COLONY CAP INC

CUSIP: 19624RAB2 Class: NOTE 3.875% 1/1

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

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

Q3 2017
Shares 4,930,000 Value ($000) $4,942 Avg Close — Range —
Q2 2017
Shares 5,630,000 Value ($000) $5,716 Avg Close — Range —
Q1 2017
Shares 7,050,000 Value ($000) $6,946 Avg Close — Range —
Q4 2016
Shares 7,700,000 Value ($000) $7,691 Avg Close — Range —
Q3 2016
Shares 8,350,000 Value ($000) $8,110 Avg Close — Range —
Q2 2016
Shares 5,900,000 Value ($000) $5,564 Avg Close — Range —
Q1 2016
Shares 5,900,000 Value ($000) $5,261 Avg Close — Range —
Q4 2015
Shares 2,750,000 Value ($000) $2,564 Avg Close — Range —
Q4 2014
Shares 1,000,000 Value ($000) $1,024 Avg Close — Range —
Q3 2014
Shares 3,500,000 Value ($000) $3,454 Avg Close — Range —