BASSO CAPITAL MANAGEMENT, L.P.

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$547 Million is the total value of BASSO CAPITAL MANAGEMENT, L.P.'s 106 reported holdings in Q1 2014. The portfolio turnover from Q4 2013 to Q1 2014 was 85.9% .

All

			Value		Shares		↓ Weighting
	Buy	MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1	$42,264,000	+23.4%	22,780,000	+15.6%	7.72%	+13.6%
	Buy	MYLAN INCnote 3.750% 9/1	$42,108,000	+328.0%	11,458,000	+281.9%	7.69%	+293.7%
		LIONS GATE ENTMT INCnote 3.625% 3/1	$41,621,000	-15.4%	12,831,000	0.0%	7.60%	-22.1%
	New	SBA COMMUNICATIONS CORPnote 4.000%10/0	$29,844,000	–	10,000,000	+100.0%	5.45%	–
	Buy	OMNICARE INCnote 3.750% 4/0	$28,619,000	+34.9%	19,000,000	+35.7%	5.23%	+24.1%
	Buy	TELEFLEX INCnote 3.875% 8/0	$24,850,000	+28.8%	14,000,000	+14.6%	4.54%	+18.5%
	New	D R HORTON INCnote 2.000% 5/1	$20,840,000	–	12,500,000	+100.0%	3.81%	–
	Buy	OMNICARE INCnote 3.750%12/1	$18,186,000	+156.7%	7,985,000	+158.8%	3.32%	+136.2%
	Buy	HAWAIIAN HOLDINGS INCnote 5.000% 3/1	$15,892,000	+108.7%	8,640,000	+53.2%	2.90%	+92.1%
		JETBLUE AIRWAYS CORPdbcv 6.750%10/1	$15,228,000	+1.2%	7,895,000	0.0%	2.78%	-6.9%
		MICRON TECHNOLOGY INCnote 1.875% 8/0	$13,802,000	+9.0%	5,500,000	0.0%	2.52%	+0.3%
	Buy	SANDISK CORPnote 1.500% 8/1	$10,668,000	+623.7%	6,500,000	+550.0%	1.95%	+565.2%
	New	DEALERTRACK TECHNOLOGIES INCnote 1.500% 3/1	$9,958,000	–	7,000,000	+100.0%	1.82%	–
	Sell	UNITED THERAPEUTICS CORP DELnote 1.000% 9/1	$9,897,000	-67.9%	5,000,000	-61.5%	1.81%	-70.4%
		HERCULES TECH GROWTH CAP INCnote 6.000% 4/1	$9,750,000	-12.5%	7,992,000	0.0%	1.78%	-19.6%
	Sell	EQUINIX INCnote 4.750% 6/1	$9,577,000	-16.3%	4,234,000	-19.1%	1.75%	-23.0%
	New	MGM RESORTS INTERNATIONALnote 4.250% 4/1	$9,468,000	–	6,500,000	+100.0%	1.73%	–
	Sell	NOVELLUS SYS INCnote 2.625% 5/1	$8,525,000	-32.0%	5,000,000	-33.3%	1.56%	-37.4%
	Buy	HORSEHEAD HLDG CORPnote 3.800% 7/0	$8,344,000	+66.0%	6,394,000	+59.8%	1.52%	+52.7%
	New	CASH AMER INTL INCote 5.250% 5/1	$7,220,000	–	4,750,000	+100.0%	1.32%	–
	New	INTERNATIONAL GAME TECHNOLOGnote 3.250% 5/0	$6,963,000	–	6,950,000	+100.0%	1.27%	–
	New	JARDEN CORPnote 1.875% 9/1	$6,938,000	–	5,000,000	+100.0%	1.27%	–
	New	CAL DIVE INTL INC DELote 5.000% 7/1	$6,232,000	–	6,500,000	+100.0%	1.14%	–
	New	ENCORE CAP GROUP INCote 3.000%11/2	$5,808,000	–	3,750,000	+100.0%	1.06%	–
	New	MICRON TECHNOLOGY INCote 2.125% 2/1	$5,585,000	–	2,500,000	+100.0%	1.02%	–
		JETBLUE AIRWAYS CORPdbcv 6.750%10/1	$5,413,000	+1.1%	3,000,000	0.0%	0.99%	-7.0%
	Sell	CALLAWAY GOLF COnote 3.750% 8/1	$5,144,000	+4.8%	3,645,000	-8.3%	0.94%	-3.6%
	New	ALTRA INDL MOTION CORPnote 2.750% 3/0	$4,990,000	–	3,500,000	+100.0%	0.91%	–
