MARRIOTT VACATIONS WRLDWDE C

CUSIP: 57164YAA5 Class: NOTE 1.500% 9/1

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

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

Q3 2017
Shares 2,700,000 Value ($000) $2,825 Avg Close — Range —