TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.45B invested in Two Harbors Investment in 2017 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 101 increasing their positions, 95 reducing their positions, and 49 closing their positions.

Holders
282
Holders Change
-25
Holders Change %
-8.14%
% of All Funds
7.04%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
28
Increased
101
Reduced
95
Closed
49
Calls
$7.32M
Puts
$1.17M
Net Calls
+$6.15M
Net Calls Change
-$5.14M

Top Buyers

1
Janus Henderson Group
1
Janus Henderson Group
United Kingdom
$57.5M
2
Millennium Management
2
Millennium Management
New York
$141M
3
LSV Asset Management
3
LSV Asset Management
Illinois
$44.2M
4
APG Asset Management
4
APG Asset Management
Netherlands
$12.8M
5
UBS Group
5
UBS Group
Switzerland
$37.8M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$49.1M
2
Wells Fargo
2
Wells Fargo
California
$36.4M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$43.1M
4
BGIM
4
Brandywine Global Investment Management
Pennsylvania
$37.7M
5
AIM
5
Artemis Investment Management
United Kingdom
$199K
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$290M 28,724,789 +224,557 +0.8%
BlackRock
2
BlackRock
New York
$213M 21,150,090 -988,989 -4%
SOMRS
3
State of Michigan Retirement System
Michigan
$157M 15,604,284 – –
TIM
4
Thornburg Investment Management
New Mexico
$154M 15,289,897 – –
Millennium Management
5
Millennium Management
New York
$141M 13,960,651 +3,164,615 +29%
JPMorgan Chase & Co
6
JPMorgan Chase & Co
New York
$76.8M 7,671,595 -457,703 -6%
DFG
7
Delphi Financial Group
Delaware
$72.4M 7,193,819 +80,000 +1%
Boston Partners
8
Boston Partners
Massachusetts
$64.8M 6,425,046 -754,112 -11%
Janus Henderson Group
9
Janus Henderson Group
United Kingdom
$57.5M 5,705,879 +3,384,072 +146%
State Street
10
State Street
Massachusetts
$53.4M 5,293,781 +39,000 +0.7%
Goldman Sachs
11
Goldman Sachs
New York
$49.1M 4,869,243 -4,380,030 -47%
LSV Asset Management
12
LSV Asset Management
Illinois
$44.2M 4,385,640 +2,090,200 +91%
Arrowstreet Capital
13
Arrowstreet Capital
Massachusetts
$43.1M 4,271,189 -1,637,527 -28%
Russell Investments Group
14
Russell Investments Group
United Kingdom
$43M 4,265,490 +405,114 +10%
UBS Group
15
UBS Group
Switzerland
$37.8M 3,750,735 +985,794 +36%
BGIM
16
Brandywine Global Investment Management
Pennsylvania
$37.7M 3,742,383 -1,275,722 -25%
Wells Fargo
17
Wells Fargo
California
$36.4M 3,613,118 -1,974,457 -35%
Norges Bank
18
Norges Bank
Norway
$35.1M 3,481,371 +99,800 +3%
Northern Trust
19
Northern Trust
Illinois
$34.5M 3,426,102 +21,218 +0.6%
Principal Financial Group
20
Principal Financial Group
Iowa
$33.6M 3,332,965 +153,121 +5%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$32.6M 3,232,500 +315,260 +11%
American Century Companies
22
American Century Companies
Missouri
$28.2M 2,799,345 +131,182 +5%
O
23
OppenheimerFunds
New York
$27.2M 2,700,000 -200,000 -7%
Allianz Asset Management
24
Allianz Asset Management
Germany
$26.3M 2,607,471 +149,154 +6%
Citigroup
25
Citigroup
New York
$25.8M 2,561,363 +137,085 +6%
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