BASSO CAPITAL MANAGEMENT, L.P.

Holdings History for BARCLAYS IPTH SRS B S&P SHRT TRM ETN - IPATH S&P500 VIX (VXX)

Symbol: VXX on CBOE
Investment type: Equity / IPATH S&P500 VIX

Holdings date	Option	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Sep 2015	call		0%	$148,000	10,000	0		$14.80 ^*	Q3 2015
30 Sep 2015	put		0%	$2,217,000	150,000	0		$14.78 ^*	Q3 2015
30 Sep 2014	call		-15%	$0	0	-50,000	-100%		Q3 2014
30 Jun 2014	call	15%	0%	$1,430,000	50,000	0		$28.60	Q2 2014
31 Mar 2014	call		0%	$157,000	10,000	0		$15.70 ^*	Q1 2014

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.