BCM

Basso Capital Management Portfolio holdings

AUM $135M
This Quarter Return
+0.28%
1 Year Return
+16.87%
3 Year Return
+70.53%
5 Year Return
+75.44%
10 Year Return
+108.58%
AUM
$598M
AUM Growth
+$598M
Cap. Flow
-$4.43M
Cap. Flow %
-0.74%
Top 10 Hldgs %
44.21%
Holding
158
New
19
Increased
7
Reduced
14
Closed
12

Top Buys

1
TMUSP
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$5.52M
2
HDRAU
Hydra Industries Acquisition Corp. Units
HDRAU
$2M
3
ILMN icon
Illumina
ILMN
$1.14M
4
CPHD
Cepheid Inc
CPHD
$1.08M
5
RHT
Red Hat Inc
RHT
$961K

Top Sells

1
AMSGP
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$3.64M
2
AA.PRB
Alcoa Inc.
AA.PRB
$3.59M
3
VDTH
Videocon d2h Limited
VDTH
$2.49M
4
MWRX
MEDWORTH RX CORP COM STK (DE)
MWRX
$1.69M
5
SPY icon
SPDR S&P 500 ETF Trust
SPY
$1.48M

Sector Composition

1 Consumer Discretionary 0.78%
2 Healthcare 0.73%
3 Technology 0.48%
4 Industrials 0.36%
5 Real Estate 0.32%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
DCUB
26
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$528K 0.08%
8,750
-17,000
-66% -$1.03M
AGFS
27
DELISTED
AgroFresh Solutions, Inc. Common Stock
AGFS
$526K 0.08%
55,000
+20,000
+57% +$191K
MFIC icon
28
MidCap Financial Investment
MFIC
$1.23B
$447K 0.07%
60,300
– –
UMC icon
29
United Microelectronic
UMC
$16.5B
$390K 0.06%
171,600
– –
HTGC icon
30
Hercules Capital
HTGC
$3.55B
$372K 0.06%
+25,016
New +$372K
PDLI
31
DELISTED
PDL BioPharma, Inc.
PDLI
$270K 0.04%
35,082
– –
TSL
32
DELISTED
Trina Solar Limited
TSL
$189K 0.03%
+20,400
New +$189K
HK
33
DELISTED
Halcon Resources Corporation
HK
$178K 0.03%
+100,000
New +$178K
GCVRZ
34
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$178K 0.03%
225,000
-50,000
-18% -$39.6K
PSEC icon
35
Prospect Capital
PSEC
$1.38B
$147K 0.02%
17,800
-17,800
-50% -$147K
ZIONZ
36
DELISTED
Zions Bancorporation N.A. Warrants
ZIONZ
$140K 0.02%
50,000
– –
MDR
37
DELISTED
McDermott International
MDR
$102K 0.02%
+35,000
New +$102K
AUMA
38
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$97K 0.02%
+10,000
New +$97K
EPR.PRC icon
39
EPR Properties 5.75% Series C Cumulative Convertible Preferred Shares
EPR.PRC
$132M
$89K 0.01%
3,855
– –
ROIQW
40
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$74K 0.01%
285,168
-5,000
-2% -$1.3K
C.WS.A
41
DELISTED
Citigroup Inc
C.WS.A
$71K 0.01%
81,500
– –
BAC.WS.B
42
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$65K 0.01%
+91,600
New +$65K
PANW icon
43
Palo Alto Networks
PANW
$127B
$61K 0.01%
500
-10,000
-95% -$1.22M
PANL icon
44
Pangaea Logistics
PANL
$348M
$52K 0.01%
10,960
-172,440
-94% -$818K
JASNW
45
DELISTED
Jason Industries, Inc.
JASNW
$48K 0.01%
37,500
-5,000
-12% -$6.4K
D icon
46
Dominion Energy
D
$51.1B
$44K 0.01%
576
-1,000
-63% -$76.4K
NXEO
47
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$43K 0.01%
+4,200
New +$43K
C.WS.B
48
DELISTED
CITIGROUP INC WTS EXP (10/28/2018) (DE)
C.WS.B
$3K ﹤0.01%
115,500
– –
AMRN
49
Amarin Corp
AMRN
$311M
– –
0
– –
CWB icon
50
SPDR Bloomberg Convertible Securities ETF
CWB
$4.41B
– –
0
– –
1
2
3