Basso Capital Management

Latest statistics and disclosures from BASSO CAPITAL MANAGEMENT's latest quarterly 13F-HR filing:

BASSO CAPITAL MANAGEMENT portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Microchip Technology Inc sdcv 2.125%12/1 7.74 +15.00% 22780000 1.86 0.00
Mylan Inc note 3.750% 9/1 7.68 +281.00% 11458000 3.67 0.00
Lions Gate Entmt Inc note 3.625% 3/1 7.59 12831000 3.24 0.00
Sba Communications Corp note 4.000%10/0 5.44 NEW 10000000 2.98 0.00
Omnicare Inc 3.75% '42 conv 5.24 +35.00% 19000000 1.51 0.00
Teleflex Inc note 3.875% 8/0 4.55 +14.00% 14000000 1.78 0.00
D R Horton Inc note 2.000% 5/1 3.81 NEW 12500000 1.67 0.00
Omnicare Inc note 3.750%12/1 3.33 +158.00% 7985000 2.28 0.00
Hawaiian Holdings Inc conv 2.90 +53.00% 8640000 1.84 0.00
Jetblue Airways Corp dbcv 6.750%10/1 2.78 7895000 1.93 0.00
Micron Technology Inc note 2.52 5500000 2.51 0.00
Sandisk Corp note 1.500% 8/1 1.95 +550.00% 6500000 1.64 0.00
Trak 1 1/2 03/15/17 1.82 NEW 7000000 1.42 0.00
Uthr 1 09/15/16 1.81 -61.00% 5000000 1.98 0.00
Hercules Tech Growth Cap Inc cnv 1.78 7992000 1.22 0.00
Equinix Inc note 4.750% 6/1 1.75 -19.00% 4234000 2.26 0.00
Mgm Mirage conv 1.73 NEW 6500000 1.46 0.00
SPY SPDR S&P; 500 ETF 1.62 -56.00% 47500 187.02 196.71
Novellus Systems, Inc. note 2.625% 5/1 1.55 -33.00% 5000000 1.70 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.52 +59.00% 6394000 1.30 0.00
Cash Amer Intl Inc ote 5.250% 5/1 1.32 NEW 4750000 1.52 0.00
GAME Technolog debt 1.27 NEW 6950000 1.00 0.00
Jarden Corp note 1.875% 9/1 1.27 NEW 5000000 1.39 0.00
Cal Dive Intl Inc Del note 5.000% 7/1 1.14 NEW 6500000 0.96 0.00
Encore Cap Group Inc note 3.000%11/2 1.06 NEW 3750000 1.55 0.00
Micron Technology Inc note 2.125% 2/1 1.02 NEW 2500000 2.23 0.00
Jetblue Airways Corp dbcv 6.750%10/1 0.99 3000000 1.80 0.00
Callaway Golf 0.94 -8.00% 3645000 1.41 0.00
Altra Holdings, Inc note 2.750% 3/0 0.91 NEW 3500000 1.43 0.00
Take-two Interactive Sof note 0.90 NEW 3770000 1.31 0.00
Jetblue Airways Corp dbcv 5.500%10/1 0.82 2240000 2.01 0.00
Prospect Capital Corporati mtnf 5.375% 0.82 4300000 1.05 0.00
GROUP Affymetrix Inc cnv 0.81 NEW 3115000 1.42 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.78 NEW 4050000 1.05 0.00
Callidus Software Inc. 4.75% D cvbond 0.70 2350000 1.63 0.00
Ttm Technologies Inc conv 0.68 NEW 3405000 1.10 0.00
Vipshop Holdings Ltd - Ads bond 0.65 NEW 3500000 1.02 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 0.63 -37.00% 3400000 1.02 0.00
Rait Financial Trust note 4.000%10/0 0.63 NEW 3500000 0.98 0.00
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.62 -30.00% 3500000 0.97 0.00
Roi Acquisition Corp Ii 0.62 +20.00% 350168 9.69 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.60 NEW 2500000 1.31 0.00
Hf2 Financial Management 0.56 300000 10.26 0.00
PDLI PDL BioPharma 0.55 NEW 359672 8.31 9.51
Ascent Cap Group Inc note 4.000% 7/1 0.55 -45.00% 3000000 1.00 0.00
Dollar Finl Corp note 3.000% 4/0 0.53 +55.00% 3100000 0.93 0.00
Ramco-gershenson Pptys Tr perp pfd-d cv 0.51 -21.00% 46518 59.89 0.00
Hyde Pk Acquisition Corp Ii 0.48 250000 10.48 0.00
Chart Acquisition 0.45 250000 9.91 0.00
