WL ROSS HLDG CORP

CUSIP: 92939D203 Class: UNIT 99/99/9999

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

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

Q1 2016
Shares 75,800 Value ($000) $795 Avg Close — Range —
Q4 2015
Shares 80,800 Value ($000) $828 Avg Close — Range —
Q3 2015
Shares 80,800 Value ($000) $907 Avg Close — Range —
Q2 2015
Shares 85,800 Value ($000) $976 Avg Close — Range —
Q1 2015
Shares 90,800 Value ($000) $952 Avg Close — Range —
Q4 2014
Shares 90,800 Value ($000) $1,041 Avg Close — Range —
Q3 2014
Shares 100,000 Value ($000) $1,071 Avg Close — Range —
Q2 2014
Shares 100,000 Value ($000) $1,030 Avg Close — Range —