SPIRIT RLTY CAP INC NEW

CUSIP: 84860WAB8 Class: NOTE 3.750% 5/1

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

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

Q4 2015
Shares 2,756,000 Value ($000) $2,616 Avg Close — Range —
Q3 2015
Shares 7,136,000 Value ($000) $6,515 Avg Close — Range —
Q2 2015
Shares 7,136,000 Value ($000) $6,610 Avg Close — Range —
Q1 2015
Shares 13,486,000 Value ($000) $13,503 Avg Close — Range —
Q4 2014
Shares 14,736,000 Value ($000) $14,349 Avg Close — Range —
Q3 2014
Shares 9,400,000 Value ($000) $9,130 Avg Close — Range —
Q2 2014
Shares 8,400,000 Value ($000) $8,421 Avg Close — Range —