	New	TAKE-TWO INTERACTIVE SOFTWARnote 1.750%12/0	$4,953,000	–	3,770,000	+100.0%	0.90%	–
SPY	New	SPDR S&P 500 ETF TRput	$4,676,000	–	25,000	+100.0%	0.85%	–
		PROSPECT CAPITAL CORPORATIONmtnf 5.375%10/1	$4,510,000	-0.4%	4,300,000	0.0%	0.82%	-8.3%
		JETBLUE AIRWAYS CORPdbcv 5.500%10/1	$4,496,000	+0.9%	2,240,000	0.0%	0.82%	-7.2%
	New	AFFYMETRIX INCnote 4.000% 7/0	$4,423,000	–	3,115,000	+100.0%	0.81%	–
	New	PDL BIOPHARMA INCote 4.000% 2/0	$4,239,000	–	4,050,000	+100.0%	0.77%	–
SPY	Buy	SPDR S&P 500 ETF TRtr unit	$4,208,000	+127.8%	22,500	+125.0%	0.77%	+109.5%
		CALLIDUS SOFTWARE INCnote 4.750% 6/0	$3,836,000	-7.6%	2,350,000	0.0%	0.70%	-14.9%
	New	TTM TECHNOLOGIES INCote 1.750%12/1	$3,739,000	–	3,405,000	+100.0%	0.68%	–
	New	VIPSHOP HLDGS LTDote 1.500% 3/1	$3,555,000	–	3,500,000	+100.0%	0.65%	–
	Sell	ANNALY CAP MGMT INCnote 5.000% 5/1	$3,477,000	-36.4%	3,400,000	-37.0%	0.64%	-41.5%
	New	RAIT FINANCIAL TRUSTnote 4.000%10/0	$3,442,000	–	3,500,000	+100.0%	0.63%	–
ROIQ	Buy	ROI ACQUISITION CORP II	$3,393,000	+22.8%	350,168	+20.7%	0.62%	+13.1%
	Sell	HOME INNS & HOTELS MGMT INCnote 2.000%12/1	$3,378,000	-35.2%	3,500,000	-30.0%	0.62%	-40.4%
	New	BOTTOMLINE TECH DEL INCnote 1.500%12/0	$3,279,000	–	2,500,000	+100.0%	0.60%	–
HTWO		HF2 FINL MGMT INCcl a	$3,078,000	+0.8%	300,000	0.0%	0.56%	-7.3%
	Sell	ASCENT CAP GROUP INCnote 4.000% 7/1	$3,002,000	-49.1%	3,000,000	-45.5%	0.55%	-53.2%
PDLI	New	PDL BIOPHARMA INC	$2,989,000	–	359,672	+100.0%	0.55%	–
	Buy	DOLLAR FINL CORPnote 3.000% 4/0	$2,868,000	+48.7%	3,100,000	+55.0%	0.52%	+36.8%
RPTPRD	Sell	RAMCO-GERSHENSON PPTYStr perp pfd-d cv	$2,786,000	-19.9%	46,518	-21.9%	0.51%	-26.2%
HPAC		HYDE PK ACQUISITION CORP II	$2,620,000	-1.1%	250,000	0.0%	0.48%	-8.9%
CACG		CHART ACQUISITION CORP	$2,478,000	+1.6%	250,000	0.0%	0.45%	-6.4%
CLAC		CAPITOL ACQUISITION CORP II	$2,463,000	+2.4%	250,000	0.0%	0.45%	-5.9%
4100PS		SILVER EAGLE ACQUISITION COR	$2,433,000	+0.5%	250,000	0.0%	0.44%	-7.5%
CAMB	New	CAMBRIDGE CAP ACQUISITION CO	$2,405,000	–	250,000	+100.0%	0.44%	–
	Sell	DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1	$2,314,000	-66.4%	2,000,000	-67.6%	0.42%	-69.1%
QGEN	New	QIAGEN NV	$2,214,000	–	105,000	+100.0%	0.40%	–
	New	SHIP FINANCE INTERNATIONAL Lnote 3.250% 2/0	$2,205,000	–	2,000,000	+100.0%	0.40%	–
	Sell	CENVEO CORPnote 7.000% 5/1	$2,066,000	-24.3%	2,000,000	-20.0%	0.38%	-30.4%
TACO	New	LEVY ACQUISITION CORP	$2,040,000	–	211,351	+100.0%	0.37%	–
HCACU	New	HENNESSY CAP ACQUISITION CORunit 99/99/9999	$2,012,000	–	200,000	+100.0%	0.37%	–
QTET	Buy	QUARTET MERGER CORP	$1,755,000	+4.5%	179,600	+2.9%	0.32%	-3.9%
BZT	Sell	BEAZER HOMES USA INCunit 99/99/9999	$1,678,000	-66.0%	53,481	-59.9%	0.31%	-68.6%
