BASSO CAPITAL MANAGEMENT L.P. Information

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

Report Date: 03/31/2014

Position Statistics

Total Positions 61
New Positions 24
Increased Positions 30
Decreased Positions 13
Positions with Activity 43
Sold Out Positions 6
Total Mkt Value (in $ millions) 59

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

Sector Weighting

Basic Materials 0%
Capital Goods 2.74%
Conglomerates
Consumer Cyclical 0.06%
Consumer/Non-Cyclical 1.32%
Energy
Financial 24.03%
Healthcare 11.52%
Services 13.57%
Technology 2.79%
Transportation
Utilities 2.53%

61 Positions as of 03/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
SPDR S&P 500 ETF TR TR UNIT 4,469 2,483 125 22,500
PDL BIOPHARMA INC COM 3,474 3,474 New 359,672
ROI ACQUISITION CORP II COM 3,418 586 20.68 350,168
HF2 FINL MGMT INC CL A 3,102 New 300,000
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 2,924 -820 (21.91) 46,518
QIAGEN NV REG SHS 2,628 2,628 New 105,000
HYDE PK ACQUISITION CORP II COM 2,588 New 250,000
CHART ACQUISITION CORP COM 2,513 New 250,000
CAPITOL ACQUISITION CORP II COM 2,480 New 250,000
CAMBRIDGE CAP ACQUISITION CORP COM 2,448 2,448 New 250,000
SILVER EAGLE ACQUISITION CORP COM 2,438 New 250,000
LEVY ACQUISITION CORP COM 2,054 2,054 New 211,351
HENNESSY CAP ACQUISITION CORP UNIT 000018 2,020 2,020 New 200,000
QUARTET MERGER CORP COM 1,798 50 2.86 179,600
MERGEWORTHRX CORP COM 1,651 New 201,107
BEAZER HOMES USA INC TANGIBLE EQTY 1,605 -2,394 (59.87) 53,481
GLOBAL DEFENSE & NATL SEC SYS COM 1,548 New 150,000
GLORI ENERGY INC COM 1,444 1,444 New 162,750
EPR PPTYS COM SH BEN INT 1,395 1,395 New 24,469
PRICELINE GRP INC COM NEW 1,301 1,301 New 1,050