COLONY STARWOOD HOMES

CUSIP: 19625XAB8 Class: NOTE 3.500% 1/1

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

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

Q3 2018
Shares 600,000 Value ($000) $660 Avg Close — Range —
Q2 2018
Shares 2,735,000 Value ($000) $3,053 Avg Close — Range —
Q1 2018
Shares 3,100,000 Value ($000) $3,458 Avg Close — Range —