TWO HARBORS INVENTMENT CORPO

CUSIP: 90187BAB7 Class: NOTE 6.250% 1/1

Laurion Capital Management LP's Holding History (CIK: 0001390202)

Note: Option positions (PUT/CALL) are excluded.

Q4 2022
Shares 3,000,000 Value ($000) $2,573 Avg Close — Range —
Q3 2022
Shares 3,000,000 Value ($000) $2,480 Avg Close — Range —
Q2 2022
Shares 3,000,000 Value ($000) $2,750 Avg Close — Range —
Q1 2022
Shares 3,000,000 Value ($000) $2,970 Avg Close — Range —
Q4 2021
Shares 3,000,000 Value ($000) $3,050 Avg Close — Range —
Q3 2021
Shares 3,000,000 Value ($000) $3,070 Avg Close — Range —
Q2 2021
Shares 3,000,000 Value ($000) $3,230 Avg Close — Range —
Q1 2021
Shares 3,000,000 Value ($000) $3,280 Avg Close — Range —