MWRX		MERGEWORTHRX CORP	$1,625,000	-0.6%	201,107	0.0%	0.30%	-8.6%
GDEF		GLOBAL DEFENSE & NATL SEC SY	$1,518,000	+0.7%	150,000	0.0%	0.28%	-7.4%
		RAIT FINANCIAL TRUSTnote 7.000% 4/0	$1,383,000	-2.3%	1,000,000	0.0%	0.25%	-10.0%
EPR	New	EPR PPTYS COMsh ben int	$1,306,000	–	24,469	+100.0%	0.24%	–
INXB	New	INFINITY CROSS BORDER ACQUISITION	$1,302,000	–	162,750	+100.0%	0.24%	–
PCLN	New	PRICELINE COM INC	$1,251,000	–	1,050	+100.0%	0.23%	–
QPAC	Buy	QUINPARIO ACQUISITION CORP	$1,041,000	+3.1%	101,200	+1.2%	0.19%	-5.5%
DCUB	New	DOMINION RES INC VA NEWunit 07/01/2016	$981,000	–	17,000	+100.0%	0.18%	–
EPRPRC	Sell	EPR PPTYS PFD Ccnv 5.75%	$928,000	-77.0%	43,855	-78.1%	0.17%	-78.8%
UVV	New	UNIVERSAL CORP VA	$797,000	–	14,267	+100.0%	0.15%	–
BLVDU	New	BOULEVARD ACQUISITION CORPunit 99/99/9999	$788,000	–	78,258	+100.0%	0.14%	–
ON	New	ON SEMICONDUCTOR CORP	$779,000	–	82,900	+100.0%	0.14%	–
CPHD	New	CEPHEID	$562,000	–	10,900	+100.0%	0.10%	–
AINV		APOLLO INVT CORP	$501,000	-2.0%	60,300	0.0%	0.09%	-8.9%
NEEPRO		NEXTERA ENERGY INCunit 09/01/2015	$491,000	+8.6%	8,000	0.0%	0.09%	0.0%
DDR	Sell	DDR CORPcall	$494,000	-59.8%	30,000	-62.5%	0.09%	-63.1%
BDN	New	BRANDYWINE RLTY TRsh ben int new	$477,000	–	33,000	+100.0%	0.09%	–
EXAS	New	EXACT SCIENCES CORP	$425,000	–	30,000	+100.0%	0.08%	–
SPXU	New	PROSHARES TR ULTRAPROshort s	$421,000	–	7,500	+100.0%	0.08%	–
HCNPRI		HEALTH CARE REIT INCpfd per con i	$388,000	+7.8%	7,000	0.0%	0.07%	0.0%
UMC		UNITED MICROELECTRONICS CORP SPONadr new	$357,000	+2.0%	171,600	0.0%	0.06%	-7.1%
EOX	New	EMERALD OIL INCcall	$336,000	–	50,000	+100.0%	0.06%	–
AMRN	New	AMARIN CORP PLC SPONScall	$274,000	–	151,400	+100.0%	0.05%	–
WRE	New	WASHINGTON REAL ESTATE INVTsh ben int	$249,000	–	10,411	+100.0%	0.04%	–
XIV	New	CREDIT SUISSE NASSAU BRH INVRSvix sterm	$221,000	–	7,000	+100.0%	0.04%	–
ZIONZ		ZIONS BANCORPORATIONw exp 11/14/201	$205,000	-1.0%	50,000	0.0%	0.04%	-9.8%
EAGLW		SILVER EAGLE ACQUISITION CORw exp 07/26/202	$169,000	+19.9%	235,000	0.0%	0.03%	+10.7%
CACGW	Sell	CHART ACQUISITION CORPw exp 12/19/201	$164,000	-11.8%	237,700	-0.2%	0.03%	-18.9%
VXX	New	BARCLAYS BK PLC IPATHcall	$157,000	–	10,000	+100.0%	0.03%	–
ROIQW		ROI ACQUISITION CORP IIw exp 09/17/201	$128,000	-11.7%	290,168	0.0%	0.02%	-20.7%
CWSA		CITIGROUP INCw exp 01/04/201	$107,000	-0.9%	166,500	0.0%	0.02%	-4.8%
CAMBW	New	CAMBRIDGE CAP ACQUISITION COw exp 12/23/201	$105,000	–	250,000	+100.0%	0.02%	–
GCVRZ	Buy	SANOFIright 12/31/2020	$88,000	+17.3%	275,000	+25.0%	0.02%	+6.7%
BACWSB	Sell	BANK OF AMERICA CORPORATIONw exp 10/28/201	$83,000	+16.9%	91,600	-0.8%	0.02%	+7.1%
QTETR	Buy	QUARTET MERGER CORPright 99/99/9999	$77,000	-15.4%	179,600	+2.9%	0.01%	-22.2%
