MODEL N INC

CUSIP: 607525AB8 Class: NOTE 2.625% 6/0

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

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

Q3 2022
Shares 1,000 Value ($000) $1,227 Avg Close — Range —
Q2 2022
Shares 1,000 Value ($000) $1,028 Avg Close — Range —
Q1 2022
Shares 1,000 Value ($000) $1,114 Avg Close — Range —
Q4 2021
Shares 1,000 Value ($000) $1,174 Avg Close — Range —
Q3 2021
Shares 1,000 Value ($000) $1,254 Avg Close — Range —
Q2 2021
Shares 1,000 Value ($000) $1,268 Avg Close — Range —