Quantitative Systematic Strategies’s Two Harbors Investment TWO Stock Holding History

Quantitative Systematic Strategies’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
2019 Q2	–	Sell	-17,345	Closed	-$939K	–	578
2019 Q1	$939K	Buy	+17,345	New	+$971K	0.23%	143
2018 Q4	–	Sell	-5,728	Closed	-$342K	–	872
2018 Q3	$342K	Buy	+5,728	New	+$357K	0.07%	386
2016 Q3	–	Sell	-2,432	Closed	-$166K	–	494
2016 Q2	$166K	Sell	2,432 -115	-5%	-$7.57K	0.08%	350
2016 Q1	$159K	Sell	2,547 -2,214	-47%	-$137K	0.06%	272
2015 Q4	$311K	Buy	+4,761	New	+$325K	0.08%	363

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

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

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

NSLI

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

DFG

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

VNIM

Vaughan Nelson Investment Management Houston, Texas $11.3B AUM 53% 1-Year Est. Return

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

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

Quantitative Systematic Strategies's TWO Position: Q2 2019 in Review

Quantitative Systematic Strategies sold out of Two Harbors Investment (TWO) in Q2 2019, closing a stake of 17,345 shares — an estimated $939K sold.

Quantitative Systematic Strategies first reported a position in TWO in Q4 2015 and held it in 5 quarters. The position peaked at $939K in Q1 2019. 303 funds tracked by Wall St. Rank hold TWO as of Q2 2019.

Quantitative Systematic Strategies reported no remaining Two Harbors Investment position as of Q2 2019 after selling out during the quarter.
Quantitative Systematic Strategies sold 17,345 Two Harbors Investment shares in Q2 2019, an estimated $939K.
Quantitative Systematic Strategies first reported a position in Two Harbors Investment in Q4 2015 and held it in 5 quarters.
Quantitative Systematic Strategies's Two Harbors Investment position peaked at $939K in Q1 2019.
303 funds tracked by Wall St. Rank held Two Harbors Investment as of Q2 2019.

Based on Quantitative Systematic Strategies's 13F filing for Q2 2019, filed 25 Jul 2019.