Systematic Financial Management’s Capstead Mortgage Corp. CMO Stock Holding History

Systematic Financial 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
2017 Q1	–	Sell	-162,415	Closed	-$1.66M	–	729
2016 Q4	$1.66M	Sell	162,415 -5,750	-3%	-$56.4K	0.03%	499
2016 Q3	$1.59M	Sell	168,165 -17,855	-10%	-$178K	0.02%	492
2016 Q2	$1.8M	Buy	+186,020	New	+$1.81M	0.02%	392
2015 Q2	–	Sell	-186,650	Closed	-$2.2M	–	776
2015 Q1	$2.2M	Buy	186,650 +13,950	+8%	+$168K	0.02%	559
2014 Q4	$2.12M	Sell	172,700 -2,005	-1%	-$25.5K	0.02%	568
2014 Q3	$2.14M	Buy	174,705 +34,160	+24%	+$445K	0.02%	528
2014 Q2	$1.85M	Buy	+140,545	New	+$1.82M	0.01%	568
2014 Q1	–	Sell	-153,590	Closed	-$1.85M	–	788
2013 Q4	$1.85M	Buy	+153,590	New	+$1.83M	0.01%	522

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

Bessemer Group Woodbridge, New Jersey $72.7B AUM 39.36% 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

Systematic Financial Management's CMO Position: Q1 2017 in Review

Systematic Financial Management sold out of Capstead Mortgage Corp. (CMO) in Q1 2017, closing a stake of 162,415 shares — an estimated $1.66M sold.

Systematic Financial Management first reported a position in CMO in Q4 2013 and held it in 8 quarters. The position peaked at $2.2M in Q1 2015. 182 funds tracked by Wall St. Rank hold CMO as of Q1 2017.

Systematic Financial Management reported no remaining Capstead Mortgage Corp. position as of Q1 2017 after selling out during the quarter.
Systematic Financial Management sold 162,415 Capstead Mortgage Corp. shares in Q1 2017, an estimated $1.66M.
Systematic Financial Management first reported a position in Capstead Mortgage Corp. in Q4 2013 and held it in 8 quarters.
Systematic Financial Management's Capstead Mortgage Corp. position peaked at $2.2M in Q1 2015.
182 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q1 2017.

Based on Systematic Financial Management's 13F filing for Q1 2017, filed 11 May 2017.