Caption Management’s Two Harbors Investment TWO Stock Holding History

Caption 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
2026 Q1	$914K	Hold	80,000	–	–	0.01%	1050
2025 Q4	$840K	Buy	80,000 +9,400	+13%	+$94K	0.01%	1120
2025 Q3	$697K	Buy	+70,600	New	+$711K	0.01%	1220
2023 Q1	–	Sell	-80,000	Closed	-$1.26M	–	1566
2022 Q4	$1.26M	Buy	80,000 +35,975	+82%	+$541K	0.02%	670
2022 Q3	$585K	Hold	44,025	–	–	0.01%	1031
2022 Q2	$877K	Hold	44,025	–	–	0.01%	925
2022 Q1	$975K	Sell	44,025 -80,125	-65%	-$1.74M	0.01%	985
2021 Q4	$2.87M	Buy	124,150 +44,025	+55%	+$1.1M	0.03%	657
2021 Q3	$2.03M	Buy	80,125 +33,875	+73%	+$889K	0.02%	744
2021 Q2	$1.4M	Buy	+46,250	New	+$1.38M	0.02%	799
2020 Q3	–	Sell	-25,000	Closed	-$504K	–	1271
2020 Q2	$504K	Sell	25,000 -25,000	-50%	-$464K	0.02%	667
2020 Q1	$762K	Hold	50,000	–	–	0.04%	466
2019 Q4	$2.92M	Buy	+50,000	New	+$2.83M	0.1%	284

Other funds holding TWO

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

VPM

Vanguard Portfolio Management Malvern, Pennsylvania $1.91T AUM

Balyasny Asset Management Chicago, Illinois $77.1B AUM 42.89% 1-Year Est. Return

VCM

Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM

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

SGCM

Sand Grove Capital Management London, United Kingdom $444M AUM 131.11% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

AQR Arbitrage Greenwich, Connecticut $6.09B AUM 27.01% 1-Year Est. Return

Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return

Caption Management's TWO Position: Q2 2022 in Review

Caption Management sold out of Two Harbors Investment (TWO) in Q2 2022, closing a stake of 38,200 shares — an estimated $773K sold.

Caption Management first reported a position in TWO in Q4 2021 and held it in 2 quarters. The position peaked at $845K in Q1 2022. 255 funds tracked by Wall St. Rank hold TWO as of Q2 2022.

Caption Management reported no remaining Two Harbors Investment position as of Q2 2022 after selling out during the quarter.
Caption Management sold 38,200 Two Harbors Investment shares in Q2 2022, an estimated $773K.
Caption Management first reported a position in Two Harbors Investment in Q4 2021 and held it in 2 quarters.
Caption Management's Two Harbors Investment position peaked at $845K in Q1 2022.
255 funds tracked by Wall St. Rank held Two Harbors Investment as of Q2 2022.

Based on Caption Management's 13F filing for Q2 2022, filed 15 Aug 2022.