Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Uthr 1 09/15/16 8.13 +126.00% 19725000 2.69 0.00
Microchip Technology Inc sdcv 2.125%12/1 7.82 +7.00% 27421000 1.86 0.00
Teleflex Inc note 3.875% 8/0 5.98 +28.00% 22541000 1.73 0.00
Omnicare Inc 3.75% '42 conv 5.09 -10.00% 21300000 1.56 0.00
Novellus Systems, Inc. note 2.625% 5/1 4.08 -2.00% 12168000 2.19 0.00
Illumina Inc Note 0.250% cb 3.40 +5.00% 11200000 1.98 0.00
Jarden Corp note 1.875% 9/1 3.10 +47.00% 14750000 1.37 0.00
Iconix Brand Group, Inc. conv 3.07 NEW 15650000 1.28 0.00
Slxp 1 1/2 03/15/19 3.04 NEW 8187000 2.42 0.00
Hawaiian Holdings Inc conv 2.89 10640000 1.77 0.00
Jetblue Airways Corp dbcv 6.750%10/1 2.75 7895000 2.27 0.00
Starwood Ppty note 4.0% 1/15/ 2.51 -6.00% 15150000 1.08 0.00
Molina Healthcare Inc. conv 2.35 +36.00% 13000000 1.18 0.00
Jetblue Airways Corp dbcv 6.750%10/1 1.85 +11.00% 5550000 2.17 0.00
Concur Technologies Inc note 0.500% 6/1 1.79 NEW 9000000 1.30 0.00
Wellpoint Inc Note cb 1.78 NEW 7000000 1.66 0.00
Rait Financial Trust note 4.000%10/0 1.66 +9.00% 11500000 0.94 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 1.64 +117.00% 11001000 0.97 0.00
Electronic Arts Inc conv 1.60 NEW 8500000 1.23 0.00
Sandisk Corp note 1.500% 8/1 1.40 -51.00% 4763000 1.92 0.00
Spirit Rlty Cap Inc New Note cb 1.40 +11.00% 9400000 0.97 0.00
Spirit Realty Capital Inc convertible cor 1.35 +28.00% 9060000 0.97 0.00
Hercules Tech Growth Cap Inc cnv 1.34 -12.00% 6992000 1.25 0.00
Take-two Interactive Sof note 1.18 -14.00% 5770000 1.33 0.00
Altra Holdings, Inc note 2.750% 3/0 1.14 +18.00% 6138000 1.21 0.00
Priceline.com debt 1.000% 3/1 1.13 NEW 5500000 1.34 0.00
Vector Group Ltd note 1.75% 4/15 1.11 6500000 1.11 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.10 -15.00% 5644000 1.27 0.00
Wright Medical Group Inc note 2 000 8/1 1.09 +32.00% 5312000 1.34 0.00
Annaly Cap Mgmt Inc note 5.000% 5/1 0.99 6400000 1.01 0.00
Equinix Inc note 4.750% 6/1 0.98 2484000 2.58 0.00
HCN Health Care REIT 0.96 NEW 100000 62.37 77.70
Encore Cap Group Inc note 3.000%11/2 0.86 3750000 1.49 0.00
Jetblue Airways Corp dbcv 5.500%10/1 0.83 2240000 2.42 0.00
Spansion Llc conv 0.82 NEW 3055000 1.75 0.00
Amsburg Corp pfd 5.25% 0.80 NEW 49167 106.53 0.00
Acorda Therap note 1.75% 6/15 0.79 NEW 5000000 1.03 0.00
GROUP Affymetrix Inc cnv 0.78 +66.00% 3335000 1.53 0.00
Fxcm Inc. conv 0.77 NEW 4800000 1.04 0.00
National Health Invs Inc note 0.74 -31.00% 5000000 0.97 0.00
Callaway Golf 0.69 NEW 4000000 1.12 0.00
Level 3 Communications Inc note 0.66 2500000 1.72 0.00
Mgm Mirage conv 0.58 +50.00% 3000000 1.26 0.00
Alcoa Inc cnv pfd 0.55 NEW 72000 49.90 0.00
Volcano Corporation note 1.750%12/0 0.53 NEW 4000000 0.86 0.00
Roi Acquisition Corp Ii 0.53 350168 9.85 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.53 NEW 3500000 0.99 0.00
Auxilium Pharmaceuticals note 0.51 NEW 2500000 1.32 0.00
Spirit Realty reit 0.51 +98.00% 302600 10.97 0.00
Hf2 Financial Management 0.48 300007 10.40 0.00
Tesaro Inc note 3.000%10/0 0.40 NEW 2500000 1.04 0.00
Chart Acquisition 0.38 250000 9.92 0.00
Capitol Acquisition Corp Ii 0.38 250000 9.81 0.00
Silver Eagle Acquisition Cor 0.38 250000 9.94 0.00
