ATLAS AIR WORLDWIDE HLDGS IN

CUSIP: 049164BH8 Class: NOTE 2.250% 6/0

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

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

Q1 2016
Shares 1,700,000 Value ($000) $1,445 Avg Close — Range —