Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for June 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Mylan Inc note 3.750% 9/1 8.38 +13.00% 13000000 3.88 0.00
Microchip Technology Inc sdcv 2.125%12/1 8.07 +11.00% 25421000 1.91 0.00
Lions Gate Entmt Inc note 3.625% 3/1 7.38 12831000 3.46 0.00
Omnicare Inc 3.75% '42 conv 6.59 +25.00% 23900000 1.66 0.00
Teleflex Inc note 3.875% 8/0 5.09 +25.00% 17500000 1.75 0.00
Novellus Systems, Inc. note 2.625% 5/1 4.20 +150.00% 12500000 2.02 0.00
Illumina Inc Note 0.250% cb 3.78 NEW 10570000 2.15 0.00
Sandisk Corp note 1.500% 8/1 3.33 +50.00% 9763000 2.05 0.00
Hawaiian Holdings Inc conv 3.20 +23.00% 10640000 1.81 0.00
Starwood Ppty note 4.0% 1/15/ 3.09 NEW 16150000 1.15 0.00
Jetblue Airways Corp dbcv 6.750%10/1 3.06 7895000 2.33 0.00
Uthr 1 09/15/16 2.74 +74.00% 8725000 1.89 0.00
Jarden Corp note 1.875% 9/1 2.29 +100.00% 10000000 1.38 0.00
Molina Healthcare Inc. conv 1.97 NEW 9500000 1.25 0.00
Jetblue Airways Corp dbcv 6.750%10/1 1.85 +66.00% 5000000 2.23 0.00
Hercules Tech Growth Cap Inc cnv 1.85 7992000 1.39 0.00
Rait Financial Trust note 4.000%10/0 1.71 +200.00% 10500000 0.98 0.00
Horsehead Hldg Corp note 3.800% 7/0 1.54 +3.00% 6644000 1.39 0.00
Take-two Interactive Sof note 1.47 +79.00% 6770000 1.31 0.00
Spirit Rlty Cap Inc New Note cb 1.40 NEW 8400000 1.00 0.00
Altra Holdings, Inc note 2.750% 3/0 1.24 +48.00% 5186000 1.44 0.00
National Health Invs Inc note 1.22 NEW 7250000 1.01 0.00
Spirit Realty Capital Inc convertible cor 1.17 NEW 7060000 1.00 0.00
Vector Group Ltd note 1.75% 4/15 1.15 NEW 6500000 1.06 0.00
SKM SK Tele 1.11 NEW 333000000 0.02 27.23
Annaly Cap Mgmt Inc note 5.000% 5/1 1.09 +88.00% 6400000 1.02 0.00
Equinix Inc note 4.750% 6/1 1.05 -41.00% 2484000 2.55 0.00
Intermune Inc note 2.500% 9/1 1.00 NEW 4000000 1.50 0.00
Encore Cap Group Inc note 3.000%11/2 0.95 3750000 1.53 0.00
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 0.95 +24.00% 5050000 1.13 0.00
Jetblue Airways Corp dbcv 5.500%10/1 0.92 2240000 2.48 0.00
Wright Medical Group Inc note 2 000 8/1 0.91 NEW 4000000 1.37 0.00
Cal Dive Intl Inc Del note 5.000% 7/1 0.76 -15.00% 5500000 0.83 0.00
SPY SPDR S&P; 500 ETF 0.73 -52.00% 22500 195.73 189.29
Level 3 Communications Inc note 0.69 NEW 2500000 1.67 0.00
Developers Diversified Rlty note 1.750%11/1 0.60 +50.00% 3000000 1.20 0.00
Roi Acquisition Corp Ii 0.57 350168 9.77 0.00
GROUP Affymetrix Inc cnv 0.56 -35.00% 2000000 1.67 0.00
Hf2 Financial Management 0.51 300007 10.30 0.00
Mgm Mirage conv 0.49 -69.00% 2000000 1.47 0.00
Chart Acquisition 0.41 250000 9.98 0.00
Capitol Acquisition Corp Ii 0.41 250000 9.82 0.00
Silver Eagle Acquisition Cor 0.41 250000 9.76 0.00
Cambridge Cap Acquisition 0.41 250000 9.76 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.39 NEW 7000 332.29 0.00
Levy Acquisition 0.35 +3.00% 219082 9.74 0.00
Hennessy Capital Acquisition 0.32 -5.00% 190000 10.08 0.00
Dominion Resources Inc 6% 07/01/2016 conbnp 0.31 +88.00% 32000 57.97 0.00
Quartet Merger 0.31 182300 10.08 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.29 -40.00% 1500000 1.18 0.00
