13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2014-09-30, filed 2014-11-13, with 115 holding rows worth $652,438,000.
- Accession
- 0001140361-14-041501
- Filer
- CIK 1287978
- Filed
- 2014-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2014
A holdings report, 115 entries on the cover page, a total value of $652,438,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $652,438,000 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 |
|---|---|---|---|---|---|---|
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 19,725,000 | $53,097,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 27,421,000 | $50,893,000 | thousands by filing date | principal |
| TELEFLEX INC | 879369AA4 | NOTE 3.875% 8/0 | 22,541,000 | $39,095,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AP3 | NOTE 3.750% 4/0 | 21,300,000 | $33,281,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 12,168,000 | $26,602,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AD1 | NOTE 0.250% 3/1 | 11,200,000 | $22,213,000 | thousands by filing date | principal |
| JARDEN CORP | 471109AH1 | NOTE 1.87 | 14,750,000 | $20,180,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 15,650,000 | $19,983,000 | thousands by filing date | principal |
| SALIX PHARMACEUTICAL 1.500 | 795435AE6 | NOTE 1.500% 3/ | 8,187,000 | $19,782,000 | thousands by filing date | principal |
| HAWAIIAN HOLDINGS INC | 419879AD3 | NOTE 5.000% 3/1 | 10,640,000 | $18,856,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AG6 | DBCV 6.750%10/1 | 7,895,000 | $17,922,000 | thousands by filing date | principal |
| Starwood Property Trust, Inc. | 85571BAB1 | CONV | 15,150,000 | $16,400,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 13,000,000 | $15,291,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AF8 | DBCV 6.750%10/1 | 5,550,000 | $12,045,000 | thousands by filing date | principal |
| CONCUR TECHNOLOGIES INC | 206708AC3 | NOTE | 9,000,000 | $11,729,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 7,000,000 | $11,603,000 | thousands by filing date | principal |
| RAS 4 10/1/33 | 749227AB0 | Bond 30/360P2 U | 11,500,000 | $10,810,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 11,001,000 | $10,671,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 8,500,000 | $10,452,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 4,763,000 | $9,160,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAB8 | NOTE 3.750% 5/1 | 9,400,000 | $9,130,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 9,060,000 | $8,762,000 | thousands by filing date | principal |
| HERCULES TECHNOLOGY GROWTH | 427096AB8 | CNV | 6,992,000 | $8,709,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AC3 | NOTE 1.750%12/0 | 5,770,000 | $7,660,000 | thousands by filing date | principal |
| ALTRA HOLDINGS INC | 02208RAE6 | NOTE 2.750% 3/0 | 6,138,000 | $7,411,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 5,500,000 | $7,396,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 6,500,000 | $7,235,000 | thousands by filing date | principal |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 5,644,000 | $7,182,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAC1 | NOTE 2.000% 8/1 | 5,312,000 | $7,098,000 | thousands by filing date | principal |
| ANNALY CAP MGMT INC | 035710AB8 | NOTE 5.000% 5/1 | 6,400,000 | $6,472,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAH9 | CNV | 2,484,000 | $6,398,000 | thousands by filing date | principal |
| WELLTOWER INC | 42217K106 | COM | 100,000 | $6,237,000 | thousands by filing date | put |
| ECPG 3 11/27/17 | 292554AD4 | Bond 30/360P2 U | 3,750,000 | $5,592,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AE1 | DBCV 5.500%10/1 | 2,240,000 | $5,416,000 | thousands by filing date | principal |
| SPANSION LLC | 84649PAL9 | NOTE 2.000 9/0 | 3,055,000 | $5,360,000 | thousands by filing date | principal |
