TWO

Two Harbors Investment
TWO

Overview Fund Activity

269 hedge funds and large institutions have $2.8B invested in Two Harbors Investment in 2015 Q1 according to their latest regulatory filings, with 23 funds opening new positions, 100 increasing their positions, 87 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
269
Holders Change
-16
Holders Change %
-5.61%
% of All Funds
7.18%
Holding in Top 10
11
Holding in Top 10 Change
+3
Holding in Top 10 Change %
+37.5%
% of All Funds
0.29%
New
23
Increased
100
Reduced
87
Closed
39
Calls
$835K
Puts
$3.04M
Net Calls
-$2.2M
Net Calls Change
-$1.27M

Top Buyers

1
SOMRS
1
State of Michigan Retirement System
Michigan
$165M
2
UBS Group
2
UBS Group
Switzerland
$90.6M
3
TIM
3
Thornburg Investment Management
New Mexico
$209M
4
Deutsche Bank
4
Deutsche Bank
Germany
$60.8M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$238M

Top Sellers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$7.76M
2
Morgan Stanley
2
Morgan Stanley
New York
$20M
3
Two Sigma Investments
3
Two Sigma Investments
New York
$4.98M
4
Arrowstreet Capital
4
Arrowstreet Capital
Massachusetts
$0
5
Millennium Management
5
Millennium Management
New York
$29.7M
Name Holding Trade Value Shares
Change 		Shares
Change %
SB
276
Suntrust Banks
Georgia
– -$955K -11,931 Closed
HT
277
HAP Trading
New York
– -$730K -9,101 Closed
HIM
278
Hillsdale Investment Management
Ontario, Canada
– -$571K -7,125 Closed
PGH
279
Partners Group Holding
Switzerland
– -$539K -6,725 Closed
CIBC Private Wealth Group
280
CIBC Private Wealth Group
Georgia
– -$507K -6,330 Closed
CG
281
Clinton Group
New York
– -$459K -5,727 Closed
PCM
282
Prelude Capital Management
New York
– -$376K -4,688 Closed
KCM
283
Key Colony Management
Arkansas
– -$301K -3,750 Closed
Connor, Clark & Lunn Investment Management (CC&L)
284
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
– -$288K -3,588 Closed
Tudor Investment Corp
285
Tudor Investment Corp
Connecticut
– -$252K -3,139 Closed
SGA
286
Strategic Global Advisors
California
– -$233K -2,909 Closed
VRS
287
Virginia Retirement Systems
Virginia
– -$222K -2,775 Closed
PP
288
Paloma Partners
Connecticut
– -$200K -2,500 Closed
MCM
289
Manchester Capital Management
Vermont
– -$187K -2,336 Closed
PHK
290
Point72 Hong Kong
Hong Kong
– -$182K -2,269 Closed
SSG
291
Summit Securities Group
New York
– -$146K -1,825 Closed
BCM
292
Bluefin Capital Management
New York
– -$146K -1,818 Closed
ICAS
293
Investors Capital Advisory Services
Massachusetts
– -$140K -1,756 Closed
PAM
294
Princeton Alpha Management
New Jersey
– -$138K -1,717 Closed
Verition Fund Management
295
Verition Fund Management
Connecticut
– -$136K -1,700 Closed
TH
296
Timber Hill
Connecticut
– -$132K -1,648 Closed
DTL
297
Dynamic Technology Lab
Singapore
– -$122K -1,526 Closed
BAS
298
Brown Advisory Securities
Maryland
– -$119K -1,483 Closed
UOC
299
UBS O'Connor
Illinois
– -$114K -1,426 Closed
WS
300
Wedbush Securities
California
– -$103K -1,283 Closed
9 10 11
12
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