NEW MTN FIN CORP

CUSIP: 647551AB6 Class: NOTE

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

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

Q3 2018
Shares 2,000,000 Value ($000) $2,020 Avg Close — Range —
Q1 2018
Shares 1,125,000 Value ($000) $1,152 Avg Close — Range —
Q4 2017
Shares 1,625,000 Value ($000) $1,674 Avg Close — Range —
Q2 2017
Shares 1,000,000 Value ($000) $1,040 Avg Close — Range —
Q1 2017
Shares 808,000 Value ($000) $836 Avg Close — Range —
Q3 2016
Shares 768,000 Value ($000) $787 Avg Close — Range —
Q2 2016
Shares 2,038,000 Value ($000) $2,050 Avg Close — Range —
Q1 2016
Shares 2,038,000 Value ($000) $2,019 Avg Close — Range —
Q4 2015
Shares 2,038,000 Value ($000) $1,995 Avg Close — Range —
Q3 2015
Shares 1,163,000 Value ($000) $1,148 Avg Close — Range —
Q2 2015
Shares 2,589,000 Value ($000) $2,614 Avg Close — Range —