Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for March 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Electronic Arts Inc conv 6.99 +108.00% 25900000 1.85 0.00
Novellus Systems, Inc. note 2.625% 5/1 5.50 +29.00% 18380000 2.05 0.00
Jetblue Airways Corp dbcv 6.750%10/1 5.16 +12.00% 8895000 3.97 0.00
Wellpoint Inc Note cb 4.13 NEW 13733000 2.06 0.00
Teleflex Inc note 3.875% 8/0 3.97 -33.00% 13878000 1.96 0.00
Molina Healthcare Inc. conv 3.79 -4.00% 15350000 1.69 0.00
Iconix Brand Group, Inc. conv 3.73 +21.00% 21500000 1.19 0.00
Jarden Corp note 1.875% 9/1 3.49 -5.00% 14000000 1.71 0.00
Microchip Technology Inc sdcv 2.125%12/1 3.38 -56.00% 11868000 1.95 0.00
Actavis Plc Conv Pfd Ser A pfd conv ser a 3.12 NEW 20750 1029.69 0.00
Hologic Inc frnt 2.000%12/1 2.54 +41.00% 11858000 1.47 0.00
Spirit Rlty Cap Inc New Note cb 1.97 -8.00% 13486000 1.00 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 1.96 14000000 0.96 0.00
Take-two Interactive Softwar note 1.000% 7/0 1.90 +30.00% 9928000 1.31 0.00
Priceline.com debt 1.000% 3/1 1.88 +28.00% 9600000 1.34 0.00
Sunedison Inc note 2.000%10/0 1.78 NEW 7100000 1.72 0.00
Spirit Realty Capital Inc convertible cor 1.76 12026000 1.00 0.00
Wright Medical Group Inc note 2 000 8/1 1.68 +84.00% 9812000 1.17 0.00
Vector Group Ltd note 1.75% 4/15 1.61 +3.00% 10300000 1.07 0.00
Acorda Therap note 1.75% 6/15 1.59 +93.00% 10650000 1.02 0.00
Jarden Corp conv 1.50 NEW 7250000 1.42 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.43 +4.00% 9400000 1.04 0.00
Take-two Interactive Sof note 1.34 -41.00% 6570000 1.40 0.00
Alere Inc note 3.000% 5/1 1.32 -10.00% 7600000 1.19 0.00
GROUP Affymetrix Inc cnv 1.32 +43.00% 4130000 2.19 0.00
Brookdale Senior Living note 1.31 NEW 6450000 1.39 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 1.23 NEW 5700000 1.48 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 1.22 +30.00% 8356000 1.00 0.00
Cemex Sab De Cv conv bnd 1.21 NEW 7025000 1.18 0.00
J2 Global Inc note 3.250% 6/1 1.16 +25.00% 6900000 1.15 0.00
Proofpoint Inc note 1.250%12/1 1.16 NEW 5000000 1.59 0.00
JNK SPDR Barclays Capital High Yield B 1.15 NEW 200000 39.22 39.12
Nvidia Corp note 1.000 12/0 1.13 -35.00% 6550000 1.18 0.00
Seacor Holding Inc note 3.000 11/1 1.05 +83.00% 8250000 0.87 0.00
Depomed Inc conv 1.03 NEW 5350000 1.32 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.02 6544000 1.07 0.00
National Health Invs Inc note 0.91 +47.00% 5893000 1.06 0.00
Rait Financial Trust note 4.000%10/0 0.87 -39.00% 7000000 0.85 0.00
Healthways Inc note 1.500% 7/0 0.85 NEW 5000000 1.16 0.00
Canadian Solar Inc note 4.250% 2/1 0.84 NEW 5500000 1.04 0.00
Seacor Holdings Inc note 2.500%12/1 0.79 NEW 5230000 1.03 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.76 -66.00% 2500000 2.07 0.00
Dht Holdings Inc cv acrd nt4.5%19 0.72 NEW 4600000 1.07 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.56 NEW 3000000 1.29 0.00
Ramco-gershenson Pptys Tr perp pfd-d cv 0.55 +62.00% 56900 66.75 0.00
Envestnet Inc note 1.750%12/1 0.54 -23.00% 3300000 1.12 0.00
Starwood Ppty note 4.0% 1/15/ 0.50 -70.00% 2950000 1.15 0.00
Roi Acquisition Corp Ii 0.50 350168 9.86 0.00
Vipshop Holdings Ltd - Ads bond 0.46 NEW 2000000 1.56 0.00
Altra Holdings, Inc note 2.750% 3/0 0.44 -9.00% 2600000 1.16 0.00
Workday Inc conv 0.44 2500000 1.20 0.00
Hawaiian Holdings Inc conv 0.41 1000000 2.82 0.00
Cambridge Cap Acquisition 0.37 250000 10.05 0.00
Encore Cap Group Inc note 3.000%11/2 0.36 -53.00% 1750000 1.39 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.36 7000 354.43 0.00
Quidel Corp note 3.250%12/1 0.36 -43.00% 2250000 1.09 0.00
Spirit Realty reit 0.35 +32.00% 200000 12.08 0.00
