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 %
CPS
101
Counsel Portfolio Services
Ontario, Canada
$2.37M 222,800 -78,900 -26%
RhumbLine Advisers
102
RhumbLine Advisers
Massachusetts
$2.3M 216,293 +1,900 +0.9%
AIU
103
Algebris Investments (UK)
United Kingdom
$1.95M 183,400 +17,100 +10%
PC
104
Polar Capital
United Kingdom
$1.91M 180,000 – –
CP
105
Camelot Portfolios
Ohio
$1.74M 163,415 -16,597 -9%
GEM
106
Global Endowment Management
North Carolina
$1.72M 161,500 – –
CC
107
ClearArc Capital
Ohio
$1.69M 159,009 – –
BIM
108
BlackRock Investment Management
Delaware
$1.66M 156,611 -11,898 -7%
Legal & General Group
109
Legal & General Group
United Kingdom
$1.64M 154,045 +75,910 +97%
ProShare Advisors
110
ProShare Advisors
Maryland
$1.62M 152,369 -9,199 -6%
OAM
111
Orinda Asset Management
California
$1.59M 150,000 -2,131 -1%
EWM
112
Edge Wealth Management
New York
$1.55M 145,950 +22,350 +18%
Public Employees Retirement Association of Colorado
113
Public Employees Retirement Association of Colorado
Colorado
$1.5M 141,118 +294 +0.2%
Balyasny Asset Management
114
Balyasny Asset Management
Illinois
$1.49M 140,021 -104,358 -43%
BG
115
BlackRock Group
United Kingdom
$1.48M 139,247 +13,025 +10%
BTS
116
BB&T Securities
Virginia
$1.44M 13,549 -815 -6%
VOYA Investment Management
117
VOYA Investment Management
Georgia
$1.43M 134,869 -340 -0.3%
Ameriprise
118
Ameriprise
Minnesota
$1.41M 132,507 +6,490 +5%
HI
119
HBK Investments
Texas
$1.41M 133,067 -74,433 -36%
T. Rowe Price Associates
120
T. Rowe Price Associates
Maryland
$1.4M 131,500 -8,398 -6%
QIM
121
Quantitative Investment Management
Virginia
$1.3M 122,200 +105,500 +632%
SAM
122
Securian Asset Management
Minnesota
$1.16M 108,900 +16,700 +18%
LPL Financial
123
LPL Financial
California
$1.12M 105,117 +2,227 +2%
EM
124
EnTrustPermal Management
New York
$1.11M 104,833 +12,100 +13%
HCM
125
Highlander Capital Management
New Jersey
$1.11M 104,675 +400 +0.4%
3 4
5
6 7