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 %
ARC
76
Absolute Return Capital
Massachusetts
$4.89M 460,720 +345,067 +298%
RJA
77
Raymond James & Associates
Florida
$4.46M 420,066 +6,879 +2%
Swiss National Bank
78
Swiss National Bank
Switzerland
$4.36M 410,300 +3,900 +1%
MAA
79
Managed Account Advisors
New Jersey
$4.3M 405,026 +5,808 +1%
HighTower Advisors
80
HighTower Advisors
Illinois
$4.13M 383,198 -4,658 -1%
Bank of Montreal
81
Bank of Montreal
Ontario, Canada
$4.12M 387,758 +39,678 +11%
CHA
82
Cedar Hill Associates
Illinois
$4.05M 380,848 +150 +0%
TD Asset Management
83
TD Asset Management
Ontario, Canada
$3.98M 375,000 +50,000 +15%
Neuberger Berman Group
84
Neuberger Berman Group
New York
$3.94M 370,612 +57,492 +18%
PAM
85
PVG Asset Management
Colorado
$3.91M 367,784 -114,864 -24%
POA
86
Pergamon Offshore Advisors
New York
$3.8M 357,560 – –
State Board of Administration of Florida Retirement System
87
State Board of Administration of Florida Retirement System
Florida
$3.64M 342,733 -12,710 -4%
WA
88
Wasatch Advisors
Utah
$3.59M 338,000 – –
Los Angeles Capital Management
89
Los Angeles Capital Management
California
$3.36M 316,142 -667,304 -68%
CHAM
90
Clear Harbor Asset Management
Connecticut
$3.31M 311,589 +14,780 +5%
Canada Pension Plan Investment Board
91
Canada Pension Plan Investment Board
Ontario, Canada
$3.25M 306,100 +279,400 +1,046%
New York State Common Retirement Fund
92
New York State Common Retirement Fund
New York
$3.16M 297,932 – –
Royal Bank of Canada
93
Royal Bank of Canada
Ontario, Canada
$3.03M 284,965 -57,397 -17%
Walleye Trading
94
Walleye Trading
New York
$2.95M 278,154 +216,656 +352%
State of Wisconsin Investment Board
95
State of Wisconsin Investment Board
Wisconsin
$2.95M 277,950 -7,610 -3%
Susquehanna International Group
96
Susquehanna International Group
Pennsylvania
$2.9M 272,704 -205,378 -43%
Ohio Public Employees Retirement System (OPERS)
97
Ohio Public Employees Retirement System (OPERS)
Ohio
$2.86M 277,269 +140,089 +102%
IAM
98
ICM Asset Management
Washington
$2.73M 257,480 -4,260 -2%
AllianceBernstein
99
AllianceBernstein
Tennessee
$2.68M 252,011 -12,700 -5%
UBS AM
100
UBS AM
Illinois
$2.48M 233,072 +7,800 +3%
2 3
4
5 6