TCP CAP CORP

CUSIP: 87238QAB9 Class: NOTE 5.250%12/1

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

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

Q4 2016
Shares 1,118,000 Value ($000) $1,164 Avg Close — Range —
Q3 2016
Shares 2,003,000 Value ($000) $2,003 Avg Close — Range —