13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2013-09-30, filed 2013-11-13, with 95 holding rows worth $573,041,000.
- Accession
- 0001140361-13-042075
- Filer
- CIK 1287978
- Filed
- 2013-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2013
A holdings report, 95 entries on the cover page, a total value of $573,041,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $573,049,000 with VALUE read as thousands by filing date, 13F file number 028-10896. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| LIONS GATE ENTERTAINMENT 3.625% CB 03/15/2025- REG | 53626YAA6 | Bond | 13,831,000 | $58,754,000 | thousands by filing date | principal |
| WESTERN REFNG INC | 959319AC8 | NOTE 5.750% 6/1 | 10,713,000 | $33,498,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAE4 | CNV | 23,221,000 | $33,294,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 18,710,000 | $29,305,000 | thousands by filing date | principal |
| GILEAD SCIENCES INC | 375558AP8 | CORPORATE OBLIG | 7,500,000 | $20,756,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 120,000 | $20,161,000 | thousands by filing date | put |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 7,230,000 | $19,842,000 | thousands by filing date | principal |
| MYLAN INC | 628530AJ6 | CORPORATE OBLIG | 6,500,000 | $18,838,000 | thousands by filing date | principal |
| VIROPHARMA INC | 928241AH1 | NOTE 2.000% 3/1 | 8,750,000 | $18,714,000 | thousands by filing date | principal |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 10,000,000 | $16,963,000 | thousands by filing date | principal |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 243,712 | $16,594,000 | thousands by filing date | |
| JETBLUE AIRWAYS CORP | 477143AG6 | DBCV 6.750%10/1 | 8,895,000 | $13,917,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AP3 | NOTE 3.750% 4/0 | 9,000,000 | $12,668,000 | thousands by filing date | principal |
| DDR CORP | 251591AX1 | NOTE | 11,175,000 | $12,649,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 7,615,000 | $11,925,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAH9 | CNV | 5,200,000 | $11,717,000 | thousands by filing date | principal |
| HERCULES TECHNOLOGY GROWTH | 427096AB8 | CNV | 8,992,000 | $11,633,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AQ6 | NOTE 1.500% 8/0 | 6,200,000 | $11,546,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 3,300,000 | $10,993,000 | thousands by filing date | principal |
| COVANTA HLDG CORP | 22282EAC6 | NOTE 3.250% 6/0 | 7,050,000 | $9,696,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 6,000,000 | $9,518,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AR4 | NOTE 1.875% 8/0 | 5,000,000 | $9,369,000 | thousands by filing date | principal |
| ENPRO INDS INC | 29355XAB3 | DBCV 3.938%10/1 | 4,950,000 | $9,111,000 | thousands by filing date | principal |
| ENDO HEALTH SOLUTIONS INC | 29264FAB2 | BOND | 5,000,000 | $7,928,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AN8 | NOTE 3.750%12/1 | 3,085,000 | $6,556,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 6,000,000 | $6,104,000 | thousands by filing date | principal |
| ASCENT CAP GROUP INC | 043632AA6 | NOTE 4.000 7/1 | 5,000,000 | $5,222,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 5,000,000 | $5,178,000 | thousands by filing date | principal |
| CENVEO CORP | 15671BAJ0 | NOTE 7.000% 5/1 | 5,000,000 | $5,000,000 | thousands by filing date | principal |
| BEAZER HOMES USA INC | 07556Q709 | UNIT 99/99/9999 | 170,110 | $4,943,000 | thousands by filing date | |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 3,500,000 | $4,936,000 | thousands by filing date | principal |
| SALESFORCE COM INC | 79466LAB0 | BOND | 2,000,000 | $4,866,000 | thousands by filing date | principal |
| XILINX INC | 983919AD3 | SDCV 3.125% 3/1 | 3,000,000 | $4,847,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AK9 | DEBT | 2,900,000 | $4,664,000 | thousands by filing date | principal |
| MERRIMACK PHARMACEUTICALS IN | 590328AA8 | NOTE 4.500% 7/1 | 5,000,000 | $4,531,000 | thousands by filing date | principal |
| CUBIST PHARMACEUTICALS INC | 229678AD9 | NOTE | 2,000,000 | $4,505,000 | thousands by filing date | principal |
| PROSPECT CAPITAL CORPORATION | 74348TAK8 | MTNF 5.375%10/1 | 4,300,000 | $4,459,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 4,500,000 | $4,253,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 25,000 | $4,203,000 | thousands by filing date | |
| JETBLUE AIRWAYS CORP | 477143AE1 | DBCV 5.500%10/1 | 2,240,000 | $3,612,000 | thousands by filing date | principal |
| KOHLBERG CAPITAL CORP | 500233AB7 | BOND | 3,000,000 | $3,521,000 | thousands by filing date | principal |
| DFC GLOBAL CORP | 256664AC7 | NOTE | 3,500,000 | $3,369,000 | thousands by filing date | principal |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 2,640,000 | $3,312,000 | thousands by filing date | principal |
| WELLTOWER INC | 42217K106 | COM | 50,000 | $3,119,000 | thousands by filing date | put |
