WESTERN ASSET MTG CAP CORP

CUSIP: 95790DAA3 Class: NOTE 6.750%10/0

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

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

Q2 2020
Shares 1,800,000 Value ($000) $1,278 Avg Close — Range —
Q1 2020
Shares 1,750,000 Value ($000) $667 Avg Close — Range —
Q4 2019
Shares 2,000,000 Value ($000) $2,028 Avg Close — Range —
Q3 2017
Shares 3,000,000 Value ($000) $2,993 Avg Close — Range —