BLACKSTONE MTG TR INC

CUSIP: 09257WAC4 Class: NOTE 4.750% 3/1

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

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

Q4 2022
Shares 300,000 Value ($000) $294 Avg Close — Range —
Q3 2018
Shares 500,000 Value ($000) $496 Avg Close — Range —
Q2 2018
Shares 6,328,000 Value ($000) $6,138 Avg Close — Range —
Q1 2018
Shares 6,000,000 Value ($000) $5,893 Avg Close — Range —