Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
SPDR S&P; 500 ETF (SPY) 10.56 325000 +6400.00% 209.47 205.25
Verisign Inc sdcv 3.250% 8/1 8.29 21.20M +40.00% 2.52 0.00
Microchip Technology Inc sdcv 2.125%12/1 5.79 17.77M +9.00% 2.10 0.00
Take-two Interactive Softwar note 1.000% 7/0 5.58 20.10M +52.00% 1.79 0.00
Dht Holdings Inc cv acrd nt4.5%19 3.66 25.10M +865.00% 0.94 0.00
Palo Alto Networks Inc note 7/0 3.45 17.50M +19.00% 1.27 0.00
Priceline.com debt 1.000% 3/1 3.31 15.34M +74.00% 1.39 0.00
Nvidia Corp note 1.000 12/0 3.23 8.93M -18.00% 2.33 0.00
1,000% Sina 01.12.2018 note 2.28 15.00M NEW 0.98 0.00
Yahoo Inc note 12/0 2.28 14.82M +193.00% 0.99 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.23 14.36M -8.00% 1.00 0.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 2.18 8.43M +9.00% 1.67 0.00
Medicines Company conv 2.18 11.93M NEW 1.18 0.00
National Health Invs Inc note 1.70 9.98M +13.00% 1.10 0.00
Mercadolibre Inc note 2.250% 7/0 1.69 8.66M +7.00% 1.26 0.00
Ship Finance International sr cv nt 1.67 10.25M 1.05 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.61 6.38M -16.00% 1.63 0.00
Molina Healthcare Inc. conv 1.53 7.29M -12.00% 1.35 0.00
Ctrip.com Inter Ltd. conv 1.46 7.74M +33.00% 1.22 0.00
J2 Global Inc note 3.250% 6/1 1.41 8.09M -17.00% 1.12 0.00
Tal Education Group conv bd us 1.35 3.65M NEW 2.38 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.31 9.30M -3.00% 0.91 0.00
Salesforce.com Inc conv 1.06 5.29M -17.00% 1.29 0.00
Shutterfly Inc note 0.250% 5/1 1.01 6.58M NEW 0.99 0.00
Spirit Realty Capital Inc convertible cor 0.93 5.53M -56.00% 1.08 0.00
Linkedin Corp note 0.500% 11/0 0.92 6.00M NEW 0.99 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.86 5.90M +114.00% 0.94 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 0.85 5.65M NEW 0.97 0.00
Dynegy Inc unit 07/01/20191 0.83 49850 NEW 107.52 0.00
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.80 4.60M NEW 1.12 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.72 2.73M NEW 1.70 0.00
Gp Invts Acquisition Cor shs 0.72 461522 +103.00% 10.00 0.00
Twitter Inc note 1.000% 9/1 0.68 4.90M NEW 0.89 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.67 7.50M +36.00% 0.58 0.00
Corenergy Infrastructure note 7% 6/15 0.65 4.22M +40.00% 1.00 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.64 3.69M 1.11 0.00
Carriage Svcs Inc note 2.750% 3/1 0.64 3.50M -12.00% 1.18 0.00
51job Inc note 3.250% 4/1 0.63 4.00M 1.01 0.00
Nuance Communications Inc note 2.750%11/0 0.62 4.00M NEW 1.00 0.00
Hennessy Cap Acquisition Cor 0.62 399053 +423.00% 10.00 0.00
Hos Us conv 0.60 6.80M NEW 0.57 0.00
M/i Homes Inc note 3.250% 9/1 0.59 3.75M -16.00% 1.01 0.00
Acorda Therap note 1.75% 6/15 0.57 4.25M -6.00% 0.87 0.00
Netsuite Inc note 0.250% 6/0 0.55 3.65M +46.00% 0.98 0.00
Gores Hldgs Inc unit 99/99/9999 0.54 350052 9.95 0.00
Wright Med Group Inc note 2.000% 2/1 0.53 3.73M NEW 0.91 0.00
Vector Group Ltd note 1.75% 4/15 0.52 3.00M 1.11 0.00
GOLAR LNG 0.50 208000 15.50 0.00
Garnero Group Acquisition Co shs 0.50 329535 9.85 0.00
Webmd Health Conv Sr Notes conv 0.47 2.74M NEW 1.10 0.00
