TWO

Two Harbors Investment
TWO

Overview Fund Activity

280 hedge funds and large institutions have $2.13B invested in Two Harbors Investment in 2016 Q4 according to their latest regulatory filings, with 43 funds opening new positions, 97 increasing their positions, 87 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
280
Holders Change
-2
Holders Change %
-0.71%
% of All Funds
7.01%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.1%
New
43
Increased
97
Reduced
87
Closed
39
Calls
$4.54M
Puts
$13.4M
Net Calls
-$8.83M
Net Calls Change
-$9.42M

Top Buyers

1
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
+$36.6M
2
Millennium Management
Millennium Management
New York
+$36.1M
3
Wells Fargo
Wells Fargo
California
+$36.1M
4
Goldman Sachs
Goldman Sachs
New York
+$22.2M
5
Citadel Advisors
Citadel Advisors
Florida
+$15.2M

Top Sellers

1
Morgan Stanley
Morgan Stanley
New York
-$36.5M
2
WA
Whitebox Advisors
Minnesota
-$20.8M
3
TIM
Thornburg Investment Management
New Mexico
-$20M
4
DFG
Delphi Financial Group
Delaware
-$12.7M
5
CCP
Clough Capital Partners
Massachusetts
-$10.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
California Public Employees Retirement System
51
California Public Employees Retirement System
California
$7.33M -$55.8K -800 -0.8%
Wellington Management Group
52
Wellington Management Group
Massachusetts
$6.78M -$1.06M -15,204 -14%
California State Teachers Retirement System (CalSTRS)
53
California State Teachers Retirement System (CalSTRS)
California
$6.45M -$172K -2,463 -3%
AAMU
54
AEGON Asset Management (UK)
United Kingdom
$6.41M -$1.81K -26 -0%
Prudential Financial
55
Prudential Financial
New Jersey
$6.34M +$595K +8,525 +10%
New York State Common Retirement Fund
56
New York State Common Retirement Fund
New York
$6.16M – – –
GC
57
Guggenheim Capital
Illinois
$6.04M -$792K -11,353 -12%
Bank of America
58
Bank of America
North Carolina
$5.98M -$3.74M -53,627 -38%
VanEck Associates
59
VanEck Associates
New York
$5.52M +$423K +6,066 +8%
Swiss National Bank
60
Swiss National Bank
Switzerland
$4.98M +$145K +2,075 +3%
SG Americas Securities
61
SG Americas Securities
New York
$4.07M +$2.63M +37,708 +182%
CHAM
62
Clear Harbor Asset Management
Connecticut
$4.03M +$277K +3,977 +7%
CHA
63
Cedar Hill Associates
Illinois
$4.01M -$645K -9,247 -14%
TA
64
Teachers Advisors
New York
$3.7M +$695K +9,959 +23%
Neuberger Berman Group
65
Neuberger Berman Group
New York
$3.69M +$314K +4,500 +9%
PAM
66
PVG Asset Management
Colorado
$3.54M -$56.6K -811 -2%
BCM
67
Beck Capital Management
Texas
$3.44M -$113K -1,618 -3%
State Board of Administration of Florida Retirement System
68
State Board of Administration of Florida Retirement System
Florida
$3.32M +$68.7K +985 +2%
QIM
69
Quantitative Investment Management
Virginia
$2.97M +$2.97M +42,525 New
RhumbLine Advisers
70
RhumbLine Advisers
Massachusetts
$2.78M +$240K +3,440 +9%
PI
71
Putnam Investments
Massachusetts
$2.64M -$3.54M -50,692 -57%
AM
72
Ares Management
California
$2.58M +$2.58M +36,963 New
BB
73
Bell Bank
North Dakota
$2.58M +$65.5K +939 +3%
Capital Fund Management (CFM)
74
Capital Fund Management (CFM)
France
$2.46M +$1.12M +16,107 +84%
Fiera Capital (Canada)
75
Fiera Capital (Canada)
Quebec, Canada
$2.31M -$241K -3,462 -9%
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