Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for December 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Electronic Arts Inc conv 6.27 -23.00% 19700000 2.15 0.00
Verisign Inc sdcv 3.250% 8/1 5.74 NEW 15140000 2.56 0.00
Jetblue Airways Corp dbcv 6.750%10/1 4.75 -22.00% 6895000 4.65 0.00
Microchip Technology Inc sdcv 2.125%12/1 4.58 +37.00% 16272000 1.90 0.00
VGK Vanguard European ETF 3.69 NEW 500000 49.88 53.41
Jarden Corp note 1.875% 9/1 3.58 -5.00% 13285000 1.82 0.00
Palo Alto Networks Inc note 7/0 3.57 NEW 14623000 1.65 0.00
Take-two Interactive Softwar note 1.000% 7/0 3.26 +32.00% 13178000 1.67 0.00
Jarden Corp conv 2.81 +75.00% 12750000 1.49 0.00
Nvidia Corp note 1.000 12/0 2.70 +67.00% 10970000 1.66 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.27 +66.00% 15660000 0.98 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 1.96 +42.00% 8140000 1.63 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.94 -69.00% 5580000 2.35 0.00
Molina Healthcare Inc. conv 1.90 -45.00% 8300000 1.55 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.89 NEW 7680000 1.66 0.00
J2 Global Inc note 3.250% 6/1 1.89 +41.00% 9750000 1.31 0.00
Priceline.com debt 1.000% 3/1 1.85 -8.00% 8808000 1.42 0.00
Spirit Realty Capital Inc convertible cor 1.79 +4.00% 12580000 0.96 0.00
Proofpoint Inc note 1.250%12/1 1.78 +39.00% 6980000 1.72 0.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.77 NEW 7720000 1.55 0.00
Ship Finance International sr cv nt 1.64 NEW 10250000 1.08 0.00
Medicines Co dbcv 1.375% 6/0 1.35 NEW 6400000 1.43 0.00
Mercadolibre Inc note 2.250% 7/0 1.34 NEW 8060000 1.12 0.00
National Health Invs Inc note 1.28 +49.00% 8803000 0.98 0.00
Cemex Sab De Cv conv bnd 1.24 +27.00% 8985000 0.93 0.00
Salesforce.com Inc conv 1.23 NEW 6440000 1.29 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.21 NEW 9620000 0.85 0.00
Ctrip.com Inter Ltd. conv 1.13 +163.00% 5790000 1.32 0.00
Electronics For Imaging Inc note 0.750% 9/0 1.12 NEW 7150000 1.06 0.00
Molina Healthcare Inc conv 1.11 NEW 6210000 1.21 0.00
Take-two Interactive Sof note 1.10 -38.00% 4070000 1.83 0.00
GROUP Affymetrix Inc cnv 1.07 -3.00% 4000000 1.80 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.91 NEW 4550000 1.35 0.00
Altra Holdings, Inc note 2.750% 3/0 0.78 +86.00% 4850000 1.08 0.00
Acorda Therap note 1.75% 6/15 0.77 -57.00% 4550000 1.15 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.75 NEW 3950000 1.28 0.00
Yahoo Inc note 12/0 0.73 NEW 5050000 0.98 0.00
M/i Homes Inc note 3.250% 9/1 0.72 NEW 4500000 1.08 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.70 +50.00% 3755000 1.26 0.00
Carriage Svcs Inc note 2.750% 3/1 0.70 NEW 4000000 1.19 0.00
Ares Capital Corp 5.75 16 convert 0.61 NEW 4130000 1.00 0.00
51job Inc note 3.250% 4/1 0.58 NEW 4000000 0.98 0.00
Boulevard Acquisition unit 99/99/9999 0.52 NEW 354120 9.90 0.00
Vector Group Ltd note 1.75% 4/15 0.51 -70.00% 3000000 1.14 0.00
