CALLIDUS SOFTWARE INC

CUSIP: 13123EAB0 Class: NOTE 4.750% 6/0

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

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

Q1 2014
Shares 2,350,000 Value ($000) $3,836 Avg Close — Range —
Q4 2013
Shares 2,350,000 Value ($000) $4,151 Avg Close — Range —