13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 151 holding rows worth $645,498,000.
- Accession
- 0001140361-16-076428
- Filer
- CIK 1287978
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 151 entries on the cover page, a total value of $645,498,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $645,498,000 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 325,000 | $68,079,000 | thousands by filing date | call |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 21,204,000 | $53,514,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 17,772,000 | $37,383,000 | thousands by filing date | principal |
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 20,103,000 | $35,984,000 | thousands by filing date | principal |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 25,100,000 | $23,688,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 17,503,000 | $22,294,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 15,338,000 | $21,301,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 8,930,000 | $20,819,000 | thousands by filing date | principal |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 15,000,000 | $14,738,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 14,820,000 | $14,690,000 | thousands by filing date | principal |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 14,360,000 | $14,423,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 11,925,000 | $14,109,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 8,425,000 | $14,058,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 9,983,000 | $11,019,000 | thousands by filing date | principal |
| MERCADOLIBRE INC | 58733RAB8 | NOTE 2.250 7/0 | 8,660,000 | $10,928,000 | thousands by filing date | principal |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 10,250,000 | $10,801,000 | thousands by filing date | principal |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 6,380,000 | $10,380,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 7,295,000 | $9,852,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 7,735,000 | $9,456,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 8,090,000 | $9,081,000 | thousands by filing date | principal |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 3,650,000 | $8,705,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 9,300,000 | $8,498,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 5,295,000 | $6,847,000 | thousands by filing date | principal |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 6,585,000 | $6,522,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 5,530,000 | $5,952,000 | thousands by filing date | principal |
| LNKD .5 11/19 | 53578AAB4 | Bond 30/360P2 U | 6,000,000 | $5,922,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 5,900,000 | $5,564,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 5,650,000 | $5,503,000 | thousands by filing date | principal |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 49,850 | $5,360,000 | thousands by filing date | |
| PHOTRONICS INC | 719405AK8 | NOTE 3.250 4/0 | 4,600,000 | $5,146,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 2,730,000 | $4,639,000 | thousands by filing date | principal |
| GP INVTS ACQUISITION COR | G40357124 | SHS | 461,522 | $4,615,000 | thousands by filing date | |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 4,900,000 | $4,349,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 7,500,000 | $4,313,000 | thousands by filing date | principal |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 4,219,000 | $4,223,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 3,500,000 | $4,130,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 3,695,000 | $4,097,000 | thousands by filing date | principal |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 4,000,000 | $4,045,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 4,000,000 | $4,015,000 | thousands by filing date | principal |
| HENNESSY CAP ACQUISITION COR | 42588J100 | COM | 399,053 | $3,991,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 6,796,000 | $3,895,000 | thousands by filing date | principal |
| M/I HOMES INC | 55292PAA3 | NOTE 3.250% 9/1 | 3,750,000 | $3,788,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 4,250,000 | $3,713,000 | thousands by filing date | principal |
| N 0.25 6/1/18 | 64118QAB3 | Bond 30/360P2 U | 3,650,000 | $3,564,000 | thousands by filing date | principal |
| GORES HLDGS INC | 382866200 | UNIT 99/99/9999 | 350,052 | $3,483,000 | thousands by filing date | |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 3,730,000 | $3,407,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 3,000,000 | $3,334,000 | thousands by filing date | principal |
| GARNERO GROUP ACQUISITION CO | G5866L108 | SHS | 329,535 | $3,246,000 | thousands by filing date | |
| GOLAR LNG LTD | G9456A100 | SHS | 208,000 | $3,224,000 | thousands by filing date | put |
| Boulevard Acquisition Corp II | 10157Q102 | CL A | 313,482 | $3,056,000 | thousands by filing date | |
