APOLLO COML REAL EST FIN INC

CUSIP: 03762UAB1 Class: NOTE 4.750% 8/2

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

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

Q2 2018
Shares 8,680,000 Value ($000) $8,658 Avg Close — Range —
Q1 2018
Shares 6,580,000 Value ($000) $6,605 Avg Close — Range —
Q4 2017
Shares 11,430,000 Value ($000) $11,565 Avg Close — Range —
Q3 2017
Shares 5,000,000 Value ($000) $5,075 Avg Close — Range —