GRANITE PT MTG TR INC

CUSIP: 38741LAB3 Class: NOTE 5.625%12/0

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

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

Q3 2018

Shares 3,500,000 Value ($000) $3,620 Avg Close — Range —

Q2 2018

Shares 3,500,000 Value ($000) $3,559 Avg Close — Range —

Q1 2018

Shares 3,500,000 Value ($000) $3,430 Avg Close — Range —

Q4 2017

Shares 1,000,000 Value ($000) $1,001 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2018	3,500,000	$3,620	—	—
Q2 2018	3,500,000	$3,559	—	—
Q1 2018	3,500,000	$3,430	—	—
Q4 2017	1,000,000	$1,001	—	—