Electrum Spl Acquisition Cor shs 0.47 311502 +26.00% 9.78 0.00
Boulevard Acquisition cl a 0.47 313482 NEW 9.75 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.45 2.81M -38.00% 1.03 0.00
Quinpario Acquisition Corp 2 0.44 285200 +23.00% 9.89 0.00
Easterly Acquisition 0.43 281000 +246.00% 9.79 0.00
Vodafone Group New Adr F 0.40 84300 30.89 0.00
Fireeye Series B convertible security 0.40 2.98M NEW 0.87 0.00
Trina Solar Limited note 4.000%10/1 0.39 3.00M 0.84 0.00
Easterly Acquisition Corp. equities 0.37 236000 -18.00% 10.12 0.00
Double Eagle Acquisition Cor 0.36 237574 +82.00% 9.79 0.00
Lgi Homes Inc conv 0.36 1.50M NEW 1.55 0.00
Ar Cap Acquisition 0.35 227178 +106.00% 9.94 0.00
Boulevard Acquisition unit 99/99/9999 0.35 229120 -35.00% 9.89 0.00
Pace Hldgs Corp cl a 0.33 219000 +36.00% 9.85 0.00
Global Partner Acquisition C 0.28 190601 +169.00% 9.63 0.00
Ent 2 3/4 2/15/35 convertible bond 0.28 2.50M NEW 0.72 0.00
Gores Hldgs Inc cl a 0.27 178500 +224.00% 9.74 0.00
Dt Asia Invts Ltd shs 0.26 164108 +318.00% 10.26 0.00
Hydra Inds Acquisition 0.26 167000 +28.00% 9.89 0.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.26 164900 +6.00% 10.03 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.24 155454 9.95 0.00
Arowana Inc unit 99/99/9999 0.24 150000 10.20 0.00
Hydra Inds Acquisition Corp unit 10/20/2021 0.21 135000 -6.00% 10.19 0.00
DYNEGY INC Common stock 0.20 75000 NEW 17.24 0.00
Spirit Realty reit 0.20 100000 NEW 12.77 0.00
Terrapin 3 Acquisition 0.20 126461 +61.00% 9.99 0.00
Gp Invts Acquisition Cor unit 99/99/9999 0.20 130000 -39.00% 10.10 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.19 125000 +66.00% 10.02 0.00
Altra Holdings, Inc note 2.750% 3/0 0.18 1000000 -79.00% 1.14 0.00
Fluidigm Corporation convertible cor 0.16 1.75M NEW 0.60 0.00
1347 Cap 0.16 114318 +370.00% 9.26 0.00
Harmony Merger 0.14 89958 +28.00% 10.03 0.00
Red Hat (RHT) 0.13 11650 NEW 72.62 65.33
Arowana Inc shs 0.13 85100 10.02 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.13 85000 -26.00% 9.98 0.00
Universal Corporation (UVV) 0.12 13460 57.73 45.24
Central Garden & Pet (CENTA) 0.11 32200 NEW 21.71 9.88
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.11 700000 -65.00% 1.02 0.00
Corenergy Infrastructure Tr 0.11 25000 NEW 28.84 0.00
priceline.com Incorporated (PCLN) 0.10 500 NEW 1248.00 1190.00
Welltower Inc 6.50% pfd prepet 0.10 10000 NEW 67.40 0.00
Nxp Semiconductors N V 0.09 7500 NEW 78.40 0.00
Dht Holdings 0.09 120000 NEW 5.03 0.00
Full Circle Cap 0.08 195438 NEW 2.70 0.00
Atlantic Alliance Partner Co shs 0.08 52422 +27.00% 10.40 0.00
Trina Solar Limited dbcv 3.500% 6/1 0.08 600000 -70.00% 0.85 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.08 50000 -58.00% 9.92 0.00
Petroleo Brasileiro SA (PBR) 0.07 61700 NEW 7.16 5.36
Alcoa (AA) 0.07 48000 NEW 9.27 9.68
AK Steel Holding Corporation (AKS) 0.07 100000 NEW 4.66 3.95
Scorpio Tankers Inc shs 0.07 100000 +1215.00% 4.20 0.00
Wpx Energy 0.07 50000 -60.00% 9.32 0.00
News 0.07 38600 +26.00% 11.35 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.07 46801 -39.00% 10.11 0.00