Gores Hldgs Inc unit 99/99/9999 0.51 NEW 345052 10.00 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.50 NEW 5500000 0.61 0.00
Cowen Group Inc New note 3.000% 3/1 0.50 NEW 3500000 0.96 0.00
GOLAR LNG 0.48 NEW 206700 15.79 0.00
Garnero Group Acquisition Co shs 0.48 NEW 329535 9.81 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.46 +36.00% 4100000 0.76 0.00
Dht Holdings Inc cv acrd nt4.5%19 0.46 -43.00% 2600000 1.19 0.00
Photronics Inc note 0.45 NEW 2500000 1.21 0.00
Seacor Holdings Inc note 2.500%12/1 0.45 -38.00% 3199000 0.94 0.00
Kinder Morgan 0.44 NEW 200000 14.92 0.00
Cemex Sab De Cv conv bnd 0.44 NEW 3000000 0.99 0.00
Easterly Acquisition Corp. equities 0.44 NEW 290000 10.15 0.00
Mgic Investment Corp note 0.43 NEW 2140000 1.37 0.00
Trina Solar Limited note 4.000%10/1 0.43 NEW 3000000 0.96 0.00
Hennessy Capital Acq 0.42 NEW 289300 9.80 0.00
Spirit Rlty Cap Inc New Note cb 0.39 -79.00% 2756000 0.95 0.00
Vodafone Group New Adr F 0.38 NEW 84300 30.14 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.38 NEW 2750000 0.93 0.00
Netsuite Inc note 0.250% 6/0 0.37 NEW 2500000 0.99 0.00
Electrum Spl Acquisition Cor shs 0.35 NEW 245502 9.64 0.00
Corenergy Infrastructure note 7% 6/15 0.34 NEW 3000000 0.76 0.00
Quinpario Acquisition Corp 2 0.33 +781.00% 230100 9.70 0.00
Black Hills Corp unit 99/99/9999 0.33 NEW 40000 55.25 0.00
Gp Invts Acquisition Cor unit 99/99/9999 0.32 NEW 215000 9.95 0.00
Gp Invts Acquisition Cor shs 0.32 NEW 226522 9.61 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.30 NEW 2000000 1.02 0.00
Trina Solar Limited dbcv 3.500% 6/1 0.29 NEW 2000000 0.99 0.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.23 NEW 155000 9.95 0.00
Pace Hldgs Corp cl a 0.23 NEW 160000 9.60 0.00
EEFT Euronet Worldwide 0.22 NEW 20800 72.45 53.73
Amsburg Corp pfd 5.25% 0.22 +77.00% 10200 143.82 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.22 -20.00% 155000 9.73 0.00
Hydra Inds Acquisition Corp unit 10/20/2021 0.22 -17.00% 145000 10.09 0.00
Arowana Inc unit 99/99/9999 0.22 NEW 150000 10.05 0.00
Hydra Inds Acquisition 0.19 +420.00% 130200 9.72 0.00
Double Eagle Acquisition Cor 0.18 NEW 129900 9.56 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.18 NEW 120000 9.95 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.17 NEW 115000 10.00 0.00
Apollo Invt Corp note 5.750% 1/1 0.16 NEW 1078000 1.00 0.00
Ar Cap Acquisition 0.16 +340.00% 110000 9.73 0.00
SPY SPDR S&P; 500 ETF 0.15 NEW 5000 203.80 205.25
Pandora Media 0.15 NEW 75444 13.41 0.00
Pattern Energy 0.15 NEW 50000 20.92 0.00
CTXS Citrix Systems 0.13 +107.00% 11800 75.68 59.63
1347 Cap Corp unit 99/99/9999 0.13 -15.00% 85000 10.18 0.00
Wl Ross Holding Corp Uts 0.12 -11.00% 80800 10.25 0.00
Arowana Inc shs 0.12 NEW 85100 9.82 0.00
Easterly Acquisition 0.12 NEW 81000 9.90 0.00
UVV Universal Corporation 0.11 -51.00% 13460 56.09 45.24
Wpx Energy 0.11 NEW 125000 5.74 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.11 -28.00% 76801 10.05 0.00
Terrapin 3 Acquisition 0.11 NEW 78101 9.86 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.11 75000 9.80 0.00
