$767 Million is the total value of BASSO CAPITAL MANAGEMENT, L.P.'s 177 reported holdings in Q2 2017. The portfolio turnover from Q1 2017 to Q2 2017 was 120.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Sell | TAKE-TWO INTERACTIVE SOFTWARnote 1.000% 7/0 | $45,790,000 | +0.3% | 13,453,000 | -19.0% | 5.97% | -12.0% | |
| New | VERISIGN INCsdcv 3.250% 8/1 | $26,573,000 | – | 9,759,000 | +100.0% | 3.46% | – | |
| Buy | MOLINA HEALTHCARE INCnote 1.125% 1/1 | $22,520,000 | +76.8% | 12,878,000 | +28.9% | 2.94% | +55.1% | |
| New | LIGAND PHARMACEUTICALS INCnote 0.750% 8/1 | $20,273,000 | – | 12,245,000 | +100.0% | 2.64% | – | |
| New | PALO ALTO NETWORKS INCnote 7/0 | $19,877,000 | – | 15,144,000 | +100.0% | 2.59% | – | |
| Sell | PRICELINE GRP INCnote 1.000% 3/1 | $18,555,000 | -13.9% | 9,406,000 | -17.9% | 2.42% | -24.5% | |
| New | STARWOOD PPTY TR INCnote 3.750%10/1 | $17,216,000 | – | 17,139,000 | +100.0% | 2.24% | – | |
| New | INTERDIGITAL INCnote 1.500% 3/0 | $15,936,000 | – | 13,180,000 | +100.0% | 2.08% | – | |
| New | NOVELLUS SYS INCnote 2.625% 5/1 | $15,692,000 | – | 3,745,000 | +100.0% | 2.04% | – | |
| Sell | ARES CAP CORPnote 4.750% 1/1 | $14,343,000 | -17.8% | 14,148,000 | -17.5% | 1.87% | -27.9% | |
| Sell | YAHOO INCnote 12/0 | $14,247,000 | -17.5% | 12,570,000 | -24.6% | 1.86% | -27.6% | |
| Buy | MICROCHIP TECHNOLOGY INCnote 1.625% 2/1 | $14,118,000 | +65.1% | 9,420,000 | +58.1% | 1.84% | +44.9% | |
| Sell | DHT HOLDINGS INCdebt 4.500%10/0 | $13,020,000 | -4.0% | 13,168,000 | -3.0% | 1.70% | -15.7% | |
| Buy | ALBANY MOLECULAR RESH INCnote 2.250%11/1 | $12,635,000 | +76.4% | 8,851,000 | +34.6% | 1.65% | +54.8% | |
| Buy | NATIONAL HEALTH INVS INCnote 3.250% 4/0 | $12,544,000 | +7.0% | 10,744,000 | +1.9% | 1.64% | -6.1% | |
| New | EURONET WORLDWIDE INCnote 1.500%10/0 | $12,522,000 | – | 9,805,000 | +100.0% | 1.63% | – | |
| New | MEDICINES COnote 2.500% 1/1 | $11,559,000 | – | 8,886,000 | +100.0% | 1.51% | – | |
| J2 GLOBAL INCnote 3.250% 6/1 | $11,373,000 | +0.9% | 8,340,000 | 0.0% | 1.48% | -11.5% | ||
| New | SERVICENOW INCnote 11/0 | $10,605,000 | – | 7,254,000 | +100.0% | 1.38% | – | |
| Buy | HEALTHWAYS INCnote 1.500% 7/0 | $9,992,000 | +215.5% | 4,865,000 | +137.3% | 1.30% | +177.0% | |
| GPIA | Buy | GP INVTS ACQUISITION COR | $9,649,000 | +1.2% | 963,949 | +0.8% | 1.26% | -11.3% |
| EACQ | Sell | EASTERLY ACQUISITION CORP | $9,564,000 | -4.9% | 951,689 | -5.3% | 1.25% | -16.5% |
| New | INTEL CORPsdcv 3.250% 8/0 | $9,431,000 | – | 5,712,000 | +100.0% | 1.23% | – | |
| New | TWITTER INCnote 1.000% 9/1 | $9,425,000 | – | 10,300,000 | +100.0% | 1.23% | – | |
| ELEC | Buy | ELECTRUM SPL ACQUISITION COR | $9,120,000 | +95.6% | 903,893 | +92.9% | 1.19% | +71.6% |
| HCACU | New | HENNESSY CAP ACQUSTON CORP Iunit 06/15/2024 | $9,045,000 | – | 900,000 | +100.0% | 1.18% | – |
| New | SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1 | $8,841,000 | – | 9,282,000 | +100.0% | 1.15% | – | |
| Buy | TTM TECHNOLOGIES INCnote 1.750%12/1 | $8,778,000 | +27.5% | 4,672,000 | +19.7% | 1.14% | +11.8% | |
| New | CITRIX SYS INCnote 0.500% 4/1 | $8,682,000 | – | 7,231,000 | +100.0% | 1.13% | – | |
