Basso Capital Management

Basso Capital Management as of March 31, 2015

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 122 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Electronic Arts Inc conv 7.0 $48M 26M 1.85
Novellus Systems, Inc. note 2.625% 5/1 5.5 $38M 18M 2.05
Jetblue Airways Corp dbcv 6.750%10/1 5.2 $35M 8.9M 3.97
Wellpoint Inc Note cb 4.1 $28M 14M 2.06
Teleflex Inc note 3.875% 8/0 4.0 $27M 14M 1.96
Molina Healthcare Inc. conv 3.8 $26M 15M 1.69
Iconix Brand Group, Inc. conv 3.7 $26M 22M 1.19
Jarden Corp note 1.875% 9/1 3.5 $24M 14M 1.71
Microchip Technology Inc sdcv 2.125%12/1 3.4 $23M 12M 1.95
Actavis Plc Conv Pfd Ser A pfd conv ser a 3.1 $21M 21k 1029.69
Hologic Inc frnt 2.000%12/1 2.5 $17M 12M 1.47
Spirit Rlty Cap Inc New Note cb 2.0 $14M 14M 1.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 2.0 $13M 14M 0.96
Take-two Interactive Softwar note 1.000% 7/0 1.9 $13M 9.9M 1.31
Priceline.com debt 1.000% 3/1 1.9 $13M 9.6M 1.34
Sunedison Inc note 2.000%10/0 1.8 $12M 7.1M 1.72
Spirit Realty Capital Inc convertible cor 1.8 $12M 12M 1.00
Wright Medical Group Inc note 2 000 8/1 1.7 $12M 9.8M 1.17
Vector Group Ltd note 1.75% 4/15 1.6 $11M 10M 1.07
Acorda Therap note 1.75% 6/15 1.6 $11M 11M 1.02
Jarden Corp conv 1.5 $10M 7.3M 1.42
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.4 $9.8M 9.4M 1.04
Take-two Interactive Sof note 1.3 $9.2M 6.6M 1.40
Alere Inc note 3.000% 5/1 1.3 $9.0M 7.6M 1.19
GROUP Affymetrix Inc cnv 1.3 $9.0M 4.1M 2.19
Brookdale Senior Living note 1.3 $9.0M 6.5M 1.39
Xilinx Inc Cvt 2.625 6-15-17 convert 1.2 $8.4M 5.7M 1.48
Annaly Cap Mgmt Inc note 5.000% 5/1 1.2 $8.4M 8.4M 1.00
Cemex Sab De Cv conv bnd 1.2 $8.3M 7.0M 1.18
J2 Global Inc note 3.250% 6/1 1.2 $7.9M 6.9M 1.15
Proofpoint Inc note 1.250%12/1 1.2 $8.0M 5.0M 1.59
SPDR Barclays Capital High Yield B 1.1 $7.8M 200k 39.22
Nvidia Corp note 1.000 12/0 1.1 $7.7M 6.6M 1.18
Seacor Holding Inc note 3.000 11/1 1.1 $7.2M 8.3M 0.87
Depomed Inc conv 1.0 $7.1M 5.4M 1.32
Horsehead Hldg Corp note 3.800% 7/0 1.0 $7.0M 6.5M 1.07
National Health Invs Inc note 0.9 $6.2M 5.9M 1.06
Rait Financial Trust note 4.000%10/0 0.9 $6.0M 7.0M 0.85
Healthways Inc note 1.500% 7/0 0.8 $5.8M 5.0M 1.16
Canadian Solar Inc note 4.250% 2/1 0.8 $5.7M 5.5M 1.04
Seacor Holdings Inc note 2.500%12/1 0.8 $5.4M 5.2M 1.03
Amag Pharmaceuticals Inc note 2.500% 2/1 0.8 $5.2M 2.5M 2.07
Dht Holdings Inc cv acrd nt4.5%19 0.7 $4.9M 4.6M 1.07
Spectranetics Corp mtnf 2.625% 6/0 0.6 $3.9M 3.0M 1.29
Ramco-gershenson Pptys Tr perp pfd-d cv 0.6 $3.8M 57k 66.75
Envestnet Inc note 1.750%12/1 0.5 $3.7M 3.3M 1.12
Starwood Ppty note 4.0% 1/15/ 0.5 $3.4M 3.0M 1.15
Roi Acquisition Corp Ii 0.5 $3.5M 350k 9.86
Vipshop Holdings Ltd - Ads bond 0.5 $3.1M 2.0M 1.56
Altra Holdings, Inc note 2.750% 3/0 0.4 $3.0M 2.6M 1.16
Workday Inc conv 0.4 $3.0M 2.5M 1.20
Hawaiian Holdings Inc conv 0.4 $2.8M 1.0M 2.82
Cambridge Cap Acquisition 0.4 $2.5M 250k 10.05
Encore Cap Group Inc note 3.000%11/2 0.4 $2.4M 1.8M 1.39
Iridium Communications $16.25 perp pfd cnv b 0.4 $2.5M 7.0k 354.43
Quidel Corp note 3.250%12/1 0.4 $2.5M 2.3M 1.09
Spirit Realty reit 0.3 $2.4M 200k 12.08
