VANGUARD INDEX FDS

Ticker: VB CUSIP: 922908751 Class: Exchange Traded Fund

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

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

Q1 2023
Shares 1,750 Value ($000) $332 Avg Close — Range —
Q4 2022
Shares 1,750 Value ($000) $321 Avg Close — Range —