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 %
RhumbLine Advisers
76
RhumbLine Advisers
Massachusetts
$3.17M -$195K -2,418 -6%
CEP
77
Chicago Equity Partners
Illinois
$3.14M -$2.25M -27,874 -42%
Citadel Advisors
78
Citadel Advisors
Florida
$3.12M -$2.17M -26,891 -41%
CHA
79
Cedar Hill Associates
Illinois
$3.11M -$167K -2,069 -5%
PMLI
80
Penn Mutual Life Insurance
Pennsylvania
$3.02M +$1.01M +12,500 +50%
BCM
81
BTC Capital Management
Iowa
$2.9M -$2.74K -34 -0.1%
EM
82
EnTrustPermal Management
New York
$2.78M +$213K +2,637 +8%
BB
83
Bell Bank
North Dakota
$2.76M +$15.6K +193 +0.6%
Fidelity Investments
84
Fidelity Investments
Massachusetts
$2.67M -$3.39M -42,046 -56%
Nuveen Asset Management
85
Nuveen Asset Management
Illinois
$2.49M -$413K -5,125 -14%
William Blair & Company
86
William Blair & Company
Illinois
$2.49M +$433K +5,374 +21%
CIBC Private Wealth Group
87
CIBC Private Wealth Group
Georgia
$2.4M +$2.4M +29,802 New
LTFS
88
Ladenburg Thalmann Financial Services
Florida
$2.29M +$148K +1,838 +7%
AllianceBernstein
89
AllianceBernstein
Tennessee
$2.15M -$17.7K -219 -0.8%
CP
90
Camelot Portfolios
Ohio
$2.06M +$56K +695 +3%
LPL Financial
91
LPL Financial
California
$2.06M +$99.7K +1,236 +5%
TD Asset Management
92
TD Asset Management
Ontario, Canada
$2.02M – – –
Capital Fund Management (CFM)
93
Capital Fund Management (CFM)
France
$1.97M +$1.83M +22,752 +1,378%
Baird Financial Group
94
Baird Financial Group
Wisconsin
$1.9M +$147K +1,820 +8%
Two Sigma Investments
95
Two Sigma Investments
New York
$1.87M -$5.06M -62,753 -73%
SICM
96
Sustainable Insight Capital Management
New York
$1.81M -$1.08M -13,362 -37%
Commonwealth Equity Services
97
Commonwealth Equity Services
Massachusetts
$1.76M +$287K +3,562 +19%
IAM
98
ICM Asset Management
Washington
$1.65M -$80.4K -997 -5%
Ohio Public Employees Retirement System (OPERS)
99
Ohio Public Employees Retirement System (OPERS)
Ohio
$1.62M -$39.1K -485 -2%
D.E. Shaw & Co
100
D.E. Shaw & Co
New York
$1.59M +$432K +5,353 +37%
2 3
4
5 6