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
ACT.PRA
1
DELISTED
ACTAVIS PLC PFD CONV SER A (IRL)
ACT.PRA
$21.4M 3.12% +20,750 New +$21.4M
RPT.PRD
2
DELISTED
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
$3.8M 0.55% 56,900 +21,900 +63% +$1.46M
ROIQ
3
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$3.45M 0.5% 350,168 – –
CAMB
4
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$2.51M 0.37% 250,000 – –
IRDMB
5
DELISTED
Iridium Communications Inc - 6.75% Series B
IRDMB
$2.48M 0.36% 7,000 – –
LIND icon
6
Lindblad Expeditions
LIND
$799M
$2.33M 0.34% 230,000 -20,000 -8% -$202K
HDRAU
7
DELISTED
Hydra Industries Acquisition Corp. Units
HDRAU
$1.72M 0.25% 175,000 -25,000 -13% -$246K
RHT
8
DELISTED
Red Hat Inc
RHT
$1.68M 0.25% 22,200 +8,300 +60% +$629K
GDEF
9
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$1.56M 0.23% 150,000 – –
HOLX icon
10
Hologic
HOLX
$14.9B
$1.48M 0.22% +44,900 New +$1.48M
UVV icon
11
Universal Corp
UVV
$1.39B
$1.3M 0.19% 27,660 – –
TACO
12
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
$1.22M 0.18% 92,477 -130,000 -58% -$1.71M
ILMN icon
13
Illumina
ILMN
$15.8B
$1.15M 0.17% 6,200 – –
TRTLU
14
DELISTED
Terrapin 3 Acquisition
TRTLU
$1.08M 0.16% 106,801 – –
QPACU
15
DELISTED
Quinpario Acquisition Corp. 2 Unit
QPACU
$756K 0.11% +75,000 New +$756K
AKAM icon
16
Akamai
AKAM
$11.3B
$753K 0.11% 10,600 – –
HRMNU
17
DELISTED
Harmony Merger Corp. Unit
HRMNU
$750K 0.11% +75,000 New +$750K
TIVO
18
DELISTED
Tivo Inc
TIVO
$731K 0.11% +40,170 New +$731K
AMSGP
19
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$711K 0.1% 5,745 -11,000 -66% -$1.36M
TMUSP
20
DELISTED
T-Mobile US, Inc.5.50% Mandatory Convertible Preferred Stock, Series A
TMUSP
$619K 0.09% 10,600 -95,000 -90% -$5.55M
AGFS
21
DELISTED
AgroFresh Solutions, Inc. Common Stock
AGFS
$539K 0.08% 55,000 – –
PDLI
22
DELISTED
PDL BioPharma, Inc.
PDLI
$528K 0.08% 75,082 +40,000 +114% +$281K
HK
23
DELISTED
Halcon Resources Corporation
HK
$367K 0.05% 238,500 +138,500 +139% +$213K
CTXS
24
DELISTED
Citrix Systems Inc
CTXS
$364K 0.05% 5,700 -5,600 -50% -$358K
XIV
25
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$338K 0.05% 9,750 -9,750 -50% -$338K
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