BASSO CAPITAL MANAGEMENT, L.P.

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$673 Million is the total value of BASSO CAPITAL MANAGEMENT, L.P.'s 148 reported holdings in Q1 2017. The portfolio turnover from Q4 2016 to Q1 2017 was 102.6% .

All

			Value		Shares		↓ Weighting
	Sell	TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0	$45,656,000	+12.7%	16,602,000	-6.3%	6.78%	+11.0%
	New	NOVELLUS SYS INCnote 2.625% 5/1	$25,484,000	–	6,720,000	+100.0%	3.79%	–
	New	VERISIGN INCsdcv 3.250% 8/1	$24,784,000	–	9,709,000	+100.0%	3.68%	–
	Sell	PRICELINE GRP INCnote 1.000% 3/1	$21,556,000	-27.3%	11,456,000	-39.2%	3.20%	-28.4%
	Sell	CTRIP COM INTL LTDnote 1.250%10/1	$21,025,000	-5.3%	16,030,000	-16.4%	3.12%	-6.7%
	New	PALO ALTO NETWORKS INCnote 7/0	$20,520,000	–	17,244,000	+100.0%	3.05%	–
	Buy	ARES CAP CORPnote 4.750% 1/1	$17,448,000	+12.4%	17,148,000	+13.2%	2.59%	+10.8%
	Sell	YAHOO INCnote 12/0	$17,274,000	-1.2%	16,680,000	-5.7%	2.57%	-2.7%
	New	SALESFORCE COM INCnote 0.250% 4/0	$16,110,000	–	12,508,000	+100.0%	2.39%	–
	New	STARWOOD PPTY TR INCnote 3.750%10/1	$15,299,000	–	15,064,000	+100.0%	2.27%	–
	Sell	DHT HOLDINGS INCdebt 4.500%10/0	$13,558,000	-4.7%	13,575,000	-12.4%	2.01%	-6.1%
	Buy	MOLINA HEALTHCARE INCnote 1.125% 1/1	$12,735,000	-10.9%	9,988,000	+0.3%	1.89%	-12.2%
	Sell	MERCADOLIBRE INCnote 2.250% 7/0	$11,889,000	+19.0%	6,833,000	-5.9%	1.77%	+17.2%
	Sell	NATIONAL HEALTH INVS INCnote 3.250% 4/0	$11,723,000	-3.9%	10,547,000	-3.3%	1.74%	-5.4%
	New	EURONET WORLDWIDE INCnote 1.500%10/0	$11,575,000	–	9,155,000	+100.0%	1.72%	–
	New	TESLA INCnote 2.375% 3/1	$11,566,000	–	11,125,000	+100.0%	1.72%	–
		J2 GLOBAL INCnote 3.250% 6/1	$11,277,000	+2.4%	8,340,000	0.0%	1.68%	+0.8%
	New	TAL ED GROUPnote 2.500% 5/1	$11,131,000	–	2,745,000	+100.0%	1.65%	–
	New	MEDICINES COnote 2.500% 1/1	$10,188,000	–	6,461,000	+100.0%	1.51%	–
EACQ	Buy	EASTERLY ACQUISITION CORP	$10,052,000	+96.3%	1,005,167	+93.3%	1.49%	+93.1%
	New	SERVICENOW INCnote 11/0	$9,969,000	–	7,736,000	+100.0%	1.48%	–
	New	LIGAND PHARMACEUTICALS INCnote 0.750% 8/1	$9,632,000	–	6,470,000	+100.0%	1.43%	–
GPIA	Buy	GP INVTS ACQUISITION COR	$9,539,000	+0.7%	956,733	+0.0%	1.42%	-0.8%
	New	INTEL CORPsdcv 3.250% 8/0	$9,357,000	–	5,360,000	+100.0%	1.39%	–
	New	SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1	$9,236,000	–	9,282,000	+100.0%	1.37%	–