| Sell | MERCADOLIBRE INCnote 2.250% 7/0 | $8,476,000 | -28.7% | 4,183,000 | -38.8% | 1.10% | -37.4% | |
| New | LAM RESEARCH CORPnote 1.250% 5/1 | $8,163,000 | – | 3,500,000 | +100.0% | 1.06% | – | |
| New | SALESFORCE COM INCnote 0.250% 4/0 | $8,080,000 | – | 6,108,000 | +100.0% | 1.05% | – | |
| HUNTF | New | HUNTER MARITIME ACQUISITIONcl a | $7,946,000 | – | 803,409 | +100.0% | 1.04% | – |
| Buy | SEACOR HOLDINGS INCnote 3.000%11/1 | $7,740,000 | +16.0% | 9,130,000 | +21.1% | 1.01% | +1.8% | |
| Sell | TESLA INCnote 2.375% 3/1 | $7,537,000 | -34.8% | 6,000,000 | -46.1% | 0.98% | -42.8% | |
| BLVD | Buy | BOULEVARD ACQUISITIONcl a | $7,458,000 | +5.7% | 744,262 | +5.7% | 0.97% | -7.3% |
| GTYH | Buy | GTY TECHNOLOGY HOLDINGS INCcl a | $7,420,000 | +146.3% | 733,191 | +145.9% | 0.97% | +116.3% |
| New | WORKDAY INCnote 1.500% 7/1 | $7,348,000 | – | 5,530,000 | +100.0% | 0.96% | – | |
| New | CORENERGY INFRASTRUCTURE TRnote 7.000% 6/1 | $7,321,000 | – | 6,562,000 | +100.0% | 0.95% | – | |
| Buy | 51JOB INCnote 3.250% 4/1 | $7,037,000 | +53.5% | 6,040,000 | +41.5% | 0.92% | +34.7% | |
| MPACU | New | MATLIN & PARTNERS ACQUISITIOunit 05/28/2021a | $7,035,000 | – | 700,000 | +100.0% | 0.92% | – |
| New | INVACARE CORPnote 5.000% 2/1 | $6,939,000 | – | 6,500,000 | +100.0% | 0.90% | – | |
| New | BLACKSTONE MTG TR INCnote 5.250%12/0 | $6,804,000 | – | 5,878,000 | +100.0% | 0.89% | – | |
| FNTE | Buy | FINTECH ACQUISITION CORP II | $6,583,000 | +234.2% | 671,700 | +235.8% | 0.86% | +192.8% |
| Sell | CTRIP COM INTL LTDnote 1.250%10/1 | $6,356,000 | -69.8% | 4,500,000 | -71.9% | 0.83% | -73.5% | |
| EAGL | Buy | DOUBLE EAGLE ACQUISITION COR | $6,189,000 | +2.1% | 618,924 | +2.1% | 0.81% | -10.4% |
| New | PHOTRONICS INCnote 3.250% 4/0 | $6,123,000 | – | 5,440,000 | +100.0% | 0.80% | – | |
| New | JANUS HENDERSON GROUP PLCnote 0.750% 7/1 | $5,961,000 | – | 4,069,000 | +100.0% | 0.78% | – | |
| New | CARDTRONICS INCnote 1.000%12/0 | $5,786,000 | – | 6,080,000 | +100.0% | 0.75% | – | |
| Buy | TWO HBRS INVT CORPnote 6.250% 1/1 | $5,750,000 | +100.0% | 5,455,000 | +93.8% | 0.75% | +75.4% | |
| Sell | COLONY CAP INCnote 3.875% 1/1 | $5,716,000 | -17.7% | 5,630,000 | -20.1% | 0.74% | -27.8% | |
| New | AMAG PHARMACEUTICALS INCnote 3.250% 6/0 | $5,592,000 | – | 5,825,000 | +100.0% | 0.73% | – | |
| Buy | NUVASIVE INCnote 2.250% 3/1 | $5,489,000 | +35.6% | 3,970,000 | +33.9% | 0.72% | +19.0% | |
| New | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $5,448,000 | – | 3,900,000 | +100.0% | 0.71% | – | |
| New | SEACOR HOLDINGS INCnote 2.500%12/1 | $5,437,000 | – | 5,442,000 | +100.0% | 0.71% | – | |
| Buy | THERAVANCE INCnote 2.125% 1/1 | $5,256,000 | +46.0% | 5,750,000 | +51.7% | 0.68% | +28.0% | |
| SRUN | New | SILVER RUN ACQUISITION | $5,251,000 | – | 512,300 | +100.0% | 0.68% | – |
| TPGEU | New | TPG PACE ENERGY HLDGS CORPunit 99/99/9999 | $5,224,000 | – | 500,358 | +100.0% | 0.68% | – |
| SHUTTERFLY INCnote 0.250% 5/1 | $4,880,000 | +0.2% | 4,905,000 | 0.0% | 0.64% | -12.0% | ||
| Sell | CARRIAGE SVCS INCnote 2.750% 3/1 | $4,541,000 | -31.8% | 3,500,000 | -31.7% | 0.59% | -40.2% | |
