Basso Capital Management

Basso Capital Management as of Dec. 31, 2014

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 131 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microchip Technology Inc sdcv 2.125%12/1 7.8 $49M 27M 1.78
Teleflex Inc note 3.875% 8/0 6.3 $39M 21M 1.88
Novellus Systems, Inc. note 2.625% 5/1 5.2 $33M 14M 2.29
Jetblue Airways Corp dbcv 6.750%10/1 4.2 $26M 7.9M 3.31
Jarden Corp note 1.875% 9/1 3.7 $23M 15M 1.57
Molina Healthcare Inc. conv 3.5 $22M 16M 1.38
Iconix Brand Group, Inc. conv 3.4 $21M 18M 1.19
Electronic Arts Inc conv 3.0 $19M 12M 1.51
Take-two Interactive Sof note 2.7 $17M 11M 1.51
Uthr 1 09/15/16 2.5 $16M 5.7M 2.71
Spirit Rlty Cap Inc New Note cb 2.3 $14M 15M 0.97
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 2.2 $14M 14M 0.98
Amag Pharmaceuticals Inc note 2.500% 2/1 2.0 $13M 7.5M 1.66
Spirit Realty Capital Inc convertible cor 1.9 $12M 12M 0.97
Nvidia Corp note 1.000 12/0 1.9 $12M 10M 1.15
Starwood Ppty note 4.0% 1/15/ 1.8 $11M 10M 1.10
Sandisk Corp note 1.500% 8/1 1.8 $11M 5.8M 1.92
Illumina Inc Note 0.250% cb 1.8 $11M 5.0M 2.21
Take-two Interactive Softwar note 1.000% 7/0 1.7 $11M 7.6M 1.40
Rait Financial Trust note 4.000%10/0 1.7 $11M 12M 0.92
Vector Group Ltd note 1.75% 4/15 1.7 $11M 10M 1.06
Hologic Inc frnt 2.000%12/1 1.7 $10M 8.4M 1.25
Spdr S&p 500 Etf (SPY) 1.6 $10M 50k 205.54
Priceline.com debt 1.000% 3/1 1.6 $9.9M 7.5M 1.32
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.5 $9.2M 9.0M 1.02
Alere Inc note 3.000% 5/1 1.4 $8.9M 8.5M 1.05
Slxp 1 1/2 03/15/19 1.4 $8.8M 4.8M 1.82
Jetblue Airways Corp dbcv 5.500%10/1 1.3 $8.0M 2.2M 3.58
Horsehead Hldg Corp note 3.800% 7/0 1.3 $8.0M 6.5M 1.22
Fxcm Inc. conv 1.2 $7.8M 7.5M 1.04
Annaly Cap Mgmt Inc note 5.000% 5/1 1.0 $6.5M 6.4M 1.01
Wright Medical Group Inc note 2 000 8/1 1.0 $6.4M 5.3M 1.21
Acorda Therap note 1.75% 6/15 1.0 $6.3M 5.5M 1.15
J2 Global Inc note 3.250% 6/1 1.0 $6.1M 5.5M 1.10
Encore Cap Group Inc note 3.000%11/2 0.9 $5.6M 3.8M 1.48
T Mobile Us Inc conv pfd ser a 0.9 $5.5M 106k 52.25
GROUP Affymetrix Inc cnv 0.8 $5.1M 2.9M 1.78
Quidel Corp note 3.250%12/1 0.7 $4.5M 4.0M 1.12
Envestnet Inc note 1.750%12/1 0.7 $4.4M 4.3M 1.03
National Health Invs Inc note 0.7 $4.2M 4.0M 1.04
Seacor Holding Inc note 3.000 11/1 0.7 $4.1M 4.5M 0.92
Roi Acquisition Corp Ii 0.6 $3.4M 350k 9.83
Altra Holdings, Inc note 2.750% 3/0 0.5 $3.4M 2.9M 1.17
Hawaiian Holdings Inc conv 0.5 $3.3M 1.0M 3.33
Hf2 Financial Management 0.5 $3.1M 300k 10.41
Cemex Sab conv 0.5 $3.1M 3.0M 1.03
Workday Inc conv 0.5 $3.0M 2.5M 1.18
Yahoo Inc note 12/0 0.5 $2.8M 2.5M 1.13
Cambridge Cap Acquisition 0.4 $2.5M 250k 9.90
Iridium Communications $16.25 perp pfd cnv b 0.4 $2.5M 7.0k 361.86
Chart Acquisition 0.4 $2.4M 250k 9.77
Capitol Acquisition Corp Ii 0.4 $2.5M 250k 9.88
SPDR Barclays Capital Convertible SecETF (CWB) 0.4 $2.3M 50k 46.90
Ramco-gershenson Pptys Tr perp pfd-d cv 0.4 $2.3M 35k 67.06
Levy Acquisition 0.3 $2.2M 223k 9.73
Energy Xxi Bermuda Ltd note 3.000%12/1 0.3 $2.2M 7.5M 0.29
Ar Cap Acquisition Corp unit 99/99/9999 0.3 $2.1M 210k 9.87
NVIDIA Corporation (NVDA) 0.3 $2.0M 100k 20.05
Hydra Inds Acquisition Corp unit 10/20/2021 0.3 $2.0M 200k 10.00
Epr Properties (EPR) 0.3 $1.9M 33k 57.62
Thrx 2 1/8 01/15/23 0.3 $1.9M 2.5M 0.77
