BCM

Basso Capital Management Portfolio holdings

AUM $135M
This Quarter Return
+0.05%
1 Year Return
+16.87%
3 Year Return
+70.53%
5 Year Return
+75.44%
10 Year Return
+108.58%
AUM
$666M
AUM Growth
+$666M
Cap. Flow
+$2.59M
Cap. Flow %
0.39%
Top 10 Hldgs %
44.53%
Holding
163
New
12
Increased
7
Reduced
17
Closed
19

Top Buys

1
ACT.PRA
ACTAVIS PLC PFD CONV SER A (IRL)
ACT.PRA
$21.4M
2
HOLX icon
Hologic
HOLX
$1.48M
3
RPT.PRD
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
$1.46M
4
QPACU
Quinpario Acquisition Corp. 2 Unit
QPACU
$756K
5
HRMNU
Harmony Merger Corp. Unit
HRMNU
$750K

Top Sells

1
TMUSP
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$5.55M
2
ZAIS
ZAIS Group Holdings, Inc.
ZAIS
$3.12M
3
CACG
CHART ACQUISITION CORP COM
CACG
$2.44M
4
BLBD icon
Blue Bird Corp
BLBD
$1.97M
5
EPR icon
EPR Properties
EPR
$1.92M

Sector Composition

1 Healthcare 0.58%
2 Consumer Discretionary 0.57%
3 Communication Services 0.25%
4 Technology 0.2%
5 Consumer Staples 0.2%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
XELA
26
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$257K 0.04%
+26,100
New +$257K
AUMA
27
DELISTED
AR CAPITAL ACQUISITION CORP COMMON STOCK
AUMA
$248K 0.04%
25,000
+15,000
+150% +$149K
TSL
28
DELISTED
Trina Solar Limited
TSL
$247K 0.04%
20,400
– –
INSE icon
29
Inspired Entertainment
INSE
$244M
$239K 0.03%
+25,000
New +$239K
GCVRZ
30
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$166K 0.02%
245,000
+20,000
+9% +$13.6K
ZIONZ
31
DELISTED
Zions Bancorporation N.A. Warrants
ZIONZ
$117K 0.02%
50,000
– –
MFIC icon
32
MidCap Financial Investment
MFIC
$1.21B
$71K 0.01%
9,300
-51,000
-85% -$389K
ROIQW
33
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$67K 0.01%
280,168
-5,000
-2% -$1.2K
C.WS.A
34
DELISTED
Citigroup Inc
C.WS.A
$59K 0.01%
81,500
– –
QGENF
35
DELISTED
QIAGEN NV
QGENF
$57K 0.01%
+2,500
New +$57K
BAC.WS.B
36
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$48K 0.01%
91,600
– –
NXEO
37
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$42K 0.01%
4,200
– –
PANL icon
38
Pangaea Logistics
PANL
$337M
$25K ﹤0.01%
9,460
-1,500
-14% -$3.96K
JASNW
39
DELISTED
Jason Industries, Inc.
JASNW
$18K ﹤0.01%
22,500
-15,000
-40% -$12K
QPACW
40
DELISTED
Quinpario Acquisition Corp. 2 Warrant
QPACW
$13K ﹤0.01%
+25,000
New +$13K
SWN
41
DELISTED
Southwestern Energy Company
SWN
$9K ﹤0.01%
+400
New +$9K
HDRAR
42
DELISTED
Hydra Industries Acquisition Corp. Rights
HDRAR
$9K ﹤0.01%
+25,000
New +$9K
C.WS.B
43
DELISTED
CITIGROUP INC WTS EXP (10/28/2018) (DE)
C.WS.B
$3K ﹤0.01%
115,500
– –
HDRAW
44
DELISTED
Hydra Industries Acquisition Corp. Warrants
HDRAW
$1K ﹤0.01%
+3,557
New +$1K
AMRN
45
Amarin Corp
AMRN
$311M
– –
0
– –
BLBD icon
46
Blue Bird Corp
BLBD
$1.83B
– –
-200,000
Closed -$1.97M
CWB icon
47
SPDR Bloomberg Convertible Securities ETF
CWB
$4.39B
– –
0
– –
CX icon
48
Cemex
CX
$13.3B
– –
0
– –
D icon
49
Dominion Energy
D
$50.3B
– –
-576
Closed -$44K
EPR icon
50
EPR Properties
EPR
$4.06B
– –
-33,269
Closed -$1.92M
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