TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.08B invested in Two Harbors Investment in 2016 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 102 increasing their positions, 91 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
282
Holders Change
+7
Holders Change %
+2.55%
% of All Funds
7.54%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.11%
New
32
Increased
102
Reduced
91
Closed
22
Calls
$741K
Puts
$147K
Net Calls
+$594K
Net Calls Change
+$493K

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$14.3M
2
Citigroup
2
Citigroup
New York
$31.1M
3
Citadel Advisors
3
Citadel Advisors
Florida
$17.6M
4
CCP
4
Clough Capital Partners
Massachusetts
$18.9M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$224M

Top Sellers

1
WA
1
Whitebox Advisors
Minnesota
$20.8M
2
AIM
2
Artemis Investment Management
United Kingdom
$0
3
AI
3
Analytic Investors
California
$51.4M
4
Canada Pension Plan Investment Board
4
Canada Pension Plan Investment Board
Ontario, Canada
$165K
5
Deutsche Bank
5
Deutsche Bank
Germany
$18.6M
Name Holding Trade Value Shares
Change 		Shares
Change %
JPMorgan Chase & Co
26
JPMorgan Chase & Co
New York
$19.1M +$4.43M +64,865 +30%
CCP
27
Clough Capital Partners
Massachusetts
$18.9M +$9.64M +141,256 +104%
Invesco
28
Invesco
Georgia
$18.8M +$5.74M +84,060 +44%
Deutsche Bank
29
Deutsche Bank
Germany
$18.6M -$7.89M -115,704 -30%
AFG
30
American Financial Group
Ohio
$18.4M – – –
Citadel Advisors
31
Citadel Advisors
Florida
$17.6M +$9.81M +143,739 +126%
YMRC
32
Yorktown Management & Research Company
Virginia
$16.7M +$4.57M +66,950 +38%
Renaissance Technologies
33
Renaissance Technologies
New York
$14.8M -$57.1K -837 -0.4%
Bank of New York Mellon
34
Bank of New York Mellon
New York
$14.7M -$753K -11,034 -5%
LSV Asset Management
35
LSV Asset Management
Illinois
$14.3M -$1.19M -17,500 -8%
Millennium Management
36
Millennium Management
New York
$14.3M +$12.1M +177,554 +562%
CS
37
Credit Suisse
Switzerland
$13.3M +$3.03M +44,448 +30%
Charles Schwab
38
Charles Schwab
California
$12.6M +$1.03M +15,139 +9%
PIM
39
Perkins Investment Management
Illinois
$12.2M -$123K -1,807 -1%
American Century Companies
40
American Century Companies
Missouri
$12M +$469K +6,876 +4%
WFI
41
West Family Investments
California
$11.2M – – –
Two Sigma Investments
42
Two Sigma Investments
New York
$11.1M -$6.62M -97,008 -37%
Balyasny Asset Management
43
Balyasny Asset Management
Illinois
$11M -$2.38M -34,825 -18%
AG
44
Aperio Group
California
$10.9M -$1.81M -26,467 -14%
AWCI
45
Alpine Woods Capital Investors
New York
$10.2M – – –
Allianz Asset Management
46
Allianz Asset Management
Germany
$9.87M +$463K +6,775 +5%
Bank of America
47
Bank of America
North Carolina
$9.51M +$3.79M +55,485 +66%
GXMC
48
Global X Management Company
New York
$9.06M +$798K +11,698 +10%
USAA
49
United Services Automobile Association
Texas
$9.03M – – –
Walleye Trading
50
Walleye Trading
New York
$8.15M -$2.14M -31,358 -21%
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