Basso Capital Management
Latest statistics and disclosures from Basso Capital Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are Gilead Sciences conv, Lions Gate Entmt Inc note 3.625% 3/1, Us Airways Group Inc note 7.250% 5/1, Wesco Intl Inc dbcv 6.000% 9/1, SPY. These five stock positions account for 32.20% of Basso Capital Management's total stock portfolio.
- Added to shares of Gilead Sciences conv (+$35.05M), SPY (+$23.50M), Western Refng Inc note 5.750% 6/1 (+$18.93M), Omnicare Cap Tr Ii pfd b tr 4.00% (+$13.98M), Developers Diversified Rlty note 1.750%11/1 (+$5.95M), Mastec note 4% 06/14, Wesco Intl Inc dbcv 6.000% 9/1, Pdl Biopharma Inc cnv, TAKE-TWO INTER CONVERTIBLE security, VSH.
- Started new stock positions in SPW, Arcelormittal Sa Luxembourg mand cv nt 16, CSH, MTG, MT, CLF, Ultrapro Short S&p 500 Proshar, NKE, Mastec note 4% 06/14, GILD, ALL, VSH, AKS, BMR, TRV,
- Reduced shares in these stocks: Gilead Sciences conv (-$34.44M), Biomarin Pharmaceutical Inc note 1.875% 4/2 (-$20.48M), Sba Communications Corp note 4.000%10/0 (-$8.59M), Teradyne Inc note 4.500% 3/1 (-$7.75M), CUBIST PHARM CONVERTIBLE security (-$7.22M), Equinix Inc note 3.000%10/1 (-$7.07M), XLU (-$6.98M), Omnicare Inc 3.75% '42 conv (-$6.94M), E M C Corp Mass note 1.750%12/0 (-$6.40M), Saks Inc note 2.000% 3/1 (-$5.94M).
- Sold out of its positions in Ak Steel Corp. conv, AMD, AA, Alliance Data Systems Corp note 1.750% 8/0, ARCC, Arris Group Inc note 2.000%11/1, BPZ, Biomarin Pharmaceutical Inc note 1.875% 4/2, BKD,
- As of March 31, 2013, Basso Capital Management has $599.07M in assets under management (AUM). Assets under management dropped from a total value of $600.33M to $599.07M.
- Independent of market fluctuations, Basso Capital Management was a net seller by $56.37M worth of stocks in the most recent quarter.
Basso Capital Management portfolio companies for quarter ending March 2013
| Ticker | Name | Portfolio Weight | Change | Share Count | Price | Last Trade |
|---|---|---|---|---|---|---|
| Gilead Sciences conv | 7.30 | +403.00% | 20150000 | 2.17 | 0.00 | |
| Lions Gate Entmt Inc note 3.625% 3/1 | 7.15 | 14831000 | 2.89 | 0.00 | ||
| Us Airways Group Inc note 7.250% 5/1 | 7.05 | 11388000 | 3.71 | 0.00 | ||
| Wesco Intl Inc dbcv 6.000% 9/1 | 5.46 | +15.00% | 12440000 | 2.63 | 0.00 | |
| SPY | SPDR S&P; 500 ETF | 5.23 | +300.00% | 200000 | 156.67 | 164.51 |
| Western Refng Inc note 5.750% 6/1 | 4.37 | +260.00% | 7200000 | 3.64 | 0.00 | |
| Microchip Technology Inc sdcv 2.125%12/1 | 4.08 | -4.00% | 17210000 | 1.42 | 0.00 | |
| Mylan Inc note 3.750% 9/1 | 3.72 | -9.00% | 10075000 | 2.21 | 0.00 | |
| Pdl Biopharma Inc cnv | 3.41 | +23.00% | 15700000 | 1.30 | 0.00 | |
| Equinix Inc note 4.750% 6/1 | 3.00 | -22.00% | 6800000 | 2.64 | 0.00 | |
| National Finl Partners Corp note 4.000% 6/1 | 2.90 | -17.00% | 9400000 | 1.85 | 0.00 | |
| Virgin Media Inc note 6.500%11/1 | 2.85 | -13.00% | 6500000 | 2.63 | 0.00 | |
| Verisign Inc sdcv 3.250% 8/1 | 2.50 | +17.00% | 10135000 | 1.48 | 0.00 | |
| Jetblue Airways Corp dbcv 6.750%10/1 | 2.41 | +12.00% | 8895000 | 1.62 | 0.00 | |
| Omnicare Cap Tr Ii pfd b tr 4.00% | 2.33 | NEW | 272588 | 51.29 | 0.00 | |
| Equinix Inc note 3.000%10/1 | 2.09 | -36.00% | 6210000 | 2.02 | 0.00 | |