| GSHT | Buy | GORES HLDGS II INC | $4,509,000 | +90.8% | 449,505 | +99.8% | 0.59% | +67.5% |
| GPAC | Buy | GLOBAL PARTNER ACQUISITION C | $4,419,000 | +34.3% | 444,156 | +34.9% | 0.58% | +17.8% |
| LCA | Buy | LANDCADIA HLDGS INCcl a | $4,395,000 | +88.0% | 434,305 | +85.2% | 0.57% | +65.1% |
| FTR | New | FRONTIER COMMUNICATIONS CORPcall | $4,350,000 | – | 250,000 | +100.0% | 0.57% | – |
| New | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $4,220,000 | – | 4,350,000 | +100.0% | 0.55% | – | |
| New | LIBERTY MEDIA CORP DELAWAREnote 1.375%10/1 | $4,194,000 | – | 3,540,000 | +100.0% | 0.55% | – | |
| QPAC | New | QUINPARIO ACQUISITION CORP 2 | $4,186,000 | – | 421,974 | +100.0% | 0.55% | – |
| New | BROADSOFT INCnote 1.000% 9/0 | $4,151,000 | – | 3,330,000 | +100.0% | 0.54% | – | |
| New | RED HAT INCnote 0.250%10/0 | $4,046,000 | – | 2,925,000 | +100.0% | 0.53% | – | |
| AHPA | Buy | AVISTA HEALTHCARE PUB ACQ COcl a | $3,645,000 | +115.4% | 370,000 | +117.6% | 0.48% | +89.2% |
| TPGHU | New | TPG PACE HLDGS CORPunit 99/99/9999 | $3,591,000 | – | 350,000 | +100.0% | 0.47% | – |
| New | THERAVANCE BIOPHARMA INCnote 3.250%11/0 | $3,456,000 | – | 2,560,000 | +100.0% | 0.45% | – | |
| MPAC | New | MATLIN & PARTNERS ACQUISITIOcl a | $3,378,000 | – | 350,000 | +100.0% | 0.44% | – |
| New | TWITTER INCnote 0.250% 9/1 | $3,322,000 | – | 3,525,000 | +100.0% | 0.43% | – | |
| Buy | FLUIDIGM CORP DELnote 2.750% 2/0 | $3,278,000 | +38.6% | 5,330,000 | +51.0% | 0.43% | +21.7% | |
| VEAC | New | VANTAGE ENERGY ACQUISITION | $3,169,000 | – | 325,000 | +100.0% | 0.41% | – |
| VEACU | New | VANTAGE ENERGY ACQUISITIONunit 04/12/2024 | $3,051,000 | – | 301,210 | +100.0% | 0.40% | – |
| ANDA | Buy | ANDINA ACQUISITION CORP II | $3,031,000 | +21.5% | 299,809 | +21.4% | 0.40% | +6.5% |
| New | BLACKROCK CAPITAL INVESTMENTnote 5.000% 6/1 | $2,994,000 | – | 2,925,000 | +100.0% | 0.39% | – | |
| New | BLACKSTONE MTG TR INCnote 4.375% 5/0 | $2,761,000 | – | 2,710,000 | +100.0% | 0.36% | – | |
| New | RENEWABLE ENERGY GROUP INCnote 4.000% 6/1 | $2,700,000 | – | 2,000,000 | +100.0% | 0.35% | – | |
| Buy | ACORDA THERAPEUTICS INCnote 1.750% 6/1 | $2,513,000 | +18.3% | 2,935,000 | +16.7% | 0.33% | +3.8% | |
| New | AMERICAN RLTY CAP PPTYS INCnote 3.000% 8/0 | $2,508,000 | – | 2,500,000 | +100.0% | 0.33% | – | |
| New | CIENA CORPdebt 4.000%12/1 | $2,473,000 | – | 1,750,000 | +100.0% | 0.32% | – | |
| HRMN | Sell | HARMONY MERGER CORP | $2,437,000 | -39.6% | 235,896 | -40.4% | 0.32% | -47.0% |
| New | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $2,297,000 | – | 2,320,000 | +100.0% | 0.30% | – | |
| VECTOR GROUP LTDnote 1.750% 4/1 | $2,290,000 | +1.3% | 2,000,000 | 0.0% | 0.30% | -11.3% | ||
| GENERAL CABLE CORP DEL NEWfrnt 4.500%11/1 | $2,199,000 | -2.0% | 2,900,000 | 0.0% | 0.29% | -13.8% | ||
| New | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $2,131,000 | – | 1,945,000 | +100.0% | 0.28% | – | |
| FIREEYE INCnote 1.625% 6/0 | $2,021,000 | +1.2% | 2,230,000 | 0.0% | 0.26% | -11.4% | ||
| New | PROSPECT CAPITAL CORPORATIONnote 4.950% 7/1 | $1,980,000 | – | 2,000,000 | +100.0% | 0.26% | – | |