Capitol Acquisition Corp Ii 0.3 $2.3M 230k 10.11
Ctrip.com Inter Ltd. conv 0.3 $2.3M 2.2M 1.04
Thrx 2 1/8 01/15/23 0.3 $2.1M 2.5M 0.85
Energy Xxi Bermuda Ltd note 3.000%12/1 0.3 $2.1M 7.4M 0.29
Rait Financial Trust 0.3 $2.1M 300k 6.86
Ar Cap Acquisition Corp unit 99/99/9999 0.3 $1.9M 195k 9.95
Red Hat 0.2 $1.7M 22k 75.77
Hydra Inds Acquisition Corp unit 10/20/2021 0.2 $1.7M 175k 9.85
Global Defense & Natl Sec Sy 0.2 $1.6M 150k 10.41
Hologic (HOLX) 0.2 $1.5M 45k 33.03
1,000% Sina 01.12.2018 note 0.2 $1.5M 1.7M 0.90
Gramercy Property Trust 0.2 $1.4M 50k 28.08
Universal Corporation (UVV) 0.2 $1.3M 28k 47.14
Horsehead Holding 0.2 $1.3M 100k 12.66
Boulevard Acquis Corp Ut1com & 0.2 $1.2M 123k 10.14
Levy Acquisition 0.2 $1.2M 93k 13.15
Illumina (ILMN) 0.2 $1.2M 6.2k 185.65
Terrapin 3 Acquisition Corp unit 06/27/2019 0.2 $1.1M 107k 10.08
1347 Cap Corp unit 99/99/9999 0.1 $1.0M 100k 10.02
Ramco-Gershenson Properties Trust 0.1 $930k 50k 18.60
Wl Ross Holding Corp Uts 0.1 $952k 91k 10.48
Resource Capital Corporation note 8.000 1/1 0.1 $960k 1.0M 0.96
PDL BioPharma 0.1 $879k 125k 7.03
Forestar 0.1 $789k 50k 15.78
Halcon Resources 0.1 $819k 532k 1.54
Akamai Technologies (AKAM) 0.1 $753k 11k 71.04
Rovi Corporation 0.1 $731k 40k 18.20
Harmony Merger Corp unit 99/99/9999 0.1 $750k 75k 10.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.1 $756k 75k 10.08
Cemex SAB de CV (CX) 0.1 $710k 75k 9.47
Amsburg Corp pfd 5.25% 0.1 $711k 5.7k 123.76
T Mobile Us Inc conv pfd ser a 0.1 $619k 11k 58.40
Scorpio Tankers 0.1 $518k 55k 9.42
Boulevard Acquisition 0.1 $539k 55k 9.80
EnerNOC 0.1 $456k 40k 11.40
Citrix Systems 0.1 $364k 5.7k 63.86
Credit Suisse Nassau Brh invrs vix sterm 0.1 $338k 9.8k 34.67
Trina Solar 0.0 $247k 20k 12.11
Ar Cap Acquisition 0.0 $248k 25k 9.92
Quinpario Acquisition Corp 2 0.0 $257k 26k 9.85
Hydra Inds Acquisition 0.0 $239k 25k 9.56
Sanofi Aventis Wi Conval Rt 0.0 $167k 245k 0.68
11/14/2018 W Exp 11/14/2018 0.0 $117k 50k 2.34
Qiagen 0.0 $57k 2.5k 22.80
Apollo Investment 0.0 $71k 9.3k 7.63
Bank Of America Corp w exp 10/201 0.0 $48k 92k 0.52
Citigroup Inc Com Us cmn 0.0 $59k 82k 0.72
Capitol Acquisition Corp Ii *w exp 05/15/201 0.0 $91k 91k 1.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.0 $67k 280k 0.24
Cambridge Cap Acquisition Co w exp 12/23/201 0.0 $58k 240k 0.24
Levy Acquisition Corp w exp 11/19/201 0.0 $67k 16k 4.14
Wl Ross Hldg 0.0 $42k 4.2k 10.00
Garnero Group Acquition Rts right 06/25/2016 0.0 $38k 200k 0.19
Southwestern Energy Company 0.0 $9.0k 400.00 22.50
Citigroup Inc *w exp 10/28/201 0.0 $3.5k 116k 0.03
Roi Acquisition Corp Ii 0.0 $20k 2.0k 10.00
Boulevard Acquisition Corp w exp02/19/201 0.0 $6.0k 9.8k 0.62
Jason Inds Inc w exp 06/30/201 0.0 $18k 23k 0.80
Wl Ross Holding Corp wrt 0.0 $0 200.00 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $20k 180k 0.11
Pangaea Logistics Solution L (PANL) 0.0 $25k 9.5k 2.64
Hydra Industries Acquisition wrnt 0.0 $995.960000 3.6k 0.28
Ar Cap Acquisition Corp *w exp 10/06/201 0.0 $3.0k 6.8k 0.44
Hydra Inds Acquisition Corp right 99/99/9999 0.0 $9.0k 25k 0.36
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $13k 25k 0.52