TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.45B invested in Two Harbors Investment in 2017 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 100 increasing their positions, 95 reducing their positions, and 49 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
282
Holders Change
-25
Holders Change %
-8.14%
% of All Funds
7.04%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
28
Increased
100
Reduced
95
Closed
49
Calls
$7.32M
Puts
$1.17M
Net Calls
+$6.15M
Net Calls Change
-$5.14M

Top Buyers

1
Janus Henderson Group
1
Janus Henderson Group
United Kingdom
$57.5M
2
Millennium Management
2
Millennium Management
New York
$141M
3
LSV Asset Management
3
LSV Asset Management
Illinois
$44.2M
4
APG Asset Management
4
APG Asset Management
Netherlands
$12.8M
5
UBS Group
5
UBS Group
Switzerland
$37.8M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$49.1M
2
Wells Fargo
2
Wells Fargo
California
$36.4M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$43.1M
4
BGIM
4
Brandywine Global Investment Management
Pennsylvania
$37.7M
5
AIM
5
Artemis Investment Management
United Kingdom
$199K
Name Holding Trade Value Shares
Change 		Shares
Change %
Renaissance Technologies
26
Renaissance Technologies
New York
$25.6M +$6.13M +76,075 +31%
First Trust Advisors
27
First Trust Advisors
Illinois
$22.7M +$527K +6,540 +2%
TCIM
28
TIAA CREF Investment Management
New York
$22.6M -$3.05M -37,806 -12%
VLKIM
29
Van Lanschot Kempen Investment Management
Netherlands
$22.2M -$1.44M -17,869 -6%
AFG
30
American Financial Group
Ohio
$21.8M – – –
GXMC
31
Global X Management Company
New York
$21.5M +$1.07M +13,294 +5%
Morgan Stanley
32
Morgan Stanley
New York
$20.8M -$4.24M -52,558 -17%
Deutsche Bank
33
Deutsche Bank
Germany
$20.8M -$5.96M -73,913 -22%
Charles Schwab
34
Charles Schwab
California
$19.7M +$1.18M +14,675 +6%
Bank of New York Mellon
35
Bank of New York Mellon
New York
$17.4M -$27.3K -339 -0.2%
AWCI
36
Alpine Woods Capital Investors
New York
$17.4M +$5.34M +66,250 +44%
MAM
37
Martingale Asset Management
Massachusetts
$17.1M -$1.76M -21,820 -9%
YMRC
38
Yorktown Management & Research Company
Virginia
$15.1M – – –
Invesco
39
Invesco
Georgia
$14.6M -$9.44M -117,019 -39%
APG Asset Management
40
APG Asset Management
Netherlands
$12.8M +$12.8M +158,500 New
PPA
41
Parametric Portfolio Associates
Washington
$12.8M -$786K -9,746 -6%
California Public Employees Retirement System
42
California Public Employees Retirement System
California
$10.9M +$1.4M +17,386 +15%
Bank of Montreal
43
Bank of Montreal
Ontario, Canada
$10.6M +$2.87M +35,620 +37%
Wellington Management Group
44
Wellington Management Group
Massachusetts
$9.65M +$86.8K +1,076 +0.9%
Prudential Financial
45
Prudential Financial
New Jersey
$9.09M +$85.7K +1,063 +1%
New York State Common Retirement Fund
46
New York State Common Retirement Fund
New York
$8.95M +$312K +3,875 +4%
AG
47
Aperio Group
California
$8.66M +$411K +5,096 +5%
Los Angeles Capital Management
48
Los Angeles Capital Management
California
$7.83M -$1.83M -22,749 -19%
Skandinaviska Enskilda Banken (SEB)
49
Skandinaviska Enskilda Banken (SEB)
Sweden
$7.76M +$7.76M +96,250 New
AAMU
50
AEGON Asset Management (UK)
United Kingdom
$7.55M +$60K +745 +0.8%
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