LGI HOMES INC

CUSIP: 50187TAB2 Class: NOTE 4.250%11/1

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

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

Q4 2017
Shares 8,143,000 Value ($000) $28,356 Avg Close — Range —
Q3 2017
Shares 7,643,000 Value ($000) $17,354 Avg Close — Range —
Q2 2017
Shares 5,193,000 Value ($000) $9,914 Avg Close — Range —
Q1 2017
Shares 5,693,000 Value ($000) $9,386 Avg Close — Range —
Q4 2016
Shares 5,693,000 Value ($000) $8,155 Avg Close — Range —
Q3 2016
Shares 4,193,000 Value ($000) $7,395 Avg Close — Range —
Q2 2016
Shares 3,250,000 Value ($000) $5,053 Avg Close — Range —
Q1 2016
Shares 2,500,000 Value ($000) $3,156 Avg Close — Range —