INTERCEPT PHARMACEUTICALS IN

CUSIP: 45845PAA6 Class: NOTE 3.250% 7/0

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

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

Q4 2022
Shares 4,323 Value ($000) $4 Avg Close — Range —
Q1 2022
Shares 13,667 Value ($000) $12,984 Avg Close — Range —
Q4 2021
Shares 9,227 Value ($000) $8,777 Avg Close — Range —
Q3 2021
Shares 14,142 Value ($000) $12,753 Avg Close — Range —
Q2 2021
Shares 11,279 Value ($000) $10,168 Avg Close — Range —
Q1 2021
Shares 13,714 Value ($000) $11,229 Avg Close — Range —
Q4 2020
Shares 9,887,000 Value ($000) $7,671 Avg Close — Range —
Q3 2020
Shares 15,799,000 Value ($000) $12,702 Avg Close — Range —
Q2 2020
Shares 15,359,000 Value ($000) $11,558 Avg Close — Range —
Q1 2020
Shares 5,859,000 Value ($000) $4,758 Avg Close — Range —
Q4 2019
Shares 553,000 Value ($000) $558 Avg Close — Range —
Q3 2019
Shares 500,000 Value ($000) $430 Avg Close — Range —
Q4 2018
Shares 1,000,000 Value ($000) $926 Avg Close — Range —
Q3 2018
Shares 4,800,000 Value ($000) $4,843 Avg Close — Range —
Q2 2018
Shares 5,500,000 Value ($000) $484 Avg Close — Range —
Q1 2017
Shares 3,000,000 Value ($000) $2,804 Avg Close — Range —
Q4 2016
Shares 4,650,000 Value ($000) $4,173 Avg Close — Range —
Q3 2016
Shares 5,650,000 Value ($000) $6,335 Avg Close — Range —