Basso Capital Management, L.P.

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

BASSO CAPITAL MANAGEMENT portfolio companies for December 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Take-two Interactive Softwar note 1.000% 7/0 6.12 17.72M -11.00% 2.29 0.00
Verisign Inc sdcv 3.250% 8/1 5.08 15.18M -20.00% 2.22 0.00
Priceline.com debt 1.000% 3/1 4.46 18.85M -6.00% 1.57 0.00
Palo Alto Networks Inc note 7/0 4.16 21.69M +24.00% 1.27 0.00
Ctrip.com Inter Ltd. conv 3.36 19.18M +30.00% 1.16 0.00
Ship Finance International L Note 5.75010/1 Added 3.03 19.90M NEW 1.01 0.00
Yahoo Inc note 12/0 2.64 17.69M +28.00% 0.99 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.62 17.00M +22.00% 1.02 0.00
Salesforce.com Inc conv 2.56 14.64M -16.00% 1.16 0.00
Ares Capital Corporation convertible cor 2.33 15.15M NEW 1.02 0.00
Medicines Company conv 2.17 11.97M +15.00% 1.20 0.00
Molina Healthcare Inc. conv 2.15 9.96M +17.00% 1.43 0.00
Dht Holdings Inc cv acrd nt4.5%19 2.15 15.50M -32.00% 0.92 0.00
National Health Invs Inc note 1.84 10.90M +3.00% 1.12 0.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.75 8.01M +25.00% 1.45 0.00
Tal Education Group conv bd us 1.75 4.35M 2.67 0.00
J2 Global Inc note 3.250% 6/1 1.66 8.34M +3.00% 1.32 0.00
Ttm Technologies Inc conv 1.55 6.72M +20.00% 1.53 0.00
Mercadolibre Inc note 2.250% 7/0 1.51 7.26M 1.38 0.00
Microchip Technology Inc sdcv 2.125%12/1 1.48 3.64M -74.00% 2.69 0.00
Healthsouth Corp conv 1.44 8.08M NEW 1.18 0.00
Gp Invts Acquisition Cor shs 1.43 956510 +79.00% 9.90 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 1.42 5.36M 1.76 0.00
Citrix Systems Inc conv 1.33 7.67M NEW 1.15 0.00
Healthways Inc note 1.500% 7/0 1.31 6.80M +142.00% 1.28 0.00
Acorda Therap note 1.75% 6/15 1.28 11.20M +41.00% 0.76 0.00
SPDR Gold Trust (GLD) 1.24 75000 NEW 109.61 118.86
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.16 7.70M -7.00% 1.00 0.00
Hennessy Cap Acquisition Cor 1.11 729047 +82.00% 10.09 0.00
Shutterfly Inc note 0.250% 5/1 1.10 7.29M +10.00% 1.00 0.00
Euronet Worldwide Inc Note 1.500%10/0 Added 1.08 6.17M +252.00% 1.16 0.00
Hunter Maritime Acquisition unit 99/99/9999 1.07 700000 NEW 10.15 0.00
Boulevard Acquisition cl a 1.05 704262 +55.00% 9.92 0.00
Carriage Svcs Inc note 2.750% 3/1 1.02 5.00M -16.00% 1.35 0.00
Cardtronics Inc note 1.000%12/0 1.01 5.66M NEW 1.18 0.00
Seacor Holding Inc note 3.000 11/1 1.00 7.54M +43.00% 0.88 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.96 6.84M -23.00% 0.93 0.00
Cien 4 12/15/20 0.91 4.30M NEW 1.40 0.00
Cf Corp shs cl a 0.91 605887 +201.00% 9.98 0.00
Double Eagle Acquisition Cor 0.88 583097 +117.00% 9.95 0.00
Gty Technology Holdings Inc. unit 99/99/9999 0.88 557200 NEW 10.50 0.00
Pace Hldgs Corp cl a 0.84 551885 +117.00% 10.12 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.82 3.87M +83.00% 1.41 0.00
Servicenow Inc. note 0.79 4.44M +20.00% 1.18 0.00
Easterly Acquisition 0.77 520020 +42.00% 9.85 0.00
Corenergy Infrastructure note 7% 6/15 0.70 4.15M -7.00% 1.12 0.00
