TWO

Two Harbors Investment
TWO

Overview Fund Activity

275 hedge funds and large institutions have $1.94B invested in Two Harbors Investment in 2017 Q4 according to their latest regulatory filings, with 58 funds opening new positions, 24 increasing their positions, 192 reducing their positions, and 62 closing their positions.

Holders
275
Holders Change
-7
Holders Change %
-2.48%
% of All Funds
6.25%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
58
Increased
24
Reduced
192
Closed
62
Calls
$3.31M
Puts
$2.74M
Net Calls
+$573K
Net Calls Change
-$5.58M

Top Buyers

1
Citadel Advisors
1
Citadel Advisors
Florida
$39M
2
APG Asset Management
2
APG Asset Management
Netherlands
$35.2M
3
Two Sigma Investments
3
Two Sigma Investments
New York
$19.9M
4
Wellington Management Group
4
Wellington Management Group
Massachusetts
$28.2M
5
CAI
5
Capital Advisors Inc
Oklahoma
$10.8M

Top Sellers

1
Vanguard Group
1
Vanguard Group
Pennsylvania
$236M
2
BlackRock
2
BlackRock
New York
$185M
3
TIM
3
Thornburg Investment Management
New Mexico
$0
4
SOMRS
4
State of Michigan Retirement System
Michigan
$127M
5
Millennium Management
5
Millennium Management
New York
$116M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$236M 14,515,417 -14,209,372 -49%
BlackRock
2
BlackRock
New York
$185M 11,360,216 -9,789,874 -46%
SOMRS
3
State of Michigan Retirement System
Michigan
$127M 7,802,142 -7,802,142 -50%
Millennium Management
4
Millennium Management
New York
$116M 7,162,332 -6,798,319 -49%
DFG
5
Delphi Financial Group
Delaware
$58.5M 3,596,893 -3,596,926 -50%
Boston Partners
6
Boston Partners
Massachusetts
$56.7M 3,489,084 -2,935,962 -46%
Janus Henderson Group
7
Janus Henderson Group
United Kingdom
$44.6M 2,744,395 -2,961,484 -52%
Goldman Sachs
8
Goldman Sachs
New York
$43.2M 2,656,410 -2,212,833 -45%
State Street
9
State Street
Massachusetts
$42.7M 2,623,577 -2,670,204 -50%
Russell Investments Group
10
Russell Investments Group
United Kingdom
$42.3M 2,576,209 -1,689,281 -40%
UBS Group
11
UBS Group
Switzerland
$42M 2,583,084 -1,167,651 -31%
Citadel Advisors
12
Citadel Advisors
Florida
$39M 2,401,497 +2,091,538 +675%
LSV Asset Management
13
LSV Asset Management
Illinois
$38.3M 2,352,520 -2,033,120 -46%
APG Asset Management
14
APG Asset Management
Netherlands
$35.2M 2,597,335 +1,329,335 +105%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$34.5M 2,121,797 -1,110,703 -34%
Allianz Asset Management
16
Allianz Asset Management
Germany
$30.4M 1,868,210 -739,261 -28%
American Century Companies
17
American Century Companies
Missouri
$29.8M 1,830,694 -968,651 -35%
Arrowstreet Capital
18
Arrowstreet Capital
Massachusetts
$29.7M 1,825,440 -2,445,749 -57%
Principal Financial Group
19
Principal Financial Group
Iowa
$29.2M 1,795,860 -1,537,105 -46%
Northern Trust
20
Northern Trust
Illinois
$29M 1,781,862 -1,644,240 -48%
Norges Bank
21
Norges Bank
Norway
$28.3M 1,740,685 -1,740,686 -50%
Wellington Management Group
22
Wellington Management Group
Massachusetts
$28.2M 1,732,461 +774,971 +81%
BGIM
23
Brandywine Global Investment Management
Pennsylvania
$27.6M 1,698,915 -2,043,468 -55%
Wells Fargo
24
Wells Fargo
California
$27.1M 1,663,804 -1,949,314 -54%
VLKIM
25
Van Lanschot Kempen Investment Management
Netherlands
$24.7M 1,521,056 -686,206 -31%
1
2 3 4 5