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 %
VF
126
Virtu Financial
New York
$849K +$849K +10,531 New
ProShare Advisors
127
ProShare Advisors
Maryland
$825K -$115K -1,431 -12%
Susquehanna International Group
128
Susquehanna International Group
Pennsylvania
$816K -$3.78M -46,882 -82%
UFF
129
USA Financial Formulas
Michigan
$769K +$769K +9,532 New
AQR Capital Management
130
AQR Capital Management
Connecticut
$765K – – –
B
131
Barings
North Carolina
$739K +$739K +9,163 New
HIM
132
Hillsdale Investment Management
Ontario, Canada
$711K – – –
State of Wisconsin Investment Board
133
State of Wisconsin Investment Board
Wisconsin
$711K +$19.2K +238 +3%
PNC Financial Services Group
134
PNC Financial Services Group
Pennsylvania
$693K +$178K +2,211 +35%
BCM
135
BlueCrest Capital Management
Jersey
$653K +$653K +8,096 New
CA
136
Corrado Advisors
New Jersey
$651K -$154K -1,912 -19%
URS
137
Utah Retirement Systems
Utah
$640K +$1.05K +13 +0.2%
AB
138
Amalgamated Bank
New York
$630K -$3.71K -46 -0.6%
AG
139
Advisor Group
Arizona
$630K +$400K +4,962 +174%
GHCM
140
Glen Harbor Capital Management
California
$626K – – –
Tudor Investment Corp
141
Tudor Investment Corp
Connecticut
$624K +$481K +5,967 +338%
HAG
142
HighPoint Advisor Group
Illinois
$607K +$98.4K +1,251 +19%
SIM
143
Sonora Investment Management
Arizona
$597K – – –
KCM
144
Kennedy Capital Management
Missouri
$593K -$1.41M -17,479 -70%
Rafferty Asset Management
145
Rafferty Asset Management
New York
$583K +$65.4K +810 +13%
HW
146
Hancock Whitney
Mississippi
$554K – – –
Pacer Advisors
147
Pacer Advisors
Pennsylvania
$546K +$56.7K +703 +12%
IA
148
IFP Advisors
Florida
$517K +$11.6K +144 +2%
MCIM
149
Meadow Creek Investment Management
Georgia
$516K – – –
IP
150
Intellectus Partners
California
$510K +$994 +12 +0.2%
4 5
6
7 8