Basso Capital Management

Basso Capital Management as of June 30, 2014

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 106 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mylan Inc note 3.750% 9/1 8.4 $50M 13M 3.88
Microchip Technology Inc sdcv 2.125%12/1 8.1 $49M 25M 1.91
Lions Gate Entmt Inc note 3.625% 3/1 7.4 $44M 13M 3.46
Omnicare Inc 3.75% '42 conv 6.6 $40M 24M 1.66
Teleflex Inc note 3.875% 8/0 5.1 $31M 18M 1.75
Novellus Systems, Inc. note 2.625% 5/1 4.2 $25M 13M 2.02
Illumina Inc Note 0.250% cb 3.8 $23M 11M 2.15
Sandisk Corp note 1.500% 8/1 3.3 $20M 9.8M 2.05
Hawaiian Holdings Inc conv 3.2 $19M 11M 1.81
Starwood Ppty note 4.0% 1/15/ 3.1 $19M 16M 1.15
Jetblue Airways Corp dbcv 6.750%10/1 3.1 $18M 7.9M 2.33
Uthr 1 09/15/16 2.7 $17M 8.7M 1.89
Jarden Corp note 1.875% 9/1 2.3 $14M 10M 1.38
Molina Healthcare Inc. conv 2.0 $12M 9.5M 1.25
Jetblue Airways Corp dbcv 6.750%10/1 1.9 $11M 5.0M 2.23
Hercules Tech Growth Cap Inc cnv 1.9 $11M 8.0M 1.39
Rait Financial Trust note 4.000%10/0 1.7 $10M 11M 0.98
Horsehead Hldg Corp note 3.800% 7/0 1.5 $9.2M 6.6M 1.39
Take-two Interactive Sof note 1.5 $8.9M 6.8M 1.31
Spirit Rlty Cap Inc New Note cb 1.4 $8.4M 8.4M 1.00
Altra Holdings, Inc note 2.750% 3/0 1.2 $7.5M 5.2M 1.44
National Health Invs Inc note 1.2 $7.3M 7.3M 1.01
Spirit Realty Capital Inc convertible cor 1.2 $7.1M 7.1M 1.00
Vector Group Ltd note 1.75% 4/15 1.1 $6.9M 6.5M 1.06
SK Tele 1.1 $6.7M 333M 0.02
Annaly Cap Mgmt Inc note 5.000% 5/1 1.1 $6.5M 6.4M 1.02
Equinix Inc note 4.750% 6/1 1.1 $6.3M 2.5M 2.55
Intermune Inc note 2.500% 9/1 1.0 $6.0M 4.0M 1.50
Encore Cap Group Inc note 3.000%11/2 0.9 $5.7M 3.8M 1.53
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.9 $5.7M 5.1M 1.13
Jetblue Airways Corp dbcv 5.500%10/1 0.9 $5.6M 2.2M 2.48
Wright Medical Group Inc note 2 000 8/1 0.9 $5.5M 4.0M 1.37
Cal Dive Intl Inc Del note 5.000% 7/1 0.8 $4.6M 5.5M 0.83
Spdr S&p 500 Etf (SPY) 0.7 $4.4M 23k 195.73
Level 3 Communications Inc note 0.7 $4.2M 2.5M 1.67
Developers Diversified Rlty note 1.750%11/1 0.6 $3.6M 3.0M 1.20
Roi Acquisition Corp Ii 0.6 $3.4M 350k 9.77
GROUP Affymetrix Inc cnv 0.6 $3.3M 2.0M 1.67
Hf2 Financial Management 0.5 $3.1M 300k 10.30
Mgm Mirage conv 0.5 $2.9M 2.0M 1.47
Chart Acquisition 0.4 $2.5M 250k 9.98
Capitol Acquisition Corp Ii 0.4 $2.5M 250k 9.82
Silver Eagle Acquisition Cor 0.4 $2.4M 250k 9.76
Cambridge Cap Acquisition 0.4 $2.4M 250k 9.76
Iridium Communications $16.25 perp pfd cnv b 0.4 $2.3M 7.0k 332.29
Levy Acquisition 0.3 $2.1M 219k 9.74
Hennessy Capital Acquisition 0.3 $1.9M 190k 10.08
Dominion Resources Inc 6% 07/01/2016 conbnp 0.3 $1.9M 32k 57.97
Quartet Merger 0.3 $1.8M 182k 10.08
