TWO

Two Harbors Investment
TWO

Overview Fund Activity

279 hedge funds and large institutions have $2.06B invested in Two Harbors Investment in 2015 Q4 according to their latest regulatory filings, with 39 funds opening new positions, 92 increasing their positions, 97 reducing their positions, and 36 closing their positions.

Holders
279
Holders Change
+1
Holders Change %
+0.36%
% of All Funds
7.33%
Holding in Top 10
5
Holding in Top 10 Change
-3
Holding in Top 10 Change %
-37.5%
% of All Funds
0.13%
New
39
Increased
92
Reduced
97
Closed
36
Calls
$43K
Puts
$171K
Net Calls
-$128K
Net Calls Change
-$312K

Top Buyers

1
WA
1
Whitebox Advisors
Minnesota
$25.6M
2
TIM
2
Thornburg Investment Management
New Mexico
$183M
3
AI
3
Analytic Investors
California
$64.2M
4
Balyasny Asset Management
4
Balyasny Asset Management
Illinois
$33M
5
Renaissance Technologies
5
Renaissance Technologies
New York
$12.3M

Top Sellers

1
CCMLC
1
Cardinal Capital Management LLC (Connecticut)
Connecticut
$0
2
Morgan Stanley
2
Morgan Stanley
New York
$5.91M
3
UBS Group
3
UBS Group
Switzerland
$27.5M
4
EAM
4
Eagle Asset Management
Florida
$8.63M
5
TG
5
TCW Group
California
$860K
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$199M 24,569,995 +306,317 +1%
TIM
2
Thornburg Investment Management
New Mexico
$183M 22,594,635 +2,218,056 +11%
SOMRS
3
State of Michigan Retirement System
Michigan
$135M 16,670,000 -250,000 -1%
Bank of New York Mellon
4
Bank of New York Mellon
New York
$91.2M 11,254,275 +492,570 +5%
BFA
5
BlackRock Fund Advisors
California
$86M 10,616,497 -42,172 -0.4%
Fidelity Investments
6
Fidelity Investments
Massachusetts
$83.1M 10,255,221 -714,688 -7%
BIT
7
BlackRock Institutional Trust
California
$73.9M 9,125,647 +7,201 +0.1%
AI
8
Analytic Investors
California
$64.2M 7,929,473 +2,024,700 +34%
DFG
9
Delphi Financial Group
Delaware
$63.9M 7,884,200 – –
BGIM
10
Brandywine Global Investment Management
Pennsylvania
$58.2M 7,179,410 +523,475 +8%
Goldman Sachs
11
Goldman Sachs
New York
$51.6M 6,368,352 -671,718 -10%
State Street
12
State Street
Massachusetts
$45.3M 5,593,643 +100,701 +2%
Boston Partners
13
Boston Partners
Massachusetts
$41.6M 5,135,636 +185,135 +4%
Deutsche Bank
14
Deutsche Bank
Germany
$41M 5,065,439 +466,863 +10%
Balyasny Asset Management
15
Balyasny Asset Management
Illinois
$33M 4,071,150 +1,996,505 +96%
Northern Trust
16
Northern Trust
Illinois
$28.3M 3,488,526 -333,102 -9%
UBS Group
17
UBS Group
Switzerland
$27.5M 3,391,751 -2,902,300 -46%
Wells Fargo
18
Wells Fargo
California
$25.9M 3,196,494 +141,754 +5%
WA
19
Whitebox Advisors
Minnesota
$25.6M 3,164,718 +2,605,675 +466%
O
20
OppenheimerFunds
New York
$25.6M 3,164,596 +32,500 +1%
Citigroup
21
Citigroup
New York
$25.5M 3,142,613 -314,497 -9%
Norges Bank
22
Norges Bank
Norway
$25M 3,082,415 – –
VLKIM
23
Van Lanschot Kempen Investment Management
Netherlands
$23.4M 2,894,600 +147,750 +5%
CS
24
Credit Suisse
Switzerland
$23.2M 2,859,600 -1,133,793 -28%
RFC
25
Russell Frank Company
Washington
$22.9M 2,806,814 -992,795 -26%
1
2 3 4 5