	New	INTERDIGITAL INCnote 1.500% 3/0	$9,154,000	–	7,025,000	+100.0%	1.36%	–
	New	DEPOMED INCnote 2.500% 9/0	$8,707,000	–	9,275,000	+100.0%	1.29%	–
	New	MICROCHIP TECHNOLOGY INCnote 1.625% 2/1	$8,549,000	–	5,960,000	+100.0%	1.27%	–
MPACU	New	MATLIN & PARTNERS ACQUISITIOunit 05/28/2021a	$8,016,000	–	800,000	+100.0%	1.19%	–
	New	CITRIX SYS INCnote 0.500% 4/1	$7,442,000	–	5,941,000	+100.0%	1.11%	–
	Buy	ALBANY MOLECULAR RESH INCnote 2.250%11/1	$7,162,000	+157.1%	6,575,000	+205.8%	1.06%	+153.3%
BLVD		BOULEVARD ACQUISITIONcl a	$7,057,000	+1.0%	704,262	0.0%	1.05%	-0.6%
HUNTF	New	HUNTER MARITIME ACQUISITIONcl a	$6,987,000	–	707,970	+100.0%	1.04%	–
	New	LAM RESEARCH CORPnote 1.250% 5/1	$6,977,000	–	3,300,000	+100.0%	1.04%	–
	Sell	COLONY CAP INCnote 3.875% 1/1	$6,946,000	-9.7%	7,050,000	-8.4%	1.03%	-11.0%
	Sell	TTM TECHNOLOGIES INCnote 1.750%12/1	$6,885,000	-32.9%	3,902,000	-42.0%	1.02%	-33.9%
		SEACOR HOLDINGS INCnote 3.000%11/1	$6,673,000	+0.2%	7,540,000	0.0%	0.99%	-1.4%
	Buy	CARRIAGE SVCS INCnote 2.750% 3/1	$6,663,000	-1.1%	5,125,000	+2.5%	0.99%	-2.6%
DYNC	New	DYNEGY INC NEW DELunit 07/01/20191	$6,413,000	–	110,000	+100.0%	0.95%	–
	New	TWITTER INCnote 0.250% 9/1	$6,413,000	–	6,840,000	+100.0%	0.95%	–
	New	CORENERGY INFRASTRUCTURE TRnote 7.000% 6/1	$6,191,000	–	5,562,000	+100.0%	0.92%	–
CFCO	Buy	CF CORP	$6,115,000	+1.1%	610,887	+0.8%	0.91%	-0.4%
EAGL	Buy	DOUBLE EAGLE ACQUISITION COR	$6,063,000	+4.5%	606,324	+4.0%	0.90%	+3.0%
	New	MEDIDATA SOLUTIONS INCnote 1.000% 8/0	$6,054,000	–	5,305,000	+100.0%	0.90%	–
	New	CARDTRONICS INCnote 1.000%12/0	$5,751,000	–	5,310,000	+100.0%	0.85%	–
	New	CIENA CORPdebt 4.000%12/1	$5,448,000	–	3,980,000	+100.0%	0.81%	–
	New	HEALTHSOUTH CORPdebt 2.000%12/0	$5,054,000	–	4,151,000	+100.0%	0.75%	–
	Sell	SHUTTERFLY INCnote 0.250% 5/1	$4,869,000	-33.5%	4,905,000	-32.7%	0.72%	-34.5%
ELEC	Buy	ELECTRUM SPL ACQUISITION COR	$4,662,000	+2.4%	468,493	+1.9%	0.69%	+0.9%
	Buy	51JOB INCnote 3.250% 4/1	$4,585,000	+24.4%	4,270,000	+22.0%	0.68%	+22.5%
FNTEU	New	FINTECH ACQUISITION CORP IIunit 99/99/9999	$4,523,000	–	440,857	+100.0%	0.67%	–
	New	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$4,238,000	–	3,870,000	+100.0%	0.63%	–
	New	PHOTRONICS INCnote 3.250% 4/0	$4,160,000	–	3,440,000	+100.0%	0.62%	–
