Two Sigma Securities’s Capstead Mortgage Corp. CMO Stock Holding History

Two Sigma Securities’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
2019 Q3	–	Sell	-10,045	Closed	-$84K	–	2670
2019 Q2	$84K	Buy	+10,045	New	+$84.4K	﹤0.01%	1863
2019 Q1	–	Sell	-16,333	Closed	-$109K	–	2701
2018 Q4	$109K	Sell	16,333 -7,295	-31%	-$53.9K	﹤0.01%	1856
2018 Q3	$187K	Buy	+23,628	New	+$199K	﹤0.01%	2161
2018 Q2	–	Sell	-14,881	Closed	-$129K	–	3221
2018 Q1	$129K	Buy	+14,881	New	+$129K	﹤0.01%	2392
2017 Q1	–	Sell	-22,520	Closed	-$229K	–	1268
2016 Q4	$229K	Buy	+22,520	New	+$221K	0.08%	368
2016 Q3	–	Sell	-14,590	Closed	-$142K	–	891
2016 Q2	$142K	Buy	+14,590	New	+$142K	0.08%	294

Other funds holding CMO

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

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

PIM

Paradice Investment Management Denver, Colorado $532M AUM 29.6% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

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

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

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

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

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Two Sigma Securities's CMO Position: Q3 2019 in Review

Two Sigma Securities sold out of Capstead Mortgage Corp. (CMO) in Q3 2019, closing a stake of 10,045 shares — an estimated $84K sold.

Two Sigma Securities first reported a position in CMO in Q2 2016 and held it in 6 quarters. The position peaked at $229K in Q4 2016. 162 funds tracked by Wall St. Rank hold CMO as of Q3 2019.

Two Sigma Securities reported no remaining Capstead Mortgage Corp. position as of Q3 2019 after selling out during the quarter.
Two Sigma Securities sold 10,045 Capstead Mortgage Corp. shares in Q3 2019, an estimated $84K.
Two Sigma Securities first reported a position in Capstead Mortgage Corp. in Q2 2016 and held it in 6 quarters.
Two Sigma Securities's Capstead Mortgage Corp. position peaked at $229K in Q4 2016.
162 funds tracked by Wall St. Rank held Capstead Mortgage Corp. as of Q3 2019.

Based on Two Sigma Securities's 13F filing for Q3 2019, filed 14 Nov 2019.