TWO

Two Harbors Investment
TWO

Overview Fund Activity

280 hedge funds and large institutions have $2.13B invested in Two Harbors Investment in 2016 Q4 according to their latest regulatory filings, with 43 funds opening new positions, 97 increasing their positions, 87 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
280
Holders Change
-2
Holders Change %
-0.71%
% of All Funds
7.01%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.1%
New
43
Increased
97
Reduced
87
Closed
39
Calls
$4.54M
Puts
$13.4M
Net Calls
-$8.83M
Net Calls Change
-$9.42M

Top Buyers

1
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
$56.2M
2
Millennium Management
Millennium Management
New York
$50.7M
3
Wells Fargo
Wells Fargo
California
$58.6M
4
Goldman Sachs
Goldman Sachs
New York
$136M
5
Citadel Advisors
Citadel Advisors
Florida
$33.2M

Top Sellers

1
Morgan Stanley
Morgan Stanley
New York
$18.6M
2
WA
Whitebox Advisors
Minnesota
$0
3
TIM
Thornburg Investment Management
New Mexico
$189M
4
DFG
Delphi Financial Group
Delaware
$39.2M
5
CCP
Clough Capital Partners
Massachusetts
$8.57M
Name Holding Trade Value Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$236M +$7.29M +104,477 +3%
TIM
2
Thornburg Investment Management
New Mexico
$189M -$20M -286,439 -10%
Goldman Sachs
3
Goldman Sachs
New York
$136M +$22.2M +318,769 +20%
SOMRS
4
State of Michigan Retirement System
Michigan
$136M – – –
BFA
5
BlackRock Fund Advisors
California
$99.9M -$1.18M -16,874 -1%
BIT
6
BlackRock Institutional Trust
California
$85.6M +$5.54M +79,371 +7%
Wells Fargo
7
Wells Fargo
California
$58.6M +$36.1M +516,921 +160%
JPMorgan Chase & Co
8
JPMorgan Chase & Co
New York
$56.2M +$36.6M +524,439 +187%
BGIM
9
Brandywine Global Investment Management
Pennsylvania
$55.4M -$2.74M -39,340 -5%
Fidelity Investments
10
Fidelity Investments
Massachusetts
$52.4M -$9.47M -135,788 -15%
Boston Partners
11
Boston Partners
Massachusetts
$51.9M +$6.9M +98,906 +15%
Millennium Management
12
Millennium Management
New York
$50.7M +$36.1M +517,314 +247%
State Street
13
State Street
Massachusetts
$46.8M +$939K +13,457 +2%
DFG
14
Delphi Financial Group
Delaware
$39.2M -$12.7M -181,673 -24%
Citadel Advisors
15
Citadel Advisors
Florida
$33.2M +$15.2M +218,564 +85%
UBS Group
16
UBS Group
Switzerland
$31M -$609K -8,724 -2%
Citigroup
17
Citigroup
New York
$30.6M -$1.16M -16,565 -4%
Deutsche Bank
18
Deutsche Bank
Germany
$30.4M +$11.4M +163,681 +60%
Russell Investments Group
19
Russell Investments Group
United Kingdom
$28.4M +$28.4M +403,778 New
Norges Bank
20
Norges Bank
Norway
$27M -$1.01M -14,418 -4%
Northern Trust
21
Northern Trust
Illinois
$26.1M -$2.68M -38,446 -9%
O
22
OppenheimerFunds
New York
$25.4M +$1.58M +22,578 +7%
Geode Capital Management
23
Geode Capital Management
Massachusetts
$22.5M -$1.21M -17,320 -5%
VLKIM
24
Van Lanschot Kempen Investment Management
Netherlands
$22.1M +$432K +6,187 +2%
Renaissance Technologies
25
Renaissance Technologies
New York
$21.5M +$6.32M +90,550 +42%
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