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BCM

Basso Capital Management Portfolio holdings

AUM $469M
1-Year Est. Return 32.23%
This Fund
S&P 500
This Quarter Est. Return
+0.1%
1 Year Est. Return
+32.23%
3 Year Est. Return
+85.51%
5 Year Est. Return
+126.61%
10 Year Est. Return
+179.99%
AUM
$653M
AUM Growth
-$32.3M
Cap. Flow
-$507M
Cap. Flow %
-77.63%
Top 10 Hldgs %
43.18%
Holding
144
New
19
Increased
11
Reduced
21
Closed
22

Top Buys

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$13.6M
2
FTRPR
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
+$6.52M
3
IRDMB
Iridium Communications Inc - 6.75% Series B
IRDMB
+$4.66M
4
ELECU
Electrum Special Acquisition Corporation
ELECU
+$1.51M
5
EEFT icon
Euronet Worldwide
EEFT
+$1.24M

Top Sells

Rank Stock Value
1
ACT.PRA
ACTAVIS PLC Pfd Conv Ser A (Irl)
ACT.PRA
+$21.4M
2
LIND icon
Lindblad Expeditions
LIND
+$2.33M
3
RPT.PRD
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
+$2.12M
4
HOLX
Hologic
HOLX
+$1.48M
5
TACO
Del Taco Restaurants, Inc. Common Stock
TACO
+$1.22M

Sector Composition

Rank Sector Weight
1 Healthcare 0.56%
2 Technology 0.29%
3 Industrials 0.2%
4 Communication Services 0.1%
5 Consumer Staples 0.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VGK icon
1
PUT
Vanguard FTSE Europe ETF
VGK
$30.1B
$21.6M 3.31%
+400,000
New +$22.6M
AGN.PRA
2
DELISTED
Allergan plc
AGN.PRA
$13.6M 2.08%
+13,000
New +$13.6M
IRDMB
3
DELISTED
Iridium Communications Inc - 6.75% Series B
IRDMB
$6.53M 1%
19,650
+12,650
+181% +$4.66M
FTRPR
4
DELISTED
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
$6.46M 0.99%
+65,000
New +$6.52M
ROIQ
5
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$3.59M 0.55%
350,168
– –
ILMN icon
6
Illumina
ILMN
$29.5B
$2.45M 0.37%
11,514
+5,140
+81% +$1M
CAMB
7
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$2.31M 0.35%
231,403
-18,597
-7% -$187K
SWN
8
PUT
DELISTED
Southwestern Energy Company
SWN
$2.27M 0.35%
+100,000
New +$2.57M
GDEF
9
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$1.52M 0.23%
145,000
-5,000
-3% -$52.5K
ELECU
10
DELISTED
Electrum Special Acquisition Corporation
ELECU
$1.5M 0.23%
+150,000
New +$1.51M
RPT.PRD
11
DELISTED
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
$1.38M 0.21%
23,250
-33,650
-59% -$2.12M
XELA
12
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$1.29M 0.2%
11
+9
+450% +$1.06M
EEFT icon
13
Euronet Worldwide
EEFT
$3.19B
$1.28M 0.2%
+20,800
New +$1.24M
VSH icon
14
CALL
Vishay Intertechnology
VSH
$4.6B
$1.17M 0.18%
+100,000
New +$1.29M
TWTR
15
CALL
DELISTED
Twitter, Inc.
TWTR
$1.09M 0.17%
+30,000
New +$1.23M
SRC
16
PUT
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$967K 0.15%
22,300
-22,300
-50% -$1.11M
AMSGP
17
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$810K 0.12%
5,945
+200
+3% +$26.6K
QPACU
18
DELISTED
Quinpario Acquisition Corp. 2 Unit
QPACU
$784K 0.12%
75,000
– –
CX icon
19
PUT
Cemex
CX
$16.9B
$687K 0.11%
81,120
-3,245
-4% -$28.9K
FOR icon
20
PUT
Forestar Group
FOR
$1.48B
$658K 0.1%
50,000
– –
RHT
21
DELISTED
Red Hat Inc
RHT
$630K 0.1%
8,300
-13,900
-63% -$1.07M
STNG icon
22
PUT
Scorpio Tankers
STNG
$3.91B
$558K 0.09%
5,500
– –
UVV icon
23
Universal Corp
UVV
$1.37B
$537K 0.08%
9,361
-18,299
-66% -$926K
OFG icon
24
CALL
OFG Bancorp
OFG
$2.21B
$534K 0.08%
+50,000
New +$717K
INSE icon
25
Inspired Entertainment
INSE
$183M
$532K 0.08%
55,000
+30,000
+120% +$289K
1
2 3

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AIC
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CWA
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SP
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SCA
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LN
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UWP
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Basso Capital Management's Q2 2015 Portfolio in Review

As of Q2 2015, Basso Capital Management held 144 positions worth $653M, down 4.7% from $685M the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Basso Capital Management withdrew a net $507M in Q2 2015, closing 22 positions and reducing 21 holdings. Its most notable exit was ACTAVIS PLC Pfd Conv Ser A (Irl), an estimated $21.4M position sold in full.

By sector, the portfolio is most concentrated in Healthcare at 0.56% of assets, down from 0.57% a quarter earlier, followed by Technology and Industrials.

Against the trend, Basso Capital Management opened a new position in Allergan plc worth $13.6M.

  • Basso Capital Management's largest Q2 2015 buy was Allergan plc: 13,000 shares worth $13.6M.
  • Basso Capital Management added most to Iridium Communications Inc - 6.75% Series B in Q2 2015, an estimated $4.66M increase.
  • Basso Capital Management's biggest Q2 2015 reduction was RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest, cutting an estimated $2.12M.
  • Basso Capital Management fully exited ACTAVIS PLC Pfd Conv Ser A (Irl) in Q2 2015, selling an estimated $21.4M.
  • Basso Capital Management's ten largest holdings make up 43% of its $653M portfolio in Q2 2015.
  • Basso Capital Management opened 19 new positions and closed 22 in Q2 2015.
  • Basso Capital Management's portfolio value fell 4.7% quarter-over-quarter to $653M.

Based on Basso Capital Management's 13F filing for Q2 2015, filed 14 Aug 2015.