TWO

Two Harbors Investment
TWO

Overview Fund Activity

280 hedge funds and large institutions have $2.13B invested in Two Harbors Investment in 2016 Q4 according to their latest regulatory filings, with 43 funds opening new positions, 97 increasing their positions, 87 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
280
Holders Change
-2
Holders Change %
-0.71%
% of All Funds
7.01%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.1%
New
43
Increased
97
Reduced
87
Closed
39
Calls
$4.54M
Puts
$13.4M
Net Calls
-$8.83M
Net Calls Change
-$9.42M

Top Buyers

1
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
+$36.6M
2
Millennium Management
Millennium Management
New York
+$36.1M
3
Wells Fargo
Wells Fargo
California
+$36.1M
4
Goldman Sachs
Goldman Sachs
New York
+$22.2M
5
Citadel Advisors
Citadel Advisors
Florida
+$15.2M

Top Sellers

1
Morgan Stanley
Morgan Stanley
New York
-$36.5M
2
WA
Whitebox Advisors
Minnesota
-$20.8M
3
TIM
Thornburg Investment Management
New Mexico
-$20M
4
DFG
Delphi Financial Group
Delaware
-$12.7M
5
CCP
Clough Capital Partners
Massachusetts
-$10.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
CS
26
Credit Suisse
Switzerland
$21.2M +$7.58M +108,660 +56%
PPA
27
Parametric Portfolio Associates
Washington
$19.1M -$10.6M -151,456 -36%
Two Sigma Investments
28
Two Sigma Investments
New York
$18.9M +$7.61M +109,150 +67%
AFG
29
American Financial Group
Ohio
$18.8M – – –
Morgan Stanley
30
Morgan Stanley
New York
$18.6M -$36.5M -522,945 -66%
Invesco
31
Invesco
Georgia
$16.6M -$2.64M -37,915 -14%
Bank of New York Mellon
32
Bank of New York Mellon
New York
$15.6M +$565K +8,099 +4%
GC
33
Gillson Capital
Illinois
$15.4M +$15.4M +220,562 New
LSV Asset Management
34
LSV Asset Management
Illinois
$15.3M +$620K +8,887 +4%
Charles Schwab
35
Charles Schwab
California
$13.5M +$598K +8,577 +5%
Allianz Asset Management
36
Allianz Asset Management
Germany
$13.5M +$3.38M +48,518 +34%
American Century Companies
37
American Century Companies
Missouri
$13.3M +$1.01M +14,536 +8%
First Trust Advisors
38
First Trust Advisors
Illinois
$12.8M -$8.22M -117,844 -39%
PIM
39
Perkins Investment Management
Illinois
$12.2M -$293K -4,206 -2%
Balyasny Asset Management
40
Balyasny Asset Management
Illinois
$12.2M +$936K +13,423 +8%
Two Sigma Advisers
41
Two Sigma Advisers
New York
$11.9M +$5.3M +75,951 +81%
WFI
42
West Family Investments
California
$11.4M – – –
TCIM
43
TIAA CREF Investment Management
New York
$11.4M +$738K +10,582 +7%
AWCI
44
Alpine Woods Capital Investors
New York
$10.4M – – –
YMRC
45
Yorktown Management & Research Company
Virginia
$9.59M -$7.5M -107,500 -44%
GXMC
46
Global X Management Company
New York
$9.37M +$111K +1,590 +1%
USAA
47
United Services Automobile Association
Texas
$9.23M – – –
CCP
48
Clough Capital Partners
Massachusetts
$8.57M -$10.7M -153,812 -56%
AAM
49
Advisors Asset Management
Colorado
$8.14M +$685K +9,819 +9%
AG
50
Aperio Group
California
$7.57M -$3.55M -50,889 -32%
1
2
3 4 5