CREDIT SUISSE NASSAU BRH

CUSIP: 22542D795 Class: INVRS VIX STERM

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

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

Q4 2016
Shares 2,500 Value ($000) $117 Avg Close — Range —
Q3 2016
Shares 2,500 Value ($000) $94 Avg Close — Range —
Q2 2016
Shares 2,500 Value ($000) $62 Avg Close — Range —
Q1 2016
Shares 7,500 Value ($000) $194 Avg Close — Range —
Q4 2015
Shares 7,500 Value ($000) $194 Avg Close — Range —
Q3 2015
Shares 8,500 Value ($000) $207 Avg Close — Range —
Q2 2015
Shares 5,000 Value ($000) $203 Avg Close — Range —
Q1 2015
Shares 9,750 Value ($000) $338 Avg Close — Range —
Q4 2014
Shares 19,500 Value ($000) $607 Avg Close — Range —
Q1 2014
Shares 7,000 Value ($000) $221 Avg Close — Range —
Q3 2013
Shares 10,000 Value ($000) $268 Avg Close — Range —
Q2 2013
Shares 15,000 Value ($000) $299 Avg Close — Range —