Cambridge Cap Acquisition 0.38 250000 9.79 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.36 7000 338.57 0.00
Levy Acquisition 0.33 221977 9.75 0.00
Molina Healthcare Inc conv 0.31 NEW 2000000 1.00 0.00
Garnero Group Acquisition Co unit 99/99/9999 0.31 NEW 200000 10.00 0.00
Hennessy Cap Acquisition Cor 0.30 +1900.00% 200000 9.88 0.00
Ramco-gershenson Pptys Tr perp pfd-d cv 0.29 +46.00% 31518 60.44 0.00
Quartet Merger 0.27 183400 9.58 0.00
Epr Properties 0.26 +15.00% 33269 50.68 0.00
Mergeworthrx 0.26 205727 8.23 0.00
Post Holdings Inc Common 0.25 NEW 50000 33.18 0.00
Global Defense & Natl Sec Sy 0.24 150000 10.39 0.00
SPY SPDR S&P; 500 ETF 0.23 -66.00% 7500 197.07 206.81
Dominion Resources Inc 6% 07/01/2016 conbnp 0.22 -19.00% 25750 56.04 0.00
Boulevard Acquis Corp Ut1com & 0.22 -15.00% 143258 10.14 0.00
Nextera Energy Inc unit 0.17 18000 59.94 0.00
Palo Alto Networks 0.16 NEW 10500 98.10 0.00
Wl Ross Holding Corp Uts 0.16 100000 10.71 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.16 NEW 105501 10.02 0.00
PDLI PDL BioPharma 0.15 +285.00% 135082 7.47 7.71
Cornerstone Ondemand 0.15 NEW 27800 34.42 0.00
1347 Cap Corp unit 99/99/9999 0.15 NEW 100000 10.10 0.00
UVV Universal Corporation 0.14 +37.00% 20967 44.40 42.38
Cal Dive Intl Inc Del note 5.000% 7/1 0.14 -73.00% 1450000 0.65 0.00
JBLU JetBlue Airways Corporation 0.12 NEW 75000 10.64 15.68
ONNN ON Semiconductor 0.11 82900 8.94 10.12
Collabrium Japan 0.11 62611 11.00 0.00
CTXS Citrix Systems 0.09 NEW 8000 71.38 63.13
AINV Apollo Investment 0.08 60300 8.18 7.58
MDR McDermott International 0.07 75000 5.72 2.50
AKAM Akamai Technologies 0.05 -65.00% 5300 59.81 63.20
Energy Xxi 0.05 NEW 30000 11.37 0.00
UMC United Microelectronics 0.05 171600 2.00 2.24
PSEC Prospect Capital Corporation 0.05 -73.00% 35600 9.89 8.62
Emerald Oil 0.05 NEW 50000 6.16 0.00
Boulevard Acquisition 0.05 +306.00% 35000 9.71 0.00
D Fluidigm Corp Del 0.04 -50.00% 11100 24.50 0.00
AMRN Amarin Corporation 0.03 151400 1.09 1.13
Halcon Resources 0.03 50000 3.96 0.00
11/14/2018 W EXP 11/14/2018 0.03 50000 3.74 0.00
D Dominion Resources 0.02 NEW 1576 69.16 75.40
Sanofi Aventis Wi Conval Rt 0.02 275000 0.47 0.00
Chart Acquisition Co *w exp 12/1 0.02 -4.00% 227700 0.55 0.00
Quartet Merger Corp right 99/99/9999 0.02 -5.00% 169600 0.85 0.00
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.02 NEW 180000 0.75 0.00
DVR Cal Dive International 0.01 NEW 100000 0.97 0.00
Qiagen N.v. 0.01 2000 23.00 0.00
Citigroup Inc Com Us cmn 0.01 -51.00% 81500 0.94 0.00
Epr Properties Pfd C 5.75% 0.01 -83.00% 3855 21.79 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 114900 0.32 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.01 215875 0.45 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.01 290168 0.29 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.01 240000 0.37 0.00
Levy Acquisition Corp w exp 11/19/201 0.01 93700 0.35 0.00
Jason Inds Inc w exp 06/30/201 0.01 NEW 42500 1.51 0.00
Bank Amer Corp w exp 10/28/201 0.01 NEW 91600 0.96 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 76079 0.18 0.00
Roi Acquisition Corp Ii 0.00 2000 10.00 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT