TWO

Two Harbors Investment
TWO

Overview Fund Activity

305 hedge funds and large institutions have $2.28B invested in Two Harbors Investment in 2018 Q3 according to their latest regulatory filings, with 70 funds opening new positions, 137 increasing their positions, 59 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
305
Holders Change
+37
Holders Change %
+13.81%
% of All Funds
6.98%
Holding in Top 10
3
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+50%
% of All Funds
0.07%
New
70
Increased
137
Reduced
59
Closed
31
Calls
$5.2M
Puts
$2.58M
Net Calls
+$2.62M
Net Calls Change
+$1.78M

Top Buyers

1
Vanguard Group
1
Vanguard Group
Pennsylvania
$327M
2
BlackRock
2
BlackRock
New York
$221M
3
SOMRS
3
State of Michigan Retirement System
Michigan
$172M
4
Boston Partners
4
Boston Partners
Massachusetts
$94.1M
5
NSLI
5
Nan Shan Life Insurance
Taiwan
$84.4M

Top Sellers

1
VLKIM
1
Van Lanschot Kempen Investment Management
Netherlands
$11.8M
2
FQ
2
First Quadrant
California
$0
3
Balyasny Asset Management
3
Balyasny Asset Management
Illinois
$304K
4
APG Asset Management
4
APG Asset Management
Netherlands
$1.25M
5
MWNA
5
Marshall Wace North America
New York
$800K
Name Holding Trade Value Shares
Change 		Shares
Change %
VRS
101
Virginia Retirement Systems
Virginia
$1.44M -$163K -2,725 -10%
Squarepoint
102
Squarepoint
New York
$1.29M -$1.05M -17,581 -45%
RJA
103
Raymond James & Associates
Florida
$1.29M -$141K -2,366 -10%
APG Asset Management
104
APG Asset Management
Netherlands
$1.25M -$4.76M -92,475 -79%
Holocene Advisors
105
Holocene Advisors
New York
$1.25M +$765K +12,802 +157%
PCA
106
Providence Capital Advisors
North Carolina
$1.18M -$1.23M – –
CBOA
107
Commonwealth Bank of Australia
Australia
$1.12M +$1.12M +18,722 New
Federated Hermes
108
Federated Hermes
Pennsylvania
$1.11M -$14.2K -237 -1%
Cambridge Investment Research Advisors
109
Cambridge Investment Research Advisors
Iowa
$1.11M +$904K +15,138 +437%
GCP
110
GSA Capital Partners
United Kingdom
$1.1M -$916K -15,337 -45%
QT
111
Quantbot Technologies
New York
$1.1M +$1.1M +18,462 New
Barclays
112
Barclays
United Kingdom
$1.09M +$336K +5,624 +45%
CSS
113
Cubist Systematic Strategies
Connecticut
$1.04M +$834K +13,950 +412%
EDRH
114
Edmond de Rothschild Holding
Switzerland
$1.03M +$1.03M +17,199 New
GHCM
115
Glen Harbor Capital Management
California
$980K -$1.6M -26,724 -62%
Arrowstreet Capital
116
Arrowstreet Capital
Massachusetts
$963K +$963K +16,125 New
DF
117
Donoghue Forlines
Massachusetts
$961K +$508K +8,500 +112%
RJFSA
118
Raymond James Financial Services Advisors
Florida
$942K -$34.8K -582 -4%
USAA
119
United Services Automobile Association
Texas
$918K -$2.55M -42,705 -74%
DIM
120
DC Investments Management
Virginia
$899K +$396K +6,635 +79%
CC
121
Cannell & Co
New York
$897K +$45.5K +762 +5%
AFP
122
Ausdal Financial Partners
Iowa
$889K -$5.14K -86 -0.6%
Rafferty Asset Management
123
Rafferty Asset Management
New York
$863K +$184K +3,087 +27%
ProShare Advisors
124
ProShare Advisors
Maryland
$857K +$201K +3,364 +31%
CMO
125
Covenant Multifamily Offices
Texas
$832K – – –
3 4
5
6 7