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, 88 reducing their positions, and 39 closing their positions.

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
88
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 Market Value Shares Shares
Change 		Shares
Change %
Millennium Management
26
Millennium Management
New York
$29.7M 2,798,295 -1,033,204 -27%
AWCI
27
Alpine Woods Capital Investors
New York
$29.4M 2,768,043 – –
Bank of America
28
Bank of America
North Carolina
$28.4M 2,677,697 +46,848 +2%
AFG
29
American Financial Group
Ohio
$27.9M 2,625,000 – –
RFC
30
Russell Frank Company
Washington
$26.1M 2,460,563 +36,520 +2%
Northern Trust
31
Northern Trust
Illinois
$25.1M 2,363,631 -31,977 -1%
JPMorgan Chase & Co
32
JPMorgan Chase & Co
New York
$24.9M 2,342,782 -169,811 -7%
Geode Capital Management
33
Geode Capital Management
Massachusetts
$21.1M 1,984,394 -55,964 -3%
Citigroup
34
Citigroup
New York
$21M 1,978,796 +2,495 +0.1%
First Trust Advisors
35
First Trust Advisors
Illinois
$20.9M 1,964,573 +902,380 +85%
Morgan Stanley
36
Morgan Stanley
New York
$20M 1,881,827 -1,463,062 -44%
LSV Asset Management
37
LSV Asset Management
Illinois
$19.2M 1,808,550 -104,400 -5%
AAM
38
Advisors Asset Management
Colorado
$18.1M 1,707,207 -15,310 -0.9%
TA
39
Teachers Advisors
New York
$17M 1,600,703 +12,090 +0.8%
GC
40
Guggenheim Capital
Illinois
$16.8M 1,580,007 -192,009 -11%
TCIM
41
TIAA CREF Investment Management
New York
$15.7M 1,476,100 +46,538 +3%
WRF
42
Waddell & Reed Financial
Kansas
$15.3M 1,441,833 +80,000 +6%
WCM
43
Wesley Capital Management
New York
$14.9M 1,400,000 -777,100 -36%
PI
44
Putnam Investments
Massachusetts
$14.8M 1,389,156 +19,108 +1%
YMRC
45
Yorktown Management & Research Company
Virginia
$14.5M 1,364,400 +239,400 +21%
Wellington Management Group
46
Wellington Management Group
Massachusetts
$14.2M 1,338,825 -427,803 -24%
American Century Companies
47
American Century Companies
Missouri
$13.8M 1,295,107 -115,677 -8%
WFI
48
West Family Investments
California
$13.5M 1,272,654 – –
PPA
49
Parametric Portfolio Associates
Washington
$12.2M 1,152,988 +125,312 +12%
USAA
50
United Services Automobile Association
Texas
$10.3M 973,600 – –
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