RAIT FINANCIAL TRUST

CUSIP: 749227AA2 Class: NOTE 7.000% 4/0

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

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

Q2 2014
Shares 1,000,000 Value ($000) $1,348 Avg Close — Range —
Q1 2014
Shares 1,000,000 Value ($000) $1,383 Avg Close — Range —
Q4 2013
Shares 1,000,000 Value ($000) $1,415 Avg Close — Range —