Algebris Investments (UK)’s Two Harbors Investment TWO Stock Holding History

Algebris Investments (UK)’s Portfolio TWO Stock Details TWO Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q3	–	Sell	-23,705	Closed	-$1.85M	–	80
2015 Q2	$1.85M	Buy	23,705 +780	+3%	+$65.6K	0.73%	32
2015 Q1	$1.95M	Buy	22,925 +2,137	+10%	+$177K	1.29%	25
2014 Q4	$1.67M	Buy	20,788 +4,638	+29%	+$377K	1.2%	22
2014 Q3	$1.25M	Buy	16,150 +2,712	+20%	+$225K	0.59%	44
2014 Q2	$1.13M	Sell	13,438 -3,750	-22%	-$312K	0.6%	37
2014 Q1	$1.41M	Sell	17,188 -4,075	-19%	-$328K	0.72%	35
2013 Q4	$1.58M	Buy	21,263 +3,888	+22%	+$291K	0.97%	25
2013 Q3	$1.35M	Buy	17,375 +14,562	+518%	+$1.14M	1.16%	20
2013 Q2	$231K	Buy	+2,813	New	+$258K	0.3%	23

Other funds holding TWO

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

TIM

Thornburg Investment Management Santa Fe, New Mexico $9.63B AUM 35.65% 1-Year Est. Return

SOMRS

State of Michigan Retirement System Lansing, Michigan $18.9B AUM 27.96% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

DFG

Delphi Financial Group Wilmington, Delaware $222M AUM 11.28% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

BGIM

Brandywine Global Investment Management Philadelphia, Pennsylvania $14.9B AUM 20.41% 1-Year Est. Return

Algebris Investments (UK)'s TWO Position: Q3 2015 in Review

Algebris Investments (UK) sold out of Two Harbors Investment (TWO) in Q3 2015, closing a stake of 23,705 shares — an estimated $1.85M sold.

Algebris Investments (UK) first reported a position in TWO in Q2 2013 and held it in 9 quarters. The position peaked at $1.95M in Q1 2015. 279 funds tracked by Wall St. Rank hold TWO as of Q3 2015.

Algebris Investments (UK) reported no remaining Two Harbors Investment position as of Q3 2015 after selling out during the quarter.
Algebris Investments (UK) sold 23,705 Two Harbors Investment shares in Q3 2015, an estimated $1.85M.
Algebris Investments (UK) first reported a position in Two Harbors Investment in Q2 2013 and held it in 9 quarters.
Algebris Investments (UK)'s Two Harbors Investment position peaked at $1.95M in Q1 2015.
279 funds tracked by Wall St. Rank held Two Harbors Investment as of Q3 2015.

Based on Algebris Investments (UK)'s 13F filing for Q3 2015, filed 20 Nov 2015.