TWO

Two Harbors Investment
TWO

Overview Fund Activity

281 hedge funds and large institutions have $2.26B invested in Two Harbors Investment in 2019 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 103 increasing their positions, 90 reducing their positions, and 53 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
281
Holders Change
-22
Holders Change %
-7.26%
% of All Funds
6.17%
Holding in Top 10
7
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+40%
% of All Funds
0.15%
New
32
Increased
103
Reduced
90
Closed
53
Calls
$18.7M
Puts
$16.9M
Net Calls
+$1.83M
Net Calls Change
+$16.6M

Top Buyers

1
Capital Research Global Investors
Capital Research Global Investors
California
$118M
2
UBS Group
UBS Group
Switzerland
$56.5M
3
Citadel Advisors
Citadel Advisors
Florida
$24.9M
4
Renaissance Technologies
Renaissance Technologies
New York
$11.9M
5
PI
PineBridge Investments
New York
$25.3M

Top Sellers

1
VNIM
Vaughan Nelson Investment Management
Texas
$0
2
LSV Asset Management
LSV Asset Management
Illinois
$25.1M
3
Prudential Financial
Prudential Financial
New Jersey
$8.85M
4
First Trust Advisors
First Trust Advisors
Illinois
$0
5
SOMRS
State of Michigan Retirement System
Michigan
$146M
Name Holding Trade Value Shares
Change 		Shares
Change %
Legal & General Group
51
Legal & General Group
United Kingdom
$7.01M +$637K +12,128 +10%
Swiss National Bank
52
Swiss National Bank
Switzerland
$6.74M +$608K +11,575 +10%
Two Sigma Investments
53
Two Sigma Investments
New York
$6.68M -$981K -18,682 -13%
New York State Common Retirement Fund
54
New York State Common Retirement Fund
New York
$6.46M -$204K -3,875 -3%
Millennium Management
55
Millennium Management
New York
$6.25M +$6.25M +119,044 New
PMAM
56
Penn Mutual Asset Management
Pennsylvania
$5.74M +$3.64M +69,250 +173%
CIM
57
Confluence Investment Management
Missouri
$5.73M – – –
California State Teachers Retirement System (CalSTRS)
58
California State Teachers Retirement System (CalSTRS)
California
$5.69M +$23.3K +443 +0.4%
Bank of America
59
Bank of America
North Carolina
$5.6M -$9.2M -175,238 -62%
Stifel Financial
60
Stifel Financial
Missouri
$5.24M -$21K -399 -0.4%
Royal Bank of Canada
61
Royal Bank of Canada
Ontario, Canada
$5.15M +$577K +10,988 +13%
MFW
62
Meristem Family Wealth
Minnesota
$5.09M – – –
GC
63
Guggenheim Capital
Illinois
$4.92M -$1.62M -30,805 -25%
PI
64
Putnam Investments
Massachusetts
$4.76M +$595K +11,326 +14%
MVP
65
Miller Value Partners
Florida
$4.72M – – –
MAM
66
Martingale Asset Management
Massachusetts
$4.65M -$8.22M -156,510 -64%
Neuberger Berman Group
67
Neuberger Berman Group
New York
$4.28M +$571K +10,875 +15%
CCM
68
Callodine Capital Management
Massachusetts
$4.27M +$1.51M +28,750 +55%
Citigroup
69
Citigroup
New York
$4.16M +$2.01M +38,359 +94%
AG
70
Aperio Group
California
$4.14M +$1.8M +34,192 +77%
Adage Capital Partners
71
Adage Capital Partners
Massachusetts
$3.94M +$3.94M +75,000 New
SG Americas Securities
72
SG Americas Securities
New York
$3.93M +$821K +15,633 +26%
State Board of Administration of Florida Retirement System
73
State Board of Administration of Florida Retirement System
Florida
$3.84M – – –
Voloridge Investment Management
74
Voloridge Investment Management
Florida
$3.81M +$3.06M +58,250 +408%
KCM
75
Kennedy Capital Management
Missouri
$3.81M +$1.21M +22,963 +46%
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