| ACCURAY INC | 004397AB1 | CNV | 3,000,000 | $3,106,000 | thousands by filing date | principal |
| STEWART ENTERPRISES INC | 860370AH8 | NOTE 3.125% 7/1 | 2,500,000 | $3,086,000 | thousands by filing date | principal |
| HF2 FINL MGMT INC | 40421A104 | CL A | 300,000 | $3,036,000 | thousands by filing date | |
| MASTEC INC | 576323AL3 | NOTE 4.000% 6/1 | 1,500,000 | $2,904,000 | thousands by filing date | principal |
| CONVERGYS CORP | 212485AE6 | SDCV | 1,500,000 | $2,678,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 2,250,000 | $2,655,000 | thousands by filing date | principal |
| HYDE PK ACQUISITION CORP II | 448640102 | COMMON | 250,000 | $2,563,000 | thousands by filing date | |
| CHART ACQUISITION CORP | 161151105 | COM | 250,000 | $2,488,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP II | 14056V105 | COM | 250,000 | $2,423,000 | thousands by filing date | |
| PROSPECT CAPITAL CORPORATION 5.75 03/15/2018 | 74348TAL6 | Convertible | 2,200,000 | $2,241,000 | thousands by filing date | principal |
| EPR PPTYS | 26884U208 | PFD C CV 5.75% | 100,000 | $2,106,000 | thousands by filing date | |
| MARKET VECTORS - COAL ETF | 57060U837 | COM | 100,000 | $1,900,000 | thousands by filing date | call |
| RAMCO-GERSHENSON PPTYS TR | 751452608 | PERP PFD-D CV | 31,161 | $1,812,000 | thousands by filing date | |
| WEB COM GROUP INC | 94733AAA2 | NOTE 1.000% 8/1 | 1,500,000 | $1,695,000 | thousands by filing date | principal |
| MEDWORTH ACQUISITION CORP | 58508R105 | COM | 201,107 | $1,625,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 2,450 | $1,168,000 | thousands by filing date | |
| VECTOR GROUP LTD | 92240MAL2 | DBCV 6/1 | 1,000,000 | $1,138,000 | thousands by filing date | principal |
| VERISIGN INC COM | 92343E102 | Stock | 20,000 | $1,018,000 | thousands by filing date | put |
| QUINPARIO ACQUISITION CORP | 74874R207 | UNIT | 100,000 | $1,017,000 | thousands by filing date | |
| HEALTH CARE REIT INC CONV 6.50 | 42217K601 | PFD | 17,490 | $1,005,000 | thousands by filing date | |
| CONNS INC | 208242107 | COM | 20,000 | $1,001,000 | thousands by filing date | |
| BIOMED REALTY TRUST COM | 09063h107 | COM | 50,000 | $930,000 | thousands by filing date | call |
| DDR CORP | 23317H102 | COM | 50,000 | $786,000 | thousands by filing date | call |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 50,000 | $770,000 | thousands by filing date | call |
| EPR PPTYS COM SH BEN INT | 26884U109 | REIT | 15,169 | $739,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 14,300 | $732,000 | thousands by filing date | |
| CALLAWAY GOLF CO | 131193104 | COM | 100,000 | $712,000 | thousands by filing date | put |
| VOLCANO CORPORATION | 928645100 | COM | 25,000 | $599,000 | thousands by filing date | put |
| ANNALY CAPITAL MANAGEMENT | 035710409 | COM | 50,000 | $579,000 | thousands by filing date | call |
| ACCURAY INC DEL | 004397105 | COM | 75,000 | $554,000 | thousands by filing date | put |
| Nextera Energy, Inc. | 65339F887 | PFD | 10,000 | $545,000 | thousands by filing date | |
| APOLLO INVT CORP | 03761U106 | COM | 60,300 | $491,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 171,600 | $353,000 | thousands by filing date | |
| VELOCITYSHARES INV VIX SH-TM | 22542D795 | INVR | 10,000 | $268,000 | thousands by filing date | |
| SANOFI | 80105N113 | COMMON STOCK-FO | 110,000 | $222,000 | thousands by filing date | |
| AMC NETWORKS INC | 00164V103 | CL A | 3,185 | $218,000 | thousands by filing date | |
| CENVEO INC | 15670S105 | COM | 70,000 | $207,000 | thousands by filing date | call |
| AK STEEL HOLDING CORP | 001547108 | COM | 50,000 | $188,000 | thousands by filing date | call |
| Call - ZION $36.27 Exp 11/14/2018 | 989701131 | Warrants | 50,000 | $156,000 | thousands by filing date | |
| EXELIXIS INC COM | 30161Q104 | Stock | 25,000 | $146,000 | thousands by filing date | put |
| CHART ACQUISITION CORP | 161151113 | *W EXP 12/19/201 | 250,000 | $143,000 | thousands by filing date | |
| CITIGROUP INC | 172967226 | WARRANT | 166,500 | $125,000 | thousands by filing date | |
| CREDIT SUISSE AG NASSAU BRH | 22539T613 | VELSHS DLY SHTRM | 5,000 | $76,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP | 14056V113 | W | 124,700 | $75,000 | thousands by filing date | |
| BANK OF AMERICA CORP | 060505153 | CMN | 92,300 | $73,000 | thousands by filing date | |
| HEMISPHERE MEDIA GROUP INC CL A | 42365Q103 | COM | 3,306 | $39,000 | thousands by filing date | |
| BRINKS CO | 109696104 | COM | 918 | $26,000 | thousands by filing date | |
| COLLABRIUM JAPAN ACQUISITN C | G2266G110 | *W EXP 99/99/999 | 62,611 | $18,000 | thousands by filing date | |
| O-I GLASS, INC. | 690768403 | COM | 397 | $12,000 | thousands by filing date | |
| CITIGROUP INC | 172967234 | *W EXP 10/28/201 | 115,500 | $9,000 | thousands by filing date | |
| CHARTER FINANCIAL CORP | 16122W108 | COM | 400 | $4,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-13-042075 | this filing | 2013-11-13 | acceptance time not in the bulk data set |