GAIN CAP HLDGS INC

CUSIP: 36268WAA8 Class: NOTE 4.125%12/0

SSI INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0000938487)

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

Q4 2013
Shares 1,000,000 Value ($000) $929 Avg Close — Range —