Capstead Mortgage Corp. in Q3 2015 and held it in 13 quarters.
State of New Jersey Common Pension Fund D's Capstead Mortgage Corp. position peaked at $5.24M in Q1 2016.
142 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2021.

Based on State of New Jersey Common Pension Fund D's 13F filing for Q2 2021, filed 23 Jul 2021.