FIFTH STREET FINANCE CORP

CUSIP: 31678A103 Class: COM

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

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

Q3 2015
Shares 18,700 Value ($000) $115 Avg Close — Range —
Q2 2015
Shares 20,000 Value ($000) $131 Avg Close — Range —
Q1 2015
Shares 20,000 Value ($000) $146 Avg Close — Range —