| ELECTRUM SPL ACQUISITION COR | G3105C104 | SHS | 311,502 | $3,046,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 2,740,000 | $3,015,000 | thousands by filing date | principal |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 2,810,000 | $2,893,000 | thousands by filing date | principal |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 285,200 | $2,821,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L102 | COM | 281,000 | $2,751,000 | thousands by filing date | |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 84,300 | $2,604,000 | thousands by filing date | call |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 2,980,000 | $2,596,000 | thousands by filing date | principal |
| TRINA SOLAR LTD | 89628EAE4 | DEBT 4.000%10/1 | 3,000,000 | $2,528,000 | thousands by filing date | principal |
| EASTERLY ACQUISITION CORP | 27616L201 | UNIT 07/29/2020 | 236,000 | $2,388,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195124 | COM | 237,574 | $2,326,000 | thousands by filing date | |
| LGI HOMES INC | 50187TAB2 | NOTE 4.25011/1 | 1,500,000 | $2,325,000 | thousands by filing date | principal |
| Boulevard Acquisition Corp II | 10157Q201 | CL A | 229,120 | $2,266,000 | thousands by filing date | |
| AR CAPITAL ACQUISITION CORP | 00191R109 | COM | 227,178 | $2,258,000 | thousands by filing date | |
| PLAYA HOTELS & R | G6865N103 | COMMON STOCK | 219,000 | $2,157,000 | thousands by filing date | |
| GLOBAL PARTNER ACQUISITION C | 37954X105 | COM | 190,601 | $1,835,000 | thousands by filing date | |
| Global Eagle Entertainment | 37951DAB8 | CONV BOND | 2,500,000 | $1,803,000 | thousands by filing date | principal |
| GORES HLDGS INC | 382866101 | CL A | 178,500 | $1,739,000 | thousands by filing date | |
| DT ASIA INVTS LTD | G2615J104 | SHS | 164,108 | $1,684,000 | thousands by filing date | |
| ELECTRUM SPL ACQUISITION COR | G3105C120 | UNIT 99/99/9999 | 164,900 | $1,654,000 | thousands by filing date | |
| HYDRA INDS ACQUISITION CORP | 448740100 | COM | 167,000 | $1,652,000 | thousands by filing date | |
| AR CAP ACQUISITION CORP | 00191R208 | UNIT 10/06/2019 | 155,454 | $1,547,000 | thousands by filing date | |
| AROWANA INC | G05011138 | UNIT 99/99/9999 | 150,000 | $1,530,000 | thousands by filing date | |
| HYDRA INDS ACQUISITION CORP | 448740209 | UNIT 10/20/2021 | 135,000 | $1,376,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357116 | UNIT 99/99/9999 | 130,000 | $1,313,000 | thousands by filing date | |
| DYNEGY INC NEW DEL | 26817R108 | COM | 75,000 | $1,293,000 | thousands by filing date | put |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 100,000 | $1,277,000 | thousands by filing date | put |
| Terrapin 3 Acquisition Corporation | 88104P104 | Common | 126,461 | $1,263,000 | thousands by filing date | |
| QUINPARIO ACQUISITION CORP 2 | 74874U200 | UNIT 01/01/2023X | 125,000 | $1,253,000 | thousands by filing date | |
| ALTRA HOLDINGS INC | 02208RAE6 | NOTE 2.750% 3/0 | 1,000,000 | $1,138,000 | thousands by filing date | principal |
| 1347 CAP CORP | 68245V103 | COM | 114,318 | $1,059,000 | thousands by filing date | |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 1,750,000 | $1,050,000 | thousands by filing date | principal |
| HARMONY MERGER CORP | 413247107 | COM | 89,958 | $902,000 | thousands by filing date | |
| AROWANA INC | G05011104 | SHS | 85,100 | $853,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 85,000 | $848,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 11,650 | $846,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 13,460 | $777,000 | thousands by filing date | |
| CORENERGY INFRASTRUCTURE TR | 21870U502 | TRUS | 25,000 | $721,000 | thousands by filing date | put |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 700,000 | $711,000 | thousands by filing date | principal |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 32,200 | $699,000 | thousands by filing date | |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 10,000 | $674,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 500 | $624,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 120,000 | $604,000 | thousands by filing date | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 7,500 | $588,000 | thousands by filing date | |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 52,422 | $545,000 | thousands by filing date | |
| Full Circle Capital Corp. | 359671104 | COM | 195,438 | $528,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 600,000 | $508,000 | thousands by filing date | principal |
| CAPITOL ACQUISITION CORP III | 14055M205 | STOCK UNIT | 50,000 | $496,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P203 | UNIT 06/27/2019 | 46,801 | $473,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 50,000 | $466,000 | thousands by filing date | put |
| AK STEEL HOLDING CORP | 001547108 | COM | 100,000 | $466,000 | thousands by filing date | put |
| ALCOA INC | 013817101 | COM | 48,000 | $445,000 | thousands by filing date | |
