BLACKROCK KELSO CAPITAL CORP

CUSIP: 92533108 Class: CS

GROUP ONE TRADING, L.P.'s Holding History (CIK: 0000932540)

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

Q4 2015
Shares 294 Value ($000) $3 Avg Close — Range —
Q3 2014
Shares 2,195 Value ($000) $19 Avg Close — Range —
Q2 2014
Shares 1,695 Value ($000) $15 Avg Close — Range —
Q1 2014
Shares 3,681 Value ($000) $34 Avg Close — Range —
Q4 2013
Shares 10,073 Value ($000) $94 Avg Close — Range —
Q3 2013
Shares 4,751 Value ($000) $45 Avg Close — Range —