Context Capital Management, LLC

Holdings History for STARWOOD PPTY TR INC - NOTE 6.750% 7/1

Investment type: Debt / NOTE 6.750% 7/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Dec 2025	0.51%	+0.51%	$19,969,879	19,262,000	+19,242,738	+99900%	103.68%	Q4 2025
30 Sep 2025	0%	0%	$20,432	19,262	0		106.07%	Q3 2025
30 Jun 2025	0%	-0%	$20,644	19,262	-2,500	-11%	107.17%	Q2 2025
31 Mar 2025	0%	+0%	$23,050	21,762	+2,500		105.92%	Q1 2025
31 Dec 2024	0%	+0%	$20,104	19,262	+5,220	+37%	104.37%	Q4 2024
30 Sep 2024	0%	0%	$15,057	14,042	0		107.23%	Q3 2024
30 Jun 2024	0%	0%	$14,393	14,042	0		102.5%	Q2 2024
31 Mar 2024	0.94%	-504%	$14,989,835	14,042	-7,527,958	-100%	106750.0%	Q1 2024
31 Dec 2023	0.55%	+0.55%	$8,141,589	7,542,000	+7,534,458	+99900%	107.95%	Q4 2023
30 Sep 2023	0%	-0%	$7,744	7,542	-5,000	-40%	102.68%	Q3 2023
30 Jun 2023	0%	+0%	$12,856	12,542	+12,542	NEW	102.5%	Q2 2023

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.