CHESAPEAKE ENERGY CORP

CUSIP: 165167CR6 Class: CONV

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

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

Q3 2017
Shares 500,000 Value ($000) $460 Avg Close — Range —
Q2 2017
Shares 4,000,000 Value ($000) $3,750 Avg Close — Range —
Q1 2017
Shares 4,000,000 Value ($000) $4,153 Avg Close — Range —