BLACKSTONE MORTGAGE TRUST IN

CUSIP: 09257WAE0 Class: NOTE 5.500% 3/1

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

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

Q2 2024
Shares 575,000 Value ($000) $515 Avg Close — Range —
Q1 2024
Shares 575,000 Value ($000) $516 Avg Close — Range —
Q4 2023
Shares 575,000 Value ($000) $522 Avg Close — Range —
Q3 2023
Shares 575,000 Value ($000) $511 Avg Close — Range —
Q2 2023
Shares 1,775,000 Value ($000) $1,517 Avg Close — Range —
Q1 2023
Shares 1,775,000 Value ($000) $1,403 Avg Close — Range —
Q4 2022
Shares 1,775,000 Value ($000) $1,517 Avg Close — Range —
Q3 2022
Shares 1,200,000 Value ($000) $1,037 Avg Close — Range —
Q2 2022
Shares 1,200,000 Value ($000) $1,092 Avg Close — Range —
Q1 2022
Shares 1,200,000 Value ($000) $1,189 Avg Close — Range —