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
EPR.PRC icon
51
EPR Properties 5.75% Series C Cumulative Convertible Preferred Shares
EPR.PRC
$130M
– –
-3,855
Closed -$89K
FOR icon
52
Forestar Group
FOR
$1.4B
– –
0
– –
HTGC icon
53
Hercules Capital
HTGC
$3.51B
– –
-25,016
Closed -$372K
JBLU icon
54
JetBlue
JBLU
$1.98B
– –
0
– –
JNK icon
55
SPDR Bloomberg High Yield Bond ETF
JNK
$8.07B
– –
0
– –
LRCX icon
56
Lam Research
LRCX
$124B
– –
0
– –
NVDA icon
57
NVIDIA
NVDA
$4.15T
– –
0
– –
ON icon
58
ON Semiconductor
ON
$19.5B
– –
-82,900
Closed -$840K
PANW icon
59
Palo Alto Networks
PANW
$128B
– –
-500
Closed -$61K
PSEC icon
60
Prospect Capital
PSEC
$1.34B
– –
-17,800
Closed -$147K
SPY icon
61
SPDR S&P 500 ETF Trust
SPY
$656B
– –
0
– –
STNG icon
62
Scorpio Tankers
STNG
$2.64B
– –
0
– –
UMC icon
63
United Microelectronic
UMC
$16.7B
– –
-171,600
Closed -$390K
SRC
64
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
0
– –
RPT
65
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
0
– –
RAD
66
DELISTED
Rite Aid Corporation
RAD
– –
0
– –
VER
67
DELISTED
VEREIT, Inc.
VER
– –
0
– –
MDR
68
DELISTED
McDermott International
MDR
– –
-35,000
Closed -$102K
GPT
69
DELISTED
Gramercy Property Trust
GPT
– –
0
– –
ZAIS
70
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
– –
-300,007
Closed -$3.12M
ENOC
71
DELISTED
EnerNOC, Inc.
ENOC
– –
0
– –
CPHD
72
DELISTED
Cepheid Inc
CPHD
– –
-20,000
Closed -$1.08M
DCUB
73
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
– –
-8,750
Closed -$528K
ZINC
74
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
– –
0
– –
NEE.PRO
75
DELISTED
NEXTERA ENERGY INC UNITS EXPIRING 09/01/2015 (FL)
NEE.PRO
– –
-18,000
Closed -$1.21M
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