| AMSURG CORP | 03232P504 | PFD CNV SR A-1 % | 49,167 | $5,238,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 5,000,000 | $5,150,000 | thousands by filing date | principal |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 3,335,000 | $5,107,000 | thousands by filing date | principal |
| GLBR 2.25 06/18 | 302693AB2 | Bond 30/360P2 U | 4,800,000 | $5,001,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 5,000,000 | $4,850,000 | thousands by filing date | principal |
| ELY 3.75 08/19 | 131193AC8 | Bond 30/360P2 U | 4,000,000 | $4,495,000 | thousands by filing date | principal |
| LEVEL 3 COMMUNICATIONS INC | 52729NBP4 | NOTE 7.000% 3/1 | 2,500,000 | $4,297,000 | thousands by filing date | principal |
| MGM RESORTS INTL | 55303QAE0 | CORPORATE OBLIG | 3,000,000 | $3,795,000 | thousands by filing date | principal |
| ALCOA INC | 013817309 | DEP SHS 1/10TH | 72,000 | $3,593,000 | thousands by filing date | |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 3,500,000 | $3,454,000 | thousands by filing date | principal |
| ROI ACQUISITION CORP II | 74966G101 | COM | 350,168 | $3,449,000 | thousands by filing date | |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 4,000,000 | $3,440,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 302,600 | $3,320,000 | thousands by filing date | put |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 2,500,000 | $3,297,000 | thousands by filing date | principal |
| HF2 FINL MGMT INC | 40421A104 | CL A | 300,007 | $3,120,000 | thousands by filing date | |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 2,500,000 | $2,597,000 | thousands by filing date | principal |
| SILVER EAGLE ACQUISITION | 827694100 | COM | 250,000 | $2,485,000 | thousands by filing date | |
| CHART ACQUISITION CORP | 161151105 | COM | 250,000 | $2,480,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP II | 14056V105 | COM | 250,000 | $2,453,000 | thousands by filing date | |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 250,000 | $2,448,000 | thousands by filing date | |
| IRIDIUM COMMUNICATIONS INC | 46269C409 | PERP PFD CNV B | 7,000 | $2,370,000 | thousands by filing date | |
| Del Taco Restaurants | 52748T104 | COM | 221,977 | $2,164,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 2,000,000 | $2,000,000 | thousands by filing date | principal |
| GARNERO GROUP ACQUISITION CO | G5866L124 | UNIT 06/25/2016 | 200,000 | $2,000,000 | thousands by filing date | |
| HENNESSY CAPITAL ACQUIS | 425886108 | COM | 200,000 | $1,976,000 | thousands by filing date | |
| RAMCO-GERSHENSON PPTYS TR | 751452608 | PERP PFD-D CV | 31,518 | $1,905,000 | thousands by filing date | |
| Pangaea Logistics Solutions Lt | 747717106 | PANGAEA LOGISTIC | 183,400 | $1,757,000 | thousands by filing date | |
| MERGEWORTHRX CORP | 58952R106 | COM | 205,727 | $1,693,000 | thousands by filing date | |
| EPR PPTYS COM SH BEN INT | 26884U109 | REIT | 33,269 | $1,686,000 | thousands by filing date | |
| POST HLDGS INC | 737446104 | COM | 50,000 | $1,659,000 | thousands by filing date | put |
| GLOBAL DEFENSE & NATL SEC SY | 37953N108 | COM | 150,000 | $1,559,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 7,500 | $1,478,000 | thousands by filing date | |
| BOULEVARD ACQUISITION CORP | 10157P203 | UNIT 02/19/2019 | 143,258 | $1,453,000 | thousands by filing date | |
| DOMINION RES INC VA NEW | 25746U885 | UNIT 07/01/2016 | 25,750 | $1,443,000 | thousands by filing date | |
| Nextera Energy, Inc. | 65339F887 | PFD | 18,000 | $1,079,000 | thousands by filing date | |
| WL ROSS HLDG CORP | 92939D203 | UNIT 06/11/2019 | 100,000 | $1,071,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P203 | UNIT 06/27/2019 | 105,501 | $1,057,000 | thousands by filing date | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 10,500 | $1,030,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V202 | UNIT 07/18/2016 | 100,000 | $1,010,000 | thousands by filing date | |
| CORNERSTONE ONDEMAND INC COM | 21925Y103 | Stock | 27,800 | $957,000 | thousands by filing date | |
