TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.45B invested in Two Harbors Investment in 2017 Q3 according to their latest regulatory filings, with 28 funds opening new positions, 100 increasing their positions, 95 reducing their positions, and 49 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
282
Holders Change
-25
Holders Change %
-8.14%
% of All Funds
7.04%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.07%
New
28
Increased
100
Reduced
95
Closed
49
Calls
$7.32M
Puts
$1.17M
Net Calls
+$6.15M
Net Calls Change
-$5.14M

Top Buyers

1
Janus Henderson Group
1
Janus Henderson Group
United Kingdom
$57.5M
2
Millennium Management
2
Millennium Management
New York
$141M
3
LSV Asset Management
3
LSV Asset Management
Illinois
$44.2M
4
APG Asset Management
4
APG Asset Management
Netherlands
$12.8M
5
UBS Group
5
UBS Group
Switzerland
$37.8M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$49.1M
2
Wells Fargo
2
Wells Fargo
California
$36.4M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$43.1M
4
BGIM
4
Brandywine Global Investment Management
Pennsylvania
$37.7M
5
AIM
5
Artemis Investment Management
United Kingdom
$199K
Name Holding Trade Value Shares
Change 		Shares
Change %
VanEck Associates
51
VanEck Associates
New York
$7.41M -$164K -2,034 -2%
PAM
52
Panagora Asset Management
Massachusetts
$6.8M +$6.66M +82,555 +4,786%
MCM
53
Maltese Capital Management
New York
$6.62M +$6.62M +82,138 New
Swiss National Bank
54
Swiss National Bank
Switzerland
$5.86M – – –
California State Teachers Retirement System (CalSTRS)
55
California State Teachers Retirement System (CalSTRS)
California
$5.84M -$594K -7,365 -9%
Asset Management One
56
Asset Management One
Japan
$5.83M – – –
Bank of America
57
Bank of America
North Carolina
$5.53M +$441K +5,469 +9%
DCM
58
Driehaus Capital Management
Illinois
$5.45M +$5.45M +67,566 New
HS
59
Hazelview Securities
Ontario, Canada
$5.38M +$297K +2,250 +6%
GC
60
Guggenheim Capital
Illinois
$5.33M -$2.22M -27,486 -29%
FQ
61
First Quadrant
California
$5.22M +$5.22M +64,736 New
Neuberger Berman Group
62
Neuberger Berman Group
New York
$5.1M -$107K -1,332 -2%
State Board of Administration of Florida Retirement System
63
State Board of Administration of Florida Retirement System
Florida
$4.55M – – –
BCM
64
Beck Capital Management
Texas
$4.49M +$67.5K +837 +2%
PI
65
Putnam Investments
Massachusetts
$4.44M -$812K -10,069 -15%
TA
66
Teachers Advisors
New York
$4.1M -$420K -5,204 -9%
UBS AM
67
UBS AM
Illinois
$4.06M +$943K +11,700 +30%
AAM
68
Advisors Asset Management
Colorado
$4.02M -$1.44M -17,811 -26%
CS
69
Credit Suisse
Switzerland
$3.9M +$327K +4,050 +9%
OAC
70
OMERS Administration Corp
Ontario, Canada
$3.89M +$3.89M +48,200 New
Legal & General Group
71
Legal & General Group
United Kingdom
$3.8M +$336K +4,163 +10%
USAA
72
United Services Automobile Association
Texas
$3.76M – – –
CHAM
73
Clear Harbor Asset Management
Connecticut
$3.72M -$495K -6,137 -12%
Stifel Financial
74
Stifel Financial
Missouri
$3.65M -$4.69M -58,289 -56%
Royal Bank of Canada
75
Royal Bank of Canada
Ontario, Canada
$3.46M +$332K +4,118 +11%
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3
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