Claybrook Capital’s Two Harbors Investment TWO Stock Holding History

Claybrook Capital’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
2020 Q1	–	Sell	-56,906	Closed	-$3.54M	–	106
2019 Q4	$3.54M	Buy	56,906 +2,300	+4%	+$130K	1.64%	14
2019 Q3	$2.87M	Hold	54,606	–	–	1.48%	21
2019 Q2	$2.77M	Hold	54,606	–	–	1.45%	24
2019 Q1	$2.96M	Buy	+54,606	New	+$3.06M	1.55%	22
2018 Q4	–	Sell	-33,356	Closed	-$1.99M	–	825
2018 Q3	$1.99M	Buy	33,356 +25,000	+299%	+$1.56M	1.16%	33
2018 Q2	$528K	Hold	8,356	–	–	0.33%	62
2018 Q1	$514K	Hold	8,356	–	–	0.34%	60
2017 Q4	$543K	Buy	+8,356	New	+$585K	0.39%	57

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 $22.6B AUM 40.24% 1-Year Est. Return

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

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

DFG

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

BGIM

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

NSLI

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

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

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

Claybrook Capital's TWO Position: Q1 2020 in Review

Claybrook Capital sold out of Two Harbors Investment (TWO) in Q1 2020, closing a stake of 56,906 shares — an estimated $3.54M sold.

Claybrook Capital first reported a position in TWO in Q4 2017 and held it in 8 quarters. The position peaked at $3.54M in Q4 2019. 309 funds tracked by Wall St. Rank hold TWO as of Q1 2020.

Claybrook Capital reported no remaining Two Harbors Investment position as of Q1 2020 after selling out during the quarter.
Claybrook Capital sold 56,906 Two Harbors Investment shares in Q1 2020, an estimated $3.54M.
Claybrook Capital first reported a position in Two Harbors Investment in Q4 2017 and held it in 8 quarters.
Claybrook Capital's Two Harbors Investment position peaked at $3.54M in Q4 2019.
309 funds tracked by Wall St. Rank held Two Harbors Investment as of Q1 2020.

Based on Claybrook Capital's 13F filing for Q1 2020, filed 5 May 2020.