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

Top Sellers

1
VLKIM
Van Lanschot Kempen Investment Management
Netherlands
$11.8M
2
FQ
First Quadrant
California
$0
3
Balyasny Asset Management
Balyasny Asset Management
Illinois
$304K
4
APG Asset Management
APG Asset Management
Netherlands
$1.25M
5
MWNA
Marshall Wace North America
New York
$800K
Name Holding Trade Value Shares
Change 		Shares
Change %
MCIM
126
Meadow Creek Investment Management
Georgia
$807K -$1.31M -22,008 -62%
QIM
127
Quantitative Investment Management
Virginia
$806K +$652K +10,925 +424%
MWNA
128
Marshall Wace North America
New York
$800K -$4.39M -73,456 -85%
BI
129
Bramshill Investments
Florida
$794K -$85.9K -1,409 -10%
SIM
130
Sonora Investment Management
Arizona
$792K +$350K +5,850 +79%
PNC Financial Services Group
131
PNC Financial Services Group
Pennsylvania
$783K +$371K +6,209 +90%
Ameriprise
132
Ameriprise
Minnesota
$758K +$116K +1,948 +18%
Verition Fund Management
133
Verition Fund Management
Connecticut
$753K +$753K +12,609 New
SG Americas Securities
134
SG Americas Securities
New York
$752K -$253K -4,237 -25%
HIH
135
HRS Investment Holdings
New York
$747K – – –
B
136
Barings
North Carolina
$743K – – –
HFS
137
HL Financial Services
Kentucky
$726K -$4.42K -74 -0.6%
State of Wisconsin Investment Board
138
State of Wisconsin Investment Board
Wisconsin
$706K +$194K +3,247 +38%
AB
139
Amalgamated Bank
New York
$690K +$198K +3,324 +40%
URS
140
Utah Retirement Systems
Utah
$682K +$203K +3,400 +42%
EP
141
Elkfork Partners
Oregon
$634K -$1.03M -17,292 -62%
Bank of Montreal
142
Bank of Montreal
Ontario, Canada
$630K +$502K +8,418 +394%
WA
143
Whitebox Advisors
Minnesota
$618K +$618K +10,349 New
AQR Capital Management
144
AQR Capital Management
Connecticut
$603K +$51.9K +869 +9%
XK
145
Xact Kapitalforvaltning
Sweden
$603K +$241K +4,040 +67%
CAS
146
Cue Advisory Services
Arizona
$576K +$30.1K +531 +6%
NIT
147
NumerixS Investment Technologies
British Columbia, Canada
$576K +$171K +2,835 +42%
Public Employees Retirement Association of Colorado
148
Public Employees Retirement Association of Colorado
Colorado
$566K +$39.2K +657 +7%
Mackenzie Financial
149
Mackenzie Financial
Ontario, Canada
$561K +$561K +9,396 New
SO
150
STRS Ohio
Ohio
$551K +$144K +2,412 +35%
4 5
6
7 8