Nine Chapters Capital Management’s Two Harbors Investment TWO Stock Holding History

Nine Chapters 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
2017 Q1	–	Sell	-1,313	Closed	-$92K	–	302
2016 Q4	$92K	Buy	+1,313	New	+$89.4K	0.16%	148
2015 Q3	–	Sell	-1,725	Closed	-$134K	–	1181
2015 Q2	$134K	Buy	+1,725	New	+$145K	0.01%	849
2014 Q3	–	Sell	-15,725	Closed	-$1.32M	–	1172
2014 Q2	$1.32M	Buy	15,725 +12,412	+375%	+$1.03M	0.11%	272
2014 Q1	$272K	Buy	+3,313	New	+$267K	0.03%	641
2013 Q3	–	Sell	-20,388	Closed	-$1.67M	–	917
2013 Q2	$1.67M	Buy	+20,388	New	+$1.87M	0.29%	95

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

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

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

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

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

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

BGIM

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

Nine Chapters Capital Management's TWO Position: Q1 2017 in Review

Nine Chapters Capital Management sold out of Two Harbors Investment (TWO) in Q1 2017, closing a stake of 1,313 shares — an estimated $92K sold.

Nine Chapters Capital Management first reported a position in TWO in Q2 2013 and held it in 5 quarters. The position peaked at $1.67M in Q2 2013. 281 funds tracked by Wall St. Rank hold TWO as of Q1 2017.

Nine Chapters Capital Management reported no remaining Two Harbors Investment position as of Q1 2017 after selling out during the quarter.
Nine Chapters Capital Management sold 1,313 Two Harbors Investment shares in Q1 2017, an estimated $92K.
Nine Chapters Capital Management first reported a position in Two Harbors Investment in Q2 2013 and held it in 5 quarters.
Nine Chapters Capital Management's Two Harbors Investment position peaked at $1.67M in Q2 2013.
281 funds tracked by Wall St. Rank held Two Harbors Investment as of Q1 2017.

Based on Nine Chapters Capital Management's 13F filing for Q1 2017, filed 8 May 2017.