WL ROSS HLDG CORP

CUSIP: 92939D112 Class: *W EXP 06/11/201

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

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

Q1 2016
Shares 200 Value ($000) $0 Avg Close — Range —
Q4 2015
Shares 200 Value ($000) $0 Avg Close — Range —
Q3 2015
Shares 200 Value ($000) $0 Avg Close — Range —
Q2 2015
Shares 2,700 Value ($000) $3 Avg Close — Range —
Q1 2015
Shares 200 Value ($000) $0 Avg Close — Range —
Q4 2014
Shares 200 Value ($000) $0 Avg Close — Range —