| New | CTRIP COM INTL LTDnote 1.000% 7/0 | $1,873,000 | – | 1,625,000 | +100.0% | 0.24% | – | |
| New | STARWOOD PPTY TR INCnote 4.375% 4/0 | $1,868,000 | – | 1,850,000 | +100.0% | 0.24% | – | |
| MMDMU | New | MODERN MEDIA ACQUISITIONunit 99/99/9999 | $1,824,000 | – | 177,750 | +100.0% | 0.24% | – |
| Sell | SHIP FINANCE INTERNATIONAL Lnote 3.250% 2/0 | $1,805,000 | -52.1% | 1,693,000 | -51.5% | 0.24% | -58.0% | |
| PEGI | New | PATTERN ENERGY GROUP INCput | $1,788,000 | – | 75,000 | +100.0% | 0.23% | – |
| New | ELECTRONICS FOR IMAGING INCnote 0.750% 9/0 | $1,747,000 | – | 1,625,000 | +100.0% | 0.23% | – | |
| PAAC | Buy | PACIFIC SPL ACQUISITION CORP | $1,749,000 | +29.3% | 170,659 | +30.5% | 0.23% | +13.4% |
| New | PATTERN ENERGY GROUP INCnote 4.000% 7/1 | $1,738,000 | – | 1,665,000 | +100.0% | 0.23% | – | |
| New | HOLOGIC INCfrnt | $1,696,000 | – | 1,350,000 | +100.0% | 0.22% | – | |
| MMDM | New | MODERN MEDIA ACQUISITION | $1,661,000 | – | 170,000 | +100.0% | 0.22% | – |
| PCLN | New | PRICELINE GRP INC | $1,534,000 | – | 820 | +100.0% | 0.20% | – |
| KBLMU | New | KBL MERGER CORP IVunit 01/15/2024 | $1,531,000 | – | 150,100 | +100.0% | 0.20% | – |
| CFCO | Sell | CF CORP | $1,529,000 | -75.0% | 135,887 | -77.8% | 0.20% | -78.1% |
| TPGE | New | TPG PACE ENERGY HLDGS CORPcl a | $1,509,000 | – | 150,000 | +100.0% | 0.20% | – |
| PFPT | PROOFPOINT INC | $1,302,000 | +16.8% | 15,000 | 0.0% | 0.17% | +2.4% | |
| GLNG | New | GOLAR LNG LTD BERMUDAput | $1,262,000 | – | 56,700 | +100.0% | 0.16% | – |
| FNTEU | Sell | FINTECH ACQUISITION CORP IIunit 99/99/9999 | $1,254,000 | -72.3% | 120,857 | -72.6% | 0.16% | -75.7% |
| New | ADVANCED MICRO DEVICES INCnote 2.125% 9/0 | $1,117,000 | – | 640,000 | +100.0% | 0.15% | – | |
| CNACU | New | CONSTELLATION ALPHA CAPITALunit 99/99/9999 | $1,065,000 | – | 105,000 | +100.0% | 0.14% | – |
| New | ARBOR RLTY TR INCnote 6.500%10/0 | $1,061,000 | – | 1,000,000 | +100.0% | 0.14% | – | |
| Sell | NEW YORK MTG TR INCnote 6.250% 1/1 | $1,008,000 | -48.2% | 1,000,000 | -50.0% | 0.13% | -54.7% | |
| STLR | New | STELLAR ACQUISITION III INC | $844,000 | – | 84,018 | +100.0% | 0.11% | – |
| VOD | New | VODAFONE GROUP PLC NEWcall | $756,000 | – | 26,300 | +100.0% | 0.10% | – |
| AXAR | AXAR ACQUISITION CORP | $739,000 | +0.3% | 75,000 | 0.0% | 0.10% | -11.9% | |
| GTYHU | Sell | GTY TECHNOLOGY HOLDINGS INCunit 99/99/9999 | $700,000 | -78.9% | 66,692 | -79.3% | 0.09% | -81.5% |
| ON | New | ON SEMICONDUCTOR CORP | $658,000 | – | 46,900 | +100.0% | 0.09% | – |
| NESR | New | NATIONAL ENERGY SERVICES REU | $661,000 | – | 69,400 | +100.0% | 0.09% | – |
| FMCI | New | FORUM MERGER CORP | $634,000 | – | 65,300 | +100.0% | 0.08% | – |
| INVA | INNOVIVA INCput | $640,000 | -7.5% | 50,000 | 0.0% | 0.08% | -19.4% | |
| ANWWQ | New | AEGEAN MARINE PETROLEUM NETWput | $585,000 | – | 100,000 | +100.0% | 0.08% | – |
| EAGLU | Sell | DOUBLE EAGLE ACQUISITION CORunit 99/99/9999 | $532,000 | -32.7% | 50,000 | -33.3% | 0.07% | -41.5% |
| RPT | New | RAMCO-GERSHENSON PPTYS TRput | $525,000 | – | 40,700 | +100.0% | 0.07% | – |
| BCACU | New | BISON CAP ACQUISITION CORPunit 99/99/9999t | $510,000 | – | 50,000 | +100.0% | 0.07% | – |