Electrum Spl Acquisition Cor shs 0.69 459952 +27.00% 9.90 0.00
Interdigital Inc 1.5% 3/1/20 convertible bond 0.67 3.29M NEW 1.35 0.00
Brookdale Senior Living note 0.65 4.41M NEW 0.97 0.00
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.65 3.44M -26.00% 1.26 0.00
Ship Finance International sr cv nt 0.64 3.99M +2.00% 1.07 0.00
Nuance Communications Inc note 2.750%11/0 0.61 4.00M -20.00% 1.01 0.00
Depomed Inc conv 0.61 3.53M NEW 1.14 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.60 5.06M 0.78 0.00
Harmony Merger 0.56 365908 +306.00% 10.12 0.00
51job Inc note 3.250% 4/1 0.55 3.50M 1.05 0.00
Quinpario Acquisition Corp 2 0.53 356050 +9.00% 9.95 0.00
Blackstone Mtg Tr Inc Note cb 0.49 2.92M NEW 1.11 0.00
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.46 3.14M -64.00% 0.97 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.42 2.15M 1.30 0.00
Sunpower Corp dbcv 4.000% 1/1 0.37 3.50M NEW 0.71 0.00
Financial Select Sector SPDR (XLF) 0.35 100000 -33.00% 23.25 23.54
Fluidigm Corporation convertible cor 0.35 3.37M 0.69 0.00
Vector Group Ltd note 1.75% 4/15 0.35 2.00M 1.15 0.00
Iconix Brand Group, Inc. conv 0.35 2.50M NEW 0.92 0.00
Global Partner Acquisition C 0.35 236226 +2.00% 9.94 0.00
Landcadia Hldgs Inc cl a 0.35 234501 +857.00% 9.78 0.00
Twitter Inc note 1.000% 9/1 0.32 2.30M 0.91 0.00
Broadsoft Inc note 1.000% 9/0 0.32 1.75M NEW 1.21 0.00
Vodafone Group New Adr F 0.31 84300 24.42 0.00
Toll Bros Finance Corp. convertible bond 0.30 2.00M NEW 0.98 0.00
Fireeye Series B convertible security 0.30 2.23M 0.90 0.00
Hos Us conv 0.29 2.68M -65.00% 0.71 0.00
Spirit Realty reit 0.27 160843 +60.00% 10.93 0.00
Frontier Communications (FTR) 0.25 500000 NEW 3.38 2.09
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.23 1.49M -14.00% 1.04 0.00
Andina Acquisition Corp Ii shs 0.23 152054 +222.00% 9.93 0.00
ON Semiconductor (ONNN) 0.21 108460 NEW 12.76 13.00
Trinity Industries (TRN) 0.21 50000 NEW 27.76 25.87
Ent 2 3/4 2/15/35 convertible bond 0.21 1.75M -26.00% 0.78 0.00
SM Energy (SM) 0.20 39400 NEW 34.47 20.81
Pacific Spl Acquisition Corp shs 0.20 130759 +339.00% 10.35 0.00
Meritage Homes Corp conv 0.19 1.25M NEW 1.00 0.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.19 124900 -24.00% 10.13 0.00
Saban Cap Acquisition Corp unit 99/99/9999 0.19 123569 10.37 0.00
Proofpoint 0.16 15000 70.67 0.00
Quinpario Acquisition Corp 2 unit 01/01/2023 0.16 105000 10.13 0.00
priceline.com Incorporated (PCLN) 0.14 640 1465.62 1753.11
Boulevard Acquisition unit 99/99/9999 0.14 89120 10.15 0.00
Red Hat (RHT) 0.12 11650 69.70 82.96
Scorpio Tankers Inc shs 0.12 176800 NEW 4.54 0.00
Dht Holdings 0.12 185600 NEW 4.14 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.12 75000 10.49 0.00
Akamai Technologies (AKAM) 0.11 10900 NEW 66.70 63.63
Wpx Energy 0.11 50000 14.58 0.00
Axar Acquisition 0.11 75000 NEW 9.85 0.00
Live Nation Entertainment (LYV) 0.09 22700 NEW 26.61 29.56
Welltower Inc 6.50% pfd prepet 0.09 10000 60.00 0.00
Allscripts Healthcare Solutions (MDRX) 0.08 50000 NEW 10.22 11.98
