ISHARES TR

Ticker: LQD CUSIP: 464287242 Class: IBOXX INV CP ETF

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

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

Q4 2019
Shares 6,400 Value ($000) $819 Avg Close — Range —
Q3 2019
Shares 6,400 Value ($000) $816 Avg Close — Range —
Q2 2019
Shares 6,400 Value ($000) $796 Avg Close — Range —
Q1 2019
Shares 6,400 Value ($000) $762 Avg Close — Range —
Q4 2018
Shares 6,400 Value ($000) $722 Avg Close — Range —
Q3 2018
Shares 27,400 Value ($000) $3,149 Avg Close — Range —
Q2 2018
Shares 21,000 Value ($000) $2,406 Avg Close — Range —
Q1 2018
Shares 14,000 Value ($000) $1,643 Avg Close — Range —