Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for December 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Microchip Technology Inc sdcv 2.125%12/1 7.79 27421000 1.78 0.00
Teleflex Inc note 3.875% 8/0 6.27 -7.00% 20878000 1.88 0.00
Novellus Systems, Inc. note 2.625% 5/1 5.18 +16.00% 14174000 2.29 0.00
Jetblue Airways Corp dbcv 6.750%10/1 4.17 7895000 3.31 0.00
Jarden Corp note 1.875% 9/1 3.70 14750000 1.57 0.00
Molina Healthcare Inc. conv 3.52 +23.00% 16000000 1.38 0.00
Iconix Brand Group, Inc. conv 3.35 +12.00% 17650000 1.19 0.00
Electronic Arts Inc conv 2.99 +45.00% 12400000 1.51 0.00
Take-two Interactive Sof note 2.72 +95.00% 11270000 1.51 0.00
Uthr 1 09/15/16 2.48 -70.00% 5725000 2.71 0.00
Spirit Rlty Cap Inc New Note cb 2.28 +56.00% 14736000 0.97 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 2.18 +26.00% 13943000 0.98 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 1.99 NEW 7500000 1.66 0.00
Spirit Realty Capital Inc convertible cor 1.86 +32.00% 12026000 0.97 0.00
Nvidia Corp note 1.000 12/0 1.85 NEW 10100000 1.15 0.00
Starwood Ppty note 4.0% 1/15/ 1.78 -33.00% 10150000 1.10 0.00
Sandisk Corp note 1.500% 8/1 1.77 +20.00% 5763000 1.92 0.00
Illumina Inc Note 0.250% cb 1.76 -55.00% 5000000 2.21 0.00
Take-two Interactive Softwar note 1.000% 7/0 1.70 NEW 7628000 1.40 0.00
Rait Financial Trust note 4.000%10/0 1.69 11500000 0.92 0.00
Vector Group Ltd note 1.75% 4/15 1.69 +53.00% 10000000 1.06 0.00
Hologic Inc frnt 2.000%12/1 1.67 NEW 8358000 1.25 0.00
SPY SPDR S&P; 500 ETF 1.64 +566.00% 50000 205.54 210.73
Priceline.com debt 1.000% 3/1 1.58 +36.00% 7500000 1.32 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 1.47 NEW 9000000 1.02 0.00
Alere Inc note 3.000% 5/1 1.42 NEW 8500000 1.05 0.00
Slxp 1 1/2 03/15/19 1.40 -41.00% 4825000 1.82 0.00
Jetblue Airways Corp dbcv 5.500%10/1 1.28 2240000 3.58 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.27 +15.00% 6544000 1.22 0.00
Fxcm Inc. conv 1.24 +55.00% 7467000 1.04 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 1.03 6400000 1.01 0.00
Wright Medical Group Inc note 2 000 8/1 1.03 5312000 1.21 0.00
Acorda Therap note 1.75% 6/15 1.01 +10.00% 5500000 1.15 0.00
J2 Global Inc note 3.250% 6/1 0.97 NEW 5500000 1.10 0.00
Encore Cap Group Inc note 3.000%11/2 0.89 3750000 1.48 0.00
T Mobile Us Inc conv pfd ser a 0.88 NEW 105600 52.25 0.00
GROUP Affymetrix Inc cnv 0.82 -13.00% 2880000 1.78 0.00
Quidel Corp note 3.250%12/1 0.72 NEW 4000000 1.12 0.00
Envestnet Inc note 1.750%12/1 0.71 NEW 4300000 1.03 0.00
National Health Invs Inc note 0.66 -20.00% 4000000 1.04 0.00
Seacor Holding Inc note 3.000 11/1 0.66 NEW 4500000 0.92 0.00
Roi Acquisition Corp Ii 0.55 350168 9.83 0.00
Altra Holdings, Inc note 2.750% 3/0 0.54 -52.00% 2888000 1.17 0.00
Hawaiian Holdings Inc conv 0.53 -90.00% 1000000 3.33 0.00
Hf2 Financial Management 0.50 300007 10.41 0.00
Cemex Sab conv 0.49 NEW 3000000 1.03 0.00
Workday Inc conv 0.47 NEW 2500000 1.18 0.00
Yahoo Inc note 12/0 0.45 NEW 2500000 1.13 0.00
Cambridge Cap Acquisition 0.40 250000 9.90 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.40 7000 361.86 0.00
Chart Acquisition 0.39 250000 9.77 0.00
Capitol Acquisition Corp Ii 0.39 250000 9.88 0.00
CWB SPDR Barclays Capital Convertible SecETF 0.37 NEW 50000 46.90 47.61
Ramco-gershenson Pptys Tr perp pfd-d cv 0.37 +11.00% 35000 67.06 0.00
Levy Acquisition 0.35 222477 9.73 0.00
Energy Xxi Bermuda Ltd note 3.000%12/1 0.35 NEW 7500000 0.29 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.33 NEW 210000 9.87 0.00
NVDA NVIDIA Corporation 0.32 NEW 100000 20.05 22.48
Hydra Inds Acquisition Corp unit 10/20/2021 0.32 NEW 200000 10.00 0.00
Epr Properties 0.31 33269 57.62 0.00
Thrx 2 1/8 01/15/23 0.31 NEW 2500000 0.77 0.00
Hennessy Cap Acquisition Cor 0.31 200000 9.85 0.00
