TWO HARBORS INVENTMENT CORPO

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

BlueCrest Capital Management Ltd's Holding History (CIK: 0001610880)

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

Q2 2022
Shares 1,275,000 Value ($000) $1,140 Avg Close — Range —
Q1 2022
Shares 4,425,000 Value ($000) $4,341 Avg Close — Range —
Q4 2021
Shares 4,425,000 Value ($000) $4,481 Avg Close — Range —
Q3 2021
Shares 4,425,000 Value ($000) $4,625 Avg Close — Range —
Q2 2021
Shares 9,400,000 Value ($000) $10,184 Avg Close — Range —
Q1 2021
Shares 3,000,000 Value ($000) $3,269 Avg Close — Range —