TWO

Two Harbors Investment
TWO

Overview Fund Activity

253 hedge funds and large institutions have $836M invested in Two Harbors Investment in 2020 Q3 according to their latest regulatory filings, with 31 funds opening new positions, 69 increasing their positions, 99 reducing their positions, and 38 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
253
Holders Change
-10
Holders Change %
-3.8%
% of All Funds
5.12%
Holding in Top 10
2
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.04%
New
31
Increased
69
Reduced
99
Closed
38
Calls
$5.46M
Puts
$16.3M
Net Calls
-$10.8M
Net Calls Change
-$5.99M

Top Buyers

1
Massachusetts Financial Services
1
Massachusetts Financial Services
Massachusetts
$34.1M
2
Wells Fargo
2
Wells Fargo
California
$49M
3
Northern Trust
3
Northern Trust
Illinois
$16.4M
4
Goldman Sachs
4
Goldman Sachs
New York
$49.1M
5
VOYA Investment Management
5
VOYA Investment Management
Georgia
$11.9M

Top Sellers

1
NSLI
1
Nan Shan Life Insurance
Taiwan
$0
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
BlackRock
3
BlackRock
New York
$131M
4
RCMNY
4
Rubric Capital Management (New York)
New York
$13.2M
5
First Trust Advisors
5
First Trust Advisors
Illinois
$3.53M
Name Holding Trade Value Shares
Change 		Shares
Change %
SEI Investments
26
SEI Investments
Pennsylvania
$6.49M -$781K -38,351 -11%
AFG
27
American Financial Group
Ohio
$6.31M -$1.78M -87,500 -22%
WFI
28
West Family Investments
California
$5.91M -$1.56M -74,453 -21%
Citadel Advisors
29
Citadel Advisors
Florida
$5.15M +$2.75M +134,867 +114%
Bank of America
30
Bank of America
North Carolina
$4.97M +$35K +1,718 +0.7%
Morgan Stanley
31
Morgan Stanley
New York
$4.85M -$1.7M -83,270 -26%
Two Sigma Investments
32
Two Sigma Investments
New York
$4.39M +$4.39M +215,595 New
Barclays
33
Barclays
United Kingdom
$3.83M +$35.9K +1,765 +0.9%
First Trust Advisors
34
First Trust Advisors
Illinois
$3.53M -$4.72M -231,735 -57%
Balyasny Asset Management
35
Balyasny Asset Management
Illinois
$3.48M +$3.48M +170,983 New
LSV Asset Management
36
LSV Asset Management
Illinois
$3.23M -$170K -8,356 -5%
California Public Employees Retirement System
37
California Public Employees Retirement System
California
$3.23M +$117K +5,758 +4%
Swiss National Bank
38
Swiss National Bank
Switzerland
$3.16M +$46.3K +2,275 +1%
AAM
39
Advisors Asset Management
Colorado
$2.63M -$1.05M -51,341 -28%
MVP
40
Miller Value Partners
Florida
$2.39M -$814K -40,000 -25%
BCM
41
Beck Capital Management
Texas
$2.27M -$66.4K -3,260 -3%
RhumbLine Advisers
42
RhumbLine Advisers
Massachusetts
$2.17M -$300K -14,714 -12%
California State Teachers Retirement System (CalSTRS)
43
California State Teachers Retirement System (CalSTRS)
California
$2.11M -$91.9K -4,515 -4%
AG
44
Aperio Group
California
$2.05M -$611K -30,008 -23%
Susquehanna International Group
45
Susquehanna International Group
Pennsylvania
$1.76M -$686K -33,686 -28%
AllianceBernstein
46
AllianceBernstein
Tennessee
$1.74M -$304K -14,905 -15%
Legal & General Group
47
Legal & General Group
United Kingdom
$1.66M +$182K +8,951 +12%
UBS AM
48
UBS AM
Illinois
$1.61M +$49.4K +2,424 +3%
PMAM
49
Penn Mutual Asset Management
Pennsylvania
$1.6M – – –
UBS Group
50
UBS Group
Switzerland
$1.44M -$2.39M -117,591 -63%
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