TWO

Two Harbors Investment
TWO

Overview Fund Activity

307 hedge funds and large institutions have $2.46B invested in Two Harbors Investment in 2017 Q2 according to their latest regulatory filings, with 59 funds opening new positions, 108 increasing their positions, 88 reducing their positions, and 30 closing their positions.

Holders
307
Holders Change
+26
Holders Change %
+9.25%
% of All Funds
7.67%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.1%
New
59
Increased
108
Reduced
88
Closed
30
Calls
$12.6M
Puts
$1.32M
Net Calls
+$11.3M
Net Calls Change
+$16.2M

Top Buyers

1
Principal Financial Group
1
Principal Financial Group
Iowa
$31.5M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$58.6M
3
DFG
3
Delphi Financial Group
Delaware
$70.6M
4
Janus Henderson Group
4
Janus Henderson Group
United Kingdom
$23M
5
MAM
5
Martingale Asset Management
Massachusetts
$18.5M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$91.7M
2
Fidelity Investments
2
Fidelity Investments
Massachusetts
$5.96M
3
CS
3
Credit Suisse
Switzerland
$3.52M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$6.81M
5
TIM
5
Thornburg Investment Management
New Mexico
$152M
Name Holding Trade Value Shares
Change 		Shares
Change %
Citigroup
26
Citigroup
New York
$24M -$8.78M -110,761 -27%
Invesco
27
Invesco
Georgia
$23.6M +$1.31M +16,528 +6%
VLKIM
28
Van Lanschot Kempen Investment Management
Netherlands
$23.3M -$760K -9,587 -3%
Janus Henderson Group
29
Janus Henderson Group
United Kingdom
$23M +$23M +290,226 New
LSV Asset Management
30
LSV Asset Management
Illinois
$22.7M +$3.09M +39,012 +16%
First Trust Advisors
31
First Trust Advisors
Illinois
$21.8M +$2.13M +26,867 +11%
AFG
32
American Financial Group
Ohio
$21.4M – – –
GXMC
33
Global X Management Company
New York
$20.1M +$1.4M +17,651 +7%
Renaissance Technologies
34
Renaissance Technologies
New York
$19.2M +$8.36M +105,400 +77%
MAM
35
Martingale Asset Management
Massachusetts
$18.5M +$18.3M +231,077 +8,597%
Charles Schwab
36
Charles Schwab
California
$18.2M +$1.24M +15,693 +7%
Bank of New York Mellon
37
Bank of New York Mellon
New York
$17.2M +$496K +6,250 +3%
YMRC
38
Yorktown Management & Research Company
Virginia
$14.9M +$5.95M +75,000 +67%
PPA
39
Parametric Portfolio Associates
Washington
$13.3M -$6.4M -80,753 -32%
AIM
40
Artemis Investment Management
United Kingdom
$11.9M +$11.9M +149,496 New
AWCI
41
Alpine Woods Capital Investors
New York
$11.9M -$1.49M -18,750 -11%
WFI
42
West Family Investments
California
$10.8M -$1.22M -16,581 -10%
Los Angeles Capital Management
43
Los Angeles Capital Management
California
$9.5M +$7.83M +98,804 +469%
Wellington Management Group
44
Wellington Management Group
Massachusetts
$9.4M +$2.25M +28,384 +31%
California Public Employees Retirement System
45
California Public Employees Retirement System
California
$9.35M +$296K +3,738 +3%
Prudential Financial
46
Prudential Financial
New Jersey
$8.85M +$101K +1,275 +1%
New York State Common Retirement Fund
47
New York State Common Retirement Fund
New York
$8.5M +$992K +12,511 +13%
Stifel Financial
48
Stifel Financial
Missouri
$8.19M -$1.3M -16,509 -14%
AG
49
Aperio Group
California
$8.11M +$1.13M +14,206 +16%
Bank of Montreal
50
Bank of Montreal
Ontario, Canada
$7.64M +$7.42M +93,587 +3,421%
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