Basso Capital Management

Basso Capital Management as of Dec. 31, 2012

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 116 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 5.7 $34M 21M 1.64
Us Airways Group Inc note 7.250% 5/1 5.6 $34M 11M 3.01
Lions Gate Entmt Inc note 3.625% 3/1 4.9 $30M 15M 2.02
Wesco Intl Inc dbcv 6.000% 9/1 4.4 $27M 11M 2.48
Mylan Inc note 3.750% 9/1 3.9 $24M 11M 2.12
Microchip Technology Inc sdcv 2.125%12/1 3.8 $23M 18M 1.27
Equinix Inc note 4.750% 6/1 3.7 $22M 8.8M 2.53
Biomarin Pharmaceutical Inc note 1.875% 4/2 3.4 $21M 8.3M 2.47
Equinix Inc note 3.000%10/1 3.1 $19M 9.7M 1.95
Sba Communications Corp note 4.000%10/0 3.0 $18M 7.6M 2.37
National Finl Partners Corp note 4.000% 6/1 2.8 $17M 11M 1.49
Pdl Biopharma Inc cnv 2.6 $16M 13M 1.27
Virgin Media Inc note 6.500%11/1 2.5 $16M 7.5M 2.06
Omnicare Inc 3.75% '42 conv 2.4 $14M 14M 1.01
CUBIST PHARM CONVERTIBLE security 2.1 $13M 8.3M 1.57
Jetblue Airways Corp dbcv 6.750%10/1 1.8 $11M 7.9M 1.41
Verisign Inc sdcv 3.250% 8/1 1.8 $11M 8.6M 1.27
Salesforce Com Inc note 0.750% 1/1 1.6 $10M 5.0M 2.00
Saks Inc note 2.000% 3/1 1.5 $9.2M 8.9M 1.03
Cadence Design Sys Cvt 2.625 6 convert 1.5 $9.2M 5.0M 1.84
Annaly Cap Mgmt Inc note 5.000% 5/1 1.3 $8.1M 8.0M 1.01
Covanta Holding Conv conv bnd 1.3 $7.9M 6.5M 1.22
Teradyne Inc note 4.500% 3/1 1.3 $7.8M 2.5M 3.10
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.3 $7.7M 7.0M 1.10
Sba Communications Corp note 1.875% 5/0 1.2 $7.5M 4.4M 1.71
Pdl Biopharma Inc note 3.750% 5/0 1.2 $7.4M 6.4M 1.17
Spdr S&p 500 Etf (SPY) 1.2 $7.1M 50k 142.53
Utilities SPDR (XLU) 1.1 $7.0M 200k 34.92
Coinstar Inc note 4.000% 9/0 1.1 $6.8M 4.8M 1.41
Gilead Sciences conv 1.1 $6.8M 4.0M 1.69
Financial Select Sector SPDR (XLF) 1.1 $6.6M 400k 16.39
E M C Corp Mass note 1.750%12/0 1.1 $6.4M 4.0M 1.60
Beazer Homes Pfd 7.5% 2015 pfd cv 1.0 $6.1M 214k 28.36
Micron Technology Inc. conv 1.0 $6.0M 6.5M 0.92
Western Refng Inc note 5.750% 6/1 1.0 $5.8M 2.0M 2.92
Encore Capital Group note 3.000%11/2 0.9 $5.6M 5.0M 1.11
Medtronic Inc note 1.625% 4/1 0.8 $5.0M 5.0M 1.00
Symantec Corp note 1.000% 6/1 0.8 $4.9M 4.5M 1.08
GROUP Affymetrix Inc cnv 0.8 $4.9M 6.0M 0.81
Hercules Tech Growth Cap Inc cnv 0.8 $4.6M 4.5M 1.03
Hawaiian Holdings Inc conv 0.7 $4.4M 4.0M 1.11
AngloGold Ashanti 0.7 $4.2M 4.0M 1.04
Cobalt Intl Energy Inc note 0.7 $4.0M 4.0M 1.01
Alliance Data Systems Corp note 1.750% 8/0 0.6 $3.8M 2.1M 1.84
Kohlberg Capital Corp note 8.750% 3/1 0.6 $3.5M 3.0M 1.16
Bpz Resources Inc bond 0.5 $3.2M 3.9M 0.83
Health Care REIT 0.5 $3.1M 50k 61.30
SK Tele 0.5 $3.0M 300M 0.01
Dendreon Corp note 0.5 $3.0M 4.0M 0.74
Scg Finl Acquisition 0.5 $3.0M 300k 9.91
Cemex Sab De Cv conv bnd 0.5 $2.8M 2.5M 1.13
Genesee & Wyoming 0.5 $2.8M 25k 112.00
Hyde Pk Acquisition Corp Ii 0.4 $2.6M 250k 10.23
Global Eagle Acquisition Cor 0.4 $2.5M 248k 9.96
