KOHLBERG CAPITAL CORP

CUSIP: 500233AB7 Class: NOTE 8.750% 3/1

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

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

Q3 2013
Shares 3,000,000 Value ($000) $3,521 Avg Close — Range —
Q2 2013
Shares 5,051,000 Value ($000) $7,045 Avg Close — Range —