NOVELLUS SYS INC

CUSIP: 670008AD3 Class: NOTE 2.625% 5/1

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

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

Q2 2017
Shares 3,745,000 Value ($000) $15,692 Avg Close — Range —
Q1 2017
Shares 6,720,000 Value ($000) $25,484 Avg Close — Range —
Q4 2015
Shares 5,580,000 Value ($000) $13,099 Avg Close — Range —
Q3 2015
Shares 12,080,000 Value ($000) $23,639 Avg Close — Range —
Q2 2015
Shares 15,380,000 Value ($000) $36,604 Avg Close — Range —
Q1 2015
Shares 18,380,000 Value ($000) $37,635 Avg Close — Range —
Q4 2014
Shares 14,174,000 Value ($000) $32,458 Avg Close — Range —
Q3 2014
Shares 12,168,000 Value ($000) $26,602 Avg Close — Range —
Q2 2014
Shares 12,500,000 Value ($000) $25,258 Avg Close — Range —
Q1 2014
Shares 5,000,000 Value ($000) $8,525 Avg Close — Range —
Q4 2013
Shares 7,500,000 Value ($000) $12,534 Avg Close — Range —
Q3 2013
Shares 6,000,000 Value ($000) $9,518 Avg Close — Range —