TWO

Two Harbors Investment
TWO

Overview Fund Activity

274 hedge funds and large institutions have $1.96B invested in Two Harbors Investment in 2016 Q1 according to their latest regulatory filings, with 30 funds opening new positions, 88 increasing their positions, 101 reducing their positions, and 34 closing their positions.

Holders
274
Holders Change
-5
Holders Change %
-1.79%
% of All Funds
7.31%
Holding in Top 10
5
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.13%
New
30
Increased
88
Reduced
101
Closed
34
Calls
$303K
Puts
$16K
Net Calls
+$287K
Net Calls Change
+$415K

Top Buyers

1
WA
1
Whitebox Advisors
Minnesota
$72M
2
Morgan Stanley
2
Morgan Stanley
New York
$27.8M
3
CCP
3
Clough Capital Partners
Massachusetts
$27.9M
4
TIM
4
Thornburg Investment Management
New Mexico
$195M
5
GA
5
GRS Advisors
Illinois
$9.52M

Top Sellers

1
Balyasny Asset Management
1
Balyasny Asset Management
Illinois
$4.5M
2
Bank of New York Mellon
2
Bank of New York Mellon
New York
$63.2M
3
Millennium Management
3
Millennium Management
New York
$476K
4
Deutsche Bank
4
Deutsche Bank
Germany
$22.4M
5
DFG
5
Delphi Financial Group
Delaware
$47.2M
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$202M 25,378,081 +808,086 +3%
TIM
2
Thornburg Investment Management
New Mexico
$195M 24,549,235 +1,954,600 +9%
SOMRS
3
State of Michigan Retirement System
Michigan
$131M 16,500,000 -170,000 -1%
BFA
4
BlackRock Fund Advisors
California
$81M 10,207,286 -409,211 -4%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$79.4M 9,997,321 -257,900 -3%
WA
6
Whitebox Advisors
Minnesota
$72M 9,064,748 +5,900,030 +186%
BIT
7
BlackRock Institutional Trust
California
$71.2M 8,972,763 -152,884 -2%
Bank of New York Mellon
8
Bank of New York Mellon
New York
$63.2M 7,957,793 -3,296,482 -29%
AI
9
Analytic Investors
California
$60.7M 7,647,882 -281,591 -4%
BGIM
10
Brandywine Global Investment Management
Pennsylvania
$57.9M 7,295,000 +115,590 +2%
DFG
11
Delphi Financial Group
Delaware
$47.2M 5,954,200 -1,930,000 -24%
State Street
12
State Street
Massachusetts
$45.4M 5,718,699 +125,056 +2%
Goldman Sachs
13
Goldman Sachs
New York
$42.5M 5,349,601 -1,018,751 -16%
Boston Partners
14
Boston Partners
Massachusetts
$40.3M 5,076,768 -58,868 -1%
CCP
15
Clough Capital Partners
Massachusetts
$27.9M 3,507,555 +2,072,000 +144%
Morgan Stanley
16
Morgan Stanley
New York
$27.8M 3,504,816 +2,774,778 +380%
Northern Trust
17
Northern Trust
Illinois
$27.4M 3,403,557 -84,969 -2%
Norges Bank
18
Norges Bank
Norway
$26.5M 3,334,904 +252,489 +8%
RFC
19
Russell Frank Company
Washington
$26.2M 3,292,710 +485,896 +17%
O
20
OppenheimerFunds
New York
$24.9M 3,131,810 -32,786 -1%
Wells Fargo
21
Wells Fargo
California
$23.6M 2,970,790 -225,704 -7%
UBS Group
22
UBS Group
Switzerland
$23.3M 2,939,354 -452,397 -13%
Two Sigma Investments
23
Two Sigma Investments
New York
$23.1M 2,914,420 +601,598 +26%
VLKIM
24
Van Lanschot Kempen Investment Management
Netherlands
$22.9M 2,885,650 -8,950 -0.3%
Deutsche Bank
25
Deutsche Bank
Germany
$22.4M 2,826,463 -2,238,976 -44%
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