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TWO

Two Harbors Investment

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, 87 increasing their positions, 101 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed

1,794% more call options, than puts

Call options by funds: $303K | Put options by funds: $16K

0.22% more ownership

Funds ownership: 8.73%8.95% (+0.22%)

0% more funds holding in top 10

Funds holding in top 10: 55 (0)

9% less first-time investments, than exits

New positions opened: 30 | Existing positions closed: 33

1% less funds holding

Funds holding: 278274 (-4)

5% less capital invested

Capital invested by funds: $2.06B → $1.96B (-$103M)

14% less repeat investments, than reductions

Existing positions increased: 87 | Existing positions reduced: 101

Holders
274
Holders Change
-4
Holders Change %
-1.44%
% of All Funds
7.3%
Holding in Top 10
5
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.13%
New
30
Increased
87
Reduced
101
Closed
33
Calls
$303K
Puts
$16K
Net Calls
+$287K
Net Calls Change
+$415K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$202M +$6.25M +101,011 +3%
TIM
2
Thornburg Investment Management
New Mexico
$195M +$15.1M +244,325 +9%
SOMRS
3
State of Michigan Retirement System
Michigan
$131M -$1.31M -21,250 -1%
BFA
4
BlackRock Fund Advisors
California
$81M -$3.16M -51,151 -4%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$79.4M -$1.99M -32,238 -3%
WA
6
Whitebox Advisors
Minnesota
$72M +$45.6M +737,504 +186%
BIT
7
BlackRock Institutional Trust
California
$71.2M -$1.18M -19,111 -2%
Bank of New York Mellon
8
Bank of New York Mellon
New York
$63.2M -$25.5M -412,060 -29%
AI
9
Analytic Investors
California
$60.7M -$2.18M -35,199 -4%
BGIM
10
Brandywine Global Investment Management
Pennsylvania
$57.9M +$893K +14,449 +2%
DFG
11
Delphi Financial Group
Delaware
$47.2M -$14.9M -241,250 -24%
State Street
12
State Street
Massachusetts
$45.4M +$967K +15,632 +2%
Goldman Sachs
13
Goldman Sachs
New York
$42.5M -$7.87M -127,344 -16%
Boston Partners
14
Boston Partners
Massachusetts
$40.3M -$455K -7,359 -1%
CCP
15
Clough Capital Partners
Massachusetts
$27.9M +$16M +259,000 +144%
Morgan Stanley
16
Morgan Stanley
New York
$27.8M +$21.4M +346,847 +380%
Northern Trust
17
Northern Trust
Illinois
$27.4M -$657K -10,621 -2%
Norges Bank
18
Norges Bank
Norway
$26.5M +$1.95M +31,561 +8%
RFC
19
Russell Frank Company
Washington
$26.2M +$3.76M +60,737 +17%
O
20
OppenheimerFunds
New York
$24.9M -$253K -4,099 -1%
Wells Fargo
21
Wells Fargo
California
$23.6M -$1.74M -28,213 -7%
UBS Group
22
UBS Group
Switzerland
$23.3M -$3.5M -56,550 -13%
Two Sigma Investments
23
Two Sigma Investments
New York
$23.1M +$4.65M +75,200 +26%
VLKIM
24
Van Lanschot Kempen Investment Management
Netherlands
$22.9M -$69.2K -1,119 -0.3%
Deutsche Bank
25
Deutsche Bank
Germany
$22.4M -$17.3M -279,872 -44%

TWO Hedge Fund Activity: Q1 2016 in Review

274 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Two Harbors Investment (TWO) for Q1 2016, worth a combined $1.96B — down 5% from $2.06B a quarter earlier.

Sellers outnumbered buyers: 33 funds closed out of TWO and 30 opened new positions — a net loss of 3 holders — while 101 trimmed existing stakes and 87 added.

The largest buyer was Whitebox Advisors, adding an estimated $45.6M. The largest seller was Balyasny Asset Management, cutting an estimated $27.1M.

  • 274 institutional investors held Two Harbors Investment (TWO) as of Q1 2016, down from 278 in Q4 2015.
  • Funds reported $1.96B of Two Harbors Investment stock for Q1 2016, down 5% quarter-over-quarter.
  • 30 funds opened new Two Harbors Investment positions in Q1 2016 and 33 closed out, a net change of -3 holders.
  • The largest Two Harbors Investment buyer in Q1 2016 was Whitebox Advisors, an estimated $45.6M added.
  • The largest Two Harbors Investment seller in Q1 2016 was Balyasny Asset Management, an estimated $27.1M sold.

Based on aggregated 13F filings for Q1 2016.