TWO

Two Harbors Investment
TWO

Overview Fund Activity

281 hedge funds and large institutions have $2.37B invested in Two Harbors Investment in 2017 Q1 according to their latest regulatory filings, with 45 funds opening new positions, 106 increasing their positions, 75 reducing their positions, and 35 closing their positions.

Holders
281
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.01%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
45
Increased
106
Reduced
75
Closed
35
Calls
$1.65M
Puts
$6.54M
Net Calls
-$4.89M
Net Calls Change
+$3.93M

Top Buyers

1
BlackRock
1
BlackRock
New York
$208M
2
Millennium Management
2
Millennium Management
New York
$94.6M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$26.9M
4
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$84.6M
5
Boston Partners
5
Boston Partners
Massachusetts
$69.5M

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$160M
2
Citadel Advisors
2
Citadel Advisors
Florida
$9.53M
3
Fidelity Investments
3
Fidelity Investments
Massachusetts
$36.1M
4
Renaissance Technologies
4
Renaissance Technologies
New York
$10.5M
5
Goldman Sachs
5
Goldman Sachs
New York
$138M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$270M 28,170,629 +1,095,212 +4%
BlackRock
2
BlackRock
New York
$208M 21,708,758 +21,569,555 +15,495%
TIM
3
Thornburg Investment Management
New Mexico
$160M 16,703,497 -4,966,523 -23%
SOMRS
4
State of Michigan Retirement System
Michigan
$150M 15,604,284 – –
Goldman Sachs
5
Goldman Sachs
New York
$138M 14,418,074 -1,204,414 -8%
Millennium Management
6
Millennium Management
New York
$94.6M 9,859,806 +4,048,276 +70%
JPMorgan Chase & Co
7
JPMorgan Chase & Co
New York
$84.6M 8,818,691 +2,378,459 +37%
Boston Partners
8
Boston Partners
Massachusetts
$69.5M 7,244,328 +1,295,633 +22%
Wells Fargo
9
Wells Fargo
California
$63.7M 6,638,883 -76,519 -1%
BGIM
10
Brandywine Global Investment Management
Pennsylvania
$61.6M 6,425,265 +76,062 +1%
State Street
11
State Street
Massachusetts
$48.3M 5,037,252 -324,252 -6%
DFG
12
Delphi Financial Group
Delaware
$43.1M 4,500,812 – –
Russell Investments Group
13
Russell Investments Group
United Kingdom
$37.5M 3,909,635 +679,415 +21%
Fidelity Investments
14
Fidelity Investments
Massachusetts
$36.1M 3,764,502 -2,247,900 -37%
UBS Group
15
UBS Group
Switzerland
$34.2M 3,562,131 +12,683 +0.4%
Northern Trust
16
Northern Trust
Illinois
$32.1M 3,347,279 +352,344 +12%
Citigroup
17
Citigroup
New York
$31.7M 3,310,364 -198,923 -6%
Norges Bank
18
Norges Bank
Norway
$29.6M 3,091,523 – –
O
19
OppenheimerFunds
New York
$28.3M 2,955,500 +44,875 +2%
Arrowstreet Capital
20
Arrowstreet Capital
Massachusetts
$26.9M 2,809,251 +2,809,251 New
Geode Capital Management
21
Geode Capital Management
Massachusetts
$26.9M 2,800,634 +225,788 +9%
Deutsche Bank
22
Deutsche Bank
Germany
$23.6M 2,463,821 -1,024,825 -29%
VLKIM
23
Van Lanschot Kempen Investment Management
Netherlands
$23.3M 2,426,912 -108,600 -4%
CS
24
Credit Suisse
Switzerland
$21.8M 2,270,158 -155,799 -6%
Invesco
25
Invesco
Georgia
$21.6M 2,249,194 +344,960 +18%
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