MERITAGE HOMES CORP

CUSIP: 59001AAR3 Class: NOTE 1.875% 9/1

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

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

Q4 2016
Shares 1,245,000 Value ($000) $1,239 Avg Close — Range —