Basso Capital Management

Basso Capital Management as of March 31, 2013

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 100 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Gilead Sciences conv 7.3 $44M 20M 2.17
Lions Gate Entmt Inc note 3.625% 3/1 7.2 $43M 15M 2.89
Us Airways Group Inc note 7.250% 5/1 7.0 $42M 11M 3.71
Wesco Intl Inc dbcv 6.000% 9/1 5.5 $33M 12M 2.63
Spdr S&p 500 Etf (SPY) 5.2 $31M 200k 156.67
Western Refng Inc note 5.750% 6/1 4.4 $26M 7.2M 3.64
Microchip Technology Inc sdcv 2.125%12/1 4.1 $24M 17M 1.42
Mylan Inc note 3.750% 9/1 3.7 $22M 10M 2.21
Pdl Biopharma Inc cnv 3.4 $20M 16M 1.30
Equinix Inc note 4.750% 6/1 3.0 $18M 6.8M 2.64
National Finl Partners Corp note 4.000% 6/1 2.9 $17M 9.4M 1.85
Virgin Media Inc note 6.500%11/1 2.9 $17M 6.5M 2.63
Verisign Inc sdcv 3.250% 8/1 2.5 $15M 10M 1.48
Jetblue Airways Corp dbcv 6.750%10/1 2.4 $14M 8.9M 1.62
Omnicare Cap Tr Ii pfd b tr 4.00% 2.3 $14M 273k 51.29
Equinix Inc note 3.000%10/1 2.1 $13M 6.2M 2.02
Salesforce Com Inc note 0.750% 1/1 1.8 $11M 5.0M 2.10
Covanta Holding Conv conv bnd 1.7 $10M 7.9M 1.30
Sba Communications Corp note 4.000%10/0 1.6 $9.6M 4.0M 2.39
Cadence Design Sys Cvt 2.625 6 convert 1.6 $9.4M 5.0M 1.88
Omnicare Inc 3.75% '42 conv 1.5 $9.0M 8.0M 1.12
Sba Communications Corp note 1.875% 5/0 1.4 $8.6M 5.0M 1.72
Micron Technology Inc. conv 1.3 $7.8M 6.7M 1.16
CUBIST PHARM CONVERTIBLE security 1.1 $6.8M 4.0M 1.70
Kohlberg Capital Corp note 8.750% 3/1 1.1 $6.7M 5.1M 1.33
Symantec Corp note 1.000% 6/1 1.1 $6.5M 5.0M 1.29
Financial Select Sector SPDR (XLF) 1.1 $6.4M 350k 18.21
Annaly Cap Mgmt Inc note 5.000% 5/1 1.0 $6.2M 6.0M 1.04
Beazer Homes Pfd 7.5% 2015 pfd cv 1.0 $6.1M 228k 26.89
Developers Diversified Rlty note 1.750%11/1 1.0 $6.0M 5.0M 1.19
Coinstar Inc note 4.000% 9/0 0.9 $5.4M 3.8M 1.43
GROUP Affymetrix Inc cnv 0.9 $5.2M 5.0M 1.04
Hercules Tech Growth Cap Inc cnv 0.8 $4.9M 4.5M 1.09
Mastec note 4% 06/14 0.8 $4.7M 2.5M 1.88
Pdl Biopharma Inc note 3.750% 5/0 0.7 $4.1M 3.4M 1.21
Encore Capital Group note 3.000%11/2 0.6 $3.4M 3.0M 1.13
TAKE-TWO INTER CONVERTIBLE security 0.5 $3.1M 2.0M 1.54
Saks Inc note 2.000% 3/1 0.5 $3.0M 3.0M 1.00
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.5 $3.0M 2.5M 1.19
Scg Finl Acquisition 0.5 $3.0M 300k 9.98
Dendreon Corp note 0.5 $2.7M 3.5M 0.78
Vishay Intertechnology (VSH) 0.5 $2.7M 200k 13.61
Micron Technology Inc Mu Cvt 1 convert 0.4 $2.7M 2.5M 1.06
Hyde Pk Acquisition Corp Ii 0.4 $2.6M 250k 10.30
