Basso Capital Management

Basso Capital Management as of Sept. 30, 2014

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 113 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Uthr 1 09/15/16 8.1 $53M 20M 2.69
Microchip Technology Inc sdcv 2.125%12/1 7.8 $51M 27M 1.86
Teleflex Inc note 3.875% 8/0 6.0 $39M 23M 1.73
Omnicare Inc 3.75% '42 conv 5.1 $33M 21M 1.56
Novellus Systems, Inc. note 2.625% 5/1 4.1 $27M 12M 2.19
Illumina Inc Note 0.250% cb 3.4 $22M 11M 1.98
Jarden Corp note 1.875% 9/1 3.1 $20M 15M 1.37
Iconix Brand Group, Inc. conv 3.1 $20M 16M 1.28
Slxp 1 1/2 03/15/19 3.0 $20M 8.2M 2.42
Hawaiian Holdings Inc conv 2.9 $19M 11M 1.77
Jetblue Airways Corp dbcv 6.750%10/1 2.8 $18M 7.9M 2.27
Starwood Ppty note 4.0% 1/15/ 2.5 $16M 15M 1.08
Molina Healthcare Inc. conv 2.4 $15M 13M 1.18
Jetblue Airways Corp dbcv 6.750%10/1 1.9 $12M 5.6M 2.17
Concur Technologies Inc note 0.500% 6/1 1.8 $12M 9.0M 1.30
Wellpoint Inc Note cb 1.8 $12M 7.0M 1.66
Rait Financial Trust note 4.000%10/0 1.7 $11M 12M 0.94
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 1.6 $11M 11M 0.97
Electronic Arts Inc conv 1.6 $11M 8.5M 1.23
Sandisk Corp note 1.500% 8/1 1.4 $9.1M 4.8M 1.92
Spirit Rlty Cap Inc New Note cb 1.4 $9.1M 9.4M 0.97
Spirit Realty Capital Inc convertible cor 1.4 $8.8M 9.1M 0.97
Hercules Tech Growth Cap Inc cnv 1.3 $8.7M 7.0M 1.25
Take-two Interactive Sof note 1.2 $7.7M 5.8M 1.33
Altra Holdings, Inc note 2.750% 3/0 1.1 $7.4M 6.1M 1.21
Priceline.com debt 1.000% 3/1 1.1 $7.4M 5.5M 1.34
Vector Group Ltd note 1.75% 4/15 1.1 $7.2M 6.5M 1.11
Horsehead Hldg Corp note 3.800% 7/0 1.1 $7.2M 5.6M 1.27
Wright Medical Group Inc note 2 000 8/1 1.1 $7.1M 5.3M 1.34
Annaly Cap Mgmt Inc note 5.000% 5/1 1.0 $6.5M 6.4M 1.01
Equinix Inc note 4.750% 6/1 1.0 $6.4M 2.5M 2.58
Health Care REIT 1.0 $6.2M 100k 62.37
Encore Cap Group Inc note 3.000%11/2 0.9 $5.6M 3.8M 1.49
Jetblue Airways Corp dbcv 5.500%10/1 0.8 $5.4M 2.2M 2.42
Spansion Llc conv 0.8 $5.3M 3.1M 1.75
Amsburg Corp pfd 5.25% 0.8 $5.2M 49k 106.53
Acorda Therap note 1.75% 6/15 0.8 $5.2M 5.0M 1.03
GROUP Affymetrix Inc cnv 0.8 $5.1M 3.3M 1.53
Fxcm Inc. conv 0.8 $5.0M 4.8M 1.04
National Health Invs Inc note 0.7 $4.9M 5.0M 0.97
Callaway Golf 0.7 $4.5M 4.0M 1.12
Level 3 Communications Inc note 0.7 $4.3M 2.5M 1.72
Mgm Mirage conv 0.6 $3.8M 3.0M 1.26
Alcoa Inc cnv p 0.6 $3.6M 72k 49.90
Volcano Corporation note 1.750%12/0 0.5 $3.4M 4.0M 0.86
Roi Acquisition Corp Ii 0.5 $3.4M 350k 9.85
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.5 $3.5M 3.5M 0.99
Auxilium Pharmaceuticals note 0.5 $3.3M 2.5M 1.32
Spirit Realty reit 0.5 $3.3M 303k 10.97
Hf2 Financial Management 0.5 $3.1M 300k 10.40
Tesaro Inc note 3.000%10/0 0.4 $2.6M 2.5M 1.04
Chart Acquisition 0.4 $2.5M 250k 9.92
Capitol Acquisition Corp Ii 0.4 $2.5M 250k 9.81
Silver Eagle Acquisition Cor 0.4 $2.5M 250k 9.94
Cambridge Cap Acquisition 0.4 $2.4M 250k 9.79
