TWO

Two Harbors Investment
TWO

Overview Fund Activity

274 hedge funds and large institutions have $1.94B invested in Two Harbors Investment in 2017 Q4 according to their latest regulatory filings, with 58 funds opening new positions, 104 increasing their positions, 78 reducing their positions, and 63 closing their positions.

Holders
274
Holders Change
-8
Holders Change %
-2.84%
% of All Funds
6.22%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
58
Increased
104
Reduced
78
Closed
63
Calls
$3.31M
Puts
$2.74M
Net Calls
+$573K
Net Calls Change
-$5.58M

Top Buyers

1
Citadel Advisors
1
Citadel Advisors
Florida
$39M
2
APG Asset Management
2
APG Asset Management
Netherlands
$35.2M
3
Wellington Management Group
3
Wellington Management Group
Massachusetts
$28.2M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$19.9M
5
BlackRock
5
BlackRock
New York
$185M

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$0
2
JPMorgan Chase & Co
2
JPMorgan Chase & Co
New York
$24.6M
3
GXMC
3
Global X Management Company
New York
$0
4
Citigroup
4
Citigroup
New York
$3.54M
5
MAM
5
Martingale Asset Management
Massachusetts
$980K
Name Holding Trade Value Shares
Change 		Shares
Change %
JPMorgan Chase & Co
26
JPMorgan Chase & Co
New York
$24.6M -$37.8M -580,927 -61%
Renaissance Technologies
27
Renaissance Technologies
New York
$22.8M +$2.12M +32,588 +10%
Two Sigma Investments
28
Two Sigma Investments
New York
$19.9M +$18.4M +282,775 +1,222%
AFG
29
American Financial Group
Ohio
$17.6M – – –
Charles Schwab
30
Charles Schwab
California
$17.3M +$1.45M +22,366 +9%
O
31
OppenheimerFunds
New York
$16.1M -$5.85M -89,873 -27%
Fidelity Investments
32
Fidelity Investments
Massachusetts
$14.2M +$12.1M +185,414 +561%
Morgan Stanley
33
Morgan Stanley
New York
$14M -$2.75M -42,252 -16%
Bank of New York Mellon
34
Bank of New York Mellon
New York
$13.8M -$292K -4,497 -2%
First Trust Advisors
35
First Trust Advisors
Illinois
$13.2M -$5.12M -78,743 -28%
YMRC
36
Yorktown Management & Research Company
Virginia
$12.2M – – –
Invesco
37
Invesco
Georgia
$11.9M +$133K +2,044 +1%
PPA
38
Parametric Portfolio Associates
Washington
$11.7M +$1.39M +21,304 +13%
CAI
39
Capital Advisors Inc
Oklahoma
$10.8M +$10.8M +166,157 New
Balyasny Asset Management
40
Balyasny Asset Management
Illinois
$10.1M +$8.8M +135,334 +698%
California Public Employees Retirement System
41
California Public Employees Retirement System
California
$9.92M +$1.12M +17,169 +13%
AWCI
42
Alpine Woods Capital Investors
New York
$9.73M -$4.31M -66,250 -31%
TCIM
43
TIAA CREF Investment Management
New York
$8.59M -$9.64M -148,202 -53%
New York State Common Retirement Fund
44
New York State Common Retirement Fund
New York
$8.36M +$1.14M +17,475 +16%
FQ
45
First Quadrant
California
$8.19M +$3.98M +61,139 +94%
AG
46
Aperio Group
California
$7.91M +$928K +14,270 +13%
Bank of Montreal
47
Bank of Montreal
Ontario, Canada
$7.73M -$849K -13,056 -10%
WFI
48
West Family Investments
California
$7.41M -$1.1M -16,989 -13%
VanEck Associates
49
VanEck Associates
New York
$7.37M +$1.4M +21,454 +23%
Prudential Financial
50
Prudential Financial
New Jersey
$7.23M -$103K -1,588 -1%
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