투하버스투자공사
US ˙ NYSE ˙ US90187B8046

SecurityTWO / Two Harbors Investment Corp.
InstitutionBnp Paribas Arbitrage, Sa
Latest Disclosed Ownership23,047 shares
Latest Disclosed Value $ 263,197
Bnp Paribas Arbitrage, Sa reports 75.63% decrease in ownership of TWO / Two Harbors Investment Corp.

On May 12, 2026 - Bnp Paribas Arbitrage, Sa filed a 13F-HR form disclosing ownership of 23,047 shares of Two Harbors Investment Corp. (US:TWO) valued at $263,197 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 10, 2026 disclosing 94,577 shares of Two Harbors Investment Corp.. This represents a change in shares of -75.63% during the quarter. The current value of the position is $284,400 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)
2026-05-12 2026-03-31 13F Two Harbors Investment Equity 90187B804 23,047 -71,530 -75.63 263 -73.51 0.0000
2026-02-10 2025-12-31 13F Two Harbors Investment Equity 90187B804 94,577 50,082 112.56 993 126.20 0.0004
2025-11-13 2025-09-30 13F Two Harbors Investment Equity 90187B804 44,495 33,693 311.91 439 278.45 0.0002
2025-08-14 2025-06-30 13F Two Harbors Investment Equity 90187B804 10,802 57 0.53 116 -18.88 0.0001
2025-05-14 2025-03-31 13F Two Harbors Investment Equity 90187B804 10,745 -2,545 -19.15 144 -8.92 0.0001
2025-02-14 2024-12-31 13F Two Harbors Investment Equity 90187B804 13,290 -13,501 -50.39 157 -41.85 0.0001
2017-11-03 2017-09-30 13F TWO HBRS INVT STOCK 90187B101 26,791 -712,105 -96.37 270 -96.31 0.0007
2017-08-03 2017-06-30 13F TWO HBRS INVT STOCK 90187B101 738,896 364,757 97.49 7,322 104.13 0.0221
2017-05-03 2017-03-31 13F TWO HBRS INVT STOCK 90187B101 374,139 347,204 1,289.04 3,588 1,432.91 0.0095
2017-02-14 2016-12-31 13F TWO HBRS INVT STOCK 90187B101 26,935 -12,109 -31.01 235 -29.73 0.0011
2016-10-05 2016-09-30 13F * TWO HBRS INVT CORP COM STOCK 90187B101 39,044 -1,424 -3.52 333 -3.76 0.0014
2016-07-06 2016-06-30 13F * TWO HBRS INVT CORP COM STOCK 90187B101 40,468 -14,934 -26.96 346 -21.18 0.0016
2016-04-22 2016-03-31 13F * TWO HBRS INVT CORP COM STOCK 90187B101 55,402 19,712 55.23 440 51.90 0.0019
2016-04-19 2015-12-31 13F/A-1 * TWO HBRS INVT CORP COM STOCK 90187B101 35,690 633 1.81 289 -6.47 0.0014
2016-02-10 2015-12-31 13F * TWO HBRS INVT CORP COM STOCK 90187B101 35,690 289
2015-11-13 2015-09-30 13F * TWO HBRS INVT CORP COM STOCK 90187B101 35,057 -30,753 -46.73 309 -51.72 0.0008
2015-08-14 2015-06-30 13F TWO HBRS INVT CORP COM STOCK 90187B101 65,810 18,217 38.28 641 26.73 0.0018
2015-05-15 2015-03-31 13F * TWO HBRS INVT CORP COM STOCK 90187B101 47,593 -801,158 -94.39 505 -94.06 0.0014
2015-03-10 2014-12-31 13F/A-1 * TWO HBRS INVT CORP COM STOCK 90187B101 848,751 846,588 39,139.53 8,504 42,420.00 0.0301
2015-02-11 2014-12-31 13F * TWO HBRS INVT CORP COM STOCK 90187B101 848,751 8,504
2014-11-12 2014-09-30 13F * TWO HBRS INVT CORP COM STOCK 90187B101 2,163 -10,673 -83.15 21 -85.07 0.0000
2014-08-14 2014-06-30 13F/A-1 * TWO HBRS INVT CORP COM STOCK 90187B101 12,836 -20,634 -61.65 135 -61.38 0.0001
2014-08-14 2014-06-30 13F TWO HBRS INVT CORP COM STOCK 90187B101 12,836 135
2014-05-13 2014-03-31 13F TWO HBRS INVT STOCK 90187B101 33,470 -6,063 -15.34 347 -5.19 0.0003
2014-04-02 2013-12-31 13F/A-1 TWO HBRS INVT STOCK 90187B101 39,533 21,570 120.08 367 110.34 0.0003
2014-02-12 2013-12-31 13F TWO HBRS INVT STOCK 90187B101 39,533 367
2013-11-13 2013-09-30 13F TWO HBRS INVT STOCK 90187B101 17,963 -36,369 -66.94 174 -68.71 0.0001
2013-08-13 2013-06-30 13F TWO HBRS INVT STOCK 90187B101 54,332 54,332 557 0.0004
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.