| Salesforce Com Inc note 0.750% 1/1 | 1.75 | 5000000 | 2.10 | 0.00 | ||
| Covanta Holding Conv conv bnd | 1.70 | +20.00% | 7850000 | 1.30 | 0.00 | |
| Sba Communications Corp note 4.000%10/0 | 1.60 | -47.00% | 4000000 | 2.39 | 0.00 | |
| Cadence Design Sys Cvt 2.625 6 convert | 1.57 | 5000000 | 1.88 | 0.00 | ||
| Omnicare Inc 3.75% '42 conv | 1.50 | -43.00% | 8000000 | 1.12 | 0.00 | |
| Sba Communications Corp note 1.875% 5/0 | 1.44 | +13.00% | 5000000 | 1.72 | 0.00 | |
| Micron Technology Inc. conv | 1.30 | +3.00% | 6700000 | 1.16 | 0.00 | |
| CUBIST PHARM CONVERTIBLE security | 1.14 | -51.00% | 4000000 | 1.70 | 0.00 | |
| Kohlberg Capital Corp note 8.750% 3/1 | 1.12 | +68.00% | 5051000 | 1.33 | 0.00 | |
| Symantec Corp note 1.000% 6/1 | 1.08 | +11.00% | 5001000 | 1.29 | 0.00 | |
| XLF | Financial Select Sector SPDR | 1.06 | -12.00% | 350000 | 18.21 | 19.61 |
| Annaly Cap Mgmt Inc note 5.000% 5/1 | 1.04 | -25.00% | 6000000 | 1.04 | 0.00 | |
| Beazer Homes Pfd 7.5% 2015 pfd cv | 1.02 | +6.00% | 227507 | 26.89 | 0.00 | |
| Developers Diversified Rlty note 1.750%11/1 | 0.99 | NEW | 5000000 | 1.19 | 0.00 | |
| Coinstar Inc note 4.000% 9/0 | 0.91 | -20.00% | 3800000 | 1.43 | 0.00 | |
| GROUP Affymetrix Inc cnv | 0.87 | -16.00% | 5000000 | 1.04 | 0.00 | |
| Hercules Tech Growth Cap Inc cnv | 0.82 | 4492000 | 1.09 | 0.00 | ||
| Mastec note 4% 06/14 | 0.78 | NEW | 2500000 | 1.88 | 0.00 | |
| Pdl Biopharma Inc note 3.750% 5/0 | 0.68 | -47.00% | 3350000 | 1.21 | 0.00 | |
| Encore Capital Group note 3.000%11/2 | 0.57 | -40.00% | 3000000 | 1.13 | 0.00 | |
| TAKE-TWO INTER CONVERTIBLE security | 0.51 | NEW | 2000000 | 1.54 | 0.00 | |
| Saks Inc note 2.000% 3/1 | 0.50 | -66.00% | 3000000 | 1.00 | 0.00 | |
| Endo Pharmaceuticals Hldgs I note 1.750% 4/1 | 0.50 | -64.00% | 2500000 | 1.19 | 0.00 | |
| Scg Finl Acquisition | 0.50 | 300000 | 9.98 | 0.00 | ||
| Dendreon Corp note | 0.46 | -12.00% | 3500000 | 0.78 | 0.00 | |
| VSH | Vishay Intertechnology | 0.45 | NEW | 200000 | 13.61 | 14.20 |
| Micron Technology Inc Mu Cvt 1 convert | 0.44 | NEW | 2500000 | 1.06 | 0.00 | |
| Hyde Pk Acquisition Corp Ii | 0.43 | 250000 | 10.30 | 0.00 | ||
| Roi Acquisition | 0.41 | 250000 | 9.89 | 0.00 | ||
| Chart Acquisition | 0.40 | NEW | 250000 | 9.50 | 0.00 | |
| Starwood Property Trust note | 0.37 | NEW | 2000000 | 1.10 | 0.00 | |
| Hawaiian Holdings Inc conv | 0.35 | -50.00% | 1970000 | 1.07 | 0.00 | |
| MU | Micron Technology | 0.33 | +100.00% | 200000 | 9.98 | 11.42 |
| Epr Properties | 0.32 | 36569 | 52.04 | 0.00 | ||
| Blue Wolf Mongolia Holdings shs | 0.31 | 187360 | 9.99 | 0.00 | ||
| Trio Merget Corp Com Stk | 0.29 | 175100 | 10.09 | 0.00 | ||
| AMRN | Amarin Corporation | 0.27 | -17.00% | 218800 | 7.41 | 6.78 |
| Thrx 2 1/8 01/15/23 | 0.27 | NEW | 1500000 | 1.09 | 0.00 | |
| Arcelormittal Sa Luxembourg mand cv nt 16 | 0.26 | NEW | 75000 | 20.92 | 0.00 | |
| GILD | Gilead Sciences | 0.25 | NEW | 30000 | 48.93 | 55.81 |
| MDVN | Medivation | 0.23 | +15.00% | 29700 | 46.77 | 48.73 |
| Bpz Resources Inc bond | 0.19 | -62.00% | 1450000 | 0.80 | 0.00 | |
| Rwt 4 5/8 04/15/18 | 0.19 | NEW | 1050000 | 1.10 | 0.00 | |
| Barnes Group Inc note 3.375% 3/1 | 0.18 | NEW | 1000000 | 1.09 | 0.00 | |
| BMR | BioMed Realty Trust | 0.18 | NEW | 50000 | 21.60 | 22.20 |