| Cal Dive International | 12802TAB7 | CONV BOND | 1,450,000 | $941,000 | thousands by filing date | principal |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 20,967 | $931,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329Y104 | COM | 100,000 | $747,000 | thousands by filing date | put |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 82,900 | $741,000 | thousands by filing date | |
| COLLABRIUM JAPAN ACQUISITN C | G2266G102 | SHS | 62,611 | $689,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 8,000 | $571,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 50,000 | $531,000 | thousands by filing date | put |
| APOLLO INVT CORP | 03761U106 | COM | 60,300 | $493,000 | thousands by filing date | |
| MCDERMOTT INTL INC | 580037109 | COM | 75,000 | $429,000 | thousands by filing date | put |
| PROSPECT CAPITAL CORPORATION | 74348T102 | COM | 35,600 | $352,000 | thousands by filing date | |
| UNITED MICROELECTRONICS CORP SPON ADR NEW | 910873405 | ADR | 171,600 | $343,000 | thousands by filing date | |
| ENERGY XXI (BERMUDA) LTD | G10082140 | USD UNRS SHS | 30,000 | $341,000 | thousands by filing date | put |
| BOULEVARD ACQUI | 10157P104 | Common Stock | 35,000 | $340,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 5,300 | $317,000 | thousands by filing date | |
| EMERALD OIL INC | 29101U209 | COM NEW | 50,000 | $308,000 | thousands by filing date | call |
| STANDARD BIOTOOLS INC | 34385P108 | COM | 11,100 | $272,000 | thousands by filing date | |
| JETBLUE AWYS CORP | 477143101 | COM | 25,000 | $266,000 | thousands by filing date | call |
| PDL BIOPHARMA INC | 69329Y104 | COM | 35,082 | $262,000 | thousands by filing date | |
| HALCON RES CORP | 40537Q209 | COM NEW | 50,000 | $198,000 | thousands by filing date | put |
| Call - ZION $36.27 Exp 11/14/2018 | 989701131 | Warrants | 50,000 | $187,000 | thousands by filing date | |
| AMARIN CORP PLC | 023111206 | SPONS ADR NEW | 151,400 | $165,000 | thousands by filing date | call |
| QUARTET MERGER CORP RTS | 747717205 | RTS | 169,600 | $144,000 | thousands by filing date | |
| HENNESSY CAPITAL ACQUIS-CW19 | 425886116 | W | 180,000 | $135,000 | thousands by filing date | |
| SANOFI | 80105N113 | COMMON STOCK-FO | 275,000 | $128,000 | thousands by filing date | |
| CHART ACQUISITION CORP | 161151113 | *W EXP 12/19/201 | 227,700 | $125,000 | thousands by filing date | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 1,576 | $109,000 | thousands by filing date | |
| CAL DIVE INTL INC DEL | 12802T101 | COM | 100,000 | $97,000 | thousands by filing date | |
| SILVER EAGLE ACQUISITION | 827694118 | W | 215,875 | $97,000 | thousands by filing date | |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q114 | *W EXP 12/17/201 | 240,000 | $89,000 | thousands by filing date | |
| BANK AMER CORP | 605051530 | W EXP 10/28/201 | 91,600 | $88,000 | thousands by filing date | |
| EPR PPTYS | 26884U208 | PFD C CV 5.75% | 3,855 | $84,000 | thousands by filing date | |
| ROI ACQUISITION CORP II | 74966G119 | *W EXP 09/17/201 | 290,168 | $84,000 | thousands by filing date | |
| CITIGROUP INC | 172967226 | WARRANT | 81,500 | $77,000 | thousands by filing date | |
| JASON INDS INC | 471172114 | *W EXP 06/30/201 | 42,500 | $64,000 | thousands by filing date | |
| QIAGEN NV | N72482107 | COMMON STOCK-FO | 2,000 | $46,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP | 14056V113 | W | 114,900 | $37,000 | thousands by filing date | |
| LEVY ACQUISITION CORP-CW18 | 52748T112 | W | 93,700 | $33,000 | thousands by filing date | |
| ROI ACQUISITION CORP II | 74966G200 | COM | 2,000 | $20,000 | thousands by filing date | |
| COLLABRIUM JAPAN ACQUISITN C | G2266G110 | *W EXP 99/99/999 | 76,079 | $14,000 | thousands by filing date | |
| CITIGROUP INC | 172967234 | *W EXP 10/28/201 | 115,500 | $4,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-14-041501 | this filing | 2014-11-13 | acceptance time not in the bulk data set |