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

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Electronic Arts Inc conv 6.27 19.70M -23.00% 2.15 0.00
Verisign Inc sdcv 3.250% 8/1 5.74 15.14M NEW 2.56 0.00
Jetblue Airways Corp dbcv 6.750%10/1 4.75 6.89M -22.00% 4.65 0.00
Microchip Technology Inc sdcv 2.125%12/1 4.58 16.27M +37.00% 1.90 0.00
Vanguard European ETF (VGK) 3.69 500000 NEW 49.88 53.41
Jarden Corp note 1.875% 9/1 3.58 13.29M -5.00% 1.82 0.00
Palo Alto Networks Inc note 7/0 3.57 14.62M NEW 1.65 0.00
Take-two Interactive Softwar note 1.000% 7/0 3.26 13.18M +32.00% 1.67 0.00
Jarden Corp conv 2.81 12.75M +75.00% 1.49 0.00
Nvidia Corp note 1.000 12/0 2.70 10.97M +67.00% 1.66 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.27 15.66M +66.00% 0.98 0.00
Xilinx Inc Cvt 2.625 6-15-17 convert 1.96 8.14M +42.00% 1.63 0.00
Novellus Systems, Inc. note 2.625% 5/1 1.94 5.58M -69.00% 2.35 0.00
Molina Healthcare Inc. conv 1.90 8.30M -45.00% 1.55 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.89 7.68M NEW 1.66 0.00
J2 Global Inc note 3.250% 6/1 1.89 9.75M +41.00% 1.31 0.00
Priceline.com debt 1.000% 3/1 1.85 8.81M -8.00% 1.42 0.00
Spirit Realty Capital Inc convertible cor 1.79 12.58M +4.00% 0.96 0.00
Proofpoint Inc note 1.250%12/1 1.78 6.98M +39.00% 1.72 0.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.77 7.72M NEW 1.55 0.00
Ship Finance International sr cv nt 1.64 10.25M NEW 1.08 0.00
Medicines Co dbcv 1.375% 6/0 1.35 6.40M NEW 1.43 0.00
Mercadolibre Inc note 2.250% 7/0 1.34 8.06M NEW 1.12 0.00
National Health Invs Inc note 1.28 8.80M +49.00% 0.98 0.00
Cemex Sab De Cv conv bnd 1.24 8.98M +27.00% 0.93 0.00
Salesforce.com Inc conv 1.23 6.44M NEW 1.29 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.21 9.62M NEW 0.85 0.00
Ctrip.com Inter Ltd. conv 1.13 5.79M +163.00% 1.32 0.00
Electronics For Imaging Inc note 0.750% 9/0 1.12 7.15M NEW 1.06 0.00
Molina Healthcare Inc conv 1.11 6.21M NEW 1.21 0.00
Take-two Interactive Sof note 1.10 4.07M -38.00% 1.83 0.00
GROUP Affymetrix Inc cnv 1.07 4.00M -3.00% 1.80 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.91 4.55M NEW 1.35 0.00
Altra Holdings, Inc note 2.750% 3/0 0.78 4.85M +86.00% 1.08 0.00
Acorda Therap note 1.75% 6/15 0.77 4.55M -57.00% 1.15 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.75 3.95M NEW 1.28 0.00
Yahoo Inc note 12/0 0.73 5.05M NEW 0.98 0.00
M/i Homes Inc note 3.250% 9/1 0.72 4.50M NEW 1.08 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.70 3.75M +50.00% 1.26 0.00
Carriage Svcs Inc note 2.750% 3/1 0.70 4.00M NEW 1.19 0.00
Ares Capital Corp 5.75 16 convert 0.61 4.13M NEW 1.00 0.00
51job Inc note 3.250% 4/1 0.58 4.00M NEW 0.98 0.00
Boulevard Acquisition unit 99/99/9999 0.52 354120 NEW 9.90 0.00
Vector Group Ltd note 1.75% 4/15 0.51 3.00M -70.00% 1.14 0.00
Gores Hldgs Inc unit 99/99/9999 0.51 345052 NEW 10.00 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.50 5.50M NEW 0.61 0.00
Cowen Group Inc New note 3.000% 3/1 0.50 3.50M NEW 0.96 0.00
GOLAR LNG 0.48 206700 NEW 15.79 0.00
Garnero Group Acquisition Co shs 0.48 329535 NEW 9.81 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.46 4.10M +36.00% 0.76 0.00
Dht Holdings Inc cv acrd nt4.5%19 0.46 2.60M -43.00% 1.19 0.00
Photronics Inc note 0.45 2.50M NEW 1.21 0.00
Seacor Holdings Inc note 2.500%12/1 0.45 3.20M -38.00% 0.94 0.00
Kinder Morgan 0.44 200000 NEW 14.92 0.00
Cemex Sab De Cv conv bnd 0.44 3.00M NEW 0.99 0.00
Easterly Acquisition Corp. equities 0.44 290000 NEW 10.15 0.00
Mgic Investment Corp note 0.43 2.14M NEW 1.37 0.00
Trina Solar Limited note 4.000%10/1 0.43 3.00M NEW 0.96 0.00
Hennessy Capital Acq 0.42 289300 NEW 9.80 0.00
Spirit Rlty Cap Inc New Note cb 0.39 2.76M -79.00% 0.95 0.00
Vodafone Group New Adr F 0.38 84300 NEW 30.14 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.38 2.75M NEW 0.93 0.00
Netsuite Inc note 0.250% 6/0 0.37 2.50M NEW 0.99 0.00
Electrum Spl Acquisition Cor shs 0.35 245502 NEW 9.64 0.00
Corenergy Infrastructure note 7% 6/15 0.34 3.00M NEW 0.76 0.00
Quinpario Acquisition Corp 2 0.33 230100 +781.00% 9.70 0.00
Black Hills Corp unit 99/99/9999 0.33 40000 NEW 55.25 0.00
Gp Invts Acquisition Cor unit 99/99/9999 0.32 215000 NEW 9.95 0.00
Gp Invts Acquisition Cor shs 0.32 226522 NEW 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 2.00M NEW 1.02 0.00
Trina Solar Limited dbcv 3.500% 6/1 0.29 2.00M NEW 0.99 0.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.23 155000 NEW 9.95 0.00
Pace Hldgs Corp cl a 0.23 160000 NEW 9.60 0.00
Euronet Worldwide (EEFT) 0.22 20800 NEW 72.45 53.73
Amsburg Corp pfd 5.25% 0.22 10200 +77.00% 143.82 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.22 155000 -20.00% 9.73 0.00
Hydra Inds Acquisition Corp unit 10/20/2021 0.22 145000 -17.00% 10.09 0.00
Arowana Inc unit 99/99/9999 0.22 150000 NEW 10.05 0.00
Hydra Inds Acquisition 0.19 130200 +420.00% 9.72 0.00
Double Eagle Acquisition Cor 0.18 129900 NEW 9.56 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.18 120000 NEW 9.95 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.17 115000 NEW 10.00 0.00
Apollo Invt Corp note 5.750% 1/1 0.16 1.08M NEW 1.00 0.00
Ar Cap Acquisition 0.16 110000 +340.00% 9.73 0.00
SPDR S&P; 500 ETF (SPY) 0.15 5000 NEW 203.80 205.25
Pandora Media 0.15 75444 NEW 13.41 0.00
Pattern Energy 0.15 50000 NEW 20.92 0.00
Citrix Systems (CTXS) 0.13 11800 +107.00% 75.68 59.63
1347 Cap Corp unit 99/99/9999 0.13 85000 -15.00% 10.18 0.00
Wl Ross Holding Corp Uts 0.12 80800 -11.00% 10.25 0.00
Arowana Inc shs 0.12 85100 NEW 9.82 0.00
Easterly Acquisition 0.12 81000 NEW 9.90 0.00
Universal Corporation (UVV) 0.11 13460 -51.00% 56.09 45.24
Wpx Energy 0.11 125000 NEW 5.74 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.11 76801 -28.00% 10.05 0.00
