IMPERIAL HLDGS INC

CUSIP: 452834AE4 Class: NOTE 8.500% 2/15/19

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

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

Q1 2016
Shares 1,769,000 Value ($000) $1,540 Avg Close — Range —
Q4 2015
Shares 1,769,000 Value ($000) $1,547 Avg Close — Range —
Q3 2015
Shares 1,769,000 Value ($000) $1,880 Avg Close — Range —
Q2 2015
Shares 1,769,000 Value ($000) $1,956 Avg Close — Range —
Q1 2015
Shares 350,000 Value ($000) $434 Avg Close — Range —