TWO HARBORS INVENTMENT CORPO

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

WATERFALL ASSET MANAGEMENT, LLC's Holding History (CIK: 0001570717)

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

Q2 2024
Shares 15,939,000 Value ($000) $15,420 Avg Close — Range —
Q1 2024
Shares 46,789,000 Value ($000) $44,072 Avg Close — Range —
Q4 2023
Shares 48,289,000 Value ($000) $44,250 Avg Close — Range —