| BLVDU | Sell | BOULEVARD ACQUISITIONunit 99/99/9999 | $507,000 | -45.5% | 49,120 | -44.9% | 0.07% | -52.2% |
| ZIONZ | ZIONS BANCORPORATION*w exp 11/14/201 | $420,000 | -7.5% | 50,000 | 0.0% | 0.06% | -17.9% | |
| GECC | Sell | GREAT ELM CAP CORP | $416,000 | -15.8% | 39,141 | -9.7% | 0.05% | -26.0% |
| FCHPRA | New | FELCOR LODGING TR INCpfd cv a $1.95 | $412,000 | – | 15,300 | +100.0% | 0.05% | – |
| QPACU | New | QUINPARIO ACQUISITION CORP 2unit 01/01/2023x | $358,000 | – | 35,000 | +100.0% | 0.05% | – |
| SCACU | SABAN CAP ACQUISITION CORPunit 99/99/9999 | $353,000 | -3.8% | 32,878 | 0.0% | 0.05% | -16.4% | |
| WPX | New | WPX ENERGY INCput | $242,000 | – | 25,000 | +100.0% | 0.03% | – |
| CFCOU | CF CORPunit 99/99/9999e | $246,000 | +14.4% | 20,000 | 0.0% | 0.03% | 0.0% | |
| JSYNU | New | JENSYN ACQUISITION CORPunit 99/99/9999 | $213,000 | – | 20,000 | +100.0% | 0.03% | – |
| LCAHU | LANDCADIA HLDGS INCunit 12/31/2021t | $216,000 | +0.9% | 20,000 | 0.0% | 0.03% | -12.5% | |
| WPX | New | WPX ENERGY INC | $193,000 | – | 20,000 | +100.0% | 0.02% | – |
| New | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $174,000 | – | 270,000 | +100.0% | 0.02% | – | |
| MACQU | Sell | M I ACQUISITIONS INCunit 99/99/9999 | $168,000 | -37.8% | 16,411 | -37.9% | 0.02% | -45.0% |
| DHT | DHT HOLDINGS INC | $166,000 | -7.3% | 40,000 | 0.0% | 0.02% | -18.5% | |
| FMCIU | New | FORUM MERGER CORPunit 06/01/2024 | $153,000 | – | 15,000 | +100.0% | 0.02% | – |
| MACQ | New | M I ACQUISITIONS INC | $101,000 | – | 10,000 | +100.0% | 0.01% | – |
| JSYN | New | JENSYN ACQUISITION CORP | $86,000 | – | 8,363 | +100.0% | 0.01% | – |
| MMDMR | New | MODERN MEDIA ACQUISITIONright 99/99/9999 | $60,000 | – | 150,000 | +100.0% | 0.01% | – |
| GCVRZ | SANOFIright 12/31/2020 | $48,000 | -14.3% | 125,000 | 0.0% | 0.01% | -25.0% | |
| JONE | New | JONES ENERGY INCcall | $48,000 | – | 30,000 | +100.0% | 0.01% | – |
| ANDAR | Buy | ANDINA ACQUISITION CORP IIright 09/01/2017 | $45,000 | +60.7% | 101,700 | +84.9% | 0.01% | +50.0% |
| VEACW | New | VANTAGE ENERGY ACQUISITION*w exp 04/12/202 | $35,000 | – | 30,000 | +100.0% | 0.01% | – |
| BACWSB | BANK AMER CORP*w exp 10/28/201 | $40,000 | -13.0% | 50,000 | 0.0% | 0.01% | -28.6% | |
| SRUNW | New | SILVER RUN ACQUISITION*w exp 03/28/202 | $40,000 | – | 22,467 | +100.0% | 0.01% | – |
| NESRW | New | NATIONAL ENERGY SERVICES REU*w exp 05/05/202 | $32,000 | – | 58,900 | +100.0% | 0.00% | – |
| GSHTW | Sell | GORES HLDGS II INC*w exp 03/06/202 | $30,000 | +15.4% | 20,000 | -2.4% | 0.00% | 0.0% |
| GTYHW | Buy | GTY TECHNOLOGY HOLDINGS INC*w exp 99/99/999 | $34,000 | +1600.0% | 18,904 | +1057.6% | 0.00% | – |
| FMCIR | New | FORUM MERGER CORPright 06/01/2019 | $22,000 | – | 60,000 | +100.0% | 0.00% | – |
| PAACR | New | PACIFIC SPL ACQUISITION CORPright 03/15/2017 | $21,000 | – | 34,900 | +100.0% | 0.00% | – |
| AMRI | New | ALBANY MOLECULAR RESH INC | $14,000 | – | 630 | +100.0% | 0.00% | – |
| MPACW | New | MATLIN & PARTNERS ACQUISITIO*w exp 03/15/202 | $15,000 | – | 30,700 | +100.0% | 0.00% | – |