| PETROLEO BRASILEIRO S A | 71654V408 | SPONSORED ADR | 61,700 | $442,000 | thousands by filing date | |
| NEWS CORP NEW CL A | 65249B109 | Stock | 38,600 | $438,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 100,000 | $420,000 | thousands by filing date | put |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 50,000 | $417,000 | thousands by filing date | put |
| HARMONY MERGER CORP | 413247206 | UNIT 99/99/9999 | 30,000 | $306,000 | thousands by filing date | |
| CARNIVAL PLC ADS | 14365C103 | ADR | 6,700 | $300,000 | thousands by filing date | |
| BHP BILLITON- ADR | 05545E209 | SPONSORED ADR | 10,100 | $256,000 | thousands by filing date | |
| JENSYN ACQUISITION CORP | 47632B201 | UNIT 99/99/9999 | 20,000 | $202,000 | thousands by filing date | |
| ANDINA ACQUISITION CORP II | G0441P104 | SHS | 20,000 | $195,000 | thousands by filing date | |
| DISCOVERY INC | 25470F302 | COM SER C | 7,300 | $174,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 3,000 | $166,000 | thousands by filing date | |
| 51JOB INC | 316827104 | SPONSORED ADS | 5,650 | $166,000 | thousands by filing date | |
| KLR ENERGY ACQUISITION CORP | 49877M207 | UNIT 12/31/2020 | 15,000 | $152,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 200 | $141,000 | thousands by filing date | |
| LIBERTY GLOBAL PLC | G5480U104 | SHS CL A | 3,700 | $108,000 | thousands by filing date | |
| SILVER RUN ACQUISITION CORP | 82811P200 | UNIT 99/99/9999T | 7,000 | $70,000 | thousands by filing date | |
| SANOFI | 80105N113 | COMMON STOCK-FO | 275,000 | $66,000 | thousands by filing date | |
| VELOCITYSHARES INV VIX SH-TM | 22542D795 | INVR | 2,500 | $62,000 | thousands by filing date | |
| HENNESSY CAP ACQUISITION COR | 42588J118 | *W EXP 07/28/202 | 90,600 | $57,000 | thousands by filing date | |
| ROSEHILL RES INC CL A | 49877M108 | Stock | 5,614 | $56,000 | thousands by filing date | |
| SILICONWARE PRECISION INDS L | 827084864 | SPONSD ADR SPL | 7,000 | $54,000 | thousands by filing date | |
| DT ASIA INVTS LTD | G2615J112 | RIGHT 03/30/2016 | 140,000 | $52,000 | thousands by filing date | |
| Call - ZION $36.27 Exp 11/14/2018 | 989701131 | Warrants | 50,000 | $50,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V111 | RIGHT 07/21/2016 | 100,000 | $26,000 | thousands by filing date | |
| OFG BANCORP | 67103X102 | COM | 2,500 | $21,000 | thousands by filing date | call |
| 1347 CAP CORP | 68245V129 | *W EXP 07/15/202 | 67,000 | $20,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357108 | *W EXP 05/19/202 | 28,500 | $19,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L132 | RIGHT 06/25/2016 | 200,000 | $17,000 | thousands by filing date | |
| HYDRA INDS ACQUISITION CORP | 448740126 | RIGHT 99/99/9999 | 65,000 | $13,000 | thousands by filing date | |
| DT ASIA INVTS LTD | G2615J138 | *W EXP 03/29/202 | 79,212 | $9,000 | thousands by filing date | |
| BANK OF AMERICA CORP | 060505153 | CMN | 91,600 | $8,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L110 | *W EXP 07/29/202 | 12,500 | $8,000 | thousands by filing date | |
| GARNERO GROUP ACQUISITION CO | G5866L116 | *W EXP 06/24/201 | 164,800 | $7,000 | thousands by filing date | |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 300,000 | $5,000 | thousands by filing date | |
| CITIGROUP INC | 172967226 | WARRANT | 81,500 | $5,000 | thousands by filing date | |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 14,949 | $5,000 | thousands by filing date | |
| ELECTRUM SPL ACQUISITION COR | G3105C112 | *W EXP 06/16/202 | 15,400 | $4,000 | thousands by filing date | |
| Global Partner Acquisition Corp | 37954X113 | *W EXP 07/01/202 | 20,000 | $4,000 | thousands by filing date | |
| GORES HOLDINGS INC-CW20 | 382866119 | Warrants | 14,857 | $4,000 | thousands by filing date | |
| PACE HLDGS CORP | G6865N111 | W EXP 99/99/999 | 13,190 | $3,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195116 | *W EXP 09/16/202 | 6,166 | $2,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP III | 14055M114 | *W EXP 10/19/202 | 7,120 | $2,000 | thousands by filing date | |
| SILVER RUN ACQUISITION CORP | 82811P119 | *W EXP 02/23/202 | 2,000 | $2,000 | thousands by filing date | |
| AR CAP ACQUISITION CORP | 00191R117 | *W EXP 10/06/201 | 35,400 | $2,000 | thousands by filing date | |
| PACIFIC SPL ACQUISITION CORP | G68588121 | *W EXP 10/20/202 | 5,000 | $1,000 | thousands by filing date | |
| HARMONY MERGER CORP | 413247123 | *W EXP 01/01/202 | 5,000 | $1,000 | thousands by filing date | |
| QUINPARIO ACQUISITION CORP 2 | 74874U119 | *W EXP 01/01/202 | 7,697 | $1,000 | thousands by filing date | |
| AROWANA INC | G05011120 | RIGHT 01/01/2017 | 5,000 | $1,000 | thousands by filing date | |
| HYDRA INDS ACQUISITION CORP | 448740118 | *W EXP 10/20/202 | 3,000 | $1,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P112 | *W EXP 06/27/201 | 2,595 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-076428 | this filing | 2016-08-15 | acceptance time not in the bulk data set |