BASSO CAPITAL MANAGEMENT L.P. Information

1266 EAST MAIN STREET, STAMFORD, Connecticut, 06902, (203) 352-6100

Report Date: 12/31/2013

Position Statistics

Total Positions 49
New Positions 15
Increased Positions 18
Decreased Positions 18
Positions with Activity 36
Sold Out Positions 12
Total Mkt Value (in $ millions) 51

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 0.16%
Capital Goods 7.7%
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 23.21%
Healthcare 0.21%
Services 16.96%
Technology 0.7%
Transportation
Utilities 0.96%

49 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
OMNICARE CAP TR II PFD B TR 4.00% 9,514 -7,958 (45.55) 132,710
EPR PPTYS PFD C CNV 5.75% 4,340 2,170 100 200,000
BEAZER HOMES USA INC TANGIBLE EQTY 3,953 -1,093 (21.66) 133,264
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 3,601 1,717 91.16 59,568
HF2 FINL MGMT INC CL A 3,117 New 300,000
ROI ACQUISITION CORP II COM 2,815 2,815 New 290,168
HYDE PK ACQUISITION CORP II COM 2,688 New 250,000
CHART ACQUISITION CORP COM 2,478 New 250,000
CAPITOL ACQUISITION CORP II COM 2,463 New 250,000
SILVER EAGLE ACQUISITION CORP COM 2,435 2,435 New 250,000
LEVY ACQUISITION CORP UNIT 1 000018 2,081 2,081 New 200,000
SPDR S&P 500 ETF TR TR UNIT 1,879 -2,818 (60) 10,000
QUARTET MERGER CORP COM 1,720 1,720 New 174,600
MERGEWORTHRX CORP COM 1,627 New 201,107
GLOBAL DEFENSE & NATL SEC SYS COM 1,527 1,527 New 150,000
QUINPARIO ACQUISITION CORP COM 1,016 1,016 New 100,000
COLLABRIUM JAPAN ACQUISITN CP SHS 648 648 New 62,611
NEXTERA ENERGY INC CORP UNIT 494 -123 (20) 8,000
APOLLO INVT CORP COM 490 New 60,300
HEALTH CARE REIT INC PFD PER CON I 396 -594 (59.98) 7,000