Closed. This fund is no longer active and is kept for history.
$12.18
Price (November 6, 2026)
0.0%
12-month yield
Forward rate –
–
1-year total return
Price –
–
Earned % (1 year)
–
DT Score
–
Momentum
Risk
| Sortino ratio (1Y) | – |
| Sharpe ratio (1Y) | – |
| Steadiness vs S&P 500 | – |
| Beta to S&P 500 | – |
| Correlation to S&P 500 | – |
| Max drop (1Y) | – |
| Max drop (up to 5 yrs) | – |
| Trend | – |
| History | – |
Funds that track the same thing
Other Mortgage REITs income funds, ranked by DT Score. See them all · Compare TWO with the top 3
| Fund | Category | Fwd rate | 12m yield | 1Y total ret. | Earned % 1Y | Upside capt. | Downside capt. | Tracking | DT Score | Momentum | Trend |
|---|---|---|---|---|---|---|---|---|---|---|---|
| AGNC AGNC Investment | Mortgage REIT | 16.4% | 16.4% | +0.1% | -1% | 114% | 100% | – | 39 | 12 | Downtrend |
| DX Dynex Capital | Mortgage REIT | 19.1% | 19.1% | -4.7% | -35% | 83% | 79% | – | 38 | 16 | Downtrend |
| ARR ARMOUR Residential REIT | Mortgage REIT | 22.9% | 22.9% | -6.6% | -41% | 96% | 92% | – | 37 | 8 | Downtrend |
| NLY Annaly Capital Management | Mortgage REIT | 16.0% | 15.5% | +0.2% | -2% | 107% | 93% | – | 37 | 13 | Downtrend |
| RITM Rithm Capital | Mortgage REIT | 10.8% | 10.8% | -6.7% | -88% | 111% | 102% | – | 33 | 31 | Downtrend |
| STWD Starwood Property Trust | Mortgage REIT | 15.9% | 15.9% | -23.5% | below -100% | 84% | 97% | – | 31 | 7 | Downtrend |
| ORC Orchid Island Capital | Mortgage REIT | 24.3% | 26.3% | -14.8% | -87% | 91% | 96% | – | 30 | 8 | Downtrend |
| ABR Arbor Realty Trust | Mortgage REIT | 42.2% | 58.4% | -73.0% | below -100% | 104% | 210% | – | 27 | 1 | Downtrend |
| RC Ready Capital | Mortgage REIT | 4.7% | 4.7% | -70.2% | below -100% | 150% | 216% | – | 18 | 1 | Downtrend |
About TWO
| Issuer | PRCM Advisers |
| Structure | REIT |
| Category | Mortgage REIT |
| Strategy | Borrows short to hold mortgage assets; earns net spread |
| Underlying | MSRs and agency RMBS |
| Exposure | Mortgage REITs |
| Index linkage | No - active |
| Pays | Quarterly |
| Expense ratio | – |
| Launched | 2009 |
| Uses leverage | Yes |
| Upside capped | No |
| Rate sensitivity | High |
| Return of capital common | Sometimes |
| Tax notes | Mostly ordinary income; Section 199A applies; ROC common; not QDI. |
Research notes: Internalization/merger activity in 2025-26 (verify status). | VERIFY: last traded 2026-08-24 per market data and no dividends in prior 12 months - likely acquired (reported UWM Holdings deal).
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