| GPIAW | Sell | GP INVTS ACQUISITION COR*w exp 05/19/202 | $17,000 | -22.7% | 23,300 | -46.4% | 0.00% | -33.3% |
| CWSA | New | CITIGROUP INC*w exp 01/04/201 | $12,000 | – | 81,500 | +100.0% | 0.00% | – |
| STLRW | New | STELLAR ACQUISITION III INC*w exp 03/22/202 | $17,000 | – | 52,500 | +100.0% | 0.00% | – |
| KAACW | New | KAYNE ANDERSON ACQUISITION*w exp 06/30/202 | $16,000 | – | 17,871 | +100.0% | 0.00% | – |
| SCACW | Sell | SABAN CAP ACQUISITION CORP*w exp 09/21/202 | $19,000 | -42.4% | 14,800 | -40.3% | 0.00% | -60.0% |
| MMDMW | New | MODERN MEDIA ACQUISITION*w exp 05/17/202 | $14,000 | – | 35,000 | +100.0% | 0.00% | – |
| FNTEW | New | FINTECH ACQUISITION CORP II*w exp 01/19/202 | $19,000 | – | 15,800 | +100.0% | 0.00% | – |
| TPGEWS | New | TPG PACE ENERGY HLDGS CORP*w exp 99/99/999 | $19,000 | – | 14,100 | +100.0% | 0.00% | – |
| EACQW | Sell | EASTERLY ACQUISITION CORP*w exp 07/29/202 | $6,000 | -25.0% | 6,525 | -69.7% | 0.00% | 0.0% |
| AXARW | AXAR ACQUISITION CORP*w exp 12/31/202 | $8,000 | +14.3% | 98,127 | 0.0% | 0.00% | 0.0% | |
| HRMNW | Sell | HARMONY MERGER CORP*w exp 01/01/202 | $8,000 | -46.7% | 9,900 | -67.0% | 0.00% | -50.0% |
| QPACW | Buy | QUINPARIO ACQUISITION CORP 2*w exp 01/01/202 | $10,000 | +42.9% | 25,992 | +85.8% | 0.00% | 0.0% |
| ANDAW | New | ANDINA ACQUISITION CORP II*w exp 11/23/202 | $10,000 | – | 32,825 | +100.0% | 0.00% | – |
| EAGLW | Buy | DOUBLE EAGLE ACQUISITION COR*w exp 09/16/202 | $4,000 | +100.0% | 7,466 | +103.7% | 0.00% | – |
| ELECW | New | ELECTRUM SPL ACQUISITION COR*w exp 99/99/999 | $11,000 | – | 29,900 | +100.0% | 0.00% | – |
| HNTWF | Buy | HUNTER MARITIME ACQUISITION*w exp 99/99/999 | $7,000 | -61.1% | 25,954 | +14.3% | 0.00% | -66.7% |
| SPIL | Exit | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | -50 | -100.0% | 0.00% | – |
| MACQW | New | M I ACQUISITIONS INC*w exp 99/99/999 | $2,000 | – | 7,500 | +100.0% | 0.00% | – |
| WYIGW | JM GLOBAL HLDG CO*w exp 07/29/201 | $1,000 | -50.0% | 4,200 | 0.0% | 0.00% | – | |
| GPACW | New | GLOBAL PARTNER ACQUISITION C*w exp 07/01/202 | $0 | – | 265 | +100.0% | 0.00% | – |
| BLVDW | New | BOULEVARD ACQUISITION*w exp 09/25/202 | $3,000 | – | 3,949 | +100.0% | 0.00% | – |
| AHPAW | Sell | AVISTA HEALTHCARE PUB ACQ CO*w exp 99/99/999 | $2,000 | -71.4% | 5,400 | -62.8% | 0.00% | -100.0% |
| ANDAW | Exit | ANDINA ACQUISITION CORP II*w exp 11/23/202 | $0 | – | -4,925 | -100.0% | 0.00% | – |
| MIIIW | Exit | M III ACQUISITION CORP*w exp 10/10/202 | $0 | – | -5,100 | -100.0% | 0.00% | – |
| SPIL | New | SILICONWARE PRECISION INDS Lsponsd adr spl | $0 | – | 50 | +100.0% | 0.00% | – |
| KMIWS | Exit | KINDER MORGAN INC DEL*w exp 05/25/201 | $0 | – | -337,000 | -100.0% | 0.00% | – |
| JSYN | Exit | JENSYN ACQUISITION CORP | $0 | – | -479 | -100.0% | -0.00% | – |
| CLACW | Exit | CAPITOL ACQUISITION CORP III*w exp 10/19/202 | $0 | – | -5,000 | -100.0% | -0.00% | – |
| KLREW | Exit | KLR ENERGY ACQUISITION CORP*w exp 09/16/202 | $0 | – | -7,450 | -100.0% | -0.00% | – |
| CWSA | Exit | CITIGROUP INC*w exp 01/04/201 | $0 | – | -81,500 | -100.0% | -0.00% | – |
| ACOR | Exit | ACORDA THERAPEUTICS INC | $0 | – | -1,700 | -100.0% | -0.01% | – |
