BASSO CAPITAL MANAGEMENT, L.P.

Q3 2014 13F Holdings Report, Options Holdings

Signature - Title
Marc Seidenberg - General Counsel and Chief Compliance Officer
Location
Stamford, CT
Options holdings as of
September 30, 2014
Notional value $
$14.2M
Number of holdings
11
Date filed
11/13/2014, 01:40 PM
Description
All US holdings of this investor are reported in this report.
Previous filing
Q2 2014 - Aug 13, 2014
Stock holdings
Showing options holdings, see here for stock holdings
Sym Company Class Option Share Change Activity * Price $ Shares Notional Value
Filing 2014 Q3 compared to 2014 Q2 by default.
* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.

Person Signing this Report on Behalf of Reporting Manager:

Name Title City, State Date
Marc Seidenberg General Counsel and Chief Compliance Officer Stamford, Connecticut 11/13/2014