Basso Capital Management’s ZAIS Group Holdings, Inc. ZAIS Stock Holding History

Basso Capital Management’s Portfolio ZAIS Stock Details ZAIS Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-300,007	Closed	-$3.12M	–	147
2014 Q4	$3.12M	Hold	300,007	–	–	0.5%	45
2014 Q3	$3.12M	Hold	300,007	–	–	0.48%	50
2014 Q2	$3.09M	Buy	300,007 +7	+0%	+$72	0.51%	38
2014 Q1	$3.08M	Hold	300,000	–	–	0.56%	44
2013 Q4	$3.05M	Hold	300,000	–	–	0.61%	42
2013 Q3	$3.04M	Buy	300,000 +50,000	+20%	+$508K	0.53%	47
2013 Q2	$2.53M	Buy	+250,000	New	+$2.54M	0.47%	42

Other funds holding ZAIS

RQSI Nassau, Bahamas $224M AUM

Royce & Associates New York $10.1B AUM 42.88% 1-Year Est. Return

WFI

West Family Investments Carlsbad, California $285M AUM 30.42% 1-Year Est. Return

Cannell Capital Alta, Wyoming $163M AUM 40.62% 1-Year Est. Return

HCM

Howland Capital Management Boston, Massachusetts $2.77B AUM 19.56% 1-Year Est. Return

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

TRCT

Tower Research Capital (TRC) New York $3.85B AUM 32.11% 1-Year Est. Return

UBS Group Zurich, Switzerland $666B AUM 30.12% 1-Year Est. Return

Basso Capital Management's ZAIS Position: Q1 2015 in Review

Basso Capital Management sold out of ZAIS Group Holdings, Inc. (ZAIS) in Q1 2015, closing a stake of 300,007 shares — an estimated $3.12M sold.

Basso Capital Management first reported a position in ZAIS in Q2 2013 and held it in 7 quarters. The position peaked at $3.12M in Q4 2014. 9 funds tracked by Wall St. Rank hold ZAIS as of Q1 2015.

Basso Capital Management reported no remaining ZAIS Group Holdings, Inc. position as of Q1 2015 after selling out during the quarter.
Basso Capital Management sold 300,007 ZAIS Group Holdings, Inc. shares in Q1 2015, an estimated $3.12M.
Basso Capital Management first reported a position in ZAIS Group Holdings, Inc. in Q2 2013 and held it in 7 quarters.
Basso Capital Management's ZAIS Group Holdings, Inc. position peaked at $3.12M in Q4 2014.
9 funds tracked by Wall St. Rank held ZAIS Group Holdings, Inc. as of Q1 2015.

Based on Basso Capital Management's 13F filing for Q1 2015, filed 15 May 2015.