TWO

Two Harbors Investment
TWO

Overview Fund Activity

307 hedge funds and large institutions have $2.46B invested in Two Harbors Investment in 2017 Q2 according to their latest regulatory filings, with 59 funds opening new positions, 108 increasing their positions, 89 reducing their positions, and 30 closing their positions.

Holders
307
Holders Change
+26
Holders Change %
+9.25%
% of All Funds
7.67%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.1%
New
59
Increased
108
Reduced
89
Closed
30
Calls
$12.6M
Puts
$1.32M
Net Calls
+$11.3M
Net Calls Change
+$16.2M

Top Buyers

1
Principal Financial Group
1
Principal Financial Group
Iowa
$31.5M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$58.6M
3
DFG
3
Delphi Financial Group
Delaware
$70.6M
4
Janus Henderson Group
4
Janus Henderson Group
United Kingdom
$23M
5
MAM
5
Martingale Asset Management
Massachusetts
$18.5M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$91.7M
2
Fidelity Investments
2
Fidelity Investments
Massachusetts
$5.96M
3
CS
3
Credit Suisse
Switzerland
$3.52M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$6.81M
5
TIM
5
Thornburg Investment Management
New Mexico
$152M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$282M 28,500,232 +329,603 +1%
BlackRock
2
BlackRock
New York
$219M 22,139,079 +430,321 +2%
SOMRS
3
State of Michigan Retirement System
Michigan
$155M 15,604,284 – –
TIM
4
Thornburg Investment Management
New Mexico
$152M 15,289,897 -1,413,600 -8%
Millennium Management
5
Millennium Management
New York
$107M 10,796,036 +936,230 +9%
Goldman Sachs
6
Goldman Sachs
New York
$91.7M 9,249,273 -5,168,801 -36%
JPMorgan Chase & Co
7
JPMorgan Chase & Co
New York
$80.6M 8,129,298 -689,393 -8%
Boston Partners
8
Boston Partners
Massachusetts
$71.1M 7,179,158 -65,170 -0.9%
DFG
9
Delphi Financial Group
Delaware
$70.6M 7,113,819 +2,613,007 +58%
Arrowstreet Capital
10
Arrowstreet Capital
Massachusetts
$58.6M 5,908,716 +3,099,465 +110%
Wells Fargo
11
Wells Fargo
California
$55.4M 5,587,575 -1,051,308 -16%
State Street
12
State Street
Massachusetts
$52.1M 5,254,781 +217,529 +4%
BGIM
13
Brandywine Global Investment Management
Pennsylvania
$49.7M 5,018,105 -1,407,160 -22%
Russell Investments Group
14
Russell Investments Group
United Kingdom
$38.3M 3,860,376 -49,259 -1%
Northern Trust
15
Northern Trust
Illinois
$33.7M 3,404,884 +57,605 +2%
Norges Bank
16
Norges Bank
Norway
$33.5M 3,381,571 +290,048 +9%
Principal Financial Group
17
Principal Financial Group
Iowa
$31.5M 3,179,844 +3,118,060 +5,047%
Geode Capital Management
18
Geode Capital Management
Massachusetts
$28.9M 2,917,240 +116,606 +4%
O
19
OppenheimerFunds
New York
$28.7M 2,900,000 -55,500 -2%
UBS Group
20
UBS Group
Switzerland
$27.4M 2,764,941 -797,190 -22%
American Century Companies
21
American Century Companies
Missouri
$26.4M 2,668,163 +1,142,732 +75%
Deutsche Bank
22
Deutsche Bank
Germany
$26.3M 2,653,035 +189,214 +8%
TCIM
23
TIAA CREF Investment Management
New York
$25.2M 2,544,698 +1,223,130 +93%
Morgan Stanley
24
Morgan Stanley
New York
$24.6M 2,483,288 +487,953 +24%
Allianz Asset Management
25
Allianz Asset Management
Germany
$24.4M 2,458,317 +569,327 +30%
1
2 3 4 5