	New	NUVASIVE INCnote 2.250% 3/1	$4,047,000	–	2,965,000	+100.0%	0.60%	–
HRMN	Buy	HARMONY MERGER CORP	$4,038,000	+9.0%	395,908	+8.2%	0.60%	+7.3%
	New	TWITTER INCnote 1.000% 9/1	$3,913,000	–	4,300,000	+100.0%	0.58%	–
	Sell	SHIP FINANCE INTERNATIONAL Lnote 3.250% 2/0	$3,770,000	-12.1%	3,493,000	-12.5%	0.56%	-13.4%
	New	SEACOR HOLDINGS INCnote 2.500%12/1	$3,749,000	–	3,700,000	+100.0%	0.56%	–
QPAC	New	QUINPARIO ACQUISITION CORP 2	$3,710,000	–	371,025	+100.0%	0.55%	–
	New	BROOKDALE SR LIVING INCnote 2.750% 6/1	$3,684,000	–	3,750,000	+100.0%	0.55%	–
	New	THERAVANCE INCnote 2.125% 1/1	$3,599,000	–	3,790,000	+100.0%	0.54%	–
	New	BLACKSTONE MTG TR INCnote 5.250%12/0	$3,393,000	–	2,973,000	+100.0%	0.50%	–
GTYHU	Sell	GTY TECHNOLOGY HOLDINGS INCunit 99/99/9999	$3,320,000	-43.3%	321,692	-42.3%	0.49%	-44.1%
GPAC	Buy	GLOBAL PARTNER ACQUISITION C	$3,291,000	+40.2%	329,137	+39.3%	0.49%	+38.1%
	Sell	HEALTHWAYS INCnote 1.500% 7/0	$3,167,000	-63.7%	2,050,000	-69.9%	0.47%	-64.3%
GTYH	Buy	GTY TECHNOLOGY HOLDINGS INCcl a	$3,012,000	+4083.3%	298,191	+4356.6%	0.45%	+3963.6%
	New	ICONIX BRAND GROUP INCnote 1.500% 3/1	$2,949,000	–	3,100,000	+100.0%	0.44%	–
	New	TWO HBRS INVT CORPnote 6.250% 1/1	$2,875,000	–	2,815,000	+100.0%	0.43%	–
ANDA	Buy	ANDINA ACQUISITION CORP II	$2,494,000	+65.2%	246,909	+62.4%	0.37%	+62.7%
	Buy	FLUIDIGM CORP DELnote 2.750% 2/0	$2,365,000	+1.7%	3,530,000	+4.7%	0.35%	0.0%
GSHT	New	GORES HLDGS II INC	$2,363,000	–	225,000	+100.0%	0.35%	–
LCA	Buy	LANDCADIA HLDGS INCcl a	$2,338,000	+2.0%	234,505	+0.0%	0.35%	+0.3%
		VECTOR GROUP LTDnote 1.750% 4/1	$2,260,000	-2.0%	2,000,000	0.0%	0.34%	-3.4%
	Sell	GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1	$2,244,000	-43.5%	2,900,000	-42.7%	0.33%	-44.4%
	Sell	ACORDA THERAPEUTICS INCnote 1.750% 6/1	$2,125,000	-75.0%	2,515,000	-77.5%	0.32%	-75.4%
	New	BROADSOFT INCnote 1.000% 9/0	$2,093,000	–	1,750,000	+100.0%	0.31%	–
		FIREEYE INCnote 1.625% 6/0	$1,997,000	-0.2%	2,230,000	0.0%	0.30%	-1.7%
FNTE	New	FINTECH ACQUISITION CORP II	$1,970,000	–	200,000	+100.0%	0.29%	–
VEON	New	VEON LTDsponsored adr	$1,956,000	–	479,350	+100.0%	0.29%	–
	New	NEW YORK MTG TR INCnote 6.250% 1/1	$1,946,000	–	2,000,000	+100.0%	0.29%	–
AHPA	New	AVISTA HEALTHCARE PUB ACQ COcl a	$1,692,000	–	170,000	+100.0%	0.25%	–
	New	PATTERN ENERGY GROUP INCnote 4.000% 7/1	$1,556,000	–	1,565,000	+100.0%	0.23%	–
