GRANITE PT MTG TR INC

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

CAPSTONE INVESTMENT ADVISORS, LLC's Holding History (CIK: 0001426196)

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

Q3 2018

Shares 20,500,000 Value ($000) $21,255 Avg Close — Range —

Q2 2018

Shares 20,500,000 Value ($000) $20,896 Avg Close — Range —

Q1 2018

Shares 22,500,000 Value ($000) $22,145 Avg Close — Range —

Q4 2017

Shares 22,500,000 Value ($000) $22,443 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2018	20,500,000	$21,255	—	—
Q2 2018	20,500,000	$20,896	—	—
Q1 2018	22,500,000	$22,145	—	—
Q4 2017	22,500,000	$22,443	—	—