Roi Acquisition 0.4 $2.5M 250k 9.89
Chart Acquisition 0.4 $2.4M 250k 9.50
Starwood Property Trust note 0.4 $2.2M 2.0M 1.10
Hawaiian Holdings Inc conv 0.3 $2.1M 2.0M 1.07
Micron Technology (MU) 0.3 $2.0M 200k 9.98
Epr Properties (EPR) 0.3 $1.9M 37k 52.04
Blue Wolf Mongolia Holdings 0.3 $1.9M 187k 9.99
Trio Merget Corp Com Stk 0.3 $1.8M 175k 10.09
Amarin Corporation (AMRN) 0.3 $1.6M 219k 7.41
Thrx 2 1/8 01/15/23 0.3 $1.6M 1.5M 1.09
Arcelormittal Sa Luxembourg mand cv nt 16 0.3 $1.6M 75k 20.92
Gilead Sciences (GILD) 0.2 $1.5M 30k 48.93
Medivation 0.2 $1.4M 30k 46.77
Bpz Resources Inc bond 0.2 $1.2M 1.5M 0.80
Rwt 4 5/8 04/15/18 0.2 $1.2M 1.1M 1.10
Barnes Group Inc note 3.375% 3/1 0.2 $1.1M 1.0M 1.09
BioMed Realty Trust 0.2 $1.1M 50k 21.60
Covanta Holding Corporation 0.2 $1.0M 50k 20.16
TICC Capital 0.2 $994k 100k 9.94
SanDisk Corporation 0.2 $1.0M 19k 55.00
ArcelorMittal 0.2 $977k 75k 13.03
Ddr Corp 0.1 $871k 50k 17.42
JetBlue Airways Corporation (JBLU) 0.1 $690k 100k 6.90
Nike (NKE) 0.1 $696k 12k 58.98
Ultrapro Short S&p 500 Proshar 0.1 $721k 26k 27.52
Callaway Golf Company (MODG) 0.1 $662k 100k 6.62
Nuance Communications 0.1 $605k 30k 20.17
Cemex SAB de CV (CX) 0.1 $610k 50k 12.20
priceline.com Incorporated 0.1 $535k 778.00 687.66
Apollo Investment 0.1 $530k 63k 8.36
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $563k 25k 22.52
Cliffs Natural Resources 0.1 $475k 25k 19.00
Sanchez Energy Corp C ommon stocks 0.1 $498k 25k 19.92
MGIC Investment (MTG) 0.1 $420k 85k 4.94
Travelers Companies (TRV) 0.1 $354k 4.2k 84.29
Allstate Corporation (ALL) 0.1 $356k 7.3k 49.10
Hartford Finl Svcs Wt Exp 0626 wt 0.1 $375k 22k 17.09
SPX Corporation 0.1 $314k 4.0k 78.99
United Microelectronics (UMC) 0.1 $309k 172k 1.80
Cash America International 0.0 $262k 5.0k 52.40
AK Steel Holding Corporation 0.0 $166k 50k 3.32
Sanofi Aventis Wi Conval Rt 0.0 $178k 100k 1.78
Roi Acquisition Corp *w exp 02/28/201 0.0 $198k 247k 0.80
Ipath S&p 500 Vix Short Term F 0.0 $202k 10k 20.20
Chart Acquisition Co *w exp 12/1 0.0 $160k 250k 0.64
Universal Corporation (UVV) 0.0 $145k 2.6k 56.03
Citigroup Inc Com Us cmn 0.0 $123k 242k 0.51
Mattress Firm Holding 0.0 $117k 3.4k 34.41
Bonanza Creek Energy 0.0 $92k 2.4k 38.74
11/14/2018 W Exp 11/14/2018 0.0 $145k 50k 2.90
Apple (AAPL) 0.0 $89k 200.00 445.00
Bank Of America Corp w exp 10/201 0.0 $67k 92k 0.73
Citigroup Inc *w exp 10/28/201 0.0 $9.2k 116k 0.08
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 $13k 63k 0.21