Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for December 2013 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Lions Gate Entmt Inc note 3.625% 3/1 9.76 -7.00% 12831000 3.83 0.00
Microchip Technology Inc sdcv 2.125%12/1 6.81 +5.00% 19710000 1.74 0.00
Pdl Biopharma Inc cnv 6.18 -12.00% 20221000 1.54 0.00
Uthr 1 09/15/16 6.12 +30.00% 13000000 2.37 0.00
Western Refng Inc note 5.750% 6/1 5.64 -40.00% 6401000 4.44 0.00
Omnicare Inc 3.75% '42 conv 4.23 +55.00% 14000000 1.52 0.00
SPY SPDR S&P; 500 ETF 4.03 -24.00% 110000 184.70 188.16
Teleflex Inc note 3.875% 8/0 3.83 +249.00% 12221000 1.58 0.00
Jetblue Airways Corp dbcv 6.750%10/1 2.99 -11.00% 7895000 1.91 0.00
Micron Technology Inc note 2.51 +10.00% 5500000 2.30 0.00
Priceline Com Inc note 1.250% 3/1 2.50 3300000 3.82 0.00
Novellus Systems, Inc. note 2.625% 5/1 2.49 +25.00% 7500000 1.67 0.00
Equinix Inc note 4.750% 6/1 2.28 5234000 2.19 0.00
Hercules Tech Growth Cap Inc cnv 2.22 -11.00% 7992000 1.40 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 1.95 -45.00% 132710 73.88 0.00
Mylan Inc note 3.750% 9/1 1.95 -53.00% 3000000 3.28 0.00
Hawaiian Holdings Inc conv 1.51 NEW 5640000 1.35 0.00
Omnicare Inc note 3.750%12/1 1.41 3085000 2.30 0.00
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 1.37 -40.00% 2970000 2.32 0.00
Developers Diversified Rlty note 1.750%11/1 1.36 -44.00% 6175000 1.11 0.00
Ascent Cap Group Inc note 4.000% 7/1 1.17 +10.00% 5500000 1.07 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 1.08 -10.00% 5400000 1.01 0.00
Jetblue Airways Corp dbcv 6.750%10/1 1.06 NEW 3000000 1.78 0.00
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 1.06 NEW 5100000 1.05 0.00
Enpro Industries Inc note 1.05 -39.00% 3000000 1.76 0.00
Home Inns & Hotels Mgmt Inc note 2.000%12/1 1.03 NEW 5000000 1.04 0.00
Merrimack Pharmaceuticals In note 4.500% 7/1 1.03 5000000 1.04 0.00
Salesforce Com Inc note 0.750% 1/1 1.02 2000000 2.58 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.00 NEW 4000000 1.26 0.00
Beazer Homes Pfd 7.5% 2015 pfd cv 0.98 -21.00% 133264 37.00 0.00
Callaway Golf 0.97 NEW 3975000 1.23 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.97 NEW 5250000 0.93 0.00
Xilinx Inc sdcv 3.125% 3/1 0.94 3000000 1.58 0.00
Prospect Capital Corporati mtnf 5.375% 0.90 4300000 1.05 0.00
Jetblue Airways Corp dbcv 5.500%10/1 0.89 2240000 1.99 0.00
Starwood Ppty note 4.0% 1/15/ 0.88 -20.00% 4000000 1.11 0.00
Bpz Resources Inc note 8.500%10/0 0.87 NEW 4900000 0.89 0.00
Callidus Software Inc. 4.75% D cvbond 0.83 NEW 2350000 1.77 0.00
Gain Cap Hldgs Inc note 4.125%12/0 0.83 NEW 4500000 0.93 0.00
Epr Properties Pfd C 5.75% 0.80 +100.00% 200000 20.14 0.00
Ramco-gershenson Pptys Tr perp pfd-d cv 0.69 +91.00% 59568 58.37 0.00
Hf2 Financial Management 0.61 300000 10.18 0.00
Roi Acquisition Corp Ii 0.55 NEW 290168 9.52 0.00
Cenveo Corp conv bnd 0.54 -50.00% 2500000 1.09 0.00
Hyde Pk Acquisition Corp Ii 0.53 250000 10.60 0.00
Alpha Natural Resources Inc note 4.875%12/1 0.53 NEW 2500000 1.07 0.00
Resource Cap Corp Note 6.000%12/0 note 0.50 NEW 2500000 1.00 0.00
Chart Acquisition 0.48 250000 9.75 0.00
Capitol Acquisition Corp Ii 0.48 250000 9.62 0.00
Silver Eagle Acquisition Cor 0.48 NEW 250000 9.68 0.00
Levy Acquisition Corp Unit 1 0 0.40 NEW 200000 10.01 0.00
Dollar Finl Corp note 3.000% 4/0 0.38 -42.00% 2000000 0.96 0.00
Quartet Merger 0.33 NEW 174600 9.62 0.00
Mergeworthrx 0.32 NEW 201107 8.13 0.00
Global Defense & Natl Sec Sy 0.30 NEW 150000 10.05 0.00
Sandisk Corp note 1.500% 8/1 0.29 NEW 1000000 1.47 0.00
Rait Financial Trust - Putable At 100 conv bond 0.28 NEW 1000000 1.42 0.00
Ddr Corp stock 0.24 +60.00% 80000 15.38 0.00
Quinpario Acquisition 0.20 NEW 100000 10.10 0.00
ELY Callaway Golf Company 0.17 100000 8.43 9.50
SFUN SouFun Holdings 0.16 NEW 10000 82.40 14.37
Silver Standard Res 0.14 NEW 100000 6.96 0.00
Collabrium Japan 0.13 NEW 62611 10.29 0.00
NLY Annaly Capital Management 0.10 50000 9.98 11.38
AINV Apollo Investment 0.10 60300 8.47 8.15
Nextera Energy Inc unit 0.09 -20.00% 8000 56.50 0.00
UMC United Microelectronics 0.07 171600 2.04 2.11
Health Care Reit Pfd I 6.5% 0.07 -59.00% 7000 51.43 0.00
HCN Health Care REIT 0.06 -88.00% 5971 53.59 61.38
11/14/2018 W EXP 11/14/2018 0.04 50000 4.14 0.00
Chart Acquisition Co *w exp 12/1 0.04 -4.00% 238200 0.78 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.03 NEW 235000 0.60 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.03 NEW 290168 0.50 0.00
Gevo 0.02 NEW 70000 1.43 0.00
Citigroup Inc Com Us cmn 0.02 166500 0.65 0.00
Quartet Merger Corp right 99/99/9999 0.02 NEW 174600 0.52 0.00
Bank Of America Corp w exp 10/201 0.01 92300 0.77 0.00
Sanofi Aventis Wi Conval Rt 0.01 +100.00% 220000 0.34 0.00
Aquasition Corp *w exp 99/99/999 0.01 NEW 209500 0.24 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 124700 0.60 0.00
Quartet Merger Corp unit 99/99/9999t 0.01 NEW 5000 10.00 0.00
Quinpario Acquisition Corp *w exp 09/27/201 0.01 NEW 100000 0.36 0.00
Citigroup Inc *w exp 10/28/201 0.00 115500 0.06 0.00
Collabrium Japan Acquisitn C *w exp 99/99/999 0.00 62611 0.11 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT