GAIN CAP HLDGS INC

CUSIP: 36268WAF7 Class: NOTE 5.000% 8/1

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

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

Q2 2020
Shares 225,000 Value ($000) $225 Avg Close — Range —
Q1 2020
Shares 225,000 Value ($000) $224 Avg Close — Range —
Q4 2019
Shares 225,000 Value ($000) $197 Avg Close — Range —
Q3 2019
Shares 225,000 Value ($000) $211 Avg Close — Range —
Q2 2019
Shares 225,000 Value ($000) $194 Avg Close — Range —
Q1 2019
Shares 225,000 Value ($000) $225 Avg Close — Range —
Q4 2018
Shares 225,000 Value ($000) $232 Avg Close — Range —
Q3 2018
Shares 4,000,000 Value ($000) $4,134 Avg Close — Range —