MERRIMACK PHARMACEUTICALS IN

CUSIP: 590328AA8 Class: NOTE 4.5% 7/1

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

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

Q4 2013
Shares 5,000,000 Value ($000) $5,210 Avg Close — Range —
Q3 2013
Shares 5,000,000 Value ($000) $4,531 Avg Close — Range —