STARWOOD PPTY TR INC

CUSIP: 85571BAC9 Class: NOTE 3.750%10/1

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

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

Q3 2017
Shares 23,539,000 Value ($000) $23,541 Avg Close — Range —
Q2 2017
Shares 17,139,000 Value ($000) $17,216 Avg Close — Range —
Q1 2017
Shares 15,064,000 Value ($000) $15,299 Avg Close — Range —
Q4 2016
Shares 17,001,000 Value ($000) $17,384 Avg Close — Range —
Q3 2016
Shares 13,871,000 Value ($000) $14,268 Avg Close — Range —
Q2 2016
Shares 14,360,000 Value ($000) $14,423 Avg Close — Range —
Q1 2016
Shares 15,510,000 Value ($000) $15,258 Avg Close — Range —
Q4 2015
Shares 15,660,000 Value ($000) $15,396 Avg Close — Range —
Q3 2015
Shares 12,800,000 Value ($000) $12,692 Avg Close — Range —
Q2 2015
Shares 10,100,000 Value ($000) $10,163 Avg Close — Range —
Q1 2015
Shares 9,400,000 Value ($000) $9,811 Avg Close — Range —
Q4 2014
Shares 9,000,000 Value ($000) $9,140 Avg Close — Range —