ON	New	ON SEMICONDUCTOR CORP	$1,462,000	–	94,400	+100.0%	0.22%	–
PCLN	New	PRICELINE GRP INC	$1,460,000	–	820	+100.0%	0.22%	–
PAAC		PACIFIC SPL ACQUISITION CORP	$1,353,000	0.0%	130,759	0.0%	0.20%	-1.5%
ELECU		ELECTRUM SPL ACQUISITION CORunit 99/99/9999	$1,305,000	+3.2%	124,900	0.0%	0.19%	+1.6%
	New	AMAG PHARMACEUTICALS INCnote 2.500% 2/1	$1,240,000	–	1,140,000	+100.0%	0.18%	–
PFPT		PROOFPOINT INC	$1,115,000	+5.2%	15,000	0.0%	0.17%	+3.8%
FTR	New	FRONTIER COMMUNICATIONS CORPcall	$963,000	–	450,000	+100.0%	0.14%	–
BLVDU		BOULEVARD ACQUISITIONunit 99/99/9999	$931,000	+2.9%	89,120	0.0%	0.14%	+1.5%
QPACU	New	QUINPARIO ACQUISITION CORP 2unit 01/01/2023x	$889,000	–	85,000	+100.0%	0.13%	–
	New	FINISAR CORPnote 0.500%12/1	$841,000	–	750,000	+100.0%	0.12%	–
EAGLU		DOUBLE EAGLE ACQUISITION CORunit 99/99/9999	$791,000	+0.5%	75,000	0.0%	0.12%	-0.8%
AXAR		AXAR ACQUISITION CORP	$737,000	-0.3%	75,000	0.0%	0.11%	-1.8%
FTRPR	New	FRONTIER COMMUNICATIONS CORPpfd conv ser-a	$691,000	–	14,050	+100.0%	0.10%	–
INVA	New	INNOVIVA INCput	$692,000	–	50,000	+100.0%	0.10%	–
VOD	New	VODAFONE GROUP PLC NEWcall	$695,000	–	26,300	+100.0%	0.10%	–
	New	GLOBAL EAGLE ENTMT INCnote 2.750% 2/1	$663,000	–	1,250,000	+100.0%	0.10%	–
CENTA		CENTRAL GARDEN & PET COcl a non-vtg	$556,000	+12.6%	16,000	0.0%	0.08%	+10.7%
STNG		SCORPIO TANKERS INCput	$555,000	-1.9%	125,000	0.0%	0.08%	-3.5%
CUK		CARNIVAL PLCadr	$515,000	+12.9%	8,900	0.0%	0.08%	+11.6%
GECC		GREAT ELM CAP CORP	$494,000	-2.4%	43,367	0.0%	0.07%	-3.9%
TWO	New	TWO HBRS INVT CORPput	$480,000	–	50,000	+100.0%	0.07%	–
RDSA		ROYAL DUTCH SHELL PLCspons adr a	$474,000	-3.1%	8,998	0.0%	0.07%	-5.4%
ZIONZ		ZIONS BANCORPORATION*w exp 11/14/201	$454,000	+4.8%	50,000	0.0%	0.07%	+3.1%
HTGC	New	HERCULES CAPITAL INCput	$454,000	–	30,000	+100.0%	0.07%	–
KLRE	Buy	KLR ENERGY ACQUISITION CORPcl a	$442,000	+39.9%	43,056	+40.9%	0.07%	+37.5%
CLAC	New	CAPITOL ACQUISITION CORP III	$390,000	–	36,985	+100.0%	0.06%	–
SCACU	Sell	SABAN CAP ACQUISITION CORPunit 99/99/9999	$367,000	-71.4%	32,878	-73.4%	0.06%	-71.5%
STNG	Buy	SCORPIO TANKERS INCcall	$363,000	+54.5%	81,800	+57.9%	0.05%	+54.3%
HNTUF	Sell	HUNTER MARITIME ACQUISITIONunit 99/99/9999	$355,000	-95.0%	34,104	-95.1%	0.05%	-95.1%
SNCR		SYNCHRONOSS TECHNOLOGIES INC	$356,000	-36.3%	14,600	0.0%	0.05%	-36.9%