CHART ACQUISITION CORP UNIT 99/99/9999 Added unit 0.4 $2.5M 250k 10.00
Roi Acquisition 0.4 $2.4M 250k 9.75
Navistar Intl Corp New note 3.000%10/1 0.4 $2.3M 2.5M 0.91
Ak Steel Corp. conv 0.4 $2.2M 2.0M 1.12
Synovus Finl Corp unit 99/99/9999 0.4 $2.2M 100k 21.85
Arris Group Inc note 2.000%11/1 0.3 $2.1M 2.0M 1.07
Amarin Corporation (AMRN) 0.3 $2.1M 264k 8.09
Virgin Media 0.3 $2.0M 55k 36.75
Tata Motors 0.3 $1.9M 65k 28.71
Blue Wolf Mongolia Holdings 0.3 $1.9M 187k 9.94
WellPoint 0.3 $1.8M 30k 60.93
Alcoa 0.3 $1.7M 200k 8.68
Ares Capital Corporation (ARCC) 0.3 $1.8M 100k 17.50
Trio Merget Corp Com Stk 0.3 $1.7M 175k 9.91
Epr Properties (EPR) 0.3 $1.7M 37k 46.10
Nuance Communications 0.3 $1.6M 72k 22.32
Medivation 0.2 $1.3M 26k 51.16
SanDisk Corporation 0.2 $1.4M 31k 43.55
China Growth Equity Inv 0.2 $1.3M 125k 10.03
Ipath S&p 500 Vix Short Term F 0.2 $1.1M 36k 31.81
Chart Industries (GTLS) 0.2 $1.1M 16k 66.69
Prospect Capital Corporation (PSEC) 0.2 $1.1M 100k 10.87
Intel Corporation (INTC) 0.2 $1.0M 50k 20.62
Cemex SAB de CV (CX) 0.2 $987k 100k 9.87
Covanta Holding Corporation 0.1 $921k 50k 18.42
Swift Transportation Company 0.1 $912k 100k 9.12
priceline.com Incorporated 0.1 $808k 1.3k 621.54
Saks Incorporated 0.1 $788k 75k 10.51
PDL BioPharma 0.1 $705k 100k 7.05
Callaway Golf Company (MODG) 0.1 $650k 100k 6.50
EMC Corporation 0.1 $633k 25k 25.32
Micron Technology (MU) 0.1 $634k 100k 6.34
Brookdale Senior Living (BKD) 0.1 $517k 20k 25.34
Apollo Investment 0.1 $530k 63k 8.36
Ppl Corp unit 99/99/9999 0.1 $525k 10k 52.50
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $541k 25k 21.64
Advanced Micro Devices (AMD) 0.1 $480k 200k 2.40
TICC Capital 0.1 $506k 50k 10.12
Hornbeck Offshore Services 0.1 $405k 12k 34.32
United Microelectronics (UMC) 0.1 $342k 172k 1.99
Universal Corporation (UVV) 0.1 $329k 6.6k 49.94
JetBlue Airways Corporation (JBLU) 0.1 $286k 50k 5.72
Hartford Finl Svcs Wt Exp 0626 wt 0.1 $296k 22k 13.49
Synovus Financial 0.0 $225k 92k 2.45
Cal Dive International (CDVIQ) 0.0 $239k 138k 1.73
Powerwave Technologies 0.0 $273k 3.9M 0.07
Ramco-Gershenson Properties Trust 0.0 $198k 15k 13.30
BPZ Resources 0.0 $158k 50k 3.16
Retail Opportunity Invts Cor *w exp 10/23/201 0.0 $158k 178k 0.89
Sanofi Aventis Wi Conval Rt 0.0 $171k 100k 1.71
Zaza Energy 0.0 $205k 100k 2.05
Apple (AAPL) 0.0 $107k 200.00 535.00
Citigroup Inc Com Us cmn 0.0 $101k 242k 0.42
Roi Acquisition Corp *w exp 02/28/201 0.0 $100k 250k 0.40
Nextera Energy (NEE) 0.0 $48k 700.00 68.57
Bank Of America Corp w exp 10/201 0.0 $71k 92k 0.77
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $67k 96k 0.70
11/14/2018 W Exp 11/14/2018 0.0 $91k 50k 1.82
Citigroup Inc *w exp 10/28/201 0.0 $5.8k 116k 0.05
Citigroup (C) 0.0 $4.0k 98.00 40.82
Blue Wolf Mongolia Holdings *w exp 07/20/201 0.0 $28k 125k 0.22
Collabrium Japan Acquisitn C *w exp 99/99/999 0.0 $15k 63k 0.24