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TWO

Two Harbors Investment

274 hedge funds and large institutions have $1.96B invested in Two Harbors Investment in 2016 Q1 according to their latest regulatory filings, with 30 funds opening new positions, 87 increasing their positions, 101 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed

1,794% more call options, than puts

Call options by funds: $303K | Put options by funds: $16K

0.22% more ownership

Funds ownership: 8.73%8.95% (+0.22%)

0% more funds holding in top 10

Funds holding in top 10: 55 (0)

9% less first-time investments, than exits

New positions opened: 30 | Existing positions closed: 33

1% less funds holding

Funds holding: 278274 (-4)

5% less capital invested

Capital invested by funds: $2.06B → $1.96B (-$103M)

14% less repeat investments, than reductions

Existing positions increased: 87 | Existing positions reduced: 101

Holders
274
Holders Change
-4
Holders Change %
-1.44%
% of All Funds
7.3%
Holding in Top 10
5
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.13%
New
30
Increased
87
Reduced
101
Closed
33
Calls
$303K
Puts
$16K
Net Calls
+$287K
Net Calls Change
+$415K
Name Holding Trade Value Shares
Change
Change in
Stake
Renaissance Technologies
26
Renaissance Technologies
New York
$20.5M +$8.2M +132,640 +70%
PPA
27
Parametric Portfolio Associates
Washington
$17.5M +$5.83M +94,298 +52%
AFG
28
American Financial Group
Ohio
$17.1M
LSV Asset Management
29
LSV Asset Management
Illinois
$14.5M -$61.4K -993 -0.4%
Citigroup
30
Citigroup
New York
$14.4M -$10.3M -166,081 -42%
First Trust Advisors
31
First Trust Advisors
Illinois
$13.9M -$5.22M -84,453 -28%
Walleye Trading
32
Walleye Trading
New York
$13.5M +$1.48M +23,914 +13%
Two Sigma Advisers
33
Two Sigma Advisers
New York
$12.3M +$2.21M +35,789 +23%
JP Morgan Chase
34
JP Morgan Chase
New York
$11.2M -$4.18M -67,652 -28%
PIM
35
Perkins Investment Management
Illinois
$11.1M +$559K +9,035 +5%
American Century Companies
36
American Century Companies
Missouri
$10.7M +$875K +14,149 +9%
WFI
37
West Family Investments
California
$10.4M
Charles Schwab
38
Charles Schwab
California
$10.4M +$547K +8,843 +6%
Invesco
39
Invesco
Georgia
$9.8M +$1.89M +30,505 +25%
YMRC
40
Yorktown Management & Research Company
Virginia
$9.72M
GA
41
GRS Advisors
Illinois
$9.52M +$9.27M +149,838 New
AWCI
42
Alpine Woods Capital Investors
New York
$9.5M
AG
43
Aperio Group
California
$9.22M +$1.95M +31,603 +28%
AAM
44
Advisors Asset Management
Colorado
$8.74M -$264K -4,265 -3%
Canada Pension Plan Investment Board
45
Canada Pension Plan Investment Board
Ontario, Canada
$8.64M +$74.2K +1,200 +0.9%
TCIM
46
TIAA CREF Investment Management
New York
$8.52M +$342K +5,536 +4%
USAA
47
United Services Automobile Association
Texas
$8.41M +$2.98M +48,225 +57%
CS
48
Credit Suisse
Switzerland
$8.29M -$14M -227,018 -64%
Allianz Asset Management
49
Allianz Asset Management
Germany
$7.54M +$669K +10,816 +10%
Prudential Financial
50
Prudential Financial
New Jersey
$7.53M -$1.01M -16,275 -12%

TWO Hedge Fund Activity: Q1 2016 in Review

274 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Two Harbors Investment (TWO) for Q1 2016, worth a combined $1.96B — down 5% from $2.06B a quarter earlier.

Sellers outnumbered buyers: 33 funds closed out of TWO and 30 opened new positions — a net loss of 3 holders — while 101 trimmed existing stakes and 87 added.

The largest buyer was Whitebox Advisors, adding an estimated $45.6M. The largest seller was Balyasny Asset Management, cutting an estimated $27.1M.

  • 274 institutional investors held Two Harbors Investment (TWO) as of Q1 2016, down from 278 in Q4 2015.
  • Funds reported $1.96B of Two Harbors Investment stock for Q1 2016, down 5% quarter-over-quarter.
  • 30 funds opened new Two Harbors Investment positions in Q1 2016 and 33 closed out, a net change of -3 holders.
  • The largest Two Harbors Investment buyer in Q1 2016 was Whitebox Advisors, an estimated $45.6M added.
  • The largest Two Harbors Investment seller in Q1 2016 was Balyasny Asset Management, an estimated $27.1M sold.

Based on aggregated 13F filings for Q1 2016.