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 %
Vanguard Group
1
Vanguard Group
Pennsylvania
$238M 22,426,155 +1,371,313 +7%
TIM
2
Thornburg Investment Management
New Mexico
$209M 19,722,529 +2,771,607 +16%
SOMRS
3
State of Michigan Retirement System
Michigan
$165M 15,560,000 +15,560,000 New
BFA
4
BlackRock Fund Advisors
California
$128M 12,045,606 -897,975 -7%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$123M 11,595,632 +877,858 +8%
Bank of New York Mellon
6
Bank of New York Mellon
New York
$103M 9,700,517 +87,156 +0.9%
BIT
7
BlackRock Institutional Trust
California
$97.5M 9,180,755 +444,068 +5%
UBS Group
8
UBS Group
Switzerland
$90.6M 8,532,570 +3,947,580 +86%
BGIM
9
Brandywine Global Investment Management
Pennsylvania
$70.9M 6,677,844 +486,456 +8%
Goldman Sachs
10
Goldman Sachs
New York
$68.6M 6,459,252 +343,334 +6%
DFG
11
Delphi Financial Group
Delaware
$66.9M 6,297,200 – –
State Street
12
State Street
Massachusetts
$63.3M 5,963,126 +5,654 +0.1%
PIM
13
Perkins Investment Management
Illinois
$61.3M 5,769,387 -879,127 -13%
Deutsche Bank
14
Deutsche Bank
Germany
$60.8M 5,721,958 +1,768,916 +45%
TG
15
TCW Group
California
$52.5M 4,939,752 -9,131 -0.2%
EAM
16
Eagle Asset Management
Florida
$51.4M 4,836,953 -305,046 -6%
Boston Partners
17
Boston Partners
Massachusetts
$45.5M 4,285,865 -100,117 -2%
CCP
18
Clough Capital Partners
Massachusetts
$39M 3,674,600 -104,400 -3%
AI
19
Analytic Investors
California
$36.6M 3,442,331 +327,415 +11%
CCMLC
20
Cardinal Capital Management LLC (Connecticut)
Connecticut
$35.1M 3,303,832 -60,553 -2%
Wells Fargo
21
Wells Fargo
California
$33M 3,108,128 +53,168 +2%
O
22
OppenheimerFunds
New York
$33M 3,107,170 +23,480 +0.8%
Norges Bank
23
Norges Bank
Norway
$32.7M 3,082,415 +96,805 +3%
VLKIM
24
Van Lanschot Kempen Investment Management
Netherlands
$32.1M 3,024,750 -123,100 -4%
CS
25
Credit Suisse
Switzerland
$31.8M 2,994,988 -51,519 -2%
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