Capitol Acquisition Corp Ii 0.45 250000 9.85 0.00
Silver Eagle Acquisition Cor 0.44 250000 9.73 0.00
Cambridge Cap Acquisition 0.44 NEW 250000 9.62 0.00
Developers Diversified Rlty note 1.750%11/1 0.42 -67.00% 2000000 1.16 0.00
Qiagen N.v. 0.40 NEW 105000 21.09 0.00
Ship Finance International sr cv nt 0.40 NEW 2000000 1.10 0.00
Cenveo Corp conv bnd 0.38 -20.00% 2000000 1.03 0.00
Hennessy Capital Acquisition 0.37 NEW 200000 10.06 0.00
Levy Acquisition 0.37 NEW 211351 9.65 0.00
Quartet Merger 0.32 +2.00% 179600 9.77 0.00
Beazer Homes Pfd 7.5% 2015 pfd cv 0.31 -59.00% 53481 31.38 0.00
Mergeworthrx 0.30 201107 8.08 0.00
Global Defense & Natl Sec Sy 0.28 150000 10.12 0.00
Rait Financial Trust - Putable At 100 conv bond 0.25 1000000 1.38 0.00
Epr Properties 0.24 NEW 24469 53.37 0.00
Infinity Cross Bo 0.24 NEW 162750 8.00 0.00
PCLN priceline.com Incorporated 0.23 NEW 1050 1191.43 1252.83
Quinpario Acquisition 0.19 101200 10.29 0.00
Dominion Resources Inc 6% 07/01/2016 conbnp 0.18 NEW 17000 57.71 0.00
Epr Properties Pfd C 5.75% 0.17 -78.00% 43855 21.16 0.00
UVV Universal Corporation 0.15 NEW 14267 55.86 53.02
ONNN ON Semiconductor 0.14 NEW 82900 9.40 8.80
Boulevard Acquis Corp Ut1com & 0.14 NEW 78258 10.07 0.00
CPHD Cepheid 0.10 NEW 10900 51.56 39.54
AINV Apollo Investment 0.09 60300 8.31 8.79
BDN Brandywine Realty Trust 0.09 NEW 33000 14.45 15.79
Ddr Corp stock 0.09 -62.00% 30000 16.47 0.00
Nextera Energy Inc unit 0.09 8000 61.38 0.00
EXAS EXACT Sciences Corporation 0.08 NEW 30000 14.17 16.01
Proshares Trust Ultrapro Short S&p500 etf 0.08 NEW 7500 56.13 0.00
UMC United Microelectronics 0.07 171600 2.08 2.38
Health Care Reit Pfd I 6.5% 0.07 7000 55.43 0.00
Emerald Oil 0.06 NEW 50000 6.72 0.00
WRE Washington Real Estate Investment Trust 0.05 NEW 10411 23.92 27.12
AMRN Amarin Corporation 0.05 NEW 151400 1.81 1.60
Credit Suisse Nassau Brh invrs vix sterm 0.04 NEW 7000 31.57 0.00
11/14/2018 W EXP 11/14/2018 0.04 50000 4.10 0.00
Chart Acquisition Co *w exp 12/1 0.03 237700 0.69 0.00
Ipath S&p 500 Vix S/t Fu Etn 0.03 NEW 10000 15.70 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.03 235000 0.72 0.00
Bank Of America Corp w exp 10/201 0.02 91600 0.91 0.00
Citigroup Inc Com Us cmn 0.02 166500 0.64 0.00
Sanofi Aventis Wi Conval Rt 0.02 +25.00% 275000 0.32 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.02 290168 0.44 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.02 NEW 250000 0.42 0.00
MOV Movado 0.01 NEW 897 45.71 40.39
FPO First Potomac Realty Trust 0.01 NEW 5467 12.99 13.23
Infinity Cross Bo 0.01 NEW 58450 0.77 0.00
Aquasition Corp *w exp 99/99/999 0.01 -4.00% 200000 0.26 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 124700 0.49 0.00
Quinpario Acquisition Corp *w exp 09/27/201 0.01 -17.00% 82500 0.63 0.00
Quartet Merger Corp right 99/99/9999 0.01 +2.00% 179600 0.43 0.00
Levy Acquisition Corp w exp 11/19/201 0.01 NEW 93700 0.65 0.00
Citigroup Inc *w exp 10/28/201 0.00 115500 0.04 0.00
Collabrium Japan Acquisitn C *w exp 99/99/999 0.00 62611 0.14 0.00
Roi Acquisition Corp Ii 0.00 NEW 2000 10.00 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT