Basso Capital Management

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

BASSO CAPITAL MANAGEMENT portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 6.48 19.20M -9.00% 2.29 0.00
Take-two Interactive Softwar note 1.000% 7/0 6.22 20.10M 2.10 0.00
Microchip Technology Inc sdcv 2.125%12/1 5.36 14.05M -20.00% 2.59 0.00
SPDR S&P; 500 ETF (SPY) 4.78 150000 -53.00% 216.30 205.25
Priceline.com debt 1.000% 3/1 4.71 20.24M +31.00% 1.58 0.00
Palo Alto Networks Inc note 7/0 3.92 17.47M 1.52 0.00
Salesforce.com Inc conv 3.06 17.45M +229.00% 1.19 0.00
Dht Holdings Inc cv acrd nt4.5%19 3.06 22.80M -9.00% 0.91 0.00
1,000% Sina 01.12.2018 note 3.02 20.50M +36.00% 1.00 0.00
Ctrip.com Inter Ltd. conv 2.79 14.69M +89.00% 1.29 0.00
Nvidia Corp note 1.000 12/0 2.53 5.03M -43.00% 3.41 0.00
Linkedin Corp note 0.500% 11/0 2.47 16.95M +182.00% 0.99 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.11 13.87M -3.00% 1.03 0.00
Yahoo Inc note 12/0 2.07 13.77M -7.00% 1.02 0.00
Medicines Company conv 1.96 10.32M -13.00% 1.29 0.00
Molina Healthcare Inc. conv 1.89 8.45M +15.00% 1.52 0.00
National Health Invs Inc note 1.77 10.52M +5.00% 1.14 0.00
Tal Education Group conv bd us 1.74 4.35M +19.00% 2.71 0.00
Mercadolibre Inc note 2.250% 7/0 1.67 7.26M -16.00% 1.56 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.46 5.40M -15.00% 1.83 0.00
J2 Global Inc note 3.250% 6/1 1.38 8.09M 1.16 0.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.38 6.40M -24.00% 1.46 0.00
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 1.29 8.73M NEW 1.00 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.25 8.91M -4.00% 0.95 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.19 8.35M +41.00% 0.97 0.00
Webmd Health Conv Sr Notes conv 1.12 7.29M +166.00% 1.04 0.00
Ttm Technologies Inc conv 1.09 5.60M NEW 1.32 0.00
Dynegy Inc unit 07/01/20191 1.08 88536 +77.00% 82.76 0.00
Carriage Svcs Inc note 2.750% 3/1 1.04 6.00M +71.00% 1.18 0.00
Acorda Therap note 1.75% 6/15 0.96 7.90M +85.00% 0.82 0.00
Shutterfly Inc note 0.250% 5/1 0.95 6.58M 0.98 0.00
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.87 5.40M NEW 1.09 0.00
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.82 4.69M 1.19 0.00
Gp Invts Acquisition Cor shs 0.77 531522 +15.00% 9.80 0.00
Nuance Communications Inc note 2.750%11/0 0.74 5.00M +25.00% 1.00 0.00
Servicenow Inc. note 0.67 3.70M NEW 1.22 0.00
Corenergy Infrastructure note 7% 6/15 0.67 4.47M +5.00% 1.01 0.00
Hos Us conv 0.65 7.78M +14.00% 0.57 0.00
Boulevard Acquisition cl a 0.65 454096 +44.00% 9.75 0.00
GOLAR LNG 0.64 206000 21.20 0.00
Seacor Holding Inc note 3.000 11/1 0.63 5.25M NEW 0.81 0.00
Ship Finance International sr cv nt 0.60 3.88M -62.00% 1.05 0.00
Healthways Inc note 1.500% 7/0 0.60 2.80M NEW 1.45 0.00
Hennessy Cap Acquisition Cor 0.58 399053 9.86 0.00
51job Inc note 3.250% 4/1 0.54 3.50M -12.00% 1.05 0.00
Easterly Acquisition 0.54 366000 +30.00% 9.94 0.00
Electrum Spl Acquisition Cor shs 0.52 361502 +16.00% 9.83 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.50 5.06M -32.00% 0.67 0.00
Quinpario Acquisition Corp 2 0.48 325650 +14.00% 9.91 0.00
Financial Select Sector SPDR (XLF) 0.43 150000 NEW 19.30 23.97
Trina Solar Limited note 4.000%10/1 0.42 3.00M 0.94 0.00
Insulet Corp note 2.000% 6/1 0.41 2.50M NEW 1.10 0.00
Double Eagle Acquisition Cor 0.39 267574 +12.00% 9.90 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.37 2.15M -23.00% 1.18 0.00
Pace Hldgs Corp cl a 0.37 254000 +15.00% 9.85 0.00
Vodafone Group New Adr F 0.36 84300 29.15 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.35 2.11M -42.00% 1.13 0.00
Vector Group Ltd note 1.75% 4/15 0.34 2.00M -33.00% 1.14 0.00
Ar Cap Acquisition 0.34 228078 9.98 0.00
Global Partner Acquisition C 0.34 230601 +20.00% 9.88 0.00
Hydra Inds Acquisition 0.33 227000 +35.00% 9.96 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 0.33 1.75M NEW 1.26 0.00
Twitter Inc note 1.000% 9/1 0.32 2.30M -53.00% 0.94 0.00
Fluidigm Corporation convertible cor 0.31 3.42M +95.00% 0.61 0.00
HEALTHSOUTH (HLS) 0.30 50000 NEW 40.58 41.95
Spirit Realty Capital Inc convertible cor 0.30 1.84M -66.00% 1.10 0.00
Fireeye Series B convertible security 0.30 2.23M -25.00% 0.91 0.00
Ent 2 3/4 2/15/35 convertible bond 0.29 2.38M -4.00% 0.82 0.00
Cf Corp shs cl a 0.29 200874 NEW 9.79 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.26 1.74M +148.00% 1.03 0.00
Terrapin 3 Acquisition 0.25 173262 +37.00% 9.93 0.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.24 164900 10.02 0.00
Gores Hldgs Inc unit 99/99/9999 0.24 140052 -59.00% 11.58 0.00
Ar Cap Acquisition Corp unit 99/99/9999 0.23 155454 10.01 0.00
Easterly Acquisition Corp. equities 0.23 151000 -36.00% 10.30 0.00
Corenergy Infrastructure Tr 0.22 50000 +100.00% 29.34 0.00
Spirit Realty reit 0.20 100000 13.33 0.00
Arowana Inc shs 0.20 135100 +58.00% 10.19 0.00
Deutsche Bank Ag-registered 0.19 100000 NEW 13.09 0.00
Arowana Inc unit 99/99/9999 0.19 125000 -16.00% 10.32 0.00
Saban Cap Acquisition Corp unit 99/99/9999 0.18 124064 NEW 10.08 0.00
Proofpoint 0.17 15000 NEW 74.87 0.00
Pattern Energy 0.17 50000 NEW 22.50 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.16 105000 -16.00% 10.08 0.00
Atlantic Alliance Partner Co shs 0.16 103408 +97.00% 10.50 0.00
Red Hat (RHT) 0.14 11650 80.86 65.33
priceline.com Incorporated (PCLN) 0.14 640 +28.00% 1471.88 1190.00
Harmony Merger 0.13 89958 10.05 0.00
Boulevard Acquisition unit 99/99/9999 0.13 89120 -61.00% 10.21 0.00
Hydra Inds Acquisition Corp unit 10/20/2021 0.12 75000 -44.00% 10.65 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.11 75000 -11.00% 10.31 0.00
Wpx Energy 0.10 50000 13.20 0.00
Welltower Inc 6.50% pfd prepet 0.10 10000 66.70 0.00
Petroleo Brasileiro SA (PBR) 0.09 68200 +10.00% 9.33 5.36
DYNEGY INC Common stock 0.09 50000 -33.00% 12.40 0.00
Gp Invts Acquisition Cor unit 99/99/9999 0.09 60000 -53.00% 10.00 0.00
Full Circle Cap 0.08 195438 2.64 0.00
Gnc Holdings Inc Cl A 0.08 25000 NEW 20.44 0.00
News 0.08 38600 13.99 0.00
BHP Billiton (BBL) 0.07 15900 +57.00% 30.38 42.79
Andina Acquisition Corp Ii shs 0.07 47203 +136.00% 9.85 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.07 50000 10.06 0.00
Central Garden & Pet (CENTA) 0.06 16100 -50.00% 24.78 9.88
Royal Dutch Shell (RDS.A) 0.05 7000 +133.00% 50.00 0.00
51job (JOBS) 0.05 11080 +96.00% 33.39 33.51
Carnival (CUK) 0.05 6700 49.10 45.27
Liberty Global Inc Com Ser A 0.05 9400 +154.00% 34.15 0.00
Universal Corporation (UVV) 0.04 4786 -64.00% 58.30 45.24
Hornbeck Offshore Services (HOS) 0.04 50000 5.50 18.69
Harmony Merger Corp unit 99/99/9999 0.04 30000 10.17 0.00
Pacific Spl Acquisition Corp shs 0.04 29752 NEW 10.25 0.00
Klr Energy Acquisition Corp cl a 0.04 25614 +356.00% 10.11 0.00
M I Acquisitions Inc unit 99/99/9999 0.04 25000 NEW 10.04 0.00
Landcadia Hldgs Inc cl a 0.04 24500 NEW 9.71 0.00
Discovery Communications (DISCK) 0.03 7300 26.30 31.23
Knowles 0.03 15190 NEW 14.02 0.00
Jensyn Acquisition Corp unit 99/99/9999 0.03 20000 10.20 0.00
Cf Corporation 0.03 20000 NEW 10.20 0.00
Landcadia Holdings Inc unit 0.03 20000 NEW 10.20 0.00
Conyers Pk Acquisition cl a 0.03 23000 NEW 10.00 0.00
11/14/2018 W EXP 11/14/2018 0.02 50000 2.14 0.00
Alphabet Inc Class A cs 0.02 200 805.00 0.00
Gores Hldgs Inc cl a 0.02 11845 -93.00% 10.81 0.00
Klr Energy Acquisition Corp unit 0.02 15000 10.33 0.00
Siliconware Precision Industries (SPIL) 0.01 7000 7.43 8.71
Credit Suisse Nassau Brh invrs vix sterm 0.01 2500 37.60 0.00
Sanofi Aventis Wi Conval Rt 0.01 175000 -36.00% 0.27 0.00
Epr Properties Pfd C 5.75% 0.01 2700 NEW 30.37 0.00
Hydra Inds Acquisition Corp right 99/99/9999 0.01 125000 +92.00% 0.45 0.00
Bank Of America Corp w exp 10/201 0.00 91600 0.10 0.00
Citigroup Inc Com Us cmn 0.00 81500 0.05 0.00
Kinder Morgan Inc/delaware Wts 0.00 337000 +12.00% 0.01 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.00 3530 +36.00% 0.28 0.00
Hydra Industries Acquisition wrnt 0.00 3248 +8.00% 0.31 0.00
Ar Cap Acquisition Corp *w exp 10/06/201 0.00 20400 -42.00% 0.05 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.00 24197 +214.00% 0.17 0.00
Arowana Inc *w exp 04/29/202 0.00 19950 NEW 0.15 0.00
Arowana Inc right 01/01/2017 0.00 30000 +500.00% 0.20 0.00
Global Partner Acquisition C *w exp 07/01/202 0.00 10000 -50.00% 0.30 0.00
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.00 40600 -55.00% 0.39 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.00 1100 -92.00% 0.00 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.00 33400 +17.00% 0.66 0.00
Jm Global Hldg Co *w exp 07/29/201 0.00 5900 NEW 0.17 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.00 17625 +41.00% 0.62 0.00
Andina Acquisition Corp-cw w exp 9/1/2022 0.00 5000 NEW 0.20 0.00
Andina Acquisition Corp-rts right 09/01/2017 0.00 20000 NEW 0.30 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.00 8666 +40.00% 0.35 0.00
Gores Hldgs Inc *w exp 08/13/202 0.00 4857 -67.00% 1.24 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 8949 -40.00% 0.56 0.00
Pace Hldgs Corp *w exp 99/99/999 0.00 13190 0.45 0.00
Jensyn Acquisition 0.00 479 NEW 10.44 0.00
M Iii Acquisition Corp *w exp 10/10/202 0.00 100 NEW 0.00 0.00