SPDR S&P 500 ETF TR

Ticker: SPY CUSIP: 78462F103 Class: TR UNIT

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

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

Q4 2018
Shares 1,200 Value ($000) $300 Avg Close — Range —
Q3 2018
Shares 3,250 Value ($000) $945 Avg Close — Range —
Q2 2018
Shares 3,250 Value ($000) $882 Avg Close — Range —
Q1 2018
Shares 28,000 Value ($000) $7,368 Avg Close — Range —
Q1 2017
Shares 7,500 Value ($000) $1,768 Avg Close — Range —
Q4 2016
Shares 7,500 Value ($000) $1,676 Avg Close — Range —
Q3 2016
Shares 7,500 Value ($000) $1,622 Avg Close — Range —
Q2 2016
Shares 7,500 Value ($000) $1,571 Avg Close — Range —
Q1 2016
Shares 7,500 Value ($000) $1,541 Avg Close — Range —
Q3 2015
Shares 10,000 Value ($000) $1,916 Avg Close — Range —