TWO HARBORS INVENTMENT CORPO

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

CAMDEN ASSET MANAGEMENT L P /CA's Holding History (CIK: 0000903944)

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

Q1 2022
Shares 10,723,000 Value ($000) $10,602 Avg Close — Range —
Q4 2021
Shares 9,200,000 Value ($000) $9,269 Avg Close — Range —
Q3 2021
Shares 12,700,000 Value ($000) $13,000 Avg Close — Range —
Q2 2021
Shares 19,200,000 Value ($000) $20,652 Avg Close — Range —
Q1 2021
Shares 15,000,000 Value ($000) $16,332 Avg Close — Range —