Amsburg Corp pfd 5.25% 0.30 -65.00% 16745 112.39 0.00
Spirit Realty reit 0.29 -50.00% 150800 11.89 0.00
ZINC HORSEHEAD HOLDING 0.25 NEW 100000 15.83 12.67
Global Defense & Natl Sec Sy 0.25 150000 10.32 0.00
1,000% Sina 01.12.2018 note 0.24 NEW 1650000 0.92 0.00
PDLI PDL BioPharma 0.23 +37.00% 185082 7.70 7.12
Trulia Inc. 2.750% December 15, 2020 ccb 0.23 NEW 1000000 1.44 0.00
Boulevard Acquis Corp Ut1com & 0.20 -13.00% 123258 10.03 0.00
UVV Universal Corporation 0.19 +31.00% 27660 43.96 47.52
Nextera Energy Inc unit 0.19 18000 67.00 0.00
RAD Rite Aid Corporation 0.18 NEW 150000 7.52 7.90
ILMN Illumina 0.18 NEW 6200 184.52 192.69
HTGC Hercules Technology Growth Capital 0.18 NEW 75016 14.87 14.48
CPHD Cepheid 0.17 NEW 20000 54.15 56.35
Wl Ross Holding Corp Uts 0.17 -9.00% 90800 11.46 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.17 106801 10.01 0.00
PSEC Prospect Capital Corporation 0.16 +230.00% 117800 8.26 8.78
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.16 -71.00% 1000000 1.02 0.00
1347 Cap Corp unit 99/99/9999 0.16 100000 10.01 0.00
RHT Red Hat 0.15 NEW 13900 69.14 67.49
RPT Ramco-Gershenson Properties Trust 0.15 NEW 50000 18.74 18.92
VOLC Volcano Corporation 0.14 NEW 50000 17.88 17.99
Scorpio Tankers Inc shs 0.14 NEW 100000 8.69 0.00
Callaway Golf 0.14 -81.00% 750000 1.13 0.00
JBLU JetBlue Airways Corporation 0.13 -32.00% 50900 15.80 17.65
ONNN ON Semiconductor 0.13 82900 10.13 13.10
LRCX Lam Research Corporation 0.13 NEW 10000 79.30 81.72
CTXS Citrix Systems 0.12 +41.00% 11300 63.81 61.99
Rait Financial Trust 0.12 NEW 100000 7.67 0.00
AKAM Akamai Technologies 0.11 +100.00% 10600 62.92 71.05
American Realty Capital Prop 0.11 NEW 75000 9.05 0.00
Credit Suisse Nassau Brh invrs vix sterm 0.10 NEW 19500 31.13 0.00
Collabrium Japan 0.10 62611 10.38 0.00
Halcon Resources 0.08 +487.00% 293500 1.78 0.00
Dominion Resources Inc 6% 07/01/2016 conbnp 0.08 -66.00% 8750 60.34 0.00
Boulevard Acquisition 0.08 +57.00% 55000 9.56 0.00
AINV Apollo Investment 0.07 60300 7.41 7.75
UMC United Microelectronics 0.06 171600 2.27 2.48
Gramercy Ppty Tr 0.06 NEW 50000 6.90 0.00
MDR McDermott International 0.04 +13.00% 85000 2.91 3.40
Energy Xxi 0.03 +66.00% 50000 3.26 0.00
TSL Trina Solar 0.03 NEW 20400 9.26 12.09
Sanofi Aventis Wi Conval Rt 0.03 -18.00% 225000 0.79 0.00
AMRN Amarin Corporation 0.02 151400 0.98 1.69
Emerald Oil 0.02 +130.00% 115000 1.20 0.00
11/14/2018 W EXP 11/14/2018 0.02 50000 2.80 0.00
Chart Acquisition Co *w exp 12/1 0.02 226800 0.55 0.00
Ar Cap Acquisition 0.02 NEW 10000 9.70 0.00
D Dominion Resources 0.01 -63.00% 576 76.39 70.61
Bank Of America Corp w exp 10/201 0.01 NEW 91600 0.71 0.00
Citigroup Inc Com Us cmn 0.01 81500 0.87 0.00
Palo Alto Networks 0.01 -95.00% 500 122.00 0.00
Epr Properties Pfd C 5.75% 0.01 3855 23.09 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 114790 0.54 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.01 285168 0.26 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.01 240000 0.35 0.00
Levy Acquisition Corp w exp 11/19/201 0.01 93700 0.37 0.00
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.01 180000 0.40 0.00
Jason Inds Inc w exp 06/30/201 0.01 -11.00% 37500 1.28 0.00
Wl Ross Hldg 0.01 NEW 4200 10.24 0.00
Garnero Group Acquition Rts right 06/25/2016 0.01 NEW 200000 0.30 0.00
Pangaea Logistics Solution L shs 0.01 NEW 10960 4.74 0.00
Citigroup Inc *w exp 10/28/201 0.00 115500 0.03 0.00
Collabrium Japan Acquisitn C *w exp 99/99/999 0.00 74579 0.05 0.00
Roi Acquisition Corp Ii 0.00 2000 10.00 0.00
Boulevard Acquisition Corp w exp02/19/201 0.00 NEW 9900 0.51 0.00
Wl Ross Holding Corp wrt 0.00 NEW 200 0.00 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.00 NEW 189900 0.12 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 NEW 4400 0.23 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT