BASSO CAPITAL MANAGEMENT L.P. Information

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

Report Date: 09/30/2014

Position Statistics

Total Positions 70
New Positions 11
Increased Positions 19
Decreased Positions 24
Positions with Activity 43
Sold Out Positions 15
Total Mkt Value (in $ millions) 60

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

Sector Weighting

Basic Materials 6.08%
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical 1.41%
Energy 0.01%
Financial 14.55%
Healthcare 9.93%
Services 11.24%
Technology 7.93%
Transportation 0%
Utilities 4.93%

70 Positions as of 09/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
AMSURG CORP PFD CNV SR A-1 % 5,464 5,464 New 49,167
ALCOA INC DEP SHS 1/10TH 3,664 3,664 New 72,000
ROI ACQUISITION CORP II COM 3,411 New 350,168
HF2 FINL MGMT INC CL A 3,123 New 300,007
CAPITOL ACQUISITION CORP II COM 2,475 New 250,000
SILVER EAGLE ACQUISITION CORP COM 2,473 New 250,000
CAMBRIDGE CAP ACQUISITION CORP COM 2,465 New 250,000
CHART ACQUISITION CORP COM 2,443 New 250,000
IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 2,333 New 7,000
RAMCO-GERSHENSON PPTYS TR PERP PFD-D CV 2,207 700 46.47 31,518
LEVY ACQUISITION CORP COM 2,169 28 1.32 221,977
EPR PPTYS COM SH BEN INT 2,141 283 15.24 33,269
GARNERO GROUP ACQUISITION CO UN1 SH 1WT 1RT 1,998 1,998 New 200,000
HENNESSY CAP ACQUISITION CORP COM 1,962 1,864 1,900 200,000
MERGEWORTHRX CORP COM 1,716 18 1.03 205,727
DOMINION RES INC VA NEW CRP UNIT 2013 B 1,603 -389 (19.53) 25,750
GLOBAL DEFENSE & NATL SEC SYS COM 1,549 New 150,000
SPDR S&P 500 ETF TR TR UNIT 1,537 New 7,500
BOULEVARD ACQUISITION CORP UT1COM & 1/2WT 1,427 -263 (15.56) 143,258
PALO ALTO NETWORKS INC COM 1,332 1,332 New 10,500


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