BASSO CAPITAL MANAGEMENT L.P. Information

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

Report Date: 12/31/2014

Position Statistics

Total Positions 74
New Positions 19
Increased Positions 26
Decreased Positions 24
Positions with Activity 50
Sold Out Positions 10
Total Mkt Value (in $ millions) 57

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
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical 2.34%
Energy 0.5%
Financial 12.22%
Healthcare 4.21%
Services 23.41%
Technology 11.64%
Transportation
Utilities 3.03%

74 Positions as of 12/31/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
T MOBILE US INC CONV PFD SER A 6,303 6,303 New 105,600
ROI ACQUISITION CORP II COM 3,418 New 350,168
HF2 FINL MGMT INC CL A 3,060 New 300,007
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 2,527 New 7,000
CHART ACQUISITION CORP COM 2,505 New 250,000
CAMBRIDGE CAP ACQUISITION CORP COM 2,483 New 250,000
CAPITOL ACQUISITION CORP II COM 2,470 New 250,000
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 2,340 233 11.05 35,000
LEVY ACQUISITION CORP COM 2,225 5 .23 222,477
AR CAP ACQUISITION CORP UNIT1 1/2 WT19 2,069 2,069 New 210,000
EPR PPTYS COM SH BEN INT 2,005 New 33,269
AMSURG CORP PFD CNV SR A-1 % 1,992 -3,857 (65.94) 16,745
HYDRA INDS ACQUISITION CORP UNT 1 COM 1 WT 1,966 1,966 New 200,000
BLUE BIRD CORP COM 1,914 New 200,000
GLOBAL DEFENSE & NATL SEC SYS COM 1,550 New 150,000
UNIVERSAL CORP VA COM 1,326 321 31.92 27,660
ILLUMINA INC COM 1,230 1,230 New 6,200
BOULEVARD ACQUISITION CORP UT1COM & 1/2WT 1,228 -199 (13.96) 123,258
NEXTERA ENERGY INC CORP UNIT 1,170 New 18,000
CEPHEID COM 1,169 1,169 New 20,000