KNOWLES CORP

CUSIP: 49926DAB5 Class: NOTE 3.250%11/0

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

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

Q4 2017
Shares 1,900,000 Value ($000) $2,100 Avg Close — Range —
Q3 2017
Shares 750,000 Value ($000) $846 Avg Close — Range —