Capitol Acquisition Corp Ii 0.34 -8.00% 230000 10.11 0.00
Ctrip.com Inter Ltd. conv 0.33 NEW 2200000 1.04 0.00
Thrx 2 1/8 01/15/23 0.31 2500000 0.85 0.00
Energy Xxi Bermuda Ltd note 3.000%12/1 0.31 7375000 0.29 0.00
Rait Financial Trust 0.30 +200.00% 300000 6.86 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.28 -7.00% 195000 9.95 0.00
RHT Red Hat 0.25 +59.00% 22200 75.77 65.33
Hydra Inds Acquisition Corp unit 10/20/2021 0.25 -12.00% 175000 9.85 0.00
Global Defense & Natl Sec Sy 0.23 150000 10.41 0.00
HOLX Hologic 0.22 NEW 44900 33.03 31.98
1,000% Sina 01.12.2018 note 0.22 1650000 0.90 0.00
Gramercy Property Trust 0.20 NEW 50000 28.08 0.00
UVV Universal Corporation 0.19 27660 47.14 45.24
ZINC HORSEHEAD HOLDING 0.18 100000 12.66 11.97
Boulevard Acquis Corp Ut1com & 0.18 123258 10.14 0.00
Levy Acquisition 0.18 -58.00% 92477 13.15 0.00
ILMN Illumina 0.17 6200 185.65 191.44
Terrapin 3 Acquisition Corp unit 06/27/2019 0.16 106801 10.08 0.00
1347 Cap Corp unit 99/99/9999 0.15 100000 10.02 0.00
RPT Ramco-Gershenson Properties Trust 0.14 50000 18.60 18.30
Wl Ross Holding Corp Uts 0.14 90800 10.48 0.00
Resource Capital Corporation note 8.000 1/1 added 0.14 NEW 1000000 0.96 0.00
PDLI PDL BioPharma 0.13 -32.00% 125082 7.03 7.02
FOR Forestar 0.12 NEW 50000 15.78 15.09
Halcon Resources 0.12 +81.00% 532000 1.54 0.00
AKAM Akamai Technologies 0.11 10600 71.04 69.99
ROVI Rovi Corporation 0.11 NEW 40170 18.20 22.06
Harmony Merger Corp unit 99/99/9999 0.11 NEW 75000 10.00 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.11 NEW 75000 10.08 0.00
CX Cemex SAB de CV 0.10 NEW 75000 9.47 9.12
Amsburg Corp pfd 5.25% 0.10 -65.00% 5745 123.76 0.00
T Mobile Us Inc conv pfd ser a 0.09 -89.00% 10600 58.40 0.00
Scorpio Tankers Inc shs 0.08 -45.00% 55000 9.42 0.00
Boulevard Acquisition 0.08 55000 9.80 0.00
ENOC EnerNOC 0.07 NEW 40000 11.40 11.28
CTXS Citrix Systems 0.05 -49.00% 5700 63.86 59.63
Credit Suisse Nassau Brh invrs vix sterm 0.05 -50.00% 9750 34.67 0.00
TSL Trina Solar 0.04 20400 12.11 11.28
Ar Cap Acquisition 0.04 +150.00% 25000 9.92 0.00
Quinpario Acquisition Corp 2 0.04 NEW 26100 9.85 0.00
Hydra Inds Acquisition 0.03 NEW 25000 9.56 0.00
Sanofi Aventis Wi Conval Rt 0.02 +8.00% 245000 0.68 0.00
11/14/2018 W EXP 11/14/2018 0.02 50000 2.34 0.00
Qiagen N.v. 0.01 NEW 2500 22.80 0.00
AINV Apollo Investment 0.01 -84.00% 9300 7.63 7.73
Bank Of America Corp w exp 10/201 0.01 91600 0.52 0.00
Citigroup Inc Com Us cmn 0.01 81500 0.72 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 -20.00% 90724 1.00 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.01 280168 0.24 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.01 239655 0.24 0.00
Levy Acquisition Corp w exp 11/19/201 0.01 -82.00% 16200 4.14 0.00
Wl Ross Hldg 0.01 4200 10.00 0.00
Garnero Group Acquition Rts right 06/25/2016 0.01 200000 0.19 0.00
SWN Southwestern Energy Company 0.00 NEW 400 22.50 21.94
Citigroup Inc *w exp 10/28/201 0.00 115500 0.03 0.00
Roi Acquisition Corp Ii 0.00 2000 10.00 0.00
Boulevard Acquisition Corp w exp02/19/201 0.00 9750 0.62 0.00
Jason Inds Inc w exp 06/30/201 0.00 -40.00% 22500 0.80 0.00
Wl Ross Holding Corp wrt 0.00 200 0.00 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.00 -5.00% 179900 0.11 0.00
Pangaea Logistics Solution L shs 0.00 -13.00% 9460 2.64 0.00
Hydra Industries Acquisition wrnt 0.00 NEW 3557 0.28 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 +54.00% 6800 0.44 0.00
Hydra Inds Acquisition Corp right 99/99/9999 0.00 NEW 25000 0.36 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.00 NEW 25000 0.52 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT