TWO

Two Harbors Investment
TWO

Overview Fund Activity

274 hedge funds and large institutions have $1.96B invested in Two Harbors Investment in 2016 Q1 according to their latest regulatory filings, with 30 funds opening new positions, 87 increasing their positions, 101 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
274
Holders Change
-4
Holders Change %
-1.44%
% of All Funds
7.31%
Holding in Top 10
5
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.13%
New
30
Increased
87
Reduced
101
Closed
33
Calls
$303K
Puts
$16K
Net Calls
+$287K
Net Calls Change
+$415K

Top Buyers

1
WA
1
Whitebox Advisors
Minnesota
$72M
2
Morgan Stanley
2
Morgan Stanley
New York
$27.8M
3
CCP
3
Clough Capital Partners
Massachusetts
$27.9M
4
TIM
4
Thornburg Investment Management
New Mexico
$195M
5
GA
5
GRS Advisors
Illinois
$9.52M

Top Sellers

1
Balyasny Asset Management
1
Balyasny Asset Management
Illinois
$4.5M
2
Bank of New York Mellon
2
Bank of New York Mellon
New York
$63.2M
3
Millennium Management
3
Millennium Management
New York
$476K
4
Deutsche Bank
4
Deutsche Bank
Germany
$22.4M
5
DFG
5
Delphi Financial Group
Delaware
$47.2M
Name Holding Trade Value Shares
Change 		Shares
Change %
Renaissance Technologies
26
Renaissance Technologies
New York
$20.5M +$8.43M +132,640 +70%
PPA
27
Parametric Portfolio Associates
Washington
$17.5M +$5.99M +94,298 +52%
AFG
28
American Financial Group
Ohio
$17.2M – – –
LSV Asset Management
29
LSV Asset Management
Illinois
$14.5M -$63.1K -993 -0.4%
Citigroup
30
Citigroup
New York
$14.4M -$10.6M -166,081 -42%
First Trust Advisors
31
First Trust Advisors
Illinois
$13.9M -$5.36M -84,453 -28%
Walleye Trading
32
Walleye Trading
New York
$13.5M +$1.52M +23,914 +13%
Two Sigma Advisers
33
Two Sigma Advisers
New York
$12.3M +$2.27M +35,789 +23%
JPMorgan Chase & Co
34
JPMorgan Chase & Co
New York
$11.2M -$4.3M -67,652 -28%
PIM
35
Perkins Investment Management
Illinois
$11.1M +$574K +9,035 +5%
American Century Companies
36
American Century Companies
Missouri
$10.7M +$899K +14,149 +9%
WFI
37
West Family Investments
California
$10.4M – – –
Charles Schwab
38
Charles Schwab
California
$10.4M +$562K +8,843 +6%
Invesco
39
Invesco
Georgia
$9.8M +$1.94M +30,505 +25%
YMRC
40
Yorktown Management & Research Company
Virginia
$9.72M – – –
GA
41
GRS Advisors
Illinois
$9.52M +$9.52M +149,838 New
AWCI
42
Alpine Woods Capital Investors
New York
$9.5M – – –
AG
43
Aperio Group
California
$9.22M +$2.01M +31,603 +28%
AAM
44
Advisors Asset Management
Colorado
$8.74M -$271K -4,265 -3%
Canada Pension Plan Investment Board
45
Canada Pension Plan Investment Board
Ontario, Canada
$8.64M +$76.2K +1,200 +0.9%
TCIM
46
TIAA CREF Investment Management
New York
$8.52M +$352K +5,536 +4%
USAA
47
United Services Automobile Association
Texas
$8.41M +$3.06M +48,225 +57%
CS
48
Credit Suisse
Switzerland
$8.29M -$14.4M -227,018 -64%
Allianz Asset Management
49
Allianz Asset Management
Germany
$7.54M +$687K +10,816 +10%
Prudential Financial
50
Prudential Financial
New Jersey
$7.53M -$1.03M -16,275 -12%
1
2
3 4 5