TWO

Two Harbors Investment
TWO

Overview Fund Activity

281 hedge funds and large institutions have $2.37B invested in Two Harbors Investment in 2017 Q1 according to their latest regulatory filings, with 45 funds opening new positions, 105 increasing their positions, 75 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
281
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.01%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
45
Increased
105
Reduced
75
Closed
35
Calls
$1.65M
Puts
$6.54M
Net Calls
-$4.89M
Net Calls Change
+$3.93M

Top Buyers

1
BlackRock
1
BlackRock
New York
$208M
2
Millennium Management
2
Millennium Management
New York
$94.6M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$26.9M
4
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$84.6M
5
Boston Partners
5
Boston Partners
Massachusetts
$69.5M

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$160M
2
Citadel Advisors
2
Citadel Advisors
Florida
$9.53M
3
Fidelity Investments
3
Fidelity Investments
Massachusetts
$36.1M
4
Renaissance Technologies
4
Renaissance Technologies
New York
$10.5M
5
Goldman Sachs
5
Goldman Sachs
New York
$138M
Name Holding Trade Value Shares
Change 		Shares
Change %
AFG
26
American Financial Group
Ohio
$20.7M – – –
Two Sigma Investments
27
Two Sigma Investments
New York
$20.4M -$445K -5,805 -2%
Morgan Stanley
28
Morgan Stanley
New York
$19.1M -$1.29M -16,822 -6%
PPA
29
Parametric Portfolio Associates
Washington
$19.1M -$1.88M -24,472 -9%
LSV Asset Management
30
LSV Asset Management
Illinois
$19M +$2.22M +28,943 +13%
First Trust Advisors
31
First Trust Advisors
Illinois
$19M +$4.87M +63,427 +34%
Allianz Asset Management
32
Allianz Asset Management
Germany
$18.1M +$3.31M +43,135 +22%
GXMC
33
Global X Management Company
New York
$18.1M +$7.81M +101,843 +76%
Charles Schwab
34
Charles Schwab
California
$16.4M +$1.56M +20,384 +11%
Bank of New York Mellon
35
Bank of New York Mellon
New York
$16.1M -$997K -12,996 -6%
PIM
36
Perkins Investment Management
Illinois
$15.4M +$1.99M +25,898 +15%
Two Sigma Advisers
37
Two Sigma Advisers
New York
$14.8M +$1.73M +22,509 +13%
American Century Companies
38
American Century Companies
Missouri
$14.6M +$10.7K +140 +0.1%
GC
39
Gillson Capital
Illinois
$13.7M -$3.18M -41,419 -19%
AWCI
40
Alpine Woods Capital Investors
New York
$12.9M +$1.44M +18,750 +13%
TCIM
41
TIAA CREF Investment Management
New York
$12.7M +$149K +1,937 +1%
WFI
42
West Family Investments
California
$12.5M – – –
Renaissance Technologies
43
Renaissance Technologies
New York
$10.5M -$13.1M -170,988 -56%
Citadel Advisors
44
Citadel Advisors
Florida
$9.53M -$27M -351,895 -74%
Stifel Financial
45
Stifel Financial
Missouri
$9.19M +$7.21M +94,168 +362%
AAM
46
Advisors Asset Management
Colorado
$8.87M -$78.9K -1,028 -0.9%
California Public Employees Retirement System
47
California Public Employees Retirement System
California
$8.76M +$695K +9,062 +9%
YMRC
48
Yorktown Management & Research Company
Virginia
$8.63M -$1.92M -25,000 -18%
CCP
49
Clough Capital Partners
Massachusetts
$8.57M – – –
Prudential Financial
50
Prudential Financial
New Jersey
$8.47M +$1.5M +19,528 +21%
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