BCM

Basso Capital Management Portfolio holdings

AUM $135M
This Quarter Return
+1.03%
1 Year Return
+16.87%
3 Year Return
+70.53%
5 Year Return
+75.44%
10 Year Return
+108.58%
AUM
$516M
AUM Growth
–
Cap. Flow
+$54.8M
Cap. Flow %
10.63%
Top 10 Hldgs %
53.8%
Holding
95
New
40
Increased
–
Reduced
–
Closed
–

Top Buys

1
OCR.PRB
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
$12.6M
2
BZT
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
$6M
3
SPY icon
SPDR S&P 500 ETF Trust
SPY
$4M
4
DCUB
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$3.05M
5
DCUA
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$2.9M

Top Sells

No sells this quarter

Sector Composition

1 Technology 1.52%
2 Real Estate 0.43%
3 Energy 0.2%
4 Industrials 0.14%
5 Financials 0.1%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
OCR.PRB
1
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
$12.6M 2.35%
+214,490
New +$12.6M
BZT
2
DELISTED
BEAZER HOMES USA, INC. TANGIBLE EQUITY UNIT
BZT
$6M 1.12%
+208,377
New +$6M
UMC icon
3
United Microelectronic
UMC
$16.5B
– –
0
– –
SPY icon
4
SPDR S&P 500 ETF Trust
SPY
$658B
$4M 0.75%
+25,000
New +$4M
DCUB
5
DELISTED
DOMINION RESOURCES INC CORP UNIT 2013 SER B (VA)
DCUB
$3.05M 0.57%
+61,100
New +$3.05M
DCUA
6
DELISTED
DOMINION RESOURCES INC. CORP UNIT 2013 SER A (VA)
DCUA
$2.9M 0.54%
+58,250
New +$2.9M
HPAC
7
DELISTED
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
$2.56M 0.48%
+250,000
New +$2.56M
ZAIS
8
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
$2.53M 0.47%
+250,000
New +$2.53M
CACG
9
DELISTED
CHART ACQUISITION CORP COM
CACG
$2.52M 0.47%
+250,000
New +$2.52M
MDVN
10
DELISTED
MEDIVATION, INC.
MDVN
$2.17M 0.4%
+44,000
New +$2.17M
EPR icon
11
EPR Properties
EPR
$4.13B
$2.07M 0.39%
+41,169
New +$2.07M
MNGL
12
DELISTED
BLUE WOLF MONGOLIA HOLDING CORP (VGB)
MNGL
$1.93M 0.36%
+187,360
New +$1.93M
SNDK
13
DELISTED
SANDISK CORP
SNDK
$1.14M 0.21%
+18,600
New +$1.14M
PAA icon
14
Plains All American Pipeline
PAA
$12.7B
$1.01M 0.19%
+18,140
New +$1.01M
AMD icon
15
Advanced Micro Devices
AMD
$264B
$982K 0.18%
+240,606
New +$982K
HYG icon
16
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
$909K 0.17%
+10,000
New +$909K
XLF icon
17
Financial Select Sector SPDR Fund
XLF
$54.1B
$681K 0.13%
+35,000
New +$681K
LRCX icon
18
Lam Research
LRCX
$127B
$634K 0.12%
+14,300
New +$634K
BKLN icon
19
Invesco Senior Loan ETF
BKLN
$6.97B
$619K 0.12%
+25,000
New +$619K
JCI icon
20
Johnson Controls International
JCI
$69.9B
$573K 0.11%
+16,000
New +$573K
MFIC icon
21
MidCap Financial Investment
MFIC
$1.23B
$491K 0.09%
+63,400
New +$491K
HIG.WS
22
DELISTED
Hartford Financial Services Grp
HIG.WS
$481K 0.09%
+21,943
New +$481K
HAR
23
DELISTED
Harman International Industries
HAR
$334K 0.06%
+6,167
New +$334K
XIV
24
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$299K 0.06%
+15,000
New +$299K
SPXU icon
25
ProShares UltraPro Short S&P 500
SPXU
$527M
$235K 0.04%
+9,500
New +$235K
1
2 3