TWO HARBORS INVENTMENT CORPO

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

CAPSTONE INVESTMENT ADVISORS, LLC's Holding History (CIK: 0001426196)

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

Q1 2021
Shares 6,000,000 Value ($000) $6,563 Avg Close — Range —