| SFLY | Exit | SHUTTERFLY INC | $0 | – | -700 | -100.0% | -0.01% | – |
| ENT | Exit | GLOBAL EAGLE ENTMT INCcall | $0 | – | -30,000 | -100.0% | -0.01% | – |
| CPAA | Exit | CONYERS PK ACQUISITION | $0 | – | -17,950 | -100.0% | -0.03% | – |
| KND | Exit | KINDRED HEALTHCARE INCcall | $0 | – | -25,000 | -100.0% | -0.03% | – |
| STLR | Exit | STELLAR ACQUISITION III INC | $0 | – | -21,518 | -100.0% | -0.03% | – |
| JSYNU | Exit | JENSYN ACQUISITION CORPunit 99/99/9999 | $0 | – | -20,000 | -100.0% | -0.03% | – |
| JOBS | Exit | 51JOB INC | $0 | – | -6,650 | -100.0% | -0.04% | – |
| CLACU | Exit | CAPITOL ACQUISITION CORP IIIunit 99/99/9999 | $0 | – | -30,000 | -100.0% | -0.05% | – |
| SNCR | Exit | SYNCHRONOSS TECHNOLOGIES INC | $0 | – | -14,600 | -100.0% | -0.05% | – |
| HNTUF | Exit | HUNTER MARITIME ACQUISITIONunit 99/99/9999 | $0 | – | -34,104 | -100.0% | -0.05% | – |
| STNG | Exit | SCORPIO TANKERS INCcall | $0 | – | -81,800 | -100.0% | -0.05% | – |
| CLAC | Exit | CAPITOL ACQUISITION CORP III | $0 | – | -36,985 | -100.0% | -0.06% | – |
| KLRE | Exit | KLR ENERGY ACQUISITION CORPcl a | $0 | – | -43,056 | -100.0% | -0.07% | – |
| HTGC | Exit | HERCULES CAPITAL INCput | $0 | – | -30,000 | -100.0% | -0.07% | – |
| RDSA | Exit | ROYAL DUTCH SHELL PLCspons adr a | $0 | – | -8,998 | -100.0% | -0.07% | – |
| TWO | Exit | TWO HBRS INVT CORPput | $0 | – | -50,000 | -100.0% | -0.07% | – |
| CUK | Exit | CARNIVAL PLCadr | $0 | – | -8,900 | -100.0% | -0.08% | – |
| STNG | Exit | SCORPIO TANKERS INCput | $0 | – | -125,000 | -100.0% | -0.08% | – |
| CENTA | Exit | CENTRAL GARDEN & PET COcl a non-vtg | $0 | – | -16,000 | -100.0% | -0.08% | – |
| Exit | GLOBAL EAGLE ENTMT INCnote 2.750% 2/1 | $0 | – | -1,250,000 | -100.0% | -0.10% | – | |
| FTRPR | Exit | FRONTIER COMMUNICATIONS CORPpfd conv ser-a | $0 | – | -14,050 | -100.0% | -0.10% | – |
| VOD | Exit | VODAFONE GROUP PLC NEWcall | $0 | – | -26,300 | -100.0% | -0.10% | – |
| Exit | FINISAR CORPnote 0.500%12/1 | $0 | – | -750,000 | -100.0% | -0.12% | – | |
| QPACU | Exit | QUINPARIO ACQUISITION CORP 2unit 01/01/2023x | $0 | – | -85,000 | -100.0% | -0.13% | – |
| FTR | Exit | FRONTIER COMMUNICATIONS CORPcall | $0 | – | -450,000 | -100.0% | -0.14% | – |
| Exit | AMAG PHARMACEUTICALS INCnote 2.500% 2/1 | $0 | – | -1,140,000 | -100.0% | -0.18% | – | |
| ELECU | Exit | ELECTRUM SPL ACQUISITION CORunit 99/99/9999 | $0 | – | -124,900 | -100.0% | -0.19% | – |
| PCLN | Exit | PRICELINE GRP INC | $0 | – | -820 | -100.0% | -0.22% | – |
| ON | Exit | ON SEMICONDUCTOR CORP | $0 | – | -94,400 | -100.0% | -0.22% | – |
| Exit | PATTERN ENERGY GROUP INCnote 4.000% 7/1 | $0 | – | -1,565,000 | -100.0% | -0.23% | – | |
| VEON | Exit | VEON LTDsponsored adr | $0 | – | -479,350 | -100.0% | -0.29% | – |
| Exit | BROADSOFT INCnote 1.000% 9/0 | $0 | – | -1,750,000 | -100.0% | -0.31% | – | |
| Exit | ICONIX BRAND GROUP INCnote 1.500% 3/1 | $0 | – | -3,100,000 | -100.0% | -0.44% | – | |
| Exit | BLACKSTONE MTG TR INCnote 5.250%12/0 | $0 | – | -2,973,000 | -100.0% | -0.50% | – | |
| Exit | BROOKDALE SR LIVING INCnote 2.750% 6/1 | $0 | – | -3,750,000 | -100.0% | -0.55% | – | |
