TWO

Two Harbors Investment
TWO

Overview Fund Activity

282 hedge funds and large institutions have $2.08B invested in Two Harbors Investment in 2016 Q3 according to their latest regulatory filings, with 32 funds opening new positions, 102 increasing their positions, 91 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
282
Holders Change
+7
Holders Change %
+2.55%
% of All Funds
7.54%
Holding in Top 10
4
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.11%
New
32
Increased
102
Reduced
91
Closed
22
Calls
$741K
Puts
$147K
Net Calls
+$594K
Net Calls Change
+$493K

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$14.3M
2
Citigroup
2
Citigroup
New York
$31.1M
3
Citadel Advisors
3
Citadel Advisors
Florida
$17.6M
4
CCP
4
Clough Capital Partners
Massachusetts
$18.9M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$224M

Top Sellers

1
WA
1
Whitebox Advisors
Minnesota
$20.8M
2
AIM
2
Artemis Investment Management
United Kingdom
$0
3
AI
3
Analytic Investors
California
$51.4M
4
Canada Pension Plan Investment Board
4
Canada Pension Plan Investment Board
Ontario, Canada
$165K
5
Deutsche Bank
5
Deutsche Bank
Germany
$18.6M
Name Holding Trade Value Shares
Change 		Shares
Change %
HSBC Holdings
76
HSBC Holdings
United Kingdom
$2.81M -$34.5K -506 -1%
Fiera Capital (Canada)
77
Fiera Capital (Canada)
Quebec, Canada
$2.49M -$101K -1,475 -4%
RhumbLine Advisers
78
RhumbLine Advisers
Massachusetts
$2.48M +$261K +3,829 +12%
BB
79
Bell Bank
North Dakota
$2.46M +$108K +1,577 +5%
OAC
80
OMERS Administration Corp
Ontario, Canada
$2.36M +$220K +3,225 +10%
EM
81
EnTrustPermal Management
New York
$2.32M – – –
TD Asset Management
82
TD Asset Management
Ontario, Canada
$2.13M +$213K +3,125 +11%
Arrowstreet Capital
83
Arrowstreet Capital
Massachusetts
$2.09M +$2.09M +30,638 New
Legal & General Group
84
Legal & General Group
United Kingdom
$1.9M +$73.6K +1,079 +4%
State of Wisconsin Investment Board
85
State of Wisconsin Investment Board
Wisconsin
$1.88M -$43.5K -638 -2%
Royal Bank of Canada
86
Royal Bank of Canada
Ontario, Canada
$1.85M +$80.2K +1,175 +5%
AllianceBernstein
87
AllianceBernstein
Tennessee
$1.84M -$22.2K -325 -1%
BG
88
BlackRock Group
United Kingdom
$1.81M -$582K -8,524 -24%
BA
89
BlackRock Advisors
Delaware
$1.69M -$2.05M -29,978 -55%
Bessemer Group
90
Bessemer Group
New Jersey
$1.68M +$1.68M +24,594 New
GCP
91
GSA Capital Partners
United Kingdom
$1.67M +$774K +11,334 +86%
SFM
92
Systematic Financial Management
New Jersey
$1.63M -$173K -2,540 -10%
CP
93
Camelot Portfolios
Ohio
$1.6M +$13.2K +193 +0.8%
MCM
94
Moore Capital Management
New York
$1.58M +$299K +4,375 +23%
BIM
95
BlackRock Investment Management
Delaware
$1.53M +$78.9K +1,157 +5%
Stifel Financial
96
Stifel Financial
Missouri
$1.48M +$45K +657 +3%
Los Angeles Capital Management
97
Los Angeles Capital Management
California
$1.44M -$14.5K -212 -1%
RVPG
98
Relative Value Partners Group
$1.41M +$53.3K +781 +4%
SG Americas Securities
99
SG Americas Securities
New York
$1.41M -$2.95M -43,162 -68%
GEM
100
Global Endowment Management
North Carolina
$1.38M – – –
2 3
4
5 6