COBALT INTL ENERGY INC

CUSIP: 19075FAA4 Class: NOTE 2.625%12/0

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

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

Q1 2017
Shares 1,000,000 Value ($000) $340 Avg Close — Range —
Q4 2016
Shares 1,000,000 Value ($000) $401 Avg Close — Range —
Q3 2016
Shares 1,000,000 Value ($000) $511 Avg Close — Range —
Q2 2016
Shares 1,000,000 Value ($000) $365 Avg Close — Range —
Q1 2016
Shares 1,000,000 Value ($000) $492 Avg Close — Range —
Q4 2015
Shares 1,000,000 Value ($000) $577 Avg Close — Range —
Q4 2014
Shares 1,300,000 Value ($000) $806 Avg Close — Range —