CMTG β€” CLAROS MTG TR INC

Ownership history in Caption Management, LLC  Β·  8 quarters on record

This page tracks every 13F SEC filing in which Caption Management, LLC reported a position in CLAROS MTG TR INC (CMTG). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.04% (2025 Q1)
πŸ“Š Avg. % of fund
0.02%
πŸ“… First filed
2025 Q1
πŸ“… Last filed
2025 Q4
⏱ Quarters held
8

Position Intelligence

Caption Management, LLC Γ— CMTG AI Analytics

πŸ“‰ Caption Management, LLC underperformed the S&P 500 by –20.9% annually on this CMTG position. Timing score: 50% (3/6 decisions correct). Average cost basis: $3.27. Maximum drawdown during holding period: –23.6%.

πŸ“ˆ Position Alpha vs SPY
-20.9%
annualised excess return

❌ Significantly underperformed the S&P 500 by 20.9% ann.
7 quarters analyzed

⏱️ Timing Score
50%

➑️ Neutral timing β€” roughly coin-flip accuracy on add/trim calls.
3 of 6 add/trim decisions correct

πŸ’° Entry Quality
$3.27
-6.4% vs current ($3.06)

Best entry: $2.85 (2025 Q2)  Β·  Worst: $3.73 (2025 Q1)

πŸ›‘οΈ Drawdown Resilience
–23.6%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
57%
buy-side decisions

4 adds Β· 3 trims. Bought during 2 of 2 down-price quarters. πŸ“ˆ More buys than sells across the holding period.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.01% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    CMTG price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 8 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q4 REDUCED 340,000 -660,000 -66.0% 0.01% $1.0M $3.06
2025 Q4 ADDED 1,000,000 +702,764 +236.4% 0.02% $3.1M $3.06
2025 Q3 REDUCED 297,236 -734,264 -71.2% 0.01% $987K $3.32
2025 Q3 UNCHANGED 1,031,500 β€” 0% 0.03% $3.4M $3.32
2025 Q2 ADDED 1,031,500 +734,264 +247.0% 0.03% $2.9M $2.85
2025 Q2 ADDED 297,236 +32,061 +12.1% 0.01% $847K $2.85
2025 Q1 REDUCED 265,175 -766,325 -74.3% 0.01% $989K $3.73
2025 Q1 INITIATED 1,031,500 β€” β€” 0.04% $3.8M $3.73

🏒 Other funds also holding CMTG

As of 2025 Q4 β€” sorted by position size

WAFRA INC. 3Y 7Y 100.0% Hyundai Investments Co., Ltd. 3Y 61.17% GRATIA CAPITAL, LLC 3Y 7Y 3.88% Greenland Capital Management LP 3Y 0.04% Neuberger Berman Group LLC 3Y 7Y 0.02% Portolan Capital Management, LLC 3Y 7Y 0.02% HOTCHKIS & WILEY CAPITAL MANAGEMENT LLC 3Y 7Y 0.02% Abel Hall, LLC 0.01% Brevan Howard Capital Management LP 3Y 7Y 0.01% XTX Topco Ltd 3Y 0.0%
← Back to Caption Management, LLC Holdings