LIGAND PHARMACEUTICALS INC

CUSIP: 53220KAD0 Class: NOTE 0.750% 8/1

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

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

Q4 2017
Shares 3,383,000 Value ($000) $6,174 Avg Close — Range —
Q3 2017
Shares 13,403,000 Value ($000) $24,490 Avg Close — Range —
Q2 2017
Shares 12,245,000 Value ($000) $20,273 Avg Close — Range —
Q1 2017
Shares 6,470,000 Value ($000) $9,632 Avg Close — Range —
Q4 2016
Shares 8,010,000 Value ($000) $11,584 Avg Close — Range —
Q3 2016
Shares 6,400,000 Value ($000) $9,344 Avg Close — Range —
Q2 2016
Shares 8,425,000 Value ($000) $14,058 Avg Close — Range —
Q1 2016
Shares 9,100,000 Value ($000) $13,870 Avg Close — Range —
Q4 2015
Shares 7,720,000 Value ($000) $11,947 Avg Close — Range —
Q3 2015
Shares 7,220,000 Value ($000) $9,323 Avg Close — Range —