TWO

Two Harbors Investment
TWO

Overview Fund Activity

303 hedge funds and large institutions have $2.23B invested in Two Harbors Investment in 2019 Q2 according to their latest regulatory filings, with 45 funds opening new positions, 106 increasing their positions, 100 reducing their positions, and 73 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
303
Holders Change
-34
Holders Change %
-10.09%
% of All Funds
6.59%
Holding in Top 10
5
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-16.67%
% of All Funds
0.11%
New
45
Increased
106
Reduced
100
Closed
73
Calls
$1.29M
Puts
$16.1M
Net Calls
-$14.8M
Net Calls Change
-$12.8M

Top Buyers

1
Capital Research Global Investors
Capital Research Global Investors
California
+$47.5M
2
BlackRock
BlackRock
New York
+$24.8M
3
Goldman Sachs
Goldman Sachs
New York
+$17M
4
Federated Hermes
Federated Hermes
Pennsylvania
+$13.4M
5
Vanguard Group
Vanguard Group
Pennsylvania
+$12.9M

Top Sellers

1
Millennium Management
Millennium Management
New York
-$24.3M
2
ECM
Element Capital Management
New York
-$20.3M
3
Renaissance Technologies
Renaissance Technologies
New York
-$19.1M
4
Wellington Management Group
Wellington Management Group
Massachusetts
-$17.7M
5
Two Sigma Investments
Two Sigma Investments
New York
-$13.8M
Name Holding Trade Value Shares
Change 		Shares
Change %
RCAG
301
Rehmann Capital Advisory Group
Michigan
$291 – – –
GT
302
Glenmede Trust
Pennsylvania
$12 -$7 -155 -38%
Millennium Management
303
Millennium Management
New York
– -$24.3M -449,863 Closed
ECM
304
Element Capital Management
New York
– -$20.3M -375,327 Closed
Renaissance Technologies
305
Renaissance Technologies
New York
– -$19.1M -353,621 Closed
American Century Companies
306
American Century Companies
Missouri
– -$11.4M -211,339 Closed
Adage Capital Partners
307
Adage Capital Partners
Massachusetts
– -$10.1M -187,500 Closed
APG Asset Management
308
APG Asset Management
Netherlands
– -$8.3M -172,288 Closed
EMG
309
Ellington Management Group
Connecticut
– -$7.31M -135,000 Closed
MIM
310
Monashee Investment Management
Massachusetts
– -$4.47M -82,500 Closed
Capital Fund Management (CFM)
311
Capital Fund Management (CFM)
France
– -$4.38M -80,993 Closed
SEI Investments
312
SEI Investments
Pennsylvania
– -$4.34M -79,410 Closed
Blackstone Inc
313
Blackstone Inc
New York
– -$4.06M -75,000 Closed
Marshall Wace
314
Marshall Wace
United Kingdom
– -$3.02M -55,825 Closed
PGH
315
Partners Group Holding
Switzerland
– -$1.95M -36,103 Closed
CIBC Private Wealth Group
316
CIBC Private Wealth Group
Georgia
– -$1.37M -25,358 Closed
SFM
317
Systematic Financial Management
New Jersey
– -$1.19M -22,013 Closed
Jane Street
318
Jane Street
New York
– -$1.07M -19,816 Closed
NIT
319
NumerixS Investment Technologies
British Columbia, Canada
– -$1.06M -19,619 Closed
QIM
320
Quantitative Investment Management
Virginia
– -$1.02M -18,825 Closed
BCM
321
BlueCrest Capital Management
Jersey
– -$974K -18,000 Closed
DF
322
Donoghue Forlines
Massachusetts
– -$972K -17,951 Closed
QSS
323
Quantitative Systematic Strategies
Florida
– -$939K -17,345 Closed
CMO
324
Covenant Multifamily Offices
Texas
– -$754K -13,934 Closed
Holocene Advisors
325
Holocene Advisors
New York
– -$726K -13,415 Closed
11 12
13
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