BLACKROCK CAPITAL INVESTMENT

CUSIP: 092533AC2 Class: NOTE 5.000% 6/1

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

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

Q2 2017
Shares 2,925,000 Value ($000) $2,994 Avg Close — Range —