CF CORP

CUSIP: G20307123 Class: UNIT 99/99/9999

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

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

Q2 2017
Shares 20,000 Value ($000) $246 Avg Close — Range —
Q1 2017
Shares 20,000 Value ($000) $215 Avg Close — Range —
Q4 2016
Shares 20,000 Value ($000) $209 Avg Close — Range —
Q3 2016
Shares 20,000 Value ($000) $204 Avg Close — Range —