Iridium Communications $16.25 perp pfd cnv b 0.4 $2.4M 7.0k 338.57
Levy Acquisition 0.3 $2.2M 222k 9.75
Molina Healthcare Inc conv 0.3 $2.0M 2.0M 1.00
Garnero Group Acquisition Co unit 99/99/9999 0.3 $2.0M 200k 10.00
Hennessy Cap Acquisition Cor 0.3 $2.0M 200k 9.88
Ramco-gershenson Pptys Tr perp pfd-d cv 0.3 $1.9M 32k 60.44
Quartet Merger 0.3 $1.8M 183k 9.58
Epr Properties (EPR) 0.3 $1.7M 33k 50.68
Mergeworthrx 0.3 $1.7M 206k 8.23
Post Holdings Inc Common (POST) 0.2 $1.7M 50k 33.18
Global Defense & Natl Sec Sy 0.2 $1.6M 150k 10.39
Spdr S&p 500 Etf (SPY) 0.2 $1.5M 7.5k 197.07
Dominion Resources Inc 6% 07/01/2016 conbnp 0.2 $1.4M 26k 56.04
Boulevard Acquis Corp Ut1com & 0.2 $1.5M 143k 10.14
Nextera Energy Inc unit 0.2 $1.1M 18k 59.94
Palo Alto Networks (PANW) 0.2 $1.0M 11k 98.10
Wl Ross Holding Corp Uts 0.2 $1.1M 100k 10.71
Terrapin 3 Acquisition Corp unit 06/27/2019 0.2 $1.1M 106k 10.02
PDL BioPharma 0.1 $1.0M 135k 7.47
Cornerstone Ondemand 0.1 $957k 28k 34.42
1347 Cap Corp unit 99/99/9999 0.1 $1.0M 100k 10.10
Universal Corporation (UVV) 0.1 $931k 21k 44.40
Cal Dive Intl Inc Del note 5.000% 7/1 0.1 $943k 1.5M 0.65
JetBlue Airways Corporation (JBLU) 0.1 $798k 75k 10.64
ON Semiconductor (ON) 0.1 $741k 83k 8.94
Collabrium Japan 0.1 $689k 63k 11.00
Citrix Systems 0.1 $571k 8.0k 71.38
Apollo Investment 0.1 $493k 60k 8.18
McDermott International 0.1 $429k 75k 5.72
Akamai Technologies (AKAM) 0.1 $317k 5.3k 59.81
Energy Xxi 0.1 $341k 30k 11.37
United Microelectronics (UMC) 0.1 $343k 172k 2.00
Prospect Capital Corporation (PSEC) 0.1 $352k 36k 9.89
Emerald Oil 0.1 $308k 50k 6.16
Boulevard Acquisition 0.1 $340k 35k 9.71
D Fluidigm Corp Del (LAB) 0.0 $272k 11k 24.50
Amarin Corporation (AMRN) 0.0 $165k 151k 1.09
Halcon Resources 0.0 $198k 50k 3.96
11/14/2018 W Exp 11/14/2018 0.0 $187k 50k 3.74
Dominion Resources (D) 0.0 $109k 1.6k 69.16
Sanofi Aventis Wi Conval Rt 0.0 $129k 275k 0.47
Chart Acquisition Co *w exp 12/1 0.0 $125k 228k 0.55
Quartet Merger Corp right 99/99/9999 0.0 $144k 170k 0.85
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.0 $135k 180k 0.75
Cal Dive International (CDVIQ) 0.0 $97k 100k 0.97
Qiagen 0.0 $46k 2.0k 23.00
Citigroup Inc Com Us cmn 0.0 $77k 82k 0.94
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $84k 3.9k 21.79
Capitol Acquisition Corp Ii *w exp 05/15/201 0.0 $37k 115k 0.32
Silver Eagle Acquisition Cor w exp 07/26/202 0.0 $97k 216k 0.45
Roi Acquisition Corp Ii *w exp 99/99/999 0.0 $84k 290k 0.29
Cambridge Cap Acquisition Co w exp 12/23/201 0.0 $89k 240k 0.37
Levy Acquisition Corp w exp 11/19/201 0.0 $33k 94k 0.35
Jason Inds Inc w exp 06/30/201 0.0 $64k 43k 1.51
Bank Amer Corp w exp 10/28/201 0.0 $88k 92k 0.96
Citigroup Inc *w exp 10/28/201 0.0 $3.5k 116k 0.03
Collabrium Japan Acquisitn C *w exp 99/99/999 0.0 $14k 76k 0.18
Roi Acquisition Corp Ii 0.0 $20k 2.0k 10.00