FPO	New	FIRST POTOMAC RLTY TR	$71,000	–	5,467	+100.0%	0.01%	–
TACOW	New	LEVY ACQUISITION CORPw exp 11/19/201	$61,000	–	93,700	+100.0%	0.01%	–
CLACW		CAPITOL ACQUISITION CORP IIw exp 05/15/201	$61,000	-18.7%	124,700	0.0%	0.01%	-26.7%
QPACW	Sell	QUINPARIO ACQUISITION CORPw exp 09/27/201	$52,000	+44.4%	82,500	-17.5%	0.01%	+42.9%
AQUUW	Sell	AQUASITION CORP*w exp 10/25/201	$52,000	+2.0%	200,000	-4.5%	0.01%	0.0%
INXBW	New	INFINITY CROSS BORDER ACQUISITIONwts	$45,000	–	58,450	+100.0%	0.01%	–
MOV	New	MOVADO GROUP INC	$41,000	–	897	+100.0%	0.01%	–
ROIQU	New	ROI ACQUISITION CORP IIunit 99/99/9999	$20,000	–	2,000	+100.0%	0.00%	–
JACWF		COLLABRIUM JAPAN ACQUISITN Cw exp 99/99/999	$9,000	+28.6%	62,611	0.0%	0.00%	+100.0%
CGBBW		CITIGROUP INCw exp 10/28/201	$5,000	-28.6%	115,500	0.0%	0.00%	0.0%
QTETU	Exit	QUARTET MERGER CORPunit 99/99/9999t	$0	–	-5,000	-100.0%	-0.01%	–
GEVO	Exit	GEVO INC	$0	–	-70,000	-100.0%	-0.02%	–
HCN	Exit	HEALTH CARE REIT INC	$0	–	-5,971	-100.0%	-0.06%	–
NLY	Exit	ANNALY CAP MGMT INCcall	$0	–	-50,000	-100.0%	-0.10%	–
JACQ	Exit	COLLABRIUM JAPAN ACQUISITN C	$0	–	-62,611	-100.0%	-0.13%	–
SSRI	Exit	SILVER STD RES INCcall	$0	–	-100,000	-100.0%	-0.14%	–
SFUN	Exit	SOUFUN HLDGS LTDput	$0	–	-10,000	-100.0%	-0.16%	–
ELY	Exit	CALLAWAY GOLF COput	$0	–	-100,000	-100.0%	-0.17%	–
TACOU	Exit	LEVY ACQUISITION CORPunit 99/99/9999	$0	–	-200,000	-100.0%	-0.40%	–
	Exit	RESOURCE CAP CORPote 6.000%12/0	$0	–	-2,500,000	-100.0%	-0.50%	–
	Exit	ALPHA NATURAL RESOURCES INCote 4.875%12/1	$0	–	-2,500,000	-100.0%	-0.53%	–
	Exit	GAIN CAP HLDGS INCote 4.125%12/0	$0	–	-4,500,000	-100.0%	-0.83%	–
	Exit	BPZ RESOURCES INCote 8.500%10/0	$0	–	-4,900,000	-100.0%	-0.86%	–
	Exit	STARWOOD PPTY TR INCnote 4.000% 1/1	$0	–	-4,000,000	-100.0%	-0.88%	–
	Exit	XILINX INCsdcv 3.125% 3/1	$0	–	-3,000,000	-100.0%	-0.94%	–
	Exit	ALBANY MOLECULAR RESH INCote 2.250%11/1	$0	–	-5,250,000	-100.0%	-0.97%	–
	Exit	SALESFORCE COM INCnote 0.750% 1/1	$0	–	-2,000,000	-100.0%	-1.02%	–
	Exit	MERRIMACK PHARMACEUTICALS INnote 4.500% 7/1	$0	–	-5,000,000	-100.0%	-1.04%	–
	Exit	ENPRO INDS INCdbcv 3.938%10/1	$0	–	-3,000,000	-100.0%	-1.05%	–
	Exit	JINKOSOLAR HLDG CO LTDnote 4.000% 5/1	$0	–	-5,100,000	-100.0%	-1.07%	–
	Exit	ENDO HEALTH SOLUTIONS INCnote 1.750% 4/1	$0	–	-2,970,000	-100.0%	-1.37%	–
OCRPRB	Exit	OMNICARE CAP TR IIpfd b tr 4.00%	$0	–	-132,710	-100.0%	-1.95%	–
	Exit	PRICELINE COM INCnote 1.250% 3/1	$0	–	-3,300,000	-100.0%	-2.50%	–
SPY	Exit	SPDR S&P 500 ETF TRcall	$0	–	-100,000	-100.0%	-3.67%	–
	Exit	WESTERN REFNG INCnote 5.750% 6/1	$0	–	-6,401,000	-100.0%	-5.64%	–
	Exit	PDL BIOPHARMA INCnote 2.875% 2/1	$0	–	-20,221,000	-100.0%	-6.19%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2014-05-13