Spirit Realty reit 0.29 NEW 152600 11.36 0.00
Mergeworthrx 0.28 203627 8.23 0.00
Boulevard Acquis Corp Ut1com & 0.28 +116.00% 169658 10.10 0.00
Epr Properties 0.27 +17.00% 28869 55.87 0.00
LRCX Lam Research Corporation 0.26 NEW 22800 67.59 71.66
Global Defense & Natl Sec Sy 0.26 150000 10.23 0.00
PSEC Prospect Capital Corporation 0.24 NEW 135600 10.62 9.54
Ipath S&p 500 Vix S/t Fu Etn 0.24 +400.00% 50000 28.60 0.00
Rait Financial Trust - Putable At 100 conv bond 0.22 1000000 1.35 0.00
Ramco-gershenson Pptys Tr perp pfd-d cv 0.22 -53.00% 21518 61.44 0.00
PCLN priceline.com Incorporated 0.21 1050 1202.86 1086.06
HLX Helix Energy Solutions 0.21 NEW 48000 26.31 23.90
HOS Hornbeck Offshore Services 0.19 NEW 24000 46.92 28.29
Nextera Energy Inc unit 0.19 +125.00% 18000 65.11 0.00
Wl Ross Holding Corp Uts 0.17 NEW 100000 10.30 0.00
AKAM Akamai Technologies 0.16 NEW 15500 61.05 54.74
CPHD Cepheid 0.16 +84.00% 20100 47.96 47.31
Home Inns & Hotels Mgmt Inc note 2.000%12/1 0.16 -71.00% 1000000 0.98 0.00
UVV Universal Corporation 0.14 +6.00% 15217 55.33 42.77
CRM salesforce 0.14 NEW 14000 58.07 56.68
ONNN ON Semiconductor 0.13 82900 9.14 7.48
D Fluidigm Corp Del 0.11 NEW 22200 29.41 0.00
Collabrium Japan 0.11 NEW 62611 10.49 0.00
MDR McDermott International 0.10 NEW 75000 8.09 4.08
VOLC Volcano Corporation 0.09 NEW 29400 17.62 11.21
AINV Apollo Investment 0.09 60300 8.61 8.02
Ddr Corp stock 0.09 30000 17.63 0.00
Epr Properties Pfd C 5.75% 0.09 -45.00% 23855 22.47 0.00
UMC United Microelectronics 0.07 171600 2.41 1.98
BMRN BioMarin Pharmaceutical 0.06 NEW 5800 62.24 73.02
PDLI PDL BioPharma 0.06 -90.00% 35082 9.69 7.99
Halcon Resources 0.06 NEW 50000 7.30 0.00
YHOO Yahoo! 0.05 NEW 8400 35.12 38.76
Quinpario Acquisition 0.05 -73.00% 26844 10.51 0.00
AMRN Amarin Corporation 0.04 151400 1.76 1.05
11/14/2018 W EXP 11/14/2018 0.03 50000 3.36 0.00
Citigroup Inc Com Us cmn 0.02 166500 0.61 0.00
Just Energy 0.02 NEW 20000 5.75 0.00
Sanofi Aventis Wi Conval Rt 0.02 275000 0.50 0.00
Chart Acquisition Co *w exp 12/1 0.02 237700 0.53 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.02 -7.00% 216340 0.65 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.02 290168 0.35 0.00
Quartet Merger Corp right 99/99/9999 0.02 179600 0.67 0.00
Hennessy Cap Acquisition Cor 0.02 NEW 10000 9.70 0.00
Qiagen N.v. 0.01 -98.00% 2000 24.50 0.00
Bank Of America Corp w exp 10/201 0.01 91600 0.75 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.01 -7.00% 114900 0.49 0.00
Quinpario Acquisition Corp *w exp 09/27/201 0.01 -36.00% 52500 1.35 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.01 -4.00% 240000 0.35 0.00
Levy Acquisition Corp w exp 11/19/201 0.01 93700 0.37 0.00
Glori Energy Inc Warrants Expires w exp 4/14/201 0.01 NEW 48450 1.24 0.00
Boulevard Acquisition 0.01 NEW 8600 9.77 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 +21.00% 76079 0.08 0.00
Aquasition Corp *w exp 99/99/999 0.00 200000 0.15 0.00
Roi Acquisition Corp Ii 0.00 2000 10.00 0.00

Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT