BLACKSTONE MTG TR INC

CUSIP: 09257WAA8 Class: NOTE 5.250% 12/0

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

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

Q4 2017
Shares 16,332,000 Value ($000) $19,229 Avg Close — Range —
Q3 2017
Shares 16,332,000 Value ($000) $18,631 Avg Close — Range —
Q2 2017
Shares 16,332,000 Value ($000) $18,913 Avg Close — Range —
Q1 2017
Shares 10,460,000 Value ($000) $12,042 Avg Close — Range —
Q4 2016
Shares 10,460,000 Value ($000) $11,694 Avg Close — Range —
Q3 2016
Shares 6,000,000 Value ($000) $6,594 Avg Close — Range —