GAIN CAP HLDGS INC

CUSIP: 36268WAA8 Class: NOTE 4.125%12/0

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

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

Q4 2013
Shares 4,500,000 Value ($000) $4,185 Avg Close — Range —