Hennessy Cap Acquisition Cor 0.3 $2.0M 200k 9.85
Amsburg Corp pfd 5.25% 0.3 $1.9M 17k 112.39
Spirit Realty reit 0.3 $1.8M 151k 11.89
Horsehead Holding 0.2 $1.6M 100k 15.83
Global Defense & Natl Sec Sy 0.2 $1.5M 150k 10.32
1,000% Sina 01.12.2018 note 0.2 $1.5M 1.7M 0.92
PDL BioPharma 0.2 $1.4M 185k 7.70
Trulia Inc. 2.750% December 15, 2020 ccb 0.2 $1.4M 1.0M 1.44
Boulevard Acquis Corp Ut1com & 0.2 $1.2M 123k 10.03
Universal Corporation (UVV) 0.2 $1.2M 28k 43.96
Nextera Energy Inc unit 0.2 $1.2M 18k 67.00
Rite Aid Corporation 0.2 $1.1M 150k 7.52
Illumina (ILMN) 0.2 $1.1M 6.2k 184.52
Hercules Technology Growth Capital (HTGC) 0.2 $1.1M 75k 14.87
Cepheid 0.2 $1.1M 20k 54.15
Wl Ross Holding Corp Uts 0.2 $1.0M 91k 11.46
Terrapin 3 Acquisition Corp unit 06/27/2019 0.2 $1.1M 107k 10.01
Prospect Capital Corporation (PSEC) 0.2 $973k 118k 8.26
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.2 $1.0M 1.0M 1.02
1347 Cap Corp unit 99/99/9999 0.2 $1.0M 100k 10.01
Red Hat 0.1 $961k 14k 69.14
Ramco-Gershenson Properties Trust 0.1 $937k 50k 18.74
Volcano Corporation 0.1 $894k 50k 17.88
Scorpio Tankers 0.1 $869k 100k 8.69
Callaway Golf 0.1 $848k 750k 1.13
JetBlue Airways Corporation (JBLU) 0.1 $804k 51k 15.80
ON Semiconductor (ON) 0.1 $840k 83k 10.13
Lam Research Corporation 0.1 $793k 10k 79.30
Citrix Systems 0.1 $721k 11k 63.81
Rait Financial Trust 0.1 $767k 100k 7.67
Akamai Technologies (AKAM) 0.1 $667k 11k 62.92
American Realty Capital Prop 0.1 $679k 75k 9.05
Credit Suisse Nassau Brh invrs vix sterm 0.1 $607k 20k 31.13
Collabrium Japan 0.1 $650k 63k 10.38
Halcon Resources 0.1 $522k 294k 1.78
Dominion Resources Inc 6% 07/01/2016 conbnp 0.1 $528k 8.8k 60.34
Boulevard Acquisition 0.1 $526k 55k 9.56
Apollo Investment 0.1 $447k 60k 7.41
United Microelectronics (UMC) 0.1 $390k 172k 2.27
Gramercy Ppty Tr 0.1 $345k 50k 6.90
McDermott International 0.0 $247k 85k 2.91
Energy Xxi 0.0 $163k 50k 3.26
Trina Solar 0.0 $189k 20k 9.26
Sanofi Aventis Wi Conval Rt 0.0 $178k 225k 0.79
Amarin Corporation 0.0 $148k 151k 0.98
Emerald Oil 0.0 $138k 115k 1.20
11/14/2018 W Exp 11/14/2018 0.0 $140k 50k 2.80
Chart Acquisition Co *w exp 12/1 0.0 $125k 227k 0.55
Ar Cap Acquisition 0.0 $97k 10k 9.70
Dominion Resources (D) 0.0 $44k 576.00 76.39
Bank Of America Corp w exp 10/201 0.0 $65k 92k 0.71
Citigroup Inc Com Us cmn 0.0 $71k 82k 0.87
Palo Alto Networks (PANW) 0.0 $61k 500.00 122.00
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $89k 3.9k 23.09
Capitol Acquisition Corp Ii *w exp 05/15/201 0.0 $62k 115k 0.54
Roi Acquisition Corp Ii *w exp 99/99/999 0.0 $74k 285k 0.26
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
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.0 $72k 180k 0.40
Jason Inds Inc w exp 06/30/201 0.0 $48k 38k 1.28
Wl Ross Hldg 0.0 $43k 4.2k 10.24
Garnero Group Acquition Rts right 06/25/2016 0.0 $60k 200k 0.30
Pangaea Logistics Solution L (PANL) 0.0 $52k 11k 4.74
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 $3.7k 75k 0.05
Roi Acquisition Corp Ii 0.0 $20k 2.0k 10.00
Boulevard Acquisition Corp w exp02/19/201 0.0 $5.0k 9.9k 0.51
Wl Ross Holding Corp wrt 0.0 $0 200.00 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $23k 190k 0.12
Ar Cap Acquisition Corp *w exp 10/06/201 0.0 $1.0k 4.4k 0.23