Synchronoss Technologies (SNCR) 0.08 14600 NEW 38.29 25.94
Great Elm Cap 0.08 43367 NEW 11.67 0.00
Royal Dutch Shell (RDS.A) 0.07 8998 +28.00% 54.35 0.00
General Cable Corporation (BGC) 0.07 25000 NEW 19.04 16.70
Carnival (CUK) 0.07 8900 +32.00% 51.24 57.49
GOLAR LNG Limited Com 0.07 20000 -90.00% 22.95 0.00
Central Garden & Pet (CENTA) 0.07 16000 30.88 33.87
Epr Properties Pfd C 5.75% 0.07 16248 +501.00% 28.25 0.00
11/14/2018 W EXP 11/14/2018 0.07 50000 8.66 0.00
51job (JOBS) 0.06 11080 33.84 36.88
Universal Corporation (UVV) 0.05 4786 63.73 69.25
Sunpower 0.05 50000 NEW 6.62 0.00
Ofg Ban 0.05 25000 NEW 13.12 0.00
Spirit Realty Capital Inc convertible cor 0.05 345000 -81.00% 1.04 0.00
Harmony Merger Corp unit 99/99/9999 0.05 30000 10.30 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.05 30000 -40.00% 10.30 0.00
Klr Energy Acquisition Corp cl a 0.05 30556 +19.00% 10.34 0.00
M I Acquisitions Inc unit 99/99/9999 0.04 26411 +5.00% 10.15 0.00
Kindred Healthcare (KND) 0.03 25000 NEW 7.84 8.45
Klr Energy Acquisition Corp unit 0.03 15000 11.33 0.00
Jensyn Acquisition Corp unit 99/99/9999 0.03 20000 10.50 0.00
Cf Corporation 0.03 20000 10.45 0.00
Landcadia Holdings Inc unit 0.03 20000 10.40 0.00
Conyers Pk Acquisition cl a 0.03 17950 -21.00% 10.19 0.00
Credit Suisse Nassau Brh invrs vix sterm 0.02 2500 46.80 0.00
Vivopower International Plc shs 0.02 20997 NEW 5.48 0.00
Microchip Technology (MCHP) 0.01 1100 NEW 64.55 73.15
Siliconware Precision Industries (SPIL) 0.01 7000 7.29 8.04
Bank Of America Corp w exp 10/201 0.01 50000 -45.00% 0.96 0.00
Sanofi Aventis Wi Conval Rt 0.01 150000 -14.00% 0.38 0.00
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.01 40600 0.86 0.00
Inspired Entmt Inc w exp 10/20/202 0.01 57900 NEW 0.71 0.00
Inspired Entmt 0.01 10000 NEW 8.50 0.00
Gty Technology Holdings Inc cl a 0.01 6691 NEW 10.76 0.00
Amicus Therapeutics (FOLD) 0.00 1800 NEW 5.00 7.24
Citigroup Inc Com Us cmn 0.00 81500 0.15 0.00
Kinder Morgan Inc/delaware Wts 0.00 337000 0.01 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.00 17000 +1445.00% 0.29 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.00 43500 +30.00% 0.46 0.00
Jm Global Hldg Co *w exp 07/29/201 0.00 4200 -28.00% 0.24 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.00 46525 +163.00% 0.37 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.00 5000 NEW 0.80 0.00
Andina Acquisition Corp-cw w exp 9/1/2022 0.00 15000 +200.00% 0.27 0.00
Andina Acquisition Corp-rts right 09/01/2017 0.00 40000 +100.00% 0.40 0.00
Double Eagle Acquisition Cor *w exp 09/16/202 0.00 8666 0.46 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 0.45 0.00
Pace Hldgs Corp *w exp 99/99/999 0.00 2190 -83.00% 0.46 0.00
Jensyn Acquisition 0.00 479 10.44 0.00
Great Plains Energy Incorporated conv prf 0.00 641 NEW 49.92 0.00
M Iii Acquisition Corp *w exp 10/10/202 0.00 5100 +5000.00% 0.20 0.00
Axar Acquisition Corp *w exp 12/31/202 0.00 98127 NEW 0.07 0.00
Gty Technology Holdings Inc w exp 99/99/999 0.00 3333 NEW 0.90 0.00
Stellar Acquisition Iii 0.00 3018 NEW 9.94 0.00