Signatures

The EDGAR filing(s) were signed by:

Marc Seidenberg — General Counsel and Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
ZIONS BANCORPORATION	18	Q3 2017	0.1%
SANOFI RIGHT 12/31/2020	18	Q3 2017	0.0%
CITIGROUP INC	18	Q4 2017	0.0%
BANK OF AMERICA CORPORATION	17	Q3 2017	0.0%
SPDR S&P 500 ETF TRUST	16	Q3 2023	26.0%
MOLINA HEALTHCARE INC	16	Q1 2018	4.2%
NATIONAL HEALTH INVS INC	16	Q1 2018	1.8%
MICROCHIP TECHNOLOGY INC	15	Q4 2016	8.1%
J2 GLOBAL INC	15	Q2 2018	2.3%
VECTOR GROUP LTD	15	Q2 2018	1.7%

View BASSO CAPITAL MANAGEMENT, L.P.'s complete holdings history.

Latest significant ownerships (13-D/G)

BASSO CAPITAL MANAGEMENT, L.P. Q1 2014 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Shares	Percentage
Compass Digital Acquisition Corp.^{Sold out}	February 10, 2023	0	0.0%
EdtechX Holdings Acquisition Corp. II^{Sold out}	February 10, 2023	0	0.0%
Eve Holding, Inc.^{Sold out}	February 10, 2023	0	0.0%
FoxWayne Enterprises Acquisition Corp.^{Sold out}	February 10, 2023	0	0.0%
Tastemaker Acquisition Corp.^{Sold out}	February 10, 2023	0	0.0%
ACKRELL SPAC Partners I Co.	February 11, 2022	994,246	5.5%
AGBA Acquisition Ltd	February 11, 2022	83,878	1.7%
Airspan Networks Holdings Inc.^{Sold out}	February 11, 2022	0	0.0%
Benessere Capital Acquisition Corp.^{Sold out}	February 11, 2022	0	0.0%
Dune Acquisition Corp	February 11, 2022	222,524	1.3%

View BASSO CAPITAL MANAGEMENT, L.P.'s complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-05-13
13F-HR	2024-02-14
13F-HR	2023-11-14
13F-HR	2023-08-14
13F-HR	2023-05-15
13F-HR	2023-02-14
SC 13G/A	2023-02-10
SC 13G/A	2023-02-10
SC 13G/A	2023-02-10
SC 13G/A	2023-02-10

View BASSO CAPITAL MANAGEMENT, L.P.'s complete filings history.

All filings

View complete filings history.

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