TWO

Two Harbors Investment
TWO

Overview Fund Activity

247 hedge funds and large institutions have $1.03B invested in Two Harbors Investment in 2020 Q4 according to their latest regulatory filings, with 34 funds opening new positions, 86 increasing their positions, 74 reducing their positions, and 36 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
247
Holders Change
-6
Holders Change %
-2.37%
% of All Funds
4.38%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
34
Increased
86
Reduced
74
Closed
36
Calls
$8.55M
Puts
$11.2M
Net Calls
-$2.64M
Net Calls Change
+$8.17M

Top Buyers

1
Arrowstreet Capital
1
Arrowstreet Capital
Massachusetts
$9.27M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$14.7M
3
Massachusetts Financial Services
3
Massachusetts Financial Services
Massachusetts
$51.7M
4
BlackRock
4
BlackRock
New York
$172M
5
BGIM
5
Brandywine Global Investment Management
Pennsylvania
$43.8M

Top Sellers

1
RCAMU
1
Rothschild & Co Asset Management US
Connecticut
$7.03M
2
RCMNY
2
Rubric Capital Management (New York)
New York
$0
3
Invesco
3
Invesco
Georgia
$1.28M
4
SEI Investments
4
SEI Investments
Pennsylvania
$698K
5
Wells Fargo
5
Wells Fargo
California
$54.9M
Name Holding Trade Value Shares
Change 		Shares
Change %
Morgan Stanley
26
Morgan Stanley
New York
$7.12M +$1.05M +41,239 +17%
RCAMU
27
Rothschild & Co Asset Management US
Connecticut
$7.03M -$25.1M -985,447 -78%
Bank of America
28
Bank of America
North Carolina
$6.73M +$510K +19,998 +8%
Renaissance Technologies
29
Renaissance Technologies
New York
$6.48M +$6.48M +254,465 New
AFG
30
American Financial Group
Ohio
$5.99M -$1.91M -75,000 -24%
UOC
31
UBS O'Connor
Illinois
$4.55M +$4.07M +159,870 +853%
Barclays
32
Barclays
United Kingdom
$4.39M -$405K -15,875 -8%
Two Sigma Advisers
33
Two Sigma Advisers
New York
$4.3M +$3.47M +136,100 +417%
California Public Employees Retirement System
34
California Public Employees Retirement System
California
$4.27M +$220K +8,652 +5%
LSV Asset Management
35
LSV Asset Management
Illinois
$4.07M +$21K +825 +0.5%
Swiss National Bank
36
Swiss National Bank
Switzerland
$3.95M – – –
RhumbLine Advisers
37
RhumbLine Advisers
Massachusetts
$3.05M +$340K +13,350 +13%
BCM
38
Beck Capital Management
Texas
$2.95M +$108K +4,232 +4%
California State Teachers Retirement System (CalSTRS)
39
California State Teachers Retirement System (CalSTRS)
California
$2.64M – – –
UBS Group
40
UBS Group
Switzerland
$2.42M +$628K +24,632 +35%
HF
41
HRT Financial
New York
$2.34M +$1.35M +52,940 +136%
AG
42
Aperio Group
California
$2.3M -$265K -10,415 -10%
Millennium Management
43
Millennium Management
New York
$2.29M -$5.45M -213,838 -70%
AAM
44
Advisors Asset Management
Colorado
$2.26M -$1.04M -40,677 -31%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
45
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$2.22M +$2.22M +87,275 New
UBS AM
46
UBS AM
Illinois
$2.22M +$196K +7,702 +10%
AllianceBernstein
47
AllianceBernstein
Tennessee
$2.18M – – –
T. Rowe Price Associates
48
T. Rowe Price Associates
Maryland
$2.1M +$987K +38,753 +88%
Legal & General Group
49
Legal & General Group
United Kingdom
$2.05M -$35.9K -1,408 -2%
PMAM
50
Penn Mutual Asset Management
Pennsylvania
$2.01M – – –
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