CLACU		CAPITOL ACQUISITION CORP IIIunit 99/99/9999	$347,000	+12.3%	30,000	0.0%	0.05%	+10.6%
MACQU		M I ACQUISITIONS INCunit 99/99/9999	$270,000	+0.7%	26,411	0.0%	0.04%	0.0%
JOBS	Sell	51JOB INC	$244,000	-34.9%	6,650	-40.0%	0.04%	-36.8%
STLR	New	STELLAR ACQUISITION III INC	$216,000	–	21,518	+100.0%	0.03%	–
JSYNU	New	JENSYN ACQUISITION CORPunit 99/99/9999	$216,000	–	20,000	+100.0%	0.03%	–
LCAHU		LANDCADIA HLDGS INCunit 12/31/2021t	$214,000	+2.9%	20,000	0.0%	0.03%	+3.2%
CFCOU		CF CORPunit 99/99/9999e	$215,000	+2.9%	20,000	0.0%	0.03%	0.0%
KND		KINDRED HEALTHCARE INCcall	$209,000	+6.6%	25,000	0.0%	0.03%	+3.3%
CPAA		CONYERS PK ACQUISITION	$187,000	+2.2%	17,950	0.0%	0.03%	0.0%
DHT	Sell	DHT HOLDINGS INC	$179,000	-76.7%	40,000	-78.4%	0.03%	-76.7%
ENT	New	GLOBAL EAGLE ENTMT INCcall	$96,000	–	30,000	+100.0%	0.01%	–
GCVRZ	Sell	SANOFIright 12/31/2020	$56,000	-1.8%	125,000	-16.7%	0.01%	-11.1%
BACWSB		BANK AMER CORP*w exp 10/28/201	$46,000	-4.2%	50,000	0.0%	0.01%	0.0%
SFLY	New	SHUTTERFLY INC	$34,000	–	700	+100.0%	0.01%	–
SCACW	New	SABAN CAP ACQUISITION CORP*w exp 09/21/202	$33,000	–	24,800	+100.0%	0.01%	–
ACOR	New	ACORDA THERAPEUTICS INC	$36,000	–	1,700	+100.0%	0.01%	–
GSHTW	New	GORES HLDGS II INC*w exp 03/06/202	$26,000	–	20,500	+100.0%	0.00%	–
ANDAR	Buy	ANDINA ACQUISITION CORP IIright 09/01/2017	$28,000	+75.0%	55,000	+37.5%	0.00%	+100.0%
GPIAW		GP INVTS ACQUISITION COR*w exp 05/19/202	$22,000	+10.0%	43,500	0.0%	0.00%	0.0%
HNTWF	New	HUNTER MARITIME ACQUISITION*w exp 99/99/999	$18,000	–	22,700	+100.0%	0.00%	–
CWSA	New	CITIGROUP INC*w exp 01/04/201	$12,000	–	81,500	+100.0%	0.00%	–
HRMNW	New	HARMONY MERGER CORP*w exp 01/01/202	$15,000	–	30,000	+100.0%	0.00%	–
CLACW		CAPITOL ACQUISITION CORP III*w exp 10/19/202	$10,000	+150.0%	5,000	0.0%	0.00%	0.0%
QPACW	New	QUINPARIO ACQUISITION CORP 2*w exp 01/01/202	$7,000	–	13,992	+100.0%	0.00%	–
KLREW	New	KLR ENERGY ACQUISITION CORP*w exp 09/16/202	$9,000	–	7,450	+100.0%	0.00%	–
JSYN	New	JENSYN ACQUISITION CORP	$5,000	–	479	+100.0%	0.00%	–
EACQW	Sell	EASTERLY ACQUISITION CORP*w exp 07/29/202	$8,000	-52.9%	21,525	-53.7%	0.00%	-66.7%
AHPAW	New	AVISTA HEALTHCARE PUB ACQ CO*w exp 99/99/999	$7,000	–	14,500	+100.0%	0.00%	–
AXARW		AXAR ACQUISITION CORP*w exp 12/31/202	$7,000	0.0%	98,127	0.0%	0.00%	0.0%
