TWO HBRS INVT CORP

CUSIP: 90187BAA9 Class: NOTE 6.250% 1/1

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

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

Q2 2019
Shares 3,997,000 Value ($000) $4,039 Avg Close — Range —
Q1 2019
Shares 3,497,000 Value ($000) $3,540 Avg Close — Range —
Q4 2018
Shares 7,222,000 Value ($000) $7,072 Avg Close — Range —
Q3 2018
Shares 7,750,000 Value ($000) $7,976 Avg Close — Range —
Q1 2018
Shares 6,750,000 Value ($000) $7,037 Avg Close — Range —
Q4 2017
Shares 7,250,000 Value ($000) $7,712 Avg Close — Range —
Q3 2017
Shares 6,850,000 Value ($000) $7,360 Avg Close — Range —
Q2 2017
Shares 5,650,000 Value ($000) $5,957 Avg Close — Range —
Q1 2017
Shares 1,750,000 Value ($000) $1,795 Avg Close — Range —