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State of New Jersey Common Pension Fund D
> TWO
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 06/30/2022 | TWO HARBORS INVESTMENT CORP. | TWO | 459,861 | -39,583 | 2,290,000 | -472,000 | $4.98 |
| 03/31/2022 | TWO HARBORS INVESTMENT CORP. | TWO | 499,444 | 499,444 | 2,762,000 | 2,762,000 | $5.53 |
| 12/31/2021 | TWO HARBORS INVESTMENT CORP. | TWO | 0 | -421,253 | 0 | -2,671,000 | |
| 09/30/2021 | TWO HARBORS INVESTMENT CORP. | TWO | 421,253 | 75,931 | 2,671,000 | 60,000 | $6.34 |
| 06/30/2021 | TWO HARBORS INVESTMENT CORP. | TWO | 345,322 | 345,322 | 2,611,000 | 2,611,000 | $7.56 |
| 06/30/2020 | TWO HARBORS INVESTMENT CORP. | TWO | 0 | -153,991 | 0 | -587,000 | |
| 03/31/2020 | TWO HARBORS INVESTMENT CORP. | TWO | 153,991 | 0 | 587,000 | -1,664,000 | $3.81 |
| 12/31/2019 | TWO HARBORS INVESTMENT CORP. | TWO | 153,991 | 153,991 | 2,251,000 | 2,251,000 | $14.62 |
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