Capstead Mortgage Corp.

CMO

Delisted

CMO was delisted on the 18th of October, 2021.

202 hedge funds and large institutions have $628M invested in Capstead Mortgage Corp. in 2016 Q2 according to their latest regulatory filings, with 24 funds opening new positions, 79 increasing their positions, 52 reducing their positions, and 15 closing their positions.

New

Increased

Maintained

Reduced

Closed

293% more call options, than puts

Call options by funds: $448K | Put options by funds: $114K

60% more first-time investments, than exits

New positions opened: 24 | Existing positions closed: 15

52% more repeat investments, than reductions

Existing positions increased: 79 | Existing positions reduced: 52

3% more funds holding

Funds holding: 196 → 202 (+6)

1% less capital invested

Capital invested by funds: $637M → $628M (-$8.62M)

100% less funds holding in top 10

Funds holding in top 10: 1 → 0 (-1)

Holders

202

Holders Change

Holders Change %

+3.06%

% of All Funds

5.39%

Holding in Top 10

–

Holding in Top 10 Change

-1

Holding in Top 10 Change %

-100%

% of All Funds

–

New

Increased

Reduced

Closed

Calls

$448K

Puts

$114K

Net Calls

+$334K

Net Calls Change

+$129K

Top Buyers

1	BFA BlackRock Fund Advisors San Francisco, California	+$9.98M
2	RCAMU Rothschild & Co Asset Management US Stamford, Connecticut	+$7.13M
3	Renaissance Technologies New York	+$5.65M
4	PIM Paradice Investment Management Denver, Colorado	+$4.99M
5	WI WBI Investments Red Bank, New Jersey	+$4.33M

Top Sellers

1	TIM Thornburg Investment Management Santa Fe, New Mexico	-$39M
2	JP Morgan Chase New York	-$6.72M
3	Jennison Associates New York	-$6.55M
4	SBH Segall Bryant & Hamill Chicago, Illinois	-$3.38M
5	MVP Miller Value Partners Sarasota, Florida	-$1.04M

#	Name	Holding	Trade Value	Shares Change	Change in Stake
26	26 Ameriprise Minneapolis, Minnesota	$4.98M	-$855K	-87,690	-15%
27	27 Charles Schwab San Francisco, California	$4.94M	+$71.1K	+7,292	+1%
28	28 Goldman Sachs New York	$4.8M	+$3.29M	+337,697	+215%
29	NFA 29 Nationwide Fund Advisors Columbus, Ohio	$4.41M	-$167K	-17,146	-4%
30	WI 30 WBI Investments Red Bank, New Jersey	$4.31M	+$4.33M	+444,531	New
31	PPA 31 Parametric Portfolio Associates Seattle, Washington	$4.27M	+$343K	+35,173	+9%
32	BIM 32 BlackRock Investment Management Wilmington, Delaware	$4.24M	+$242K	+24,835	+6%
33	33 Baird Financial Group Milwaukee, Wisconsin	$3.81M	+$2.35M	+241,527	+159%
34	34 Citigroup New York	$3.7M	+$2M	+204,803	+116%
35	35 Two Sigma Investments New York	$3.64M	-$408K	-41,830	-10%
36	36 California Public Employees Retirement System Sacramento, California	$3.47M	+$211K	+21,600	+6%
37	BC 37 Barnett & Company Chattanooga, Tennessee	$3.26M	-$149K	-15,240	-4%
38	38 Arrowstreet Capital Boston, Massachusetts	$3.24M	-$302K	-30,950	-8%
39	39 Millennium Management New York	$3M	+$2.32M	+237,826	+333%
40	TCIM 40 TIAA CREF Investment Management New York	$2.95M	-$16.1K	-1,656	-0.5%
41	41 VanEck Associates New York	$2.9M	+$150K	+15,398	+5%
42	42 TD Asset Management Toronto, Ontario, Canada	$2.74M	+$240K	+24,600	+10%
43	AI 43 Analytic Investors Los Angeles, California	$2.7M	–	–	–
44	PMLI 44 Penn Mutual Life Insurance Horsham, Pennsylvania	$2.19M	–	–	–
45	45 Morgan Stanley New York	$2.05M	+$594K	+60,912	+40%
46	46 California State Teachers Retirement System (CalSTRS) West Sacramento, California	$1.95M	-$23.4K	-2,400	-1%
47	SBH 47 Segall Bryant & Hamill Chicago, Illinois	$1.91M	-$3.38M	-346,348	-64%
48	48 Allianz Asset Management Munich, Germany	$1.82M	-$406K	-41,646	-18%
49	SFM 49 Systematic Financial Management Teaneck, New Jersey	$1.8M	+$1.81M	+186,020	New
50	50 Wellington Management Group Boston, Massachusetts	$1.78M	–	–	–