YAHOO INC

CUSIP: 984332AF3 Class: NOTE 12/0

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

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

Q2 2018
Shares 2,469,000 Value ($000) $3,370 Avg Close — Range —
Q1 2018
Shares 8,759,000 Value ($000) $12,240 Avg Close — Range —
Q4 2017
Shares 17,250,000 Value ($000) $23,210 Avg Close — Range —
Q3 2017
Shares 14,550,000 Value ($000) $18,851 Avg Close — Range —
Q2 2017
Shares 12,570,000 Value ($000) $14,247 Avg Close — Range —
Q1 2017
Shares 16,680,000 Value ($000) $17,274 Avg Close — Range —
Q4 2016
Shares 17,690,000 Value ($000) $17,492 Avg Close — Range —
Q3 2016
Shares 13,770,000 Value ($000) $14,103 Avg Close — Range —
Q2 2016
Shares 14,820,000 Value ($000) $14,690 Avg Close — Range —
Q1 2016
Shares 12,240,000 Value ($000) $12,087 Avg Close — Range —
Q4 2015
Shares 5,050,000 Value ($000) $4,927 Avg Close — Range —
Q4 2014
Shares 2,500,000 Value ($000) $2,831 Avg Close — Range —