Hornbeck Offshore Services (HOS) 0.06 50000 NEW 8.34 18.69
Carnival (CUK) 0.05 6700 NEW 44.78 45.27
Harmony Merger Corp unit 99/99/9999 0.05 30000 -40.00% 10.20 0.00
BHP Billiton (BBL) 0.04 10100 NEW 25.35 42.79
Royal Dutch Shell (RDS.A) 0.03 3000 NEW 55.33 0.00
Discovery Communications (DISCK) 0.03 7300 NEW 23.84 31.23
51job (JOBS) 0.03 5650 +177.00% 29.38 33.51
Andina Acquisition Corp Ii shs 0.03 20000 +70.00% 9.75 0.00
Jensyn Acquisition Corp unit 99/99/9999 0.03 20000 NEW 10.10 0.00
Liberty Global Inc Com Ser A 0.02 3700 -69.00% 29.19 0.00
Alphabet Inc Class A cs 0.02 200 -78.00% 705.00 0.00
Klr Energy Acquisition Corp unit 0.02 15000 NEW 10.13 0.00
Siliconware Precision Industries (SPIL) 0.01 7000 NEW 7.71 8.71
Credit Suisse Nassau Brh invrs vix sterm 0.01 2500 -66.00% 24.80 0.00
Sanofi Aventis Wi Conval Rt 0.01 275000 -25.00% 0.24 0.00
11/14/2018 W EXP 11/14/2018 0.01 50000 1.00 0.00
Dt Asia Invts Ltd rights 03/30/2016 0.01 140000 +833.00% 0.37 0.00
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.01 90600 NEW 0.63 0.00
Silver Run Acquisition Corp unit 99/99/9999t 0.01 7000 NEW 10.00 0.00
Klr Energy Acquisition Corp cl a 0.01 5614 NEW 9.98 0.00
Bank Of America Corp w exp 10/201 0.00 91600 0.09 0.00
Citigroup Inc Com Us cmn 0.00 81500 0.06 0.00
Kinder Morgan Inc/delaware Wts 0.00 300000 +140.00% 0.02 0.00
Ofg Ban 0.00 2500 NEW 8.40 0.00
1347 Cap Corp right 07/21/2016 0.00 100000 +566.00% 0.26 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.00 2595 NEW 0.00 0.00
Garnero Group Acquition Rts right 06/25/2016 0.00 200000 0.08 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.00 164800 0.04 0.00
1347 Capital Corp - Cw *w exp 07/15/202 0.00 67000 NEW 0.30 0.00
Hydra Industries Acquisition wrnt 0.00 3000 -76.00% 0.33 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 35400 +240.00% 0.06 0.00
Dt Asia Invts Ltd *w exp 03/29/202 0.00 79212 +428.00% 0.11 0.00
Hydra Inds Acquisition Corp right 99/99/9999 0.00 65000 +18.00% 0.20 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.00 7697 -69.00% 0.13 0.00
Harmony Merger Corp w exp 01/01/202 0.00 5000 0.20 0.00
Arowana Inc right 01/01/2017 0.00 5000 0.20 0.00
Global Partner Acquisition C *w exp 07/01/202 0.00 20000 NEW 0.20 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.00 15400 +71.00% 0.26 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.00 28500 +519.00% 0.67 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.00 12500 NEW 0.64 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.00 7120 +69.00% 0.28 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.00 6166 +10.00% 0.32 0.00
Gores Hldgs Inc *w exp 08/13/202 0.00 14857 +209.00% 0.27 0.00
Pacific Spl Acquisition Corp *w exp 10/20/202 0.00 5000 0.20 0.00
Boulevard Acquisition *w exp 09/25/202 0.00 14949 NEW 0.33 0.00
Pace Hldgs Corp *w exp 99/99/999 0.00 13190 NEW 0.23 0.00
Silver Run Acquisition Corp *w exp 02/23/202 0.00 2000 NEW 1.00 0.00
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Past 13F-HR SEC Filings for BASSO CAPITAL MANAGEMENT

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