TWO HARBORS INVENTMENT CORPO - NOTE 6.250% 1/1

Q4 2022 13F Holders as of 31 Dec 2022

Type / Class
Debt / NOTE 6.250% 1/1
Market price (% of par)
85.73%
Total 13F principal
$151,823,927
Principal change
-$59,631,000
Total reported market value
$130,212,178
Number of holders
26
Value change
-$50,358,126
Number of buys
7
Number of sells
10

Institutional Holders of TWO HARBORS INVENTMENT CORPO - NOTE 6.250% 1/1 as of Q4 2022

As of 31 Dec 2022, TWO HARBORS INVENTMENT CORPO - NOTE 6.250% 1/1 was held by 26 institutional bondholders reporting positions in Form 13F filings. These institutions reported holding $151,823,927 in principal (par value) of the bond. The largest 10 bondholders included Graham Capital Management, L.P., LAZARD ASSET MANAGEMENT LLC, CSS LLC/IL, Centiva Capital, LP, Western Asset Management Company, LLC, Beach Point Capital Management LP, WHITEBOX ADVISORS LLC, BRIGADE CAPITAL MANAGEMENT, LP, CITIGROUP INC, and AMERICAN FINANCIAL GROUP INC. This page lists 26 institutional bondholders reporting positions for the Q4 2022 filing period.
Investor Option Weight % Change % Value $ * Price (% of par) Principal Share Change Activity Report Period
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.