TWO

Two Harbors Investment
TWO

Overview Fund Activity

269 hedge funds and large institutions have $1.79B invested in Two Harbors Investment in 2018 Q1 according to their latest regulatory filings, with 44 funds opening new positions, 87 increasing their positions, 96 reducing their positions, and 47 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
269
Holders Change
-5
Holders Change %
-1.82%
% of All Funds
6.17%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.07%
New
44
Increased
87
Reduced
96
Closed
47
Calls
$3.07M
Puts
$3.27M
Net Calls
-$198K
Net Calls Change
-$771K

Top Buyers

1
VNIM
Vaughan Nelson Investment Management
Texas
+$50.5M
2
NSLI
Nan Shan Life Insurance
Taiwan
+$42.8M
3
Citadel Advisors
Citadel Advisors
Florida
+$34.5M
4
GXMC
Global X Management Company
New York
+$19.8M
5
AFG
American Financial Group
Ohio
+$11.5M

Top Sellers

1
BGIM
Brandywine Global Investment Management
Pennsylvania
-$47.2M
2
Millennium Management
Millennium Management
New York
-$27.1M
3
Renaissance Technologies
Renaissance Technologies
New York
-$22.8M
4
Janus Henderson Group
Janus Henderson Group
United Kingdom
-$22.2M
5
JPMorgan Chase & Co
JPMorgan Chase & Co
New York
-$20.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
Janus Henderson Group
26
Janus Henderson Group
United Kingdom
$19.9M -$22.2M -361,801 -53%
GXMC
27
Global X Management Company
New York
$19.8M +$19.8M +322,303 New
Charles Schwab
28
Charles Schwab
California
$18.2M +$1.84M +29,937 +11%
Prudential Financial
29
Prudential Financial
New Jersey
$18.1M +$11.3M +182,994 +165%
Allianz Asset Management
30
Allianz Asset Management
Germany
$18M -$10.7M -173,549 -37%
Bank of New York Mellon
31
Bank of New York Mellon
New York
$12.6M -$399K -6,482 -3%
FQ
32
First Quadrant
California
$12.4M +$4.62M +75,086 +60%
AWCI
33
Alpine Woods Capital Investors
New York
$11.9M +$2.69M +43,772 +29%
Arrowstreet Capital
34
Arrowstreet Capital
Massachusetts
$11.6M -$16.4M -266,929 -58%
YMRC
35
Yorktown Management & Research Company
Virginia
$11.5M – – –
Wells Fargo
36
Wells Fargo
California
$11.5M -$14.1M -229,389 -55%
Invesco
37
Invesco
Georgia
$10.7M -$540K -8,784 -5%
PPA
38
Parametric Portfolio Associates
Washington
$10.3M -$752K -12,235 -7%
AG
39
Aperio Group
California
$9.95M +$2.47M +40,129 +33%
CAI
40
Capital Advisors Inc
Oklahoma
$8.62M -$1.6M -26,013 -16%
TCIM
41
TIAA CREF Investment Management
New York
$7.86M -$261K -4,253 -3%
Bank of Montreal
42
Bank of Montreal
Ontario, Canada
$7.31M – – –
Balyasny Asset Management
43
Balyasny Asset Management
Illinois
$7.27M -$2.24M -36,413 -24%
New York State Common Retirement Fund
44
New York State Common Retirement Fund
New York
$7.17M -$732K -11,900 -9%
California Public Employees Retirement System
45
California Public Employees Retirement System
California
$7.12M -$2.26M -36,758 -24%
WFI
46
West Family Investments
California
$7.08M +$76.9K +1,250 +1%
AAM
47
Advisors Asset Management
Colorado
$6.77M +$1.29M +21,833 +23%
VanEck Associates
48
VanEck Associates
New York
$6.5M -$473K -7,695 -7%
AAMU
49
AEGON Asset Management (UK)
United Kingdom
$5.56M +$2.82M +45,846 +103%
Swiss National Bank
50
Swiss National Bank
Switzerland
$4.67M +$101K +1,650 +2%
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