Terrapin 3 Acquisition 0.11 78101 NEW 9.86 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.11 75000 9.80 0.00
Alphabet Inc Class A cs 0.11 950 NEW 777.89 0.00
Hennessy Cap Acquisition Cor 0.11 76253 NEW 9.64 0.00
Twenty-first Century Fox 0.10 25300 NEW 27.15 0.00
Harmony Merger 0.10 69958 NEW 9.82 0.00
Global Partner Acquisition C 0.10 70601 NEW 9.90 0.00
Kindred Healthcare (KND) 0.09 50000 NEW 11.92 20.72
Cemex SAB de CV (CX) 0.08 100000 +33.00% 5.57 9.12
Southwestern Energy Company (SWN) 0.08 75000 +18650.00% 7.11 21.94
Forestar (FOR) 0.08 50000 10.94 15.09
Liberty Global Inc Com Ser A 0.08 12200 NEW 42.38 0.00
Gores Hldgs Inc cl a 0.08 55000 NEW 10.00 0.00
Discovery Communications (DISCA) 0.07 18500 NEW 26.70 32.39
Harmony Merger Corp unit 99/99/9999 0.07 50000 -33.00% 10.06 0.00
News 0.06 30400 NEW 13.36 0.00
Wl Ross Hldg 0.06 39200 +833.00% 9.95 0.00
Dt Asia Invts Ltd shs 0.06 39208 NEW 10.07 0.00
Atlantic Alliance Partner Co shs 0.06 41212 NEW 10.12 0.00
Sony Corporation (SNE) 0.04 12000 NEW 24.58 26.85
Sunedison 0.04 50000 NEW 5.10 0.00
1347 Cap 0.04 24318 NEW 9.87 0.00
EnerNOC (ENOC) 0.03 50000 +25.00% 3.86 11.28
Credit Suisse Nassau Brh invrs vix sterm 0.03 7500 -23.00% 25.87 0.00
Fs Investment Corporation 0.03 25000 NEW 9.00 0.00
Energy Xxi Bermuda Ltd note 3.000%12/1 0.03 4.00M -45.00% 0.05 0.00
Petroleo Brasileiro SA (PBR.A) 0.02 30380 NEW 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 11700 NEW 9.49 0.00
51job (JOBS) 0.01 2034 NEW 29.50 33.51
Scorpio Tankers Inc shs 0.01 7600 -86.00% 8.03 0.00
Sanofi Aventis Wi Conval Rt 0.01 370000 +51.00% 0.11 0.00
Garnero Group Acquition Rts right 06/25/2016 0.01 200000 0.24 0.00
Ability Inc Wts 0.01 27655 NEW 1.41 0.00
Starwood Property Trust (STWD) 0.00 500 NEW 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 125000 NEW 0.06 0.00
1347 Cap Corp right 07/21/2016 0.00 15000 NEW 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 164800 -8.00% 0.13 0.00
Hydra Industries Acquisition wrnt 0.00 12775 +259.00% 0.23 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 10400 +52.00% 0.19 0.00
Dt Asia Invts Ltd rights 03/30/2016 0.00 15000 NEW 0.13 0.00
Dt Asia Invts Ltd *w exp 03/29/202 0.00 14998 NEW 0.13 0.00
Hydra Inds Acquisition Corp right 99/99/9999 0.00 55000 +120.00% 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 5000 NEW 0.40 0.00
Arowana Inc right 01/01/2017 0.00 5000 NEW 0.20 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.00 9000 NEW 0.22 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.00 4600 NEW 0.43 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.00 4200 NEW 0.48 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.00 5600 NEW 0.54 0.00
Gores Hldgs Inc *w exp 08/13/202 0.00 4800 NEW 0.42 0.00
Pacific Spl Acquisition Corp *w exp 10/20/202 0.00 5000 NEW 0.00 0.00