KEYW HLDG CORP

CUSIP: 493723AA8 Class: CNVRTBND

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

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

Q4 2017
Shares 795,000 Value ($000) $732 Avg Close — Range —
Q3 2017
Shares 2,795,000 Value ($000) $2,612 Avg Close — Range —
Q2 2017
Shares 3,135,000 Value ($000) $3,035 Avg Close — Range —
Q1 2017
Shares 3,000,000 Value ($000) $2,903 Avg Close — Range —