Parkwood LLC’s Two Harbors Investment TWO Stock Holding History

Parkwood LLC’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	-1,313	Closed	-$106K	–	257
2017 Q3	$106K	Sell	1,313 -1,480	-53%	-$118K	0.02%	219
2017 Q2	$221K	Sell	2,793 -934	-25%	-$74.7K	0.03%	341
2017 Q1	$286K	Sell	3,727 -399	-10%	-$29.1K	0.04%	302
2016 Q4	$288K	Sell	4,126 -1,943	-32%	-$132K	0.04%	294
2016 Q3	$414K	Hold	6,069	–	–	0.06%	309
2016 Q2	$416K	Sell	6,069 -1,049	-15%	-$69.1K	0.07%	300
2016 Q1	$452K	Buy	7,118 +1,048	+17%	+$64.8K	0.08%	325
2015 Q4	$393K	Buy	6,070 +683	+13%	+$46.6K	0.06%	386
2015 Q3	$380K	Buy	5,387 +66	+1%	+$5.14K	0.06%	233
2015 Q2	$415K	Sell	5,321 -9	-0.2%	-$757	0.06%	244
2015 Q1	$453K	Sell	5,330 -1,085	-17%	-$90K	0.06%	243
2014 Q4	$514K	Buy	6,415 +4,109	+178%	+$334K	0.07%	192
2014 Q3	$178K	Buy	2,306 +55	+2%	+$4.57K	0.04%	221
2014 Q2	$189K	Buy	2,251 +91	+4%	+$7.56K	0.04%	132
2014 Q1	$177K	Buy	2,160 +760	+54%	+$61.2K	0.04%	112
2013 Q4	$104K	Buy	+1,400	New	+$105K	0.03%	427

Other funds holding TWO

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

BlackRock New York $5.7T AUM 30.48% 1-Year Est. Return

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

Millennium Management

Millennium Management New York $134B AUM 35.51% 1-Year Est. Return

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

Boston Partners

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

Janus Henderson Group

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

Goldman Sachs New York $761B AUM 31.28% 1-Year Est. Return

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

Russell Investments Group

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