BlueCrest Capital Management’s Two Harbors Investment TWO Stock Holding History

BlueCrest Capital Management’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
2019 Q2	–	Sell	-18,000	Closed	-$974K	–	1021
2019 Q1	$974K	Buy	18,000 +12,717	+241%	+$712K	0.04%	303
2018 Q4	$271K	Sell	5,283 -1,817	-26%	-$104K	0.01%	547
2018 Q3	$424K	Sell	7,100 -996	-12%	-$62.1K	0.01%	848
2018 Q2	$512K	Buy	+8,096	New	+$507K	0.01%	827
2017 Q4	–	Sell	-8,096	Closed	-$653K	–	1109
2017 Q3	$653K	Buy	+8,096	New	+$647K	0.03%	450
2017 Q2	–	Sell	-1,250	Closed	-$96K	–	1109
2017 Q1	$96K	Sell	1,250 -6,695	-84%	-$488K	﹤0.01%	680
2016 Q4	$554K	Buy	+7,945	New	+$541K	0.03%	452
2016 Q2	–	Sell	-5,241	Closed	-$333K	–	1049
2016 Q1	$333K	Buy	+5,241	New	+$324K	0.02%	570
2015 Q3	–	Sell	-2,074	Closed	-$162K	–	1049
2015 Q2	$162K	Buy	+2,074	New	+$174K	﹤0.01%	768

Other funds holding TWO

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

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

SOMRS

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

Boston Partners Boston, Massachusetts $95.5B AUM 28.4% 1-Year Est. Return

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

NSLI

Nan Shan Life Insurance Taipei City, Taiwan $2.76B AUM 6.75% 1-Year Est. Return

DFG

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

VNIM

Vaughan Nelson Investment Management Houston, Texas $11.3B AUM 53% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Capital Research Global Investors Los Angeles, California $645B AUM 30.41% 1-Year Est. Return

BlueCrest Capital Management's TWO Position: Q2 2019 in Review

BlueCrest Capital Management sold out of Two Harbors Investment (TWO) in Q2 2019, closing a stake of 18,000 shares — an estimated $974K sold.

BlueCrest Capital Management first reported a position in TWO in Q2 2015 and held it in 9 quarters. The position peaked at $974K in Q1 2019. 303 funds tracked by Wall St. Rank hold TWO as of Q2 2019.

BlueCrest Capital Management reported no remaining Two Harbors Investment position as of Q2 2019 after selling out during the quarter.
BlueCrest Capital Management sold 18,000 Two Harbors Investment shares in Q2 2019, an estimated $974K.
BlueCrest Capital Management first reported a position in Two Harbors Investment in Q2 2015 and held it in 9 quarters.
BlueCrest Capital Management's Two Harbors Investment position peaked at $974K in Q1 2019.
303 funds tracked by Wall St. Rank held Two Harbors Investment as of Q2 2019.

Based on BlueCrest Capital Management's 13F filing for Q2 2019, filed 14 Aug 2019.