TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.08B invested in Two Harbors Investment in 2016 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 102 increasing their positions, 91 reducing their positions, and 22 closing their positions.

Holders
282
Holders Change
+7
Holders Change %
+2.55%
% of All Funds
7.54%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.11%
New
32
Increased
102
Reduced
91
Closed
22
Calls
$741K
Puts
$147K
Net Calls
+$594K
Net Calls Change
+$493K

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$14.3M
2
Citigroup
2
Citigroup
New York
$31.1M
3
Citadel Advisors
3
Citadel Advisors
Florida
$17.6M
4
CCP
4
Clough Capital Partners
Massachusetts
$18.9M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$224M

Top Sellers

1
WA
1
Whitebox Advisors
Minnesota
$20.8M
2
AIM
2
Artemis Investment Management
United Kingdom
$0
3
AI
3
Analytic Investors
California
$51.4M
4
Canada Pension Plan Investment Board
4
Canada Pension Plan Investment Board
Ontario, Canada
$165K
5
Deutsche Bank
5
Deutsche Bank
Germany
$18.6M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$224M 26,239,597 +798,645 +3%
TIM
2
Thornburg Investment Management
New Mexico
$204M 23,961,535 – –
SOMRS
3
State of Michigan Retirement System
Michigan
$133M 15,604,284 – –
Goldman Sachs
4
Goldman Sachs
New York
$112M 13,072,334 -162,565 -1%
BFA
5
BlackRock Fund Advisors
California
$98.9M 11,591,176 +341,794 +3%
BIT
6
BlackRock Institutional Trust
California
$78.3M 9,178,580 +219,984 +2%
Fidelity Investments
7
Fidelity Investments
Massachusetts
$60.6M 7,098,702 -462,300 -6%
BGIM
8
Brandywine Global Investment Management
Pennsylvania
$56.8M 6,663,923 -400,358 -6%
Morgan Stanley
9
Morgan Stanley
New York
$53.9M 6,313,469 +478,897 +8%
AI
10
Analytic Investors
California
$51.4M 6,024,088 -1,481,782 -20%
DFG
11
Delphi Financial Group
Delaware
$50.8M 5,954,200 – –
State Street
12
State Street
Massachusetts
$44.8M 5,253,844 -47,775 -0.9%
Boston Partners
13
Boston Partners
Massachusetts
$44M 5,157,444 +276,950 +6%
Citigroup
14
Citigroup
New York
$31.1M 3,641,805 +1,397,005 +62%
UBS Group
15
UBS Group
Switzerland
$30.9M 3,619,242 +334,188 +10%
EA
16
Emerald Acquisition
Washington
$29M 3,398,169 +28,235 +0.8%
PPA
17
Parametric Portfolio Associates
Washington
$29M 3,396,496 -118,500 -3%
Northern Trust
18
Northern Trust
Illinois
$28.2M 3,302,502 +22,403 +0.7%
Norges Bank
19
Norges Bank
Norway
$26.1M 3,206,863 – –
O
20
OppenheimerFunds
New York
$23.3M 2,730,000 -90,000 -3%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$23.1M 2,713,411 +225,809 +9%
Wells Fargo
22
Wells Fargo
California
$22M 2,580,032 -23,935 -0.9%
VLKIM
23
Van Lanschot Kempen Investment Management
Netherlands
$21.2M 2,486,012 +94,100 +4%
WA
24
Whitebox Advisors
Minnesota
$20.8M 2,440,082 -2,393,388 -50%
First Trust Advisors
25
First Trust Advisors
Illinois
$20.6M 2,415,631 -197,660 -8%
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