| CVA | Covanta Holding Corporation | 0.17 | 50000 | 20.16 | 20.69 | |
| TICC | TICC Capital | 0.17 | +100.00% | 100000 | 9.94 | 9.90 |
| SNDK | SanDisk Corporation | 0.17 | -40.00% | 18600 | 55.00 | 57.00 |
| MT | ArcelorMittal | 0.16 | NEW | 75000 | 13.03 | 12.86 |
| Ddr Corp stock | 0.15 | NEW | 50000 | 17.42 | 0.00 | |
| JBLU | JetBlue Airways Corporation | 0.12 | +100.00% | 100000 | 6.90 | 6.38 |
| NKE | NIKE | 0.12 | NEW | 11800 | 58.98 | 62.31 |
| Ultrapro Short S&p 500 Proshar | 0.12 | NEW | 26200 | 27.52 | 0.00 | |
| ELY | Callaway Golf Company | 0.11 | 100000 | 6.62 | 6.80 | |
| NUAN | Nuance Communications | 0.10 | -58.00% | 30000 | 20.17 | 19.21 |
| CX | Cemex SAB de CV | 0.10 | -50.00% | 50000 | 12.20 | 11.48 |
| PCLN | priceline.com Incorporated | 0.09 | -40.00% | 778 | 687.66 | 801.67 |
| AINV | Apollo Investment | 0.09 | 63400 | 8.36 | 8.58 | |
| Epr Properties Pfd C 5.75% | 0.09 | 25000 | 22.52 | 0.00 | ||
| CLF | Cliffs Natural Resources | 0.08 | NEW | 25000 | 19.00 | 20.37 |
| Sanchez Energy Corp C ommon stocks | 0.08 | NEW | 25000 | 19.92 | 0.00 | |
| MTG | MGIC Investment | 0.07 | NEW | 85000 | 4.94 | 5.99 |
| TRV | Travelers Companies | 0.06 | NEW | 4200 | 84.29 | 82.94 |
| ALL | Allstate Corporation | 0.06 | NEW | 7250 | 49.10 | 48.73 |
| Hartford Finl Svcs Wt Exp 0626 wt | 0.06 | 21943 | 17.09 | 0.00 | ||
| SPW | SPX Corporation | 0.05 | NEW | 3975 | 78.99 | 76.82 |
| UMC | United Microelectronics | 0.05 | 171600 | 1.80 | 2.15 | |
| CSH | Cash America International | 0.04 | NEW | 5000 | 52.40 | 46.65 |
| AKS | AK Steel Holding Corporation | 0.03 | NEW | 50000 | 3.32 | 3.45 |
| Sanofi Aventis Wi Conval Rt | 0.03 | 100000 | 1.78 | 0.00 | ||
| Roi Acquisition Corp *w exp 02/28/201 | 0.03 | 247000 | 0.80 | 0.00 | ||
| Ipath S&p 500 Vix Short Term F | 0.03 | -72.00% | 10000 | 20.20 | 0.00 | |
| Chart Acquisition Co *w exp 12/1 | 0.03 | NEW | 250000 | 0.64 | 0.00 | |
| UVV | Universal Corporation | 0.02 | -60.00% | 2588 | 56.03 | 58.86 |
| Citigroup Inc Com Us cmn | 0.02 | 241500 | 0.51 | 0.00 | ||
| Mattress Firm Holding | 0.02 | NEW | 3400 | 34.41 | 0.00 | |
| Bonanza Creek Energy | 0.02 | NEW | 2375 | 38.74 | 0.00 | |
| 11/14/2018 W EXP 11/14/2018 | 0.02 | 50000 | 2.90 | 0.00 | ||
| AAPL | Apple | 0.01 | 200 | 445.00 | 445.15 | |
| Bank Of America Corp w exp 10/201 | 0.01 | 92300 | 0.73 | 0.00 | ||
| Citigroup Inc *w exp 10/28/201 | 0.00 | 115500 | 0.08 | 0.00 | ||
| Citi | 0.00 | 98 | 40.82 | 0.00 | ||
| Blue Wolf Mongolia Holdings *w exp 07/20/201 | 0.00 | 125100 | 0.22 | 0.00 | ||
| Collabrium Japan Acquisitn C *w exp 99/99/999 | 0.00 | 62611 | 0.21 | 0.00 |
Past 13F-HR SEC Filings for Basso Capital Management
- Basso Capital Management 2012 Q4 amended - filed Feb. 22, 2013
- Basso Capital Management 2012 Q4 - filed Feb. 14, 2013
- Basso Capital Management 2012 Q3 - filed Nov. 14, 2012
- Basso Capital Management 2012 Q2 - filed Aug. 14, 2012
- Basso Capital Management 2012 Q1 - filed May 15, 2012
- Basso Capital Management 2011 Q4 - filed Feb. 13, 2012
- Basso Capital Management 2011 Q3 - filed Nov. 14, 2011
- Basso Capital Management 2011 Q2 - filed Aug. 15, 2011
- Basso Capital Management 2011 Q1 - filed May 16, 2011
- Basso Capital Management 2010 Q4 - filed Feb. 14, 2011