LGI HOMES INC

CUSIP: 50187TAB2 Class: NOTE 4.250%11/1

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

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

Q2 2016
Shares 1,500,000 Value ($000) $2,325 Avg Close — Range —
Q1 2016
Shares 3,000,000 Value ($000) $3,773 Avg Close — Range —