Thornburg Investment Management’s Capstead Mortgage Corp. CMO Stock Holding History

Thornburg Investment 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
2016 Q2	–	Sell	-3,938,400	Closed	-$39M	–	290
2016 Q1	$39M	Sell	3,938,400 -699,678	-15%	-$6.5M	0.26%	85
2015 Q4	$40.5M	Buy	4,638,078 +1,129,051	+32%	+$10.9M	0.26%	90
2015 Q3	$34.7M	Hold	3,509,027	–	–	0.22%	106
2015 Q2	$39M	Hold	3,509,027	–	–	0.22%	107
2015 Q1	$41.3M	Hold	3,509,027	–	–	0.23%	109
2014 Q4	$43.1M	Hold	3,509,027	–	–	0.22%	120
2014 Q3	$43M	Hold	3,509,027	–	–	0.19%	142
2014 Q2	$46.1M	Hold	3,509,027	–	–	0.18%	141
2014 Q1	$44.4M	Sell	3,509,027 -250,000	-7%	-$3.16M	0.17%	140
2013 Q4	$45.4M	Hold	3,759,027	–	–	0.17%	134
2013 Q3	$44.2M	Hold	3,759,027	–	–	0.18%	126
2013 Q2	$45.5M	Buy	+3,759,027	New	+$47.6M	0.21%	120

Other funds holding CMO

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.14% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

PIM

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

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

Northern Trust Chicago, Illinois $757B AUM 28.64% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return

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

WCM

Wedge Capital Management Charlotte, North Carolina $6.06B AUM 47.24% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $55.1B AUM 45.38% 1-Year Est. Return

Thornburg Investment Management's CMO Position: Q2 2016 in Review

Thornburg Investment Management sold out of Capstead Mortgage Corp. (CMO) in Q2 2016, closing a stake of 3,938,400 shares — an estimated $39M sold.

Thornburg Investment Management first reported a position in CMO in Q2 2013 and held it in 12 quarters. The position peaked at $46.1M in Q2 2014. 202 funds tracked by Wall St. Rank hold CMO as of Q2 2016.

Thornburg Investment Management reported no remaining Capstead Mortgage Corp. position as of Q2 2016 after selling out during the quarter.
Thornburg Investment Management sold 3,938,400 Capstead Mortgage Corp. shares in Q2 2016, an estimated $39M.
Thornburg Investment Management first reported a position in Capstead Mortgage Corp. in Q2 2013 and held it in 12 quarters.
Thornburg Investment Management's Capstead Mortgage Corp. position peaked at $46.1M in Q2 2014.
202 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q2 2016.

Based on Thornburg Investment Management's 13F filing for Q2 2016, filed 12 Aug 2016.