NEW MTN FIN CORP

CUSIP: 647551AC4 Class: NOTE 5.750% 8/1

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

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

Q1 2019
Shares 2,055,000 Value ($000) $2,066 Avg Close — Range —
Q4 2018
Shares 2,505,000 Value ($000) $2,485 Avg Close — Range —
Q3 2018
Shares 2,500,000 Value ($000) $2,516 Avg Close — Range —