TWO

Two Harbors Investment
TWO

Overview Fund Activity

275 hedge funds and large institutions have $2.11B invested in Two Harbors Investment in 2016 Q2 according to their latest regulatory filings, with 31 funds opening new positions, 95 increasing their positions, 93 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
275
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.35%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.11%
New
31
Increased
95
Reduced
93
Closed
29
Calls
$341K
Puts
$240K
Net Calls
+$101K
Net Calls Change
-$186K

Top Buyers

1
Goldman Sachs
1
Goldman Sachs
New York
$113M
2
Morgan Stanley
2
Morgan Stanley
New York
$49.9M
3
AIM
3
Artemis Investment Management
United Kingdom
$18.3M
4
PPA
4
Parametric Portfolio Associates
Washington
$30.1M
5
BFA
5
BlackRock Fund Advisors
California
$96.3M

Top Sellers

1
Bank of New York Mellon
1
Bank of New York Mellon
New York
$15.5M
2
WA
2
Whitebox Advisors
Minnesota
$41.4M
3
Fidelity Investments
3
Fidelity Investments
Massachusetts
$64.7M
4
CCP
4
Clough Capital Partners
Massachusetts
$9.28M
5
GA
5
GRS Advisors
Illinois
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Citigroup
26
Citigroup
New York
$19.2M +$3.69M +53,854 +24%
AFG
27
American Financial Group
Ohio
$18.5M – – –
AIM
28
Artemis Investment Management
United Kingdom
$18.3M +$18.3M +266,395 New
Two Sigma Investments
29
Two Sigma Investments
New York
$17.7M -$7.21M -105,222 -29%
LSV Asset Management
30
LSV Asset Management
Illinois
$15.6M – – –
Bank of New York Mellon
31
Bank of New York Mellon
New York
$15.5M -$52.6M -768,692 -77%
Renaissance Technologies
32
Renaissance Technologies
New York
$14.9M -$7.16M -104,540 -32%
JPMorgan Chase & Co
33
JPMorgan Chase & Co
New York
$14.8M +$2.71M +39,541 +22%
Balyasny Asset Management
34
Balyasny Asset Management
Illinois
$13.4M +$8.55M +124,824 +176%
Invesco
35
Invesco
Georgia
$13.1M +$2.58M +37,656 +24%
AG
36
Aperio Group
California
$12.7M +$2.79M +40,691 +28%
Two Sigma Advisers
37
Two Sigma Advisers
New York
$12.5M -$767K -11,196 -6%
PIM
38
Perkins Investment Management
Illinois
$12.4M +$409K +5,975 +3%
YMRC
39
Yorktown Management & Research Company
Virginia
$12.2M +$1.71M +25,000 +16%
Charles Schwab
40
Charles Schwab
California
$11.6M +$469K +6,846 +4%
American Century Companies
41
American Century Companies
Missouri
$11.6M +$2.6K +38 +0%
WFI
42
West Family Investments
California
$11.2M – – –
Walleye Trading
43
Walleye Trading
New York
$10.3M -$4.19M -61,211 -29%
CS
44
Credit Suisse
Switzerland
$10.3M +$1.35M +19,705 +15%
AWCI
45
Alpine Woods Capital Investors
New York
$10.2M – – –
Allianz Asset Management
46
Allianz Asset Management
Germany
$9.43M +$1.3M +18,930 +16%
Canada Pension Plan Investment Board
47
Canada Pension Plan Investment Board
Ontario, Canada
$9.3M -$13.7K -200 -0.1%
CCP
48
Clough Capital Partners
Massachusetts
$9.28M -$20.7M -302,975 -69%
USAA
49
United Services Automobile Association
Texas
$9.06M – – –
TCIM
50
TIAA CREF Investment Management
New York
$8.55M -$628K -9,172 -7%
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