SOMRS
TWO

State of Michigan Retirement System’s Two Harbors Investment TWO Stock Holding History

State of Michigan Retirement System’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
2021
Q1 		– Sell
-950,000
Closed -$24.2M – 987
2020
Q4 		$24.2M Hold
950,000
– – 0.17% 138
2020
Q3 		$19.3M Hold
950,000
– – 0.15% 126
2020
Q2 		$19.2M Sell
950,000
-1,832,886
-66% -$34M 0.17% 120
2020
Q1 		$42.4M Hold
2,782,886
– – 0.47% 45
2019
Q4 		$163M Hold
2,782,886
– – 1.35% 9
2019
Q3 		$146M Sell
2,782,886
-187,650
-6% -$9.9M 1.32% 9
2019
Q2 		$151M Hold
2,970,536
– – 1.36% 10
2019
Q1 		$161M Hold
2,970,536
– – 1.29% 11
2018
Q4 		$153M Buy
2,970,536
+82,500
+3% +$4.7M 1.37% 11
2018
Q3 		$172M Buy
2,888,036
+792,500
+38% +$49.4M 1.26% 16
2018
Q2 		$132M Hold
2,095,536
– – 1.05% 17
2018
Q1 		$129M Buy
2,095,536
+145,000
+7% +$8.91M 1.04% 17
2017
Q4 		$127M Hold
1,950,536
– – 1% 20
2017
Q3 		$157M Hold
1,950,536
– – 1.27% 17
2017
Q2 		$155M Hold
1,950,536
– – 1.17% 17
2017
Q1 		$150M Hold
1,950,536
– – 1.16% 17
2016
Q4 		$136M Hold
1,950,536
– – 1.08% 17
2016
Q3 		$133M Hold
1,950,536
– – 1.05% 19
2016
Q2 		$134M Sell
1,950,536
-111,964
-5% -$7.37M 1.05% 20
2016
Q1 		$131M Sell
2,062,500
-21,250
-1% -$1.31M 1.04% 18
2015
Q4 		$135M Sell
2,083,750
-31,250
-1% -$2.13M 1.03% 23
2015
Q3 		$149M Buy
2,115,000
+31,250
+1% +$2.43M 1.15% 17
2015
Q2 		$162M Buy
2,083,750
+138,750
+7% +$11.7M 1.13% 14
2015
Q1 		$165M Buy
+1,945,000
New +$161M 1.16% 14

Other funds holding TWO

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
Wells Fargo
Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return
Massachusetts Financial Services
Massachusetts Financial Services Boston, Massachusetts $315B AUM 27.84% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return
BGIM
Brandywine Global Investment Management Philadelphia, Pennsylvania $14.9B AUM 20.41% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Two Sigma Investments
Two Sigma Investments New York $138B AUM 41.87% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return
Two Sigma Advisers
Two Sigma Advisers New York $51.4B AUM 31.07% 1-Year Est. Return

State of Michigan Retirement System's TWO Position: Q1 2021 in Review

State of Michigan Retirement System sold out of Two Harbors Investment (TWO) in Q1 2021, closing a stake of 950,000 shares — an estimated $24.2M sold.

State of Michigan Retirement System first reported a position in TWO in Q1 2015 and held it in 24 quarters. The position peaked at $172M in Q3 2018. 251 funds tracked by Wall St. Rank hold TWO as of Q1 2021.

  • State of Michigan Retirement System reported no remaining Two Harbors Investment position as of Q1 2021 after selling out during the quarter.
  • State of Michigan Retirement System sold 950,000 Two Harbors Investment shares in Q1 2021, an estimated $24.2M.
  • State of Michigan Retirement System first reported a position in Two Harbors Investment in Q1 2015 and held it in 24 quarters.
  • State of Michigan Retirement System's Two Harbors Investment position peaked at $172M in Q3 2018.
  • 251 funds tracked by Wall St. Rank held Two Harbors Investment as of Q1 2021.

Based on State of Michigan Retirement System's 13F filing for Q1 2021, filed 3 May 2021.