BLACKSTONE MTG TR INC

CUSIP: 09257WAB6 Class: NOTE 4.375% 5/0

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

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

Q4 2017
Shares 4,710,000 Value ($000) $4,775 Avg Close — Range —
Q3 2017
Shares 5,210,000 Value ($000) $5,249 Avg Close — Range —
Q2 2017
Shares 2,710,000 Value ($000) $2,761 Avg Close — Range —