BASSO CAPITAL MANAGEMENT, L.P. Information

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

Report Date: 03/31/2015

Position Statistics

Total Positions 76
New Positions 12
Increased Positions 19
Decreased Positions 36
Positions with Activity 55
Sold Out Positions 19
Total Mkt Value (in $ millions) 63

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

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical 2.49%
Energy 0.49%
Financial 0.56%
Healthcare 39.85%
Services 11.58%
Technology 7.06%
Transportation
Utilities 0%

76 Positions as of 03/31/2015

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ALLERGAN PLC PFD CONV SER A 22,032 22,032 New 20,750
ROI ACQUISITION CORP II COM 3,610 New 350,168
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 3,443 1,325 62.57 56,900
CAMBRIDGE CAP ACQUISITION CORP COM 2,488 New 250,000
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 2,481 New 7,000
CAPITOL ACQUISITION CORP II COM 2,454 -213 (8) 230,000
AR CAP ACQUISITION CORP UNIT1 1/2 WT19 1,970 -152 (7.14) 195,000
HYDRA INDS ACQUISITION CORP UNT 1 COM 1 WT 1,754 -251 (12.5) 175,000
RED HAT INC COM 1,720 643 59.71 22,200
HOLOGIC INC COM 1,717 1,717 New 44,900
BOULEVARD ACQUISITION CORP UT1COM & 1/2WT 1,627 New 123,258
UNIVERSAL CORP VA COM 1,582 New 27,660
GLOBAL DEFENSE & NATL SEC SYS COM 1,577 New 150,000
LEVY ACQUISITION CORP COM 1,390 -1,954 (58.43) 92,477
ILLUMINA INC COM 1,352 New 6,200
TERRAPIN 3 ACQUISITION CORP UNIT 1COM 1WT 1,096 New 106,801
WL ROSS HLDG CORP UNIT 1COM&1WT 1,034 New 90,800
1347 CAP CORP UN 1COM 1RT 1WT 1,030 New 100,000
AMSURG CORP PFD CNV SR A-1 % 809 -1,550 (65.69) 5,745
QUINPARIO ACQUISITION CORP 2 WT EXP 010123 783 783 New 75,000