TWO HARBORS INVENTMENT CORPO

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

Graham Capital Management, L.P.'s Holding History (CIK: 0001315421)

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

Q2 2023
Shares 11,905,000 Value ($000) $10,550 Avg Close — Range —
Q1 2023
Shares 26,022,000 Value ($000) $22,537 Avg Close — Range —
Q4 2022
Shares 24,022,000 Value ($000) $20,616 Avg Close — Range —
Q3 2022
Shares 24,022,000 Value ($000) $20,107 Avg Close — Range —
Q2 2022
Shares 21,522,000 Value ($000) $19,275 Avg Close — Range —
Q1 2022
Shares 21,522,000 Value ($000) $21,094 Avg Close — Range —
Q4 2021
Shares 27,744,000 Value ($000) $28,121 Avg Close — Range —
Q3 2021
Shares 28,889,000 Value ($000) $29,799 Avg Close — Range —
Q2 2021
Shares 28,889,000 Value ($000) $31,693 Avg Close — Range —
Q1 2021
Shares 11,051,000 Value ($000) $12,073 Avg Close — Range —