AMAG PHARMACEUTICALS INC

CUSIP: 00163UAA4 Class: NOTE 2.500% 2/1

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

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

Q1 2017
Shares 1,140,000 Value ($000) $1,240 Avg Close — Range —
Q4 2016
Shares 3,870,000 Value ($000) $5,462 Avg Close — Range —
Q3 2016
Shares 2,110,000 Value ($000) $2,382 Avg Close — Range —
Q2 2016
Shares 3,695,000 Value ($000) $4,097 Avg Close — Range —
Q1 2016
Shares 4,415,000 Value ($000) $4,774 Avg Close — Range —
Q4 2015
Shares 3,755,000 Value ($000) $4,745 Avg Close — Range —
Q1 2015
Shares 2,500,000 Value ($000) $5,181 Avg Close — Range —
Q4 2014
Shares 7,500,000 Value ($000) $12,480 Avg Close — Range —