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 %
RJFSA
101
Raymond James Financial Services Advisors
Florida
$1.03M -$152K -2,467 -13%
RJA
102
Raymond James & Associates
Florida
$1M +$273K +4,433 +37%
BI
103
Bramshill Investments
Florida
$903K -$63.5K -1,033 -7%
CANY
104
Caxton Associates (New York)
New York
$901K +$901K +14,660 New
T. Rowe Price Associates
105
T. Rowe Price Associates
Maryland
$897K -$252K -4,093 -22%
CSS
106
Cubist Systematic Strategies
Connecticut
$864K +$503K +8,172 +139%
CMO
107
Covenant Multifamily Offices
Texas
$857K – – –
KI
108
Koch Industries
Kansas
$848K +$299K +4,861 +54%
HFS
109
HL Financial Services
Kentucky
$821K +$821K +13,359 New
AIMCA
110
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
$818K – – –
VOYA Investment Management
111
VOYA Investment Management
Georgia
$812K -$18.4K -299 -2%
Ameriprise
112
Ameriprise
Minnesota
$803K +$134K +2,188 +20%
SEI Investments
113
SEI Investments
Pennsylvania
$786K +$330K +5,370 +72%
AFP
114
Ausdal Financial Partners
Iowa
$784K +$12.9K +209 +2%
HIH
115
HRS Investment Holdings
New York
$769K – – –
BA
116
Bridgewater Associates
Connecticut
$769K +$769K +12,500 New
AG
117
Advisor Group
Arizona
$726K +$133K +2,164 +22%
ProShare Advisors
118
ProShare Advisors
Maryland
$695K -$14.4K -235 -2%
PAM
119
PVG Asset Management
Colorado
$687K -$130K -2,115 -16%
Rafferty Asset Management
120
Rafferty Asset Management
New York
$679K +$97.9K +1,592 +17%
Susquehanna International Group
121
Susquehanna International Group
Pennsylvania
$637K -$629K -10,187 -50%
LPL Financial
122
LPL Financial
California
$619K -$889K -14,453 -59%
Teacher Retirement System of Texas
123
Teacher Retirement System of Texas
Texas
$594K -$331K -5,381 -36%
CAS
124
Cue Advisory Services
Arizona
$593K -$20K -325 -3%
AQR Capital Management
125
AQR Capital Management
Connecticut
$583K – – –
3 4
5
6 7