TWO HARBORS INVENTMENT CORPO

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

Context Capital Management, LLC's Holding History (CIK: 0001301396)

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

Q4 2025
Shares 486,000 Value ($000) $485 Avg Close Range
Q3 2025
Shares 486 Value ($000) $486 Avg Close Range
Q2 2025
Shares 486 Value ($000) $478 Avg Close Range
Q1 2025
Shares 486 Value ($000) $482 Avg Close Range
Q4 2024
Shares 486 Value ($000) $480 Avg Close Range
Q3 2024
Shares 486 Value ($000) $475 Avg Close Range
Q2 2024
Shares 486 Value ($000) $467 Avg Close Range
Q1 2024
Shares 486 Value ($000) $466 Avg Close Range
Q4 2023
Shares 486,000 Value ($000) $450 Avg Close Range
Q3 2023
Shares 3,183 Value ($000) $3 Avg Close Range
Q2 2023
Shares 5,933 Value ($000) $5 Avg Close Range
Q1 2023
Shares 7,889 Value ($000) $7 Avg Close Range
Q4 2022
Shares 8,239 Value ($000) $7 Avg Close Range
Q3 2022
Shares 5,239 Value ($000) $4,332 Avg Close Range
Q2 2022
Shares 16,500 Value ($000) $14,738 Avg Close Range
Q1 2022
Shares 16,500 Value ($000) $16,095 Avg Close Range
Q4 2021
Shares 16,500 Value ($000) $16,825 Avg Close Range
Q3 2021
Shares 15,000 Value ($000) $15,429 Avg Close Range
Q2 2021
Shares 7,500 Value ($000) $8,105 Avg Close Range
Q1 2021
Shares 4,000 Value ($000) $4,375 Avg Close Range