Menta Capital’s Two Harbors Investment TWO Stock Holding History

Menta 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
2017 Q4	–	Sell	-3,225	Closed	-$260K	–	816
2017 Q3	$260K	Sell	3,225 -7,325	-69%	-$586K	0.04%	658
2017 Q2	$836K	Buy	+10,550	New	+$843K	0.1%	371
2016 Q2	–	Sell	-48,018	Closed	-$3.05M	–	989
2016 Q1	$3.05M	Buy	+48,018	New	+$2.97M	0.42%	27

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

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

DFG

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

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

Janus Henderson Group London, United Kingdom $209B AUM 37.72% 1-Year Est. Return

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

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

Russell Investments Group London, United Kingdom $93.1B AUM 28.26% 1-Year Est. Return

Menta Capital's TWO Position: Q4 2017 in Review

Menta Capital sold out of Two Harbors Investment (TWO) in Q4 2017, closing a stake of 3,225 shares — an estimated $260K sold.

Menta Capital first reported a position in TWO in Q1 2016 and held it in 3 quarters. The position peaked at $3.05M in Q1 2016. 274 funds tracked by Wall St. Rank hold TWO as of Q4 2017.

Menta Capital reported no remaining Two Harbors Investment position as of Q4 2017 after selling out during the quarter.
Menta Capital sold 3,225 Two Harbors Investment shares in Q4 2017, an estimated $260K.
Menta Capital first reported a position in Two Harbors Investment in Q1 2016 and held it in 3 quarters.
Menta Capital's Two Harbors Investment position peaked at $3.05M in Q1 2016.
274 funds tracked by Wall St. Rank held Two Harbors Investment as of Q4 2017.

Based on Menta Capital's 13F filing for Q4 2017, filed 14 Feb 2018.