TWO

Two Harbors Investment
TWO

Overview Fund Activity

281 hedge funds and large institutions have $2.37B invested in Two Harbors Investment in 2017 Q1 according to their latest regulatory filings, with 45 funds opening new positions, 105 increasing their positions, 75 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
281
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.01%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
45
Increased
105
Reduced
75
Closed
35
Calls
$1.65M
Puts
$6.54M
Net Calls
-$4.89M
Net Calls Change
+$3.93M

Top Buyers

1
BlackRock
1
BlackRock
New York
$208M
2
Millennium Management
2
Millennium Management
New York
$94.6M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$26.9M
4
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$84.6M
5
Boston Partners
5
Boston Partners
Massachusetts
$69.5M

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$160M
2
Citadel Advisors
2
Citadel Advisors
Florida
$9.53M
3
Fidelity Investments
3
Fidelity Investments
Massachusetts
$36.1M
4
Renaissance Technologies
4
Renaissance Technologies
New York
$10.5M
5
Goldman Sachs
5
Goldman Sachs
New York
$138M
Name Holding Trade Value Shares
Change 		Shares
Change %
GC
51
Guggenheim Capital
Illinois
$7.45M +$810K +10,554 +12%
New York State Common Retirement Fund
52
New York State Common Retirement Fund
New York
$7.26M +$485K +6,325 +7%
AAMU
53
AEGON Asset Management (UK)
United Kingdom
$7.07M +$30.3K +395 +0.4%
Wellington Management Group
54
Wellington Management Group
Massachusetts
$6.92M -$530K -6,904 -7%
California State Teachers Retirement System (CalSTRS)
55
California State Teachers Retirement System (CalSTRS)
California
$6.79M -$306K -3,987 -4%
AG
56
Aperio Group
California
$6.76M -$1.56M -20,386 -19%
QIM
57
Quantitative Investment Management
Virginia
$6.56M +$3.3M +42,988 +101%
VanEck Associates
58
VanEck Associates
New York
$5.9M -$172K -2,240 -3%
Asset Management One
59
Asset Management One
Japan
$5.59M +$5.59M +72,813 New
Swiss National Bank
60
Swiss National Bank
Switzerland
$5.48M – – –
PI
61
Putnam Investments
Massachusetts
$5.36M +$2.47M +32,132 +85%
SG Americas Securities
62
SG Americas Securities
New York
$5.23M +$755K +9,848 +17%
Balyasny Asset Management
63
Balyasny Asset Management
Illinois
$5.1M -$8.27M -107,825 -62%
Bank of America
64
Bank of America
North Carolina
$5.07M -$1.52M -19,757 -23%
TA
65
Teachers Advisors
New York
$4.67M +$602K +7,842 +15%
USAA
66
United Services Automobile Association
Texas
$4.54M -$5.62M -73,225 -55%
Neuberger Berman Group
67
Neuberger Berman Group
New York
$4.29M +$237K +3,090 +6%
CHAM
68
Clear Harbor Asset Management
Connecticut
$4.06M -$363K -4,736 -8%
BCM
69
Beck Capital Management
Texas
$4.04M +$258K +3,362 +7%
Susquehanna International Group
70
Susquehanna International Group
Pennsylvania
$4.02M +$1.57M +20,484 +64%
State Board of Administration of Florida Retirement System
71
State Board of Administration of Florida Retirement System
Florida
$3.66M – – –
BNP Paribas Financial Markets
72
BNP Paribas Financial Markets
France
$3.59M +$3.33M +43,400 +1,289%
AIMCA
73
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
$3.57M +$3.57M +46,568 New
RhumbLine Advisers
74
RhumbLine Advisers
Massachusetts
$3.45M +$394K +5,137 +13%
CHA
75
Cedar Hill Associates
Illinois
$3.32M -$1.09M -14,181 -25%
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