BLACKSTONE MTG TR INC

CUSIP: 09257WAA8 Class: NOTE 5.250% 12/0

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

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

Q3 2017
Shares 5,128,000 Value ($000) $5,846 Avg Close — Range —
Q2 2017
Shares 5,878,000 Value ($000) $6,804 Avg Close — Range —
Q1 2017
Shares 2,973,000 Value ($000) $3,393 Avg Close — Range —
Q4 2016
Shares 2,920,000 Value ($000) $3,254 Avg Close — Range —