GTYHW	Sell	GTY TECHNOLOGY HOLDINGS INC*w exp 99/99/999	$2,000	-33.3%	1,633	-51.0%	0.00%	–
MIIIW	Exit	M III ACQUISITION CORP*w exp 10/10/202	$0	–	-5,100	-100.0%	0.00%	–
EAGLW	Sell	DOUBLE EAGLE ACQUISITION COR*w exp 09/16/202	$2,000	-50.0%	3,666	-57.7%	0.00%	-100.0%
ANDAW	New	ANDINA ACQUISITION CORP II*w exp 11/23/202	$1,000	–	4,925	+100.0%	0.00%	–
WYIGW		JM GLOBAL HLDG CO*w exp 07/29/201	$2,000	+100.0%	4,200	0.0%	0.00%	–
SPIL	New	SILICONWARE PRECISION INDS Lsponsd adr spl	$0	–	50	+100.0%	0.00%	–
KMIWS		KINDER MORGAN INC DEL*w exp 05/25/201	$1,000	-50.0%	337,000	0.0%	0.00%	–
PACEW	Exit	PACE HLDGS CORP*w exp 99/99/999	$0	–	-2,190	-100.0%	0.00%	–
PAACW	Exit	PACIFIC SPL ACQUISITION CORP*w exp 10/20/202	$0	–	-5,000	-100.0%	0.00%	–
MIIIW	New	M III ACQUISITION CORP*w exp 10/10/202	$2,000	–	5,100	+100.0%	0.00%	–
BLVDW	Exit	BOULEVARD ACQUISITION*w exp 09/25/202	$0	–	-8,949	-100.0%	-0.00%	–
JSYN	Exit	JENSYN ACQUISITION CORP	$0	–	-479	-100.0%	-0.00%	–
ANDAW	Exit	ANDINA ACQUISITION CORP II*w exp 11/23/202	$0	–	-15,000	-100.0%	-0.00%	–
FOLD	Exit	AMICUS THERAPEUTICS INCput	$0	–	-1,800	-100.0%	-0.00%	–
ELECW	Exit	ELECTRUM SPL ACQUISITION COR*w exp 99/99/999	$0	–	-17,000	-100.0%	-0.00%	–
CWSA	Exit	CITIGROUP INC*w exp 01/04/201	$0	–	-81,500	-100.0%	-0.00%	–
STLR	Exit	STELLAR ACQUISITION III INC	$0	–	-3,018	-100.0%	-0.01%	–
HCACW	Exit	HENNESSY CAP ACQUISITION COR*w exp 07/28/202	$0	–	-40,600	-100.0%	-0.01%	–
GXPPRBCL	Exit	GREAT PLAINS ENERGY INC	$0	–	-641	-100.0%	-0.01%	–
INSEW	Exit	INSPIRED ENTMT INC*w exp 10/20/202	$0	–	-57,900	-100.0%	-0.01%	–
SPIL	Exit	SILICONWARE PRECISION INDS Lsponsd adr spl	$0	–	-7,000	-100.0%	-0.01%	–
MCHP	Exit	MICROCHIP TECHNOLOGY INC	$0	–	-1,100	-100.0%	-0.01%	–
INSE	Exit	INSPIRED ENTMT INC	$0	–	-10,000	-100.0%	-0.01%	–
VVPR	Exit	VIVOPOWER INTERNATIONAL PLC	$0	–	-20,997	-100.0%	-0.02%	–
XIV	Exit	CREDIT SUISSE NASSAU BRHinvrs vix sterm	$0	–	-2,500	-100.0%	-0.02%	–
SRC	Exit	SPIRIT RLTY CAP INC NEW	$0	–	-10,843	-100.0%	-0.02%	–
KLREU	Exit	KLR ENERGY ACQUISITION CORPunit 12/31/2020	$0	–	-15,000	-100.0%	-0.03%	–
JSYNU	Exit	JENSYN ACQUISITION CORPunit 99/99/9999	$0	–	-20,000	-100.0%	-0.03%	–
UVV	Exit	UNIVERSAL CORP VA	$0	–	-4,786	-100.0%	-0.05%	–
HRMNU	Exit	HARMONY MERGER CORPunit 99/99/9999	$0	–	-30,000	-100.0%	-0.05%	–
OFG	Exit	OFG BANCORPput	$0	–	-25,000	-100.0%	-0.05%	–
