TWO HBRS INVT CORP

CUSIP: 90187BAA9 Class: NOTE 6.250% 1/1

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

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

Q1 2018
Shares 3,865,000 Value ($000) $3,991 Avg Close — Range —
Q4 2017
Shares 5,505,000 Value ($000) $5,811 Avg Close — Range —
Q2 2017
Shares 5,455,000 Value ($000) $5,750 Avg Close — Range —
Q1 2017
Shares 2,815,000 Value ($000) $2,875 Avg Close — Range —