Basso Capital Management

Basso Capital Management as of June 30, 2013

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 95 positions in its portfolio as reported in the June 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Lions Gate Entmt Inc note 3.625% 3/1 8.6 $46M 14M 3.33
Mylan Inc note 3.750% 9/1 7.0 $38M 16M 2.37
Gilead Sciences conv 6.8 $36M 16M 2.26
Wesco Intl Inc dbcv 6.000% 9/1 5.7 $31M 12M 2.46
Pdl Biopharma Inc cnv 5.4 $29M 21M 1.38
Western Refng Inc note 5.750% 6/1 4.8 $26M 8.9M 2.90
Microchip Technology Inc sdcv 2.125%12/1 4.8 $26M 18M 1.45
Uthr 1 09/15/16 3.2 $17M 12M 1.45
Equinix Inc note 4.750% 6/1 2.9 $15M 6.8M 2.27
Jetblue Airways Corp dbcv 6.750%10/1 2.5 $14M 8.9M 1.52
Omnicare Cap Tr Ii pfd b tr 4.00% 2.4 $13M 215k 58.72
Micron Technology Inc. conv 2.1 $11M 7.2M 1.54
Viropharma Inc note 2.000% 3/1 2.0 $11M 6.6M 1.64
Developers Diversified Rlty note 1.750%11/1 2.0 $11M 9.2M 1.17
Hercules Tech Growth Cap Inc cnv 1.9 $10M 8.5M 1.19
Omnicare Inc 3.75% '42 conv 1.9 $9.9M 8.0M 1.24
Verisign Inc sdcv 3.250% 8/1 1.7 $9.3M 6.6M 1.41
Enpro Industries Inc note 1.7 $9.0M 5.7M 1.58
Priceline Com Inc note 1.250% 3/1 1.7 $9.0M 3.3M 2.73
Covanta Holding Conv conv bnd 1.6 $8.4M 6.6M 1.29
Omnicare Inc note 3.750%12/1 1.6 $8.3M 4.5M 1.85
National Finl Partners Corp note 4.000% 6/1 1.5 $8.0M 3.9M 2.04
Cadence Design Sys Cvt 2.625 6 convert 1.4 $7.8M 4.0M 1.94
Spdr S&p 500 Etf (SPY) 1.4 $7.2M 45k 160.00
Salesforce Com Inc note 0.750% 1/1 1.4 $7.2M 4.0M 1.81
CUBIST PHARM CONVERTIBLE security 1.3 $7.0M 4.0M 1.76
Kohlberg Capital Corp note 8.750% 3/1 1.3 $7.0M 5.1M 1.39
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.1 $6.0M 4.5M 1.34
Annaly Cap Mgmt Inc note 5.000% 5/1 1.1 $6.1M 6.0M 1.01
Beazer Homes Pfd 7.5% 2015 pfd cv 1.1 $6.0M 208k 28.78
United Microelectronics (UMC) 1.1 $5.8M 6.0M 0.97
Mastec note 4% 06/14 1.0 $5.3M 2.5M 2.10
Prospect Capital Corporati mtnf 5.375% 0.8 $4.5M 4.3M 1.04
Cenveo Corp conv bnd 0.7 $4.0M 4.5M 0.88
Navistar Intl Corp New note 3.000%10/1 0.7 $3.9M 4.0M 0.97
Financial Select Sector SPDR (XLF) 0.7 $3.6M 185k 19.46
Micron Technology Inc Mu Cvt 1 convert 0.6 $3.3M 2.5M 1.33
Epr Properties (EPR) 0.6 $3.3M 66k 50.28
Dominion Resources Inc 6% 07/01/2016 conbnp 0.6 $3.0M 61k 49.84
Dominion Res Inc Va unit 04/01/2013 0.5 $2.9M 58k 49.72
Hyde Pk Acquisition Corp Ii 0.5 $2.6M 250k 10.23
Chart Acquisition 0.5 $2.5M 250k 10.07
Capitol Acquisition 0.5 $2.5M 250k 10.10
Hf2 Financial Management 0.5 $2.5M 250k 10.11
