Two Harbors Investment Corp.
US ˙ NYSE ˙ US90187B8046

SecurityTWO / Two Harbors Investment Corp.
InstitutionGeode Capital Management, Llc
Latest Disclosed Ownership2,479,129 shares
Latest Disclosed Value $ 28,317,266
Geode Capital Management, Llc reports 0.24% decrease in ownership of TWO / Two Harbors Investment Corp.

On May 15, 2026 - Geode Capital Management, Llc filed a 13F-HR form disclosing ownership of 2,479,129 shares of Two Harbors Investment Corp. (US:TWO) valued at $28,311,653 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 9, 2026 disclosing 2,485,048 shares of Two Harbors Investment Corp.. This represents a change in shares of -0.24% during the quarter. The current value of the position is $30,592,452 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,479,129 -5,919 -0.24 28,317 8.51 0.0009
2026-02-09 2025-12-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,485,048 21,212 0.86 26,098 7.30 0.0016
2025-11-12 2025-09-30 13F TWO HARBORS INVESTMENT COM 90187B804 2,463,836 -18,969 -0.76 24,322 -9.06 0.0016
2025-08-08 2025-06-30 13F TWO HARBORS INVESTMENT COM 90187B804 2,482,805 -12,773 -0.51 26,743 -19.81 0.0019
2025-05-13 2025-03-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,495,578 89,463 3.72 33,348 17.13 0.0026
2025-02-12 2024-12-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,406,115 -34,705 -1.42 28,471 -15.98 0.0022
2024-11-12 2024-09-30 13F TWO HARBORS INVESTMENT COM 90187B804 2,440,820 48,264 2.02 33,885 7.19 0.0027
2024-08-09 2024-06-30 13F TWO HARBORS INVESTMENT COM 90187B804 2,392,556 90,021 3.91 31,610 3.67 0.0028
2024-05-13 2024-03-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,302,535 208,673 9.97 30,491 4.53 0.0028
2024-02-13 2023-12-31 13F TWO HARBORS INVESTMENT COM 90187B804 2,093,862 94,862 4.75 29,171 10.20 0.0031
2023-11-13 2023-09-30 13F TWO HARBORS INVESTMENT COM 90187B804 1,999,000 78,433 4.08 26,470 -0.70 0.0032
2023-08-11 2023-06-30 13F TWO HARBORS INVESTMENT COM 90187B804 1,920,567 83,013 4.52 26,657 -1.38 0.0031
2023-05-15 2023-03-31 13F TWO HARBORS INVESTMENT COM 90187B804 1,837,554 265,188 16.87 27,030 112,525.00 0.0035
2023-02-13 2022-12-31 13F TWO HARBORS INVESTMENT COM 90187B804 1,572,366 -1,660,134 -51.36 25 -99.93 0.0035
2017-11-14 2017-09-30 13F TWO HARBORS INVESTMENT COM 90187B101 3,232,500 315,260 10.81 32,583 12.71 0.0120
2017-08-14 2017-06-30 13F TWO HARBORS INVESTMENT COM 90187B101 2,917,240 116,606 4.16 28,909 7.64 0.0114
2017-06-21 2017-03-31 13F/A-1 TWO HARBORS INVESTMENT COM 90187B101 2,800,634 225,788 8.77 26,858 19.62 0.0110
2017-05-12 2017-03-31 13F TWO HARBORS INVESTMENT COM 90187B101 2,800,634 26,858
2017-02-14 2016-12-31 13F TWO HARBORS INVESTMENT COM 90187B101 2,574,846 -138,565 -5.11 22,452 -2.99 0.0104
2016-11-10 2016-09-30 13F TWO HARBORS INVESTMENT COM 90187B101 2,713,411 225,809 9.08 23,145 8.70 0.0117
2016-08-12 2016-06-30 13F TWO HARBORS INVESTMENT COM 90187B101 2,487,602 43,103 1.76 21,293 9.71 0.0116
2016-05-13 2016-03-31 13F TWO HARBORS INVESTMENT COM 90187B101 2,444,499 143,774 6.25 19,409 4.15 0.0103
2016-02-12 2015-12-31 13F TWO HARBORS INVESTMENT COM 90187B101 2,300,725 -10,940 -0.47 18,635 -8.60 0.0106
2015-11-13 2015-09-30 13F TWO HARBORS INVESTMENT COM 90187B101 2,311,665 140,330 6.46 20,388 -3.59 0.0124
2015-08-14 2015-06-30 13F TWO HARBORS INVESTMENT COM 90187B101 2,171,335 186,941 9.42 21,148 0.35 0.0121
2015-05-14 2015-03-31 13F TWO HARBORS INVESTMENT COM 90187B101 1,984,394 -55,964 -2.74 21,074 3.08 0.0120
2015-02-12 2014-12-31 13F TWO HARBORS INVESTMENT COM 90187B101 2,040,358 80,764 4.12 20,444 7.90 0.0122
2014-11-14 2014-09-30 13F TWO HARBORS INVESTMENT COM 90187B101 1,959,594 74,480 3.95 18,948 -4.09 0.0123
2014-08-13 2014-06-30 13F TWO HARBORS INVESTMENT COM 90187B101 1,885,114 13,256 0.71 19,755 2.97 0.0128
2014-05-14 2014-03-31 13F TWO HARBORS INVESTMENT COM 90187B101 1,871,858 77,868 4.34 19,186 15.25 0.0129
2014-02-14 2013-12-31 13F TWO HARBORS INVESTMENT COM 90187B101 1,793,990 280,122 18.50 16,648 13.25 0.0115
2013-11-14 2013-09-30 13F TWO HARBORS INVESTMENT COM 90187B101 1,513,868 97,490 6.88 14,700 1.25 0.0118
2013-08-14 2013-06-30 13F TWO HARBORS INVESTMENT COM 90187B101 1,416,378 1,416,378 14,518 0.0128
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.