K2 PRINCIPAL FUND, L.P.

Holdings History for TWO HARBORS INVESTMENT CORP. - REIT SH PAR $ (TWO)

Symbol: TWO on NYSE
Investment type: Equity / REIT SH PAR $

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2023		-0.17%	$0	0	-15,374	-100%	$10.68	Q3 2023
30 Jun 2023	0.17%	-3.6%	$213,391	15,374	-324,385	-95%	$13.88	Q2 2023
31 Mar 2023	2.2%	-0.66%	$4,997,855	339,759	-99,701	-23%	$14.71	Q1 2023
31 Dec 2022	2.8%	+2.8%	$6,930,284	439,460	+439,460	NEW	$15.77	Q4 2022

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.