GROUP Affymetrix Inc cnv 0.5 $2.5M 2.5M 0.99
Bpz Resources Inc bond 0.4 $2.3M 3.0M 0.79
Array Biopharma Inc note 3.000% 6/0 0.4 $2.4M 2.5M 0.95
Medivation 0.4 $2.2M 44k 49.20
Blue Wolf Mongolia Holdings 0.4 $1.9M 187k 10.29
Stewart Enterprises Inc note 3.125% 7/1 0.3 $1.8M 1.5M 1.23
Gilead Sciences (GILD) 0.3 $1.8M 35k 51.26
Vishay Intertechnology (VSH) 0.3 $1.4M 100k 13.89
Navistar International Corporation 0.3 $1.4M 50k 27.76
SanDisk Corporation 0.2 $1.1M 19k 61.08
Arris Group Inc note 2.000%11/1 0.2 $1.0M 1.0M 1.03
Plains All American Pipeline (PAA) 0.2 $1.0M 18k 55.79
Advanced Micro Devices (AMD) 0.2 $982k 241k 4.08
Take-two Interactive Softwar note 1.000% 7/0 0.2 $970k 1.0M 0.97
iShares iBoxx $ High Yid Corp Bond (HYG) 0.2 $909k 10k 90.90
Sirius XM Radio 0.2 $838k 250k 3.35
Invesco Mortgage Capital 0.1 $828k 50k 16.56
EnPro Industries (NPO) 0.1 $761k 15k 50.73
Weyerhaeuser Company (WY) 0.1 $712k 25k 28.48
Callaway Golf Company (MODG) 0.1 $658k 100k 6.58
Allscripts Healthcare Solutions (MDRX) 0.1 $647k 50k 12.94
Lam Research Corporation 0.1 $634k 14k 44.34
Powershares Senior Loan Portfo mf 0.1 $619k 25k 24.76
Johnson Controls 0.1 $573k 16k 35.81
Sanchez Energy Corp C ommon stocks 0.1 $574k 25k 22.96
TICC Capital 0.1 $481k 50k 9.62
BioMed Realty Trust 0.1 $506k 25k 20.24
Apollo Investment 0.1 $491k 63k 7.74
Hartford Finl Svcs Wt Exp 0626 wt 0.1 $481k 22k 21.92
Ddr Corp 0.1 $500k 30k 16.67
Harman International Industries 0.1 $334k 6.2k 54.16
Hawaiian Holdings 0.1 $306k 50k 6.12
Credit Suisse Nassau Brh invrs vix sterm 0.1 $299k 15k 19.93
Penn Virginia Corporation 0.0 $235k 50k 4.70
Sanofi Aventis Wi Conval Rt 0.0 $212k 110k 1.93
Ultrapro Short S&p 500 Proshar 0.0 $235k 9.5k 24.74
11/14/2018 W Exp 11/14/2018 0.0 $198k 50k 3.96
Universal Corporation (UVV) 0.0 $150k 2.6k 57.96
Regal-beloit Corporation (RRX) 0.0 $156k 2.4k 65.00
Ramco-Gershenson Properties Trust 0.0 $149k 9.6k 15.51
AK Steel Holding Corporation 0.0 $152k 50k 3.04
Citigroup Inc Com Us cmn 0.0 $151k 192k 0.79
Tronox 0.0 $91k 4.6k 19.92
Chart Acquisition Co *w exp 12/1 0.0 $130k 250k 0.52
Hemisphere Media 0.0 $101k 7.4k 13.65
Apple (AAPL) 0.0 $79k 200.00 395.00
Bank Of America Corp w exp 10/201 0.0 $71k 92k 0.77
Ramco-gershenson Pptys Tr perp pfd-d cv 0.0 $69k 1.2k 58.72
Blue Wolf Mongolia Holdings *w exp 07/20/201 0.0 $29k 115k 0.25
Citigroup Inc *w exp 10/28/201 0.0 $10k 116k 0.09
Collabrium Japan Acquisitn C *w exp 99/99/999 0.0 $14k 63k 0.22