TWO

Two Harbors Investment
TWO

Overview Fund Activity

307 hedge funds and large institutions have $2.46B invested in Two Harbors Investment in 2017 Q2 according to their latest regulatory filings, with 59 funds opening new positions, 108 increasing their positions, 88 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
307
Holders Change
+26
Holders Change %
+9.25%
% of All Funds
7.67%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.1%
New
59
Increased
108
Reduced
88
Closed
30
Calls
$12.6M
Puts
$1.32M
Net Calls
+$11.3M
Net Calls Change
+$16.2M

Top Buyers

1
Principal Financial Group
Principal Financial Group
Iowa
$31.5M
2
Arrowstreet Capital
Arrowstreet Capital
Massachusetts
$58.6M
3
DFG
Delphi Financial Group
Delaware
$70.6M
4
Janus Henderson Group
Janus Henderson Group
United Kingdom
$23M
5
MAM
Martingale Asset Management
Massachusetts
$18.5M

Top Sellers

1
Goldman Sachs
Goldman Sachs
New York
$91.7M
2
Fidelity Investments
Fidelity Investments
Massachusetts
$5.96M
3
CS
Credit Suisse
Switzerland
$3.52M
4
Two Sigma Investments
Two Sigma Investments
New York
$6.81M
5
TIM
Thornburg Investment Management
New Mexico
$152M
Name Holding Trade Value Shares
Change 		Shares
Change %
ProShare Advisors
126
ProShare Advisors
Maryland
$924K -$25.8K -325 -3%
SCM
127
Sterling Capital Management
North Carolina
$924K +$77.9K +983 +9%
GCM
128
Graham Capital Management
Connecticut
$902K +$902K +11,375 New
CC
129
Cipher Capital
New York
$882K +$882K +11,130 New
CAS
130
Cue Advisory Services
Arizona
$854K +$192K +2,425 +29%
MC
131
Menta Capital
California
$836K +$836K +10,550 New
Ameriprise
132
Ameriprise
Minnesota
$826K -$18.1K -228 -2%
WCA
133
Waratah Capital Advisors
Ontario, Canada
$816K -$868K -10,945 -52%
CA
134
Corrado Advisors
New Jersey
$792K -$365K -4,610 -32%
AFP
135
Ausdal Financial Partners
Iowa
$780K -$22.3K -281 -3%
PI
136
Parkside Investments
Illinois
$773K -$105K -1,325 -12%
AQR Capital Management
137
AQR Capital Management
Connecticut
$752K – – –
HIM
138
Hillsdale Investment Management
Ontario, Canada
$699K +$699K +8,813 New
State of Wisconsin Investment Board
139
State of Wisconsin Investment Board
Wisconsin
$680K -$4.92K -62 -0.7%
Balyasny Asset Management
140
Balyasny Asset Management
Illinois
$659K -$4.61M -58,187 -87%
CANY
141
Caxton Associates (New York)
New York
$647K +$68.4K +863 +12%
URS
142
Utah Retirement Systems
Utah
$628K +$2.54K +32 +0.4%
AB
143
Amalgamated Bank
New York
$623K +$131K +1,649 +27%
GHCM
144
Glen Harbor Capital Management
California
$616K +$616K +7,765 New
CSS
145
Cubist Systematic Strategies
Connecticut
$613K +$460K +5,807 +301%
QI
146
QS Investors
New York
$607K -$36.8K -465 -6%
EWM
147
Edge Wealth Management
New York
$594K +$480 +6 +0.1%
SIM
148
Sonora Investment Management
Arizona
$587K – – –
HW
149
Hancock Whitney
Mississippi
$545K – – –
PAM
150
Paradigm Asset Management
New York
$524K -$4.92K -62 -0.9%
4 5
6
7 8