GRANITE PT MTG TR INC

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

Context Capital Management, LLC's Holding History (CIK: 0001301396)

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

Q4 2018
Shares 3,750,000 Value ($000) $3,708 Avg Close — Range —
Q1 2018
Shares 2,500,000 Value ($000) $2,456 Avg Close — Range —
Q4 2017
Shares 2,500,000 Value ($000) $2,491 Avg Close — Range —