Claros Mortgage Trust, Inc. · Brief

Next report

2 days

Nov 4 · after closeest.Q3 FY26

Expected move

No implied move.

8 reportsHistory

1 of 8≥ implied

Nov 7 '24±9.2%▲+6.68%×0.73

Feb 19 '25±15.3%▲+3.81%×0.25

May 7 '25±21.9%▼−8.99%×0.41

Aug 6 '25±14.0%▲+16.43%×1.17

Nov 5 '25±32.8%▲+5.14%×0.16

Feb 18 '26±10.0%▲+6.12%×0.61

Q1 FY26±26.1%▼−4.18%×0.16

Q2 FY26±35.6%▼−12.08%×0.34

quarterimplied−40%0+40%realized×

Q2 FY26±35.6%▼−12.08%×0.34

Q1 FY26±26.1%▼−4.18%×0.16

Feb '26±10.0%▲+6.12%×0.61

Nov '25±32.8%▲+5.14%×0.16

Aug '25±14.0%▲+16.43%×1.17

May '25±21.9%▼−8.99%×0.41

2 older reports

Feb '25±15.3%▲+3.81%×0.25

Nov '24±9.2%▲+6.68%×0.73

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Nov 4 report · est.

Bull2 of 3

3tracked funds holding CMTGN-PORT · Aug 31 '26

+0.86%change in shares held by the largest reporting managers over the latest quarter13F · Jun 30 '26

Bear2 of 4

7 of 8recent reports where the move came in under the options implied rangeEarnings history

0.01%of iShares Russell 2000 ETF's assets, the largest tracked-fund weightN-PORT · Jun 30 '26

AI captions · Sep 16 '26once per report · top 2 per case

CMTG report session

No linked exposure.

No changes.

privateThesis 0 · Decisions 0 · Observations 0

No thesis.