SPWR	Exit	SUNPOWER CORPput	$0	–	-50,000	-100.0%	-0.05%	–
	Exit	SPIRIT RLTY CAP INC NEWnote 2.875% 5/1	$0	–	-345,000	-100.0%	-0.05%	–
EPRPRC	Exit	EPR PPTYSpfd c cnv 5.75%	$0	–	-16,248	-100.0%	-0.07%	–
GLNG	Exit	GOLAR LNG LTD BERMUDAput	$0	–	-20,000	-100.0%	-0.07%	–
BGC	Exit	GENERAL CABLE CORP DEL NEWput	$0	–	-25,000	-100.0%	-0.07%	–
MDRX	Exit	ALLSCRIPTS HEALTHCARE SOLUTNcall	$0	–	-50,000	-100.0%	-0.08%	–
WELLPRI	Exit	WELLTOWER INC6.50% pfd prepet	$0	–	-10,000	-100.0%	-0.09%	–
LYV	Exit	LIVE NATION ENTERTAINMENT IN	$0	–	-22,700	-100.0%	-0.09%	–
AKAM	Exit	AKAMAI TECHNOLOGIES INC	$0	–	-10,900	-100.0%	-0.11%	–
WPX	Exit	WPX ENERGY INCput	$0	–	-50,000	-100.0%	-0.11%	–
RHT	Exit	RED HAT INC	$0	–	-11,650	-100.0%	-0.12%	–
PCLN	Exit	PRICELINE GRP INC	$0	–	-640	-100.0%	-0.14%	–
QPACU	Exit	QUINPARIO ACQUISITION CORP 2unit 01/01/2023	$0	–	-105,000	-100.0%	-0.16%	–
	Exit	MERITAGE HOMES CORPnote 1.875% 9/1	$0	–	-1,245,000	-100.0%	-0.19%	–
	Exit	GLOBAL EAGLE ENTMT INCnote 2.750% 2/1	$0	–	-1,750,000	-100.0%	-0.20%	–
SM	Exit	SM ENERGY CO	$0	–	-39,400	-100.0%	-0.20%	–
TRN	Exit	TRINITY INDS INCcall	$0	–	-50,000	-100.0%	-0.21%	–
ON	Exit	ON SEMICONDUCTOR CORP	$0	–	-108,460	-100.0%	-0.21%	–
	Exit	APOLLO COML REAL EST FIN INCnote 5.500% 3/1	$0	–	-1,490,000	-100.0%	-0.24%	–
SRC	Exit	SPIRIT RLTY CAP INC NEWput	$0	–	-150,000	-100.0%	-0.25%	–
FTR	Exit	FRONTIER COMMUNICATIONS CORPcall	$0	–	-500,000	-100.0%	-0.26%	–
	Exit	HORNBECK OFFSHORE SVCS INC Nnote 1.500% 9/0	$0	–	-2,682,000	-100.0%	-0.29%	–
	Exit	TOLL BROS FIN CORPnote 0.500% 9/1	$0	–	-2,000,000	-100.0%	-0.30%	–
VOD	Exit	VODAFONE GROUP PLC NEWcall	$0	–	-84,300	-100.0%	-0.31%	–
	Exit	TWITTER INCnote 1.000% 9/1	$0	–	-2,300,000	-100.0%	-0.32%	–
	Exit	BROADSOFT INCnote 1.000% 9/0	$0	–	-1,750,000	-100.0%	-0.32%	–
	Exit	ICONIX BRAND GROUP INCnote 1.500% 3/1	$0	–	-2,500,000	-100.0%	-0.35%	–
XLF	Exit	SELECT SECTOR SPDR TRput	$0	–	-100,000	-100.0%	-0.35%	–
	Exit	SUNPOWER CORPdbcv 4.000% 1/1	$0	–	-3,500,000	-100.0%	-0.37%	–
	Exit	PATTERN ENERGY GROUP INCnote 4.000% 7/1	$0	–	-3,142,000	-100.0%	-0.46%	–
	Exit	BLACKSTONE MTG TR INCnote 5.250%12/0	$0	–	-2,920,000	-100.0%	-0.49%	–
QPAC	Exit	QUINPARIO ACQUISITION CORP 2	$0	–	-356,050	-100.0%	-0.53%	–
	Exit	NUANCE COMMUNICATIONS INCnote 2.750%11/0	$0	–	-4,000,000	-100.0%	-0.61%	–
