AQR CAPITAL MANAGEMENT LLC
Position in TWO-PC — Two Harbors Investment Corp.
CIK 1167557
Greenwich, CT
Position in TWO-PC
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$1,087,869
-$335,666 QoQ
Shares Held
87,661
-29.7% QoQ
Ownership
0.083%
of shares outstanding
% of Portfolio
0.00%
of 13F equity value
Holder Rank
#63
of 228 holders
Holding Since
Jun 2020
18 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in TWO-PC Over Time
Shares Held
Position Value (USD)
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026AQR CAPITAL MANAGEMENT LLC holds $108,498,734 across 34 REIT - Mortgage names. TWO-PC ranks #23 (1.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | ARR |
Armour Residential REIT, Inc.
|
771,768 | $13,467,347 | |
| 2 | NLY |
Annaly Capital Management Inc
|
596,896 | $13,346,591 | |
| 3 | MFA |
Mfa Financial, Inc.
|
955,204 | $9,255,923 | |
| 4 | DX |
Dynex Capital Inc
|
619,846 | $8,126,178 | |
| 5 | KREF |
KKR Real Estate Finance Trust Inc.
|
859,781 | $5,880,899 | |
| 6 | IVR |
Invesco Mortgage Capital Inc.
|
712,061 | $5,625,279 | |
| 7 | RC |
Ready Capital Corp
|
3,147,977 | $5,508,958 | |
| 8 | RITM |
Rithm Capital Corp.
|
552,987 | $5,192,546 |
All Filings in TWO-PC
Export CSV
18 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $1,087,869 | 87,661 | Shares | Other | 2026-08-14 | |
| 2026-03-31 | $1,423,535 | 124,653 | Shares | Defined | 2026-05-15 | |
| 2025-12-31 | $1,501,772 | 143,026 | Shares | Other | 2026-02-17 | |
| 2025-09-30 | $757,193 | 76,717 | Shares | Defined | 2025-11-14 | |
| 2025-06-30 | $308,461 | 28,641 | Shares | Defined | 2025-08-14 | |
| 2025-03-31 | $343,818 | 25,735 | Shares | Other | 2025-05-15 | |
| 2024-09-30 | $150,486 | 10,842 | Shares | Defined | 2024-11-14 | |
| 2024-06-30 | $146,815 | 11,114 | Shares | Other | 2024-08-14 | |
| 2022-09-30 | $82,797 | 24,939 | Shares | Defined | 2022-11-14 | |
| 2022-06-30 | $123,882 | 24,876 | Shares | Defined | 2022-08-15 | |
| 2022-03-31 | $270,693 | 48,950 | Shares | Defined | 2022-05-16 | |
| 2021-12-31 | $282,441 | 48,950 | Shares | Defined | 2022-02-14 | |
| 2021-09-30 | $310,343 | 48,950 | Shares | Defined | 2021-11-15 | |
| 2021-06-30 | $370,062 | 48,950 | Shares | Defined | 2021-08-16 | |
| 2021-03-31 | $358,803 | 48,950 | Shares | Defined | 2021-05-17 | |
| 2020-12-31 | $311,811 | 48,950 | Shares | Defined | 2021-02-16 | |
| 2020-09-30 | $249,155 | 48,950 | Shares | Defined | 2020-11-16 | |
| 2020-06-30 | $67,868 | 13,466 | Shares | Defined | 2020-08-17 | |
| No filing history on record for this holder in this stock. | ||||||