GRANITE PT MTG TR INC

CUSIP: 38741LAC1 Class: NOTE 6.375%10/0

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

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

Q4 2020
Shares 10,700,000 Value ($000) $9,924 Avg Close — Range —
Q3 2020
Shares 10,700,000 Value ($000) $9,991 Avg Close — Range —
Q2 2020
Shares 12,000,000 Value ($000) $8,460 Avg Close — Range —
Q1 2020
Shares 12,000,000 Value ($000) $6,660 Avg Close — Range —
Q4 2019
Shares 12,000,000 Value ($000) $12,555 Avg Close — Range —
Q3 2019
Shares 12,000,000 Value ($000) $12,416 Avg Close — Range —
Q2 2019
Shares 12,000,000 Value ($000) $12,458 Avg Close — Range —
Q1 2019
Shares 12,000,000 Value ($000) $12,142 Avg Close — Range —
Q4 2018
Shares 5,000,000 Value ($000) $4,944 Avg Close — Range —