TWO

Two Harbors Investment
TWO

Overview Fund Activity

285 hedge funds and large institutions have $2.49B invested in Two Harbors Investment in 2014 Q4 according to their latest regulatory filings, with 38 funds opening new positions, 116 increasing their positions, 83 reducing their positions, and 34 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
285
Holders Change
-1
Holders Change %
-0.35%
% of All Funds
7.61%
Holding in Top 10
8
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+33.33%
% of All Funds
0.21%
New
38
Increased
116
Reduced
83
Closed
34
Calls
$5.47M
Puts
$6.4M
Net Calls
-$932K
Net Calls Change
-$342K

Top Buyers

1
Deutsche Bank
1
Deutsche Bank
Germany
$39.6M
2
Citadel Advisors
2
Citadel Advisors
Florida
$17.1M
3
Wells Fargo
3
Wells Fargo
California
$30.6M
4
Arrowstreet Capital
4
Arrowstreet Capital
Massachusetts
$14.8M
5
Two Sigma Investments
5
Two Sigma Investments
New York
$19M

Top Sellers

1
SG Americas Securities
1
SG Americas Securities
New York
$275K
2
Morgan Stanley
2
Morgan Stanley
New York
$33.5M
3
WA
3
Whitebox Advisors
Minnesota
$0
4
BA
4
BlackRock Advisors
Delaware
$564K
5
Renaissance Technologies
5
Renaissance Technologies
New York
$26.2M
Name Holding Trade Value Shares
Change 		Shares
Change %
RJA
76
Raymond James & Associates
Florida
$4.14M +$276K +3,444 +7%
Swiss National Bank
77
Swiss National Bank
Switzerland
$4.07M +$92.2K +1,150 +2%
MAA
78
Managed Account Advisors
New Jersey
$4M -$330K -4,117 -8%
HighTower Advisors
79
HighTower Advisors
Illinois
$3.89M +$327K +4,083 +9%
MP
80
Mangrove Partners
Connecticut
$3.87M – – –
CHA
81
Cedar Hill Associates
Illinois
$3.82M -$319K -3,975 -8%
POA
82
Pergamon Offshore Advisors
New York
$3.58M +$3.58M +44,695 New
State Board of Administration of Florida Retirement System
83
State Board of Administration of Florida Retirement System
Florida
$3.56M – – –
NC
84
Northpointe Capital
Michigan
$3.51M +$1.23M +15,406 +54%
Bank of Montreal
85
Bank of Montreal
Ontario, Canada
$3.49M +$80.2K +1,001 +2%
Royal Bank of Canada
86
Royal Bank of Canada
Ontario, Canada
$3.43M -$145K -1,807 -4%
WA
87
Wasatch Advisors
Utah
$3.39M +$772K +9,625 +30%
TD Asset Management
88
TD Asset Management
Ontario, Canada
$3.26M +$251K +3,125 +8%
Neuberger Berman Group
89
Neuberger Berman Group
New York
$3.14M -$422K -5,267 -12%
CPS
90
Counsel Portfolio Services
Ontario, Canada
$3.02M -$687K -8,575 -19%
New York State Common Retirement Fund
91
New York State Common Retirement Fund
New York
$2.99M +$1.4M +17,407 +88%
CHAM
92
Clear Harbor Asset Management
Connecticut
$2.97M +$871K +10,860 +41%
SC
93
Selz Capital
New York
$2.96M – – –
State of Wisconsin Investment Board
94
State of Wisconsin Investment Board
Wisconsin
$2.86M +$163K +2,036 +6%
AllianceBernstein
95
AllianceBernstein
Tennessee
$2.65M – – –
IAM
96
ICM Asset Management
Washington
$2.62M -$38.5K -480 -1%
Balyasny Asset Management
97
Balyasny Asset Management
Illinois
$2.45M +$2.45M +30,547 New
AG
98
Aperio Group
California
$2.45M -$672K -8,383 -22%
UBS AM
99
UBS AM
Illinois
$2.26M +$100K +1,250 +5%
RhumbLine Advisers
100
RhumbLine Advisers
Massachusetts
$2.15M +$105K +1,306 +5%
2 3
4
5 6