| QPAC | Exit | QUINPARIO ACQUISITION CORP 2 | $0 | – | -371,025 | -100.0% | -0.55% | – |
| Exit | SEACOR HOLDINGS INCnote 2.500%12/1 | $0 | – | -3,700,000 | -100.0% | -0.56% | – | |
| Exit | TWITTER INCnote 1.000% 9/1 | $0 | – | -4,300,000 | -100.0% | -0.58% | – | |
| Exit | PHOTRONICS INCnote 3.250% 4/0 | $0 | – | -3,440,000 | -100.0% | -0.62% | – | |
| Exit | APOLLO COML REAL EST FIN INCnote 5.500% 3/1 | $0 | – | -3,870,000 | -100.0% | -0.63% | – | |
| Exit | HEALTHSOUTH CORPdebt 2.000%12/0 | $0 | – | -4,151,000 | -100.0% | -0.75% | – | |
| Exit | CIENA CORPdebt 4.000%12/1 | $0 | – | -3,980,000 | -100.0% | -0.81% | – | |
| Exit | CARDTRONICS INCnote 1.000%12/0 | $0 | – | -5,310,000 | -100.0% | -0.85% | – | |
| Exit | MEDIDATA SOLUTIONS INCnote 1.000% 8/0 | $0 | – | -5,305,000 | -100.0% | -0.90% | – | |
| Exit | CORENERGY INFRASTRUCTURE TRnote 7.000% 6/1 | $0 | – | -5,562,000 | -100.0% | -0.92% | – | |
| DYNC | Exit | DYNEGY INC NEW DELunit 07/01/20191 | $0 | – | -110,000 | -100.0% | -0.95% | – |
| Exit | TWITTER INCnote 0.250% 9/1 | $0 | – | -6,840,000 | -100.0% | -0.95% | – | |
| Exit | LAM RESEARCH CORPnote 1.250% 5/1 | $0 | – | -3,300,000 | -100.0% | -1.04% | – | |
| HUNTF | Exit | HUNTER MARITIME ACQUISITIONcl a | $0 | – | -707,970 | -100.0% | -1.04% | – |
| Exit | CITRIX SYS INCnote 0.500% 4/1 | $0 | – | -5,941,000 | -100.0% | -1.11% | – | |
| MPACU | Exit | MATLIN & PARTNERS ACQUISITIOunit 05/28/2021a | $0 | – | -800,000 | -100.0% | -1.19% | – |
| Exit | DEPOMED INCnote 2.500% 9/0 | $0 | – | -9,275,000 | -100.0% | -1.29% | – | |
| Exit | INTERDIGITAL INCnote 1.500% 3/0 | $0 | – | -7,025,000 | -100.0% | -1.36% | – | |
| Exit | SHIP FINANCE INTERNATIONAL Lnote 5.750%10/1 | $0 | – | -9,282,000 | -100.0% | -1.37% | – | |
| Exit | INTEL CORPsdcv 3.250% 8/0 | $0 | – | -5,360,000 | -100.0% | -1.39% | – | |
| Exit | LIGAND PHARMACEUTICALS INCnote 0.750% 8/1 | $0 | – | -6,470,000 | -100.0% | -1.43% | – | |
| Exit | SERVICENOW INCnote 11/0 | $0 | – | -7,736,000 | -100.0% | -1.48% | – | |
| Exit | MEDICINES COnote 2.500% 1/1 | $0 | – | -6,461,000 | -100.0% | -1.51% | – | |
| Exit | TAL ED GROUPnote 2.500% 5/1 | $0 | – | -2,745,000 | -100.0% | -1.65% | – | |
| Exit | EURONET WORLDWIDE INCnote 1.500%10/0 | $0 | – | -9,155,000 | -100.0% | -1.72% | – | |
| Exit | STARWOOD PPTY TR INCnote 3.750%10/1 | $0 | – | -15,064,000 | -100.0% | -2.27% | – | |
| Exit | SALESFORCE COM INCnote 0.250% 4/0 | $0 | – | -12,508,000 | -100.0% | -2.39% | – | |
| Exit | PALO ALTO NETWORKS INCnote 7/0 | $0 | – | -17,244,000 | -100.0% | -3.05% | – | |
| Exit | VERISIGN INCsdcv 3.250% 8/1 | $0 | – | -9,709,000 | -100.0% | -3.68% | – | |
| Exit | NOVELLUS SYS INCnote 2.625% 5/1 | $0 | – | -6,720,000 | -100.0% | -3.79% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2017-08-14
Signatures
The EDGAR filing(s) were signed by:
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)
| Filed | Shares | Percentage | |
|---|---|---|---|
| Compass Digital Acquisition Corp.Sold out | February 10, 2023 | 0 | 0.0% |
| EdtechX Holdings Acquisition Corp. IISold 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
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.