MILLENNIUM MANAGEMENT LLC
Position in TWO-PC — Two Harbors Investment Corp.
CIK 1273087
NEW YORK, NY
Position in TWO-PC
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$39,038,117
-$13,648,987 QoQ
Shares Held
1,564,654
-26.4% QoQ
Ownership
1.49%
of shares outstanding
% of Portfolio
0.03%
of 13F equity value
Holder Rank
#13
of 233 holders
Holding Since
Mar 2020
24 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in TWO-PC Over Time
Shares Held
Position Value (USD)
Derivatives in TWO-PC
reported options exposure · as of Dec 31, 2025CallValue
$3,122,080
CallShares
126,400
PutValue
$0
PutShares
0
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026MILLENNIUM MANAGEMENT LLC holds $244,180,110 across 25 REIT - Mortgage names. TWO-PC ranks #3 (16.0% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | DX |
Dynex Capital Inc
|
7,016,976 | $91,992,555 | |
| 2 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
4,563,909 | $48,742,548 | |
| 3 | TWO-PC |
Two Harbors Investment Corp.
This page
|
1,564,654 | $39,038,117 | |
| 4 | BRSP |
BrightSpire Capital, Inc.
|
2,088,436 | $11,381,976 | |
| 5 | NLY |
Annaly Capital Management Inc
|
497,711 | $11,128,817 | |
| 6 | PMT |
PennyMac Mortgage Investment Trust
|
793,352 | $8,949,010 | |
| 7 | ORC |
Orchid Island Capital, Inc.
|
1,259,851 | $8,781,161 | |
| 8 | KREF |
KKR Real Estate Finance Trust Inc.
|
969,954 | $6,634,485 |
All Filings in TWO-PC
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25 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $39,038,117 | 1,564,654 | Shares | Sole | 2026-08-14 | |
| 2026-03-31 | $52,687,104 | 2,125,337 | Shares | Sole | 2026-05-15 | |
| 2025-12-31 | $3,122,080 | 126,400 | Call | Sole | 2026-02-17 | |
| 2025-12-31 | $37,414,078 | 1,514,740 | Shares | Sole | 2026-02-17 | |
| 2025-09-30 | $109,170,303 | 4,535,534 | Shares | Sole | 2025-11-14 | |
| 2025-06-30 | $73,487,115 | 3,120,472 | Shares | Sole | 2025-08-14 | |
| 2025-03-31 | $30,211,986 | 1,206,549 | Shares | Sole | 2025-05-15 | |
| 2024-12-31 | $26,944,019 | 1,090,851 | Shares | Sole | 2025-02-14 | |
| 2024-09-30 | $2,333,442 | 94,663 | Shares | Sole | 2024-11-14 | |
| 2024-06-30 | $5,113,339 | 212,348 | Shares | Sole | 2024-08-14 | |
| 2024-03-31 | $18,738,668 | 820,073 | Shares | Sole | 2024-05-15 | |
| 2023-12-31 | $11,600,253 | 519,027 | Shares | Sole | 2024-02-14 | |
| 2023-09-30 | $5,975,842 | 284,158 | Shares | Sole | 2023-11-14 | |
| 2023-06-30 | $670,824 | 35,030 | Shares | Sole | 2023-08-14 | |
| 2023-03-31 | $540 | 36,708 | Shares | Sole | 2023-05-15 | |
| 2022-12-31 | $748 | 47,417 | Shares | Sole | 2023-02-14 | |
| 2022-09-30 | — | 227,891 | Shares | Sole | 2022-11-14 | |
| 2022-06-30 | — | 776,126 | Shares | Sole | 2022-08-15 | |
| 2022-03-31 | — | 19,805 | Shares | Sole | 2022-05-16 | |
| 2021-09-30 | — | 294,238 | Shares | Sole | 2021-11-15 | |
| 2021-03-31 | — | 1,555,035 | Shares | Sole | 2021-05-17 | |
| 2020-12-31 | — | 358,858 | Shares | Sole | 2021-02-16 | |
| 2020-09-30 | — | 1,214,210 | Shares | Sole | 2020-11-16 | |
| 2020-06-30 | — | 1,372,573 | Shares | Sole | 2020-08-14 | |
| 2020-03-31 | — | 637,493 | Shares | Sole | 2020-05-14 | |
| No filing history on record for this holder in this stock. | ||||||