Thompson Siegel & Walmsley’s Capstead Mortgage Corp. CMO Stock Holding History

Thompson Siegel & Walmsley’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 Q4	–	Sell	-33,750	Closed	-$326K	–	906
2017 Q3	$326K	Hold	33,750	–	–	﹤0.01%	381
2017 Q2	$352K	Sell	33,750 -3,100	-8%	-$33.2K	﹤0.01%	379
2017 Q1	$388K	Sell	36,850 -600	-2%	-$6.33K	﹤0.01%	411
2016 Q4	$382K	Buy	37,450 +3,200	+9%	+$31.4K	0.01%	376
2016 Q3	$323K	Buy	34,250 +3,850	+13%	+$38.3K	0.01%	372
2016 Q2	$295K	Buy	+30,400	New	+$296K	﹤0.01%	360
2014 Q3	–	Sell	-931,453	Closed	-$12.2M	–	726
2014 Q2	$12.2M	Buy	931,453 +4,466	+0.5%	+$58K	0.24%	179
2014 Q1	$11.7M	Buy	926,987 +2,902	+0.3%	+$36.6K	0.26%	171
2013 Q4	$11.2M	Sell	924,085 -142,178	-13%	-$1.7M	0.26%	172
2013 Q3	$12.6M	Sell	1,066,263 -31,742	-3%	-$376K	0.27%	159
2013 Q2	$13.3M	Buy	+1,098,005	New	+$13.9M	0.29%	147

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

WAM

Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 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

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

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

Renaissance Technologies New York $72.6B AUM 54.88% 1-Year Est. Return

Thompson Siegel & Walmsley's CMO Position: Q4 2017 in Review

Thompson Siegel & Walmsley sold out of Capstead Mortgage Corp. (CMO) in Q4 2017, closing a stake of 33,750 shares — an estimated $326K sold.

Thompson Siegel & Walmsley first reported a position in CMO in Q2 2013 and held it in 11 quarters. The position peaked at $13.3M in Q2 2013. 184 funds tracked by Wall St. Rank hold CMO as of Q4 2017.

Thompson Siegel & Walmsley reported no remaining Capstead Mortgage Corp. position as of Q4 2017 after selling out during the quarter.
Thompson Siegel & Walmsley sold 33,750 Capstead Mortgage Corp. shares in Q4 2017, an estimated $326K.
Thompson Siegel & Walmsley first reported a position in Capstead Mortgage Corp. in Q2 2013 and held it in 11 quarters.
Thompson Siegel & Walmsley's Capstead Mortgage Corp. position peaked at $13.3M in Q2 2013.
184 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q4 2017.

Based on Thompson Siegel & Walmsley's 13F filing for Q4 2017, filed 9 Feb 2018.