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 60.5% .

All

			Value		Shares		↓ Weighting
	Sell	UNITED THERAPEUTICS CORP DELnote 1.000% 9/1	$9,897,000	-67.9%	5,000,000	-61.5%	1.81%	-70.4%
	Sell	EQUINIX INCnote 4.750% 6/1	$9,577,000	-16.3%	4,234,000	-19.1%	1.75%	-23.0%
	Sell	NOVELLUS SYS INCnote 2.625% 5/1	$8,525,000	-32.0%	5,000,000	-33.3%	1.56%	-37.4%
	Sell	CALLAWAY GOLF COnote 3.750% 8/1	$5,144,000	+4.8%	3,645,000	-8.3%	0.94%	-3.6%
	Sell	ANNALY CAP MGMT INCnote 5.000% 5/1	$3,477,000	-36.4%	3,400,000	-37.0%	0.64%	-41.5%
	Sell	HOME INNS & HOTELS MGMT INCnote 2.000%12/1	$3,378,000	-35.2%	3,500,000	-30.0%	0.62%	-40.4%
	Sell	ASCENT CAP GROUP INCnote 4.000% 7/1	$3,002,000	-49.1%	3,000,000	-45.5%	0.55%	-53.2%
RPTPRD	Sell	RAMCO-GERSHENSON PPTYStr perp pfd-d cv	$2,786,000	-19.9%	46,518	-21.9%	0.51%	-26.2%
	Sell	DEVELOPERS DIVERSIFIED RLTYnote 1.750%11/1	$2,314,000	-66.4%	2,000,000	-67.6%	0.42%	-69.1%
	Sell	CENVEO CORPnote 7.000% 5/1	$2,066,000	-24.3%	2,000,000	-20.0%	0.38%	-30.4%
BZT	Sell	BEAZER HOMES USA INCunit 99/99/9999	$1,678,000	-66.0%	53,481	-59.9%	0.31%	-68.6%
EPRPRC	Sell	EPR PPTYS PFD Ccnv 5.75%	$928,000	-77.0%	43,855	-78.1%	0.17%	-78.8%
DDR	Sell	DDR CORPcall	$494,000	-59.8%	30,000	-62.5%	0.09%	-63.1%
CACGW	Sell	CHART ACQUISITION CORPw exp 12/19/201	$164,000	-11.8%	237,700	-0.2%	0.03%	-18.9%
BACWSB	Sell	BANK OF AMERICA CORPORATIONw exp 10/28/201	$83,000	+16.9%	91,600	-0.8%	0.02%	+7.1%
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%
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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