Bottomline Tech Del Inc note 1.500%12/0 0.3 $1.8M 1.5M 1.18
Spirit Realty reit 0.3 $1.7M 153k 11.36
Mergeworthrx 0.3 $1.7M 204k 8.23
Boulevard Acquis Corp Ut1com & 0.3 $1.7M 170k 10.10
Epr Properties (EPR) 0.3 $1.6M 29k 55.87
Lam Research Corporation (LRCX) 0.3 $1.5M 23k 67.59
Global Defense & Natl Sec Sy 0.3 $1.5M 150k 10.23
Prospect Capital Corporation (PSEC) 0.2 $1.4M 136k 10.62
Ipath S&p 500 Vix S/t Fu Etn 0.2 $1.4M 50k 28.60
Rait Financial Trust - Putable At 100 conv bond 0.2 $1.4M 1.0M 1.35
Ramco-gershenson Pptys Tr perp pfd-d cv 0.2 $1.3M 22k 61.44
priceline.com Incorporated 0.2 $1.3M 1.1k 1202.86
Helix Energy Solutions (HLX) 0.2 $1.3M 48k 26.31
Hornbeck Offshore Services 0.2 $1.1M 24k 46.92
Nextera Energy Inc unit 0.2 $1.2M 18k 65.11
Wl Ross Holding Corp Uts 0.2 $1.0M 100k 10.30
Akamai Technologies (AKAM) 0.2 $946k 16k 61.05
Cepheid 0.2 $964k 20k 47.96
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.2 $980k 1.0M 0.98
Universal Corporation (UVV) 0.1 $842k 15k 55.33
salesforce (CRM) 0.1 $813k 14k 58.07
ON Semiconductor (ON) 0.1 $758k 83k 9.14
D Fluidigm Corp Del (LAB) 0.1 $653k 22k 29.41
Collabrium Japan 0.1 $657k 63k 10.49
McDermott International 0.1 $607k 75k 8.09
Volcano Corporation 0.1 $518k 29k 17.62
Apollo Investment 0.1 $519k 60k 8.61
Ddr Corp 0.1 $529k 30k 17.63
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $536k 24k 22.47
United Microelectronics (UMC) 0.1 $414k 172k 2.41
BioMarin Pharmaceutical (BMRN) 0.1 $361k 5.8k 62.24
PDL BioPharma 0.1 $340k 35k 9.69
Halcon Resources 0.1 $365k 50k 7.30
Yahoo! 0.1 $295k 8.4k 35.12
Quinpario Acquisition 0.1 $282k 27k 10.51
Amarin Corporation (AMRN) 0.0 $267k 151k 1.76
11/14/2018 W Exp 11/14/2018 0.0 $168k 50k 3.36
Citigroup Inc Com Us cmn 0.0 $102k 167k 0.61
Just Energy Group 0.0 $115k 20k 5.75
Sanofi Aventis Wi Conval Rt 0.0 $138k 275k 0.50
Chart Acquisition Co *w exp 12/1 0.0 $126k 238k 0.53
Silver Eagle Acquisition Cor w exp 07/26/202 0.0 $141k 216k 0.65
Roi Acquisition Corp Ii *w exp 99/99/999 0.0 $102k 290k 0.35
Quartet Merger Corp right 99/99/9999 0.0 $120k 180k 0.67
Hennessy Cap Acquisition Cor 0.0 $97k 10k 9.70
Qiagen 0.0 $49k 2.0k 24.50
Bank Of America Corp w exp 10/201 0.0 $69k 92k 0.75
Capitol Acquisition Corp Ii *w exp 05/15/201 0.0 $56k 115k 0.49
Quinpario Acquisition Corp *w exp 09/27/201 0.0 $71k 53k 1.35
Cambridge Cap Acquisition Co w exp 12/23/201 0.0 $84k 240k 0.35
Levy Acquisition Corp w exp 11/19/201 0.0 $35k 94k 0.37
Glori Energy Inc Warrants Expires w exp 4/14/201 0.0 $60k 49k 1.24
Boulevard Acquisition 0.0 $84k 8.6k 9.77
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 $6.1k 76k 0.08
Aquasition Corp *w exp 99/99/999 0.0 $30k 200k 0.15
Roi Acquisition Corp Ii 0.0 $20k 2.0k 10.00