	Exit	DEPOMED INCnote 2.500% 9/0	$0	–	-3,530,000	-100.0%	-0.61%	–
	Exit	BROOKDALE SR LIVING INCnote 2.750% 6/1	$0	–	-4,410,000	-100.0%	-0.65%	–
	Exit	PHOTRONICS INCnote 3.250% 4/0	$0	–	-3,440,000	-100.0%	-0.66%	–
	Exit	INTERDIGITAL INCnote 1.500% 3/0	$0	–	-3,290,000	-100.0%	-0.67%	–
	Exit	CORENERGY INFRASTRUCTURE TRnote 7.000% 6/1	$0	–	-4,150,000	-100.0%	-0.70%	–
	Exit	SERVICENOW INCnote 11/0	$0	–	-4,440,000	-100.0%	-0.79%	–
	Exit	AMAG PHARMACEUTICALS INCnote 2.500% 2/1	$0	–	-3,870,000	-100.0%	-0.82%	–
PACE	Exit	PACE HLDGS CORPcl a	$0	–	-551,885	-100.0%	-0.84%	–
	Exit	CIENA CORPdebt 4.000%12/1	$0	–	-4,305,000	-100.0%	-0.91%	–
	Exit	TWITTER INCnote 0.250% 9/1	$0	–	-6,840,000	-100.0%	-0.96%	–
	Exit	CARDTRONICS INCnote 1.000%12/0	$0	–	-5,660,000	-100.0%	-1.00%	–
	Exit	EURONET WORLDWIDE INCnote 1.500%10/0	$0	–	-6,175,000	-100.0%	-1.08%	–
HCAC	Exit	HENNESSY CAP ACQUISITION COR	$0	–	-729,047	-100.0%	-1.11%	–
GLD	Exit	SPDR GOLD TRUSTput	$0	–	-75,000	-100.0%	-1.24%	–
	Exit	CITRIX SYS INCnote 0.500% 4/1	$0	–	-7,665,000	-100.0%	-1.34%	–
	Exit	INTEL CORPsdcv 3.250% 8/0	$0	–	-5,360,000	-100.0%	-1.43%	–
	Exit	HEALTHSOUTH CORPdebt 2.000%12/0	$0	–	-8,076,000	-100.0%	-1.44%	–
	Exit	MICROCHIP TECHNOLOGY INCsdcv 2.125%12/1	$0	–	-3,637,000	-100.0%	-1.47%	–
	Exit	LIGAND PHARMACEUTICALS INCnote 0.750% 8/1	$0	–	-8,010,000	-100.0%	-1.75%	–
	Exit	TAL ED GROUPnote 2.500% 5/1	$0	–	-4,350,000	-100.0%	-1.75%	–
	Exit	MEDICINES COnote 2.500% 1/1	$0	–	-11,970,000	-100.0%	-2.17%	–
	Exit	SALESFORCE COM INCnote 0.250% 4/0	$0	–	-14,645,000	-100.0%	-2.56%	–
	Exit	STARWOOD PPTY TR INCnote 3.750%10/1	$0	–	-17,001,000	-100.0%	-2.62%	–
	Exit	SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1	$0	–	-19,900,000	-100.0%	-3.02%	–
	Exit	PALO ALTO NETWORKS INCnote 7/0	$0	–	-21,692,000	-100.0%	-4.15%	–
	Exit	VERISIGN INCsdcv 3.250% 8/1	$0	–	-15,180,000	-100.0%	-5.09%	–

Original filings

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

View 13F-HR filed 2017-05-12

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 2017 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	2024-02-14
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
SC 13G/A	2023-02-10

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

All filings

View complete filings history.

Compare quarters

Export BASSO CAPITAL MANAGEMENT, L.P.'s holdings