AA
TWO

AQR Arbitrage’s Two Harbors Investment TWO Stock Holding History

AQR Arbitrage’s Portfolio TWO Stock Details TWO Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2026
Q2 		$38.4M Buy
3,094,518
+1,073,434
+53% +$12.8M 0.55% 45
2026
Q1 		$23.1M Buy
2,021,084
+932,441
+86% +$10.4M 0.38% 56
2025
Q4 		$11.4M Buy
+1,088,643
New +$10.9M 0.24% 111

Other funds holding TWO

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
Vanguard Portfolio Management
Vanguard Portfolio Management Malvern, Pennsylvania $2.22T AUM
Vanguard Capital Management
Vanguard Capital Management Malvern, Pennsylvania $4.68T AUM
SGCM
Sand Grove Capital Management London, United Kingdom $383M AUM 123.08% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.88T AUM 44.46% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.55T AUM 33.47% 1-Year Est. Return
Mirae Asset Global ETFs Holdings
Mirae Asset Global ETFs Holdings Causeway Bay, Hong Kong $83.9B AUM 60.43% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return
Squarepoint
Squarepoint New York $90.5B AUM 33.95% 1-Year Est. Return

AQR Arbitrage's TWO Position: Q2 2026 in Review

AQR Arbitrage increased its Two Harbors Investment (TWO) stake by 53% in Q2 2026, buying an estimated $12.8M and bringing the position to 3,094,518 shares worth $38.4M. The position accounts for 0.55% of the portfolio, ranked #45.

AQR Arbitrage first reported a position in TWO in Q4 2025 and has held it in 3 quarters since. 232 funds tracked by Wall St. Rank hold TWO as of Q2 2026.

  • AQR Arbitrage held 3,094,518 shares of Two Harbors Investment worth $38.4M as of Q2 2026.
  • AQR Arbitrage bought 1,073,434 Two Harbors Investment shares in Q2 2026, an estimated $12.8M.
  • Two Harbors Investment made up 0.55% of AQR Arbitrage's portfolio in Q2 2026, its #45 holding.
  • AQR Arbitrage first reported a position in Two Harbors Investment in Q4 2025 and has held it in 3 quarters since.
  • 232 funds tracked by Wall St. Rank held Two Harbors Investment as of Q2 2026.

Based on AQR Arbitrage's 13F filing for Q2 2026, filed 14 Aug 2026.