INTERCEPT PHARMACEUTICALS IN

CUSIP: 45845PAA6 Class: NOTE 3.250% 7/0

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

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

Q3 2017
Shares 4,250,000 Value ($000) $3,283 Avg Close — Range —