TWO

Two Harbors Investment
TWO

Overview Fund Activity

255 hedge funds and large institutions have $2.36B invested in Two Harbors Investment in 2013 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 88 increasing their positions, 83 reducing their positions, and 39 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
255
Holders Change
-1
Holders Change %
-0.39%
% of All Funds
7.41%
Holding in Top 10
7
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.2%
New
40
Increased
88
Reduced
83
Closed
39
Calls
$7.9M
Puts
$6.96M
Net Calls
+$933K
Net Calls Change
+$2.33M

Top Buyers

1
Citigroup
1
Citigroup
New York
$40.5M
2
U
2
UBS
Switzerland
$49.9M
3
Morgan Stanley
3
Morgan Stanley
New York
$62.6M
4
TIM
4
Thornburg Investment Management
New Mexico
$153M
5
CS
5
Credit Suisse
Switzerland
$138M

Top Sellers

1
Wellington Management Group
1
Wellington Management Group
Massachusetts
$144M
2
Citadel Advisors
2
Citadel Advisors
Florida
$19.2M
3
DFG
3
Delphi Financial Group
Delaware
$30.3M
4
PIM
4
Perkins Investment Management
Illinois
$59.2M
5
GA
5
GRS Advisors
Illinois
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
New York State Common Retirement Fund
76
New York State Common Retirement Fund
New York
$2.99M +$2.23M +29,975 +290%
Swiss National Bank
77
Swiss National Bank
Switzerland
$2.93M +$22.3K +300 +0.8%
AllianceBernstein
78
AllianceBernstein
Tennessee
$2.68M +$59.4K +800 +2%
Bank of Montreal
79
Bank of Montreal
Ontario, Canada
$2.66M +$2.6M +34,965 +4,360%
CHAM
80
Clear Harbor Asset Management
Connecticut
$2.65M +$985K +13,264 +59%
Royal Bank of Canada
81
Royal Bank of Canada
Ontario, Canada
$2.61M -$2.24M -30,206 -46%
HI
82
HBK Investments
Texas
$2.49M -$1.72M -23,154 -41%
State of Wisconsin Investment Board
83
State of Wisconsin Investment Board
Wisconsin
$2.42M -$73.2K -986 -3%
Neuberger Berman Group
84
Neuberger Berman Group
New York
$2.3M +$334K +4,500 +17%
SI
85
Stephens Inc
Arkansas
$2.16M -$552K -7,438 -20%
Capital Fund Management (CFM)
86
Capital Fund Management (CFM)
France
$2.08M -$4.01M -54,063 -66%
ProShare Advisors
87
ProShare Advisors
Maryland
$1.99M -$183K -2,463 -8%
RhumbLine Advisers
88
RhumbLine Advisers
Massachusetts
$1.94M -$220K -2,959 -10%
SFM
89
Systematic Financial Management
New Jersey
$1.9M +$1.9M +25,556 New
DCM
90
Dialectic Capital Management
Connecticut
$1.86M – – –
AAMU
91
AEGON Asset Management (UK)
United Kingdom
$1.84M – – –
HCM
92
Herndon Capital Management
Georgia
$1.8M +$1.8M +24,266 New
TD Asset Management
93
TD Asset Management
Ontario, Canada
$1.62M – – –
AIU
94
Algebris Investments (UK)
United Kingdom
$1.58M +$289K +3,888 +22%
Susquehanna International Group
95
Susquehanna International Group
Pennsylvania
$1.58M -$426K -5,735 -21%
UBS AM
96
UBS AM
Illinois
$1.58M -$446K -6,013 -22%
BG
97
BlackRock Group
United Kingdom
$1.57M +$227K +3,060 +17%
CIBC World Market
98
CIBC World Market
Ontario, Canada
$1.53M +$659K +8,871 +76%
BIM
99
BlackRock Investment Management
Delaware
$1.52M +$8.16K +110 +0.5%
VOYA Investment Management
100
VOYA Investment Management
Georgia
$1.51M – – –
2 3
4
5 6