Alphabet Inc Class A cs 0.11 NEW 950 777.89 0.00
Hennessy Cap Acquisition Cor 0.11 NEW 76253 9.64 0.00
Twenty-first Century Fox 0.10 NEW 25300 27.15 0.00
Harmony Merger 0.10 NEW 69958 9.82 0.00
Global Partner Acquisition C 0.10 NEW 70601 9.90 0.00
KND Kindred Healthcare 0.09 NEW 50000 11.92 20.72
CX Cemex SAB de CV 0.08 +33.00% 100000 5.57 9.12
SWN Southwestern Energy Company 0.08 +18650.00% 75000 7.11 21.94
FOR Forestar 0.08 50000 10.94 15.09
Liberty Global Inc Com Ser A 0.08 NEW 12200 42.38 0.00
Gores Hldgs Inc cl a 0.08 NEW 55000 10.00 0.00
DISCA Discovery Communications 0.07 NEW 18500 26.70 32.39
Harmony Merger Corp unit 99/99/9999 0.07 -33.00% 50000 10.06 0.00
News 0.06 NEW 30400 13.36 0.00
Wl Ross Hldg 0.06 +833.00% 39200 9.95 0.00
Dt Asia Invts Ltd shs 0.06 NEW 39208 10.07 0.00
Atlantic Alliance Partner Co shs 0.06 NEW 41212 10.12 0.00
SNE Sony Corporation 0.04 NEW 12000 24.58 26.85
Sunedison 0.04 NEW 50000 5.10 0.00
1347 Cap 0.04 NEW 24318 9.87 0.00
ENOC EnerNOC 0.03 +25.00% 50000 3.86 11.28
Credit Suisse Nassau Brh invrs vix sterm 0.03 -23.00% 7500 25.87 0.00
Fs Investment Corporation 0.03 NEW 25000 9.00 0.00
Energy Xxi Bermuda Ltd note 3.000%12/1 0.03 -45.00% 4000000 0.05 0.00
PBR.A Petroleo Brasileiro SA 0.02 NEW 30380 3.39 0.00
11/14/2018 W EXP 11/14/2018 0.02 50000 2.14 0.00
Andina Acquisition Corp Ii shs 0.02 NEW 11700 9.49 0.00
JOBS 51job 0.01 NEW 2034 29.50 33.51
Scorpio Tankers Inc shs 0.01 -86.00% 7600 8.03 0.00
Sanofi Aventis Wi Conval Rt 0.01 +51.00% 370000 0.11 0.00
Garnero Group Acquition Rts right 06/25/2016 0.01 200000 0.24 0.00
Ability Inc Wts 0.01 NEW 27655 1.41 0.00
STWD Starwood Property Trust 0.00 NEW 500 20.00 23.57
Bank Of America Corp w exp 10/201 0.00 91600 0.27 0.00
Citigroup Inc Com Us cmn 0.00 81500 0.18 0.00
Kinder Morgan Inc/delaware Wts 0.00 NEW 125000 0.06 0.00
1347 Cap Corp right 07/21/2016 0.00 NEW 15000 0.13 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 -8.00% 164800 0.13 0.00
Hydra Industries Acquisition wrnt 0.00 +259.00% 12775 0.23 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 +52.00% 10400 0.19 0.00
Dt Asia Invts Ltd rights 03/30/2016 0.00 NEW 15000 0.13 0.00
Dt Asia Invts Ltd *w exp 03/29/202 0.00 NEW 14998 0.13 0.00
Hydra Inds Acquisition Corp right 99/99/9999 0.00 +120.00% 55000 0.22 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.00 24997 0.20 0.00
Harmony Merger Corp w exp 01/01/202 0.00 NEW 5000 0.40 0.00
Arowana Inc right 01/01/2017 0.00 NEW 5000 0.20 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.00 NEW 9000 0.22 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.00 NEW 4600 0.43 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.00 NEW 4200 0.48 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.00 NEW 5600 0.54 0.00
Gores Hldgs Inc *w exp 08/13/202 0.00 NEW 4800 0.42 0.00
Pacific Spl Acquisition Corp *w exp 10/20/202 0.00 NEW 5000 0.00 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT