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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
-0.07%
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
$606M
AUM Growth
-$47.4M
Cap. Flow
-$476M
Cap. Flow %
-78.64%
Top 10 Hldgs %
42.05%
Holding
152
New
27
Increased
21
Reduced
14
Closed
19

Top Buys

Rank Stock Value
1
GRSHU
Gores Holdings, Inc.
GRSHU
+$3.53M
2
GGAC
GARNERO GROUP ACQUISITION CO SHS
GGAC
+$3.18M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$2.03M
4
EAGLU
Double Eagle Acquisition Corp.
EAGLU
+$1.52M
5
RMNI icon
Rimini Street
RMNI
+$1.04M

Top Sells

Rank Stock Value
1
AGN.PRA
Allergan plc
AGN.PRA
+$13.6M
2
IRDMB
Iridium Communications Inc - 6.75% Series B
IRDMB
+$6.53M
3
FTRPR
Frontier Communications Corporation 11.125% Series A Mandatory Convertible Preferred Stock
FTRPR
+$6.46M
4
RPT.PRD
RPT Realty 7.25% Series D Cumulative Convertible Perpetual Preferred Shares of Beneficial Interest
RPT.PRD
+$1.38M
5
ILMN icon
Illumina
ILMN
+$686K

Sector Composition

Rank Sector Weight
1 Technology 0.53%
2 Industrials 0.48%
3 Healthcare 0.39%
4 Consumer Discretionary 0.21%
5 Consumer Staples 0.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
1
PUT
iShares Russell 2000 ETF
IWM
$80.2B
$27.2M 4.49%
+248,800
New +$29.5M
GRSHU
2
DELISTED
Gores Holdings, Inc.
GRSHU
$3.55M 0.59%
+350,000
New +$3.53M
ROIQ
3
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$3.55M 0.59%
354,768
+4,600
+1% +$46.2K
GGAC
4
DELISTED
GARNERO GROUP ACQUISITION CO SHS
GGAC
$3.18M 0.52%
+323,457
New +$3.18M
CAMB
5
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$2.37M 0.39%
236,731
+5,328
+2% +$53.3K
XLF icon
6
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$2.27M 0.37%
+113,915
New +$2.41M
CWB icon
7
CALL
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.58B
$2.24M 0.37%
+50,000
New +$2.32M
VXX
8
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2.22M 0.37%
+9,375
New +$3.12M
SPY icon
9
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.92M 0.32%
+10,000
New +$2.03M
SPY icon
10
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$1.92M 0.32%
+10,000
New +$2.03M
XELA
11
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$1.77M 0.29%
15
+4
+36% +$474K
GDEF
12
DELISTED
GLOBAL DEFENSE & NATIONAL SECURITY SYSTEMS INC COM
GDEF
$1.74M 0.29%
165,000
+20,000
+14% +$211K
ELECU
13
DELISTED
Electrum Special Acquisition Corporation
ELECU
$1.68M 0.28%
170,000
+20,000
+13% +$201K
EEFT icon
14
Euronet Worldwide
EEFT
$2.92B
$1.54M 0.25%
20,800
– –
EAGLU
15
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$1.52M 0.25%
+150,000
New +$1.52M
ILMN icon
16
Illumina
ILMN
$31B
$1.39M 0.23%
8,121
-3,393
-29% -$686K
INSE icon
17
Inspired Entertainment
INSE
$182M
$1.26M 0.21%
130,000
+75,000
+136% +$725K
RMNI icon
18
Rimini Street
RMNI
$454M
$1.03M 0.17%
+107,726
New +$1.04M
PEGI
19
PUT
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$955K 0.16%
+50,000
New +$1.18M
AMSGP
20
DELISTED
Amsurg Corp. 5.25% Mandatory Convertible Pft Stk Ser A-1
AMSGP
$955K 0.16%
6,445
+500
+8% +$75.9K
SWN
21
PUT
DELISTED
Southwestern Energy Company
SWN
$952K 0.16%
75,000
-25,000
-25% -$434K
DY icon
22
Dycom Industries
DY
$12.5B
$897K 0.15%
+12,400
New +$858K
ELEC
23
DELISTED
Electrum Special Acquisition Corporation
ELEC
$849K 0.14%
+87,500
New +$839K
QPACU
24
DELISTED
Quinpario Acquisition Corp. 2 Unit
QPACU
$771K 0.13%
75,000
– –
UVV icon
25
Universal Corp
UVV
$1.33B
$759K 0.13%
15,308
+5,947
+64% +$312K
1
2 3

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Basso Capital Management's Q3 2015 Portfolio in Review

As of Q3 2015, Basso Capital Management held 152 positions worth $606M, down 7.3% from $653M the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Basso Capital Management withdrew a net $476M in Q3 2015, closing 19 positions and reducing 14 holdings. Its most notable exit was Allergan plc, an estimated $13.6M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.53% of assets, up from 0.29% a quarter earlier, followed by Industrials and Healthcare.

Against the trend, Basso Capital Management opened a new position in Gores Holdings, Inc. worth $3.55M.

  • Basso Capital Management's largest Q3 2015 buy was Gores Holdings, Inc.: 350,000 shares worth $3.55M.
  • Basso Capital Management added most to Inspired Entertainment in Q3 2015, an estimated $725K increase.
  • Basso Capital Management's biggest Q3 2015 reduction was Illumina, cutting an estimated $686K.
  • Basso Capital Management fully exited Allergan plc in Q3 2015, selling an estimated $13.6M.
  • Basso Capital Management's ten largest holdings make up 42% of its $606M portfolio in Q3 2015.
  • Basso Capital Management opened 27 new positions and closed 19 in Q3 2015.
  • Basso Capital Management's portfolio value fell 7.3% quarter-over-quarter to $606M.

Based on Basso Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.