Analytic Investors’s Two Harbors Investment TWO Stock Holding History

Analytic Investors’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
2016 Q3	$51.4M	Sell	753,011 -185,223	-20%	-$13M	0.58%	48
2016 Q2	$64.3M	Sell	938,234 -17,751	-2%	-$1.17M	0.76%	41
2016 Q1	$60.7M	Sell	955,985 -35,199	-4%	-$2.18M	0.74%	39
2015 Q4	$64.2M	Buy	991,184 +253,087	+34%	+$17.3M	0.8%	37
2015 Q3	$52.1M	Buy	738,097 +171,879	+30%	+$13.4M	0.7%	43
2015 Q2	$44.1M	Buy	566,218 +135,927	+32%	+$11.4M	0.62%	45
2015 Q1	$36.6M	Buy	430,291 +40,926	+11%	+$3.4M	0.5%	55
2014 Q4	$31.2M	Buy	389,365 +90,408	+30%	+$7.34M	0.44%	66
2014 Q3	$23.1M	Sell	298,957 -55,816	-16%	-$4.64M	0.33%	93
2014 Q2	$29.7M	Buy	+354,773	New	+$29.5M	0.48%	59
2013 Q4	–	Sell	-9,120	Closed	-$708K	–	566
2013 Q3	$708K	Buy	+9,120	New	+$716K	0.01%	329

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

Goldman Sachs New York $871B AUM 31.28% 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

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

BGIM

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

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

DFG

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

Analytic Investors's TWO Position: Q3 2016 in Review

Analytic Investors reduced its Two Harbors Investment (TWO) stake by 20% in Q3 2016, selling an estimated $13M and leaving 753,011 shares worth $51.4M. The position accounts for 0.58% of the portfolio, ranked #48.

Analytic Investors first reported a position in TWO in Q3 2013 and has held it in 11 quarters since. The position peaked at $64.3M in Q2 2016. 282 funds tracked by Wall St. Rank hold TWO as of Q3 2016.

Analytic Investors held 753,011 shares of Two Harbors Investment worth $51.4M as of Q3 2016.
Analytic Investors sold 185,223 Two Harbors Investment shares in Q3 2016, an estimated $13M.
Two Harbors Investment made up 0.58% of Analytic Investors's portfolio in Q3 2016, its #48 holding.
Analytic Investors first reported a position in Two Harbors Investment in Q3 2013 and has held it in 11 quarters since.
Analytic Investors's Two Harbors Investment position peaked at $64.3M in Q2 2016.
282 funds tracked by Wall St. Rank held Two Harbors Investment as of Q3 2016.

Based on Analytic Investors's 13F filing for Q3 2016, filed 14 Nov 2016.