BANK AMER CORP

CUSIP: 060505153 Class: WTS

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

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

Q3 2017
Shares 50,000 Value ($000) $39 Avg Close — Range —
Q2 2017
Shares 50,000 Value ($000) $40 Avg Close — Range —
Q1 2017
Shares 50,000 Value ($000) $46 Avg Close — Range —
Q4 2016
Shares 50,000 Value ($000) $48 Avg Close — Range —
Q3 2016
Shares 91,600 Value ($000) $9 Avg Close — Range —
Q2 2016
Shares 91,600 Value ($000) $8 Avg Close — Range —
Q1 2016
Shares 91,600 Value ($000) $18 Avg Close — Range —
Q4 2015
Shares 91,600 Value ($000) $25 Avg Close — Range —
Q3 2015
Shares 91,600 Value ($000) $26 Avg Close — Range —
Q2 2015
Shares 91,600 Value ($000) $47 Avg Close — Range —
Q1 2015
Shares 91,600 Value ($000) $48 Avg Close — Range —
Q4 2014
Shares 91,600 Value ($000) $65 Avg Close — Range —
Q2 2014
Shares 91,600 Value ($000) $69 Avg Close — Range —
Q1 2014
Shares 91,600 Value ($000) $83 Avg Close — Range —
Q4 2013
Shares 92,300 Value ($000) $71 Avg Close — Range —
Q3 2013
Shares 92,300 Value ($000) $73 Avg Close — Range —
Q2 2013
Shares 92,300 Value ($000) $71 Avg Close — Range —