TWO

Two Harbors Investment
TWO

Overview Fund Activity

248 hedge funds and large institutions have $1.03B invested in Two Harbors Investment in 2020 Q4 according to their latest regulatory filings, with 35 funds opening new positions, 86 increasing their positions, 74 reducing their positions, and 36 closing their positions.

Holders
248
Holders Change
-5
Holders Change %
-1.98%
% of All Funds
4.4%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
35
Increased
86
Reduced
74
Closed
36
Calls
$8.55M
Puts
$11.2M
Net Calls
-$2.64M
Net Calls Change
+$8.17M

Top Buyers

1
Arrowstreet Capital
1
Arrowstreet Capital
Massachusetts
$9.27M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$14.7M
3
Massachusetts Financial Services
3
Massachusetts Financial Services
Massachusetts
$51.7M
4
BlackRock
4
BlackRock
New York
$172M
5
BGIM
5
Brandywine Global Investment Management
Pennsylvania
$43.8M

Top Sellers

1
RCAMU
1
Rothschild & Co Asset Management US
Connecticut
$7.03M
2
RCMNY
2
Rubric Capital Management (New York)
New York
$0
3
Invesco
3
Invesco
Georgia
$1.28M
4
SEI Investments
4
SEI Investments
Pennsylvania
$698K
5
Wells Fargo
5
Wells Fargo
California
$54.9M
Name Market Value Shares Shares
Change 		Shares
Change %
BlackRock
1
BlackRock
New York
$172M 26,951,349 +1,245,354 +5%
Vanguard Group
2
Vanguard Group
Pennsylvania
$155M 24,336,190 -229,249 -0.9%
Goldman Sachs
3
Goldman Sachs
New York
$58.2M 9,142,138 -509,943 -5%
Wells Fargo
4
Wells Fargo
California
$54.9M 8,623,911 -996,521 -10%
Massachusetts Financial Services
5
Massachusetts Financial Services
Massachusetts
$51.7M 8,113,961 +1,405,549 +21%
BGIM
6
Brandywine Global Investment Management
Pennsylvania
$43.8M 6,871,391 +1,191,496 +21%
State Street
7
State Street
Massachusetts
$37.6M 5,746,501 -101,354 -2%
Nuveen Asset Management
8
Nuveen Asset Management
Illinois
$27.5M 4,324,503 +90,432 +2%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$25.2M 3,963,550 +133,957 +3%
SOMRS
10
State of Michigan Retirement System
Michigan
$24.2M 3,800,000 – –
Russell Investments Group
11
Russell Investments Group
United Kingdom
$20.1M 3,163,490 +607,836 +24%
Northern Trust
12
Northern Trust
Illinois
$19.8M 3,104,346 -126,053 -4%
Norges Bank
13
Norges Bank
Norway
$19.6M 3,079,018 – –
PPA
14
Parametric Portfolio Associates
Washington
$18.2M 2,855,302 +6,424 +0.2%
JPMorgan Chase & Co
15
JPMorgan Chase & Co
New York
$17.7M 2,776,193 +577,560 +26%
Charles Schwab
16
Charles Schwab
California
$17.2M 2,707,047 +118,329 +5%
AAMU
17
Amundi Asset Management US
Massachusetts
$16.8M 2,636,975 -380,097 -13%
VOYA Investment Management
18
VOYA Investment Management
Georgia
$15.1M 2,362,752 +21,881 +0.9%
Two Sigma Investments
19
Two Sigma Investments
New York
$14.7M 2,310,507 +1,448,127 +168%
PI
20
PineBridge Investments
New York
$14.7M 2,306,113 – –
CS
21
Credit Suisse
Switzerland
$12.8M 2,003,120 +473,641 +31%
VanEck Associates
22
VanEck Associates
New York
$10.4M 1,634,968 +93,762 +6%
Arrowstreet Capital
23
Arrowstreet Capital
Massachusetts
$9.27M 1,455,890 +1,455,890 New
Bank of New York Mellon
24
Bank of New York Mellon
New York
$9.02M 1,415,708 -31,825 -2%
Citadel Advisors
25
Citadel Advisors
Florida
$8.18M 1,283,990 +271,857 +27%
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