AEROJET ROCKETDYNE HLDGS INC

CUSIP: 007800AB1 Class: NOTE 2.250%12/1

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

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

Q2 2018
Shares 1,040,000 Value ($000) $1,353 Avg Close — Range —
Q1 2018
Shares 6,300,000 Value ($000) $7,993 Avg Close — Range —
Q4 2017
Shares 8,000,000 Value ($000) $10,995 Avg Close — Range —