Capstead Mortgage Corp.
US ˙ NYSE ˙ US14067E5069
ACEST SIMBOL NU MAI ESTE ACTIV

SecurityCMO / Capstead Mortgage Corp.
InstitutionAperio Group, LLC
Latest Disclosed Ownership33,145 shares
Latest Disclosed Value $ 193,000
Aperio Group, LLC reports 3.40% decrease in ownership of CMO / Capstead Mortgage Corp.

On February 5, 2021 - Aperio Group, LLC filed a 13F-HR form disclosing ownership of 33,145 shares of Capstead Mortgage Corp. (US:CMO) valued at $192,572 USD as of December 31, 2020. The entity filed a previous 13F-HR on November 6, 2020 disclosing 34,313 shares of Capstead Mortgage Corp.. This represents a change in shares of -3.40% during the quarter. The current value of the position is $215,442 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2021-02-05 2020-12-31 13F CAPSTEAD MTG COM NO PAR 14067E506 33,145 -1,168 -3.40 193 0.00 0.0006
2020-11-06 2020-09-30 13F CAPSTEAD MTG COM NO PAR 14067E506 34,313 1,411 4.29 193 6.63 0.0007
2020-08-13 2020-06-30 13F CAPSTEAD MTG COM NO PAR 14067E506 32,902 9,544 40.86 181 84.69 0.0007
2020-05-05 2020-03-31 13F CAPSTEAD MTG COM NO PAR 14067E506 23,358 11,180 91.80 98 2.08 0.0004
2020-02-13 2019-12-31 13F CAPSTEAD MTG COM NO PAR 14067E506 12,178 12,178 96 0.0003
2019-11-06 2019-09-30 13F CAPSTEAD MTG COM NO PAR 14067E506 0 -13,764 -100.00 0 -100.00
2019-07-30 2019-06-30 13F CAPSTEAD MTG COM NO PAR 14067E506 13,764 -2,034 -12.88 115 -15.44 0.0005
2019-05-13 2019-03-31 13F CAPSTEAD MTG COM NO PAR 14067E506 15,798 -7,126 -31.09 136 -11.11 0.0006
2019-05-06 2018-12-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 22,924 376 1.67 153 -14.04 0.0008
2019-02-14 2018-12-31 13F CAPSTEAD MTG COM NO PAR 14067E506 22,924 376 153
2019-05-06 2018-09-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 22,548 -26,927 -54.43 178 -59.82 0.0008
2018-10-17 2018-09-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 22,548 -26,927 178
2019-05-06 2018-06-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 49,475 -27,198 -35.47 443 -33.18 0.0021
2018-07-30 2018-06-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 49,475 -27,198 443
2019-05-01 2018-03-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 76,673 -5,863 -7.10 663 -7.14 0.0033
2018-05-08 2018-03-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 76,673 -5,863 663
2019-05-01 2017-12-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 82,536 -10,294 -11.09 714 -20.31 0.0037
2018-02-02 2017-12-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 82,536 -10,294 714
2019-05-01 2017-09-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 92,830 -14,139 -13.22 896 -19.71 0.0051
2017-10-25 2017-09-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 92,830 -14,139 896
2019-04-22 2017-06-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 106,969 -1,179 -1.09 1,116 -2.11 0.0068
2017-07-18 2017-06-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 106,969 -1,179 1,116
2019-04-22 2017-03-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 108,148 -18,844 -14.84 1,140 -11.90 0.0078
2017-05-05 2017-03-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 108,148 -18,844 1,140
2019-04-22 2016-12-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 126,992 -395,137 -75.68 1,294 -73.72 0.0099
2017-02-14 2016-12-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 126,992 -395,137 1,294
2019-04-12 2016-09-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 522,129 -47,595 -8.35 4,924 -10.89 0.0356
2016-11-01 2016-09-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 522,129 -47,595 4,924
2019-04-12 2016-06-30 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 569,724 34,058 6.36 5,526 4.30 0.0432
2016-08-12 2016-06-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 569,724 34,058 5,526
2019-04-12 2016-03-31 13F/A-1 CAPSTEAD MTG COM NO PAR 14067E506 535,666 -29,249 -5.18 5,298 7.31 0.0453
2016-04-28 2016-03-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 535,666 -29,249 5,298
2016-01-21 2015-12-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 564,915 44,304 8.51 4,937 -4.12 0.0452
2015-10-19 2015-09-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 520,611 -61,476 -10.56 5,149 -20.31 0.0524
2015-07-29 2015-06-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 582,087 -78,916 -11.94 6,461 -16.95 0.0667
2015-04-29 2015-03-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 661,003 661,003 0.00 7,780 0.0871
2015-01-30 2014-12-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 0 -282,254 -100.00 0 -100.00
2014-10-21 2014-09-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 282,254 162,807 136.30 3,455 119.92 0.0467
2014-07-23 2014-06-30 13F CAPSTEAD MTG CORP COM COMMON 14067E506 119,447 56,100 88.56 1,571 95.89 0.0228
2014-04-25 2014-03-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 63,347 802 178.47 0.0113
2014-01-30 2013-12-31 13F CAPSTEAD MTG CORP COM COMMON 14067E506 288 0.0045
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.