13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2016-12-31, filed 2017-02-13, with 155 holding rows worth $663,017,000.
- Accession
- 0001140361-17-006163
- Filer
- CIK 1287978
- Filed
- 2017-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2016
A holdings report, 155 entries on the cover page, a total value of $663,017,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $663,017,000 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 |
|---|---|---|---|---|---|---|
| TAKE-TWO INTERACTIVE SOFTWAR | 874054AD1 | NOTE 1.000% 7/0 | 17,718,000 | $40,508,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 15,180,000 | $33,766,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 18,848,000 | $29,663,000 | thousands by filing date | principal |
| PALO ALTO NETWORKS INC | 697435AB1 | NOTE 7/0 | 21,692,000 | $27,542,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 19,185,000 | $22,195,000 | thousands by filing date | principal |
| SFL CORPORATION LTD | G81075AF3 | NOTE 5.750%10/1 | 19,900,000 | $20,000,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 17,690,000 | $17,492,000 | thousands by filing date | principal |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 17,001,000 | $17,384,000 | thousands by filing date | principal |
| CRM 0.25 4/1/18 | 79466LAD6 | Bond 30/360P2 U | 14,645,000 | $17,007,000 | thousands by filing date | principal |
| ARES CAP CORP | 04010LAJ2 | NOTE 4.750prct 1/1 | 15,148,000 | $15,517,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 11,970,000 | $14,389,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 9,955,000 | $14,285,000 | thousands by filing date | principal |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 15,500,000 | $14,221,000 | thousands by filing date | principal |
| NATIONAL HEALTH INVS INC | 63633DAE4 | NOTE 3.250% 4/0 | 10,905,000 | $12,203,000 | thousands by filing date | principal |
| TAL ED GROUP | 874080AB0 | NOTE 2.500 5/1 | 4,350,000 | $11,621,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 8,010,000 | $11,584,000 | thousands by filing date | principal |
| J2 GLOBAL INC | 48123VAC6 | NOTE 3.250% 6/1 | 8,340,000 | $11,012,000 | thousands by filing date | principal |
| TTM TECHNOLOGIES INC | 87305RAD1 | NOTE 1.750%12/1 | 6,722,000 | $10,259,000 | thousands by filing date | principal |
| MERCADOLIBRE INC | 58733RAB8 | NOTE 2.250 7/0 | 7,260,000 | $9,992,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 3,637,000 | $9,770,000 | thousands by filing date | principal |
| HLS 2 12/1/43 | 421924BL4 | Bond 30/360P2 U | 8,076,000 | $9,535,000 | thousands by filing date | principal |
| GP INVTS ACQUISITION COR | G40357124 | SHS | 956,510 | $9,469,000 | thousands by filing date | |
| INTEL CORP | 458140AF7 | CORPORATE OBLIG | 5,360,000 | $9,456,000 | thousands by filing date | principal |
| CITRIX SYS INC | 177376AD2 | NOTE 0.500% 4/1 | 7,665,000 | $8,853,000 | thousands by filing date | principal |
| HWAY 1.5 7/18 | 422245AB6 | Bond 30/360P2 U | 6,800,000 | $8,721,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 11,200,000 | $8,512,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 75,000 | $8,221,000 | thousands by filing date | put |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 7,700,000 | $7,691,000 | thousands by filing date | principal |
| HENNESSY CAP ACQUISITION COR | 42588J100 | COM | 729,047 | $7,356,000 | thousands by filing date | |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 7,285,000 | $7,321,000 | thousands by filing date | principal |
| EURONET WORLDWIDE INC | 298736AH2 | NOTE 1.50010/0 | 6,175,000 | $7,167,000 | thousands by filing date | principal |
| HUNTER MARITIME ACQUISITION | Y37828103 | UNIT 99/99/9999 | 700,000 | $7,105,000 | thousands by filing date | |
| Boulevard Acquisition Corp II | 10157Q102 | CL A | 704,262 | $6,986,000 | thousands by filing date | |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 5,000,000 | $6,738,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 7,540,000 | $6,663,000 | thousands by filing date | principal |
| CARDTRONICS INC | 14161HAG3 | NOTE 1.000%12/0 | 5,660,000 | $6,651,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 6,840,000 | $6,395,000 | thousands by filing date | principal |
| CF CORP | G20307107 | SHS CL A | 605,887 | $6,047,000 | thousands by filing date | |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 4,305,000 | $6,038,000 | thousands by filing date | principal |
| GTY TECHNOLOGY HOLDINGS INC | G4182A110 | UNIT 99/99/9999 | 557,200 | $5,851,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195124 | COM | 583,097 | $5,802,000 | thousands by filing date | |
| PLAYA HOTELS & R | G6865N103 | COMMON STOCK | 551,885 | $5,585,000 | thousands by filing date | |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 3,870,000 | $5,462,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAB8 | NOTE 11/0 | 4,440,000 | $5,224,000 | thousands by filing date | principal |
| EASTERLY ACQUISITION CORP | 27616L102 | COM | 520,020 | $5,122,000 | thousands by filing date | |
| CORENERGY INFRASTRUCTURE TR | 21870UAA4 | NOTE 7.000% 6/1 | 4,150,000 | $4,653,000 | thousands by filing date | principal |
| ELECTRUM SPL ACQUISITION COR | G3105C104 | SHS | 459,952 | $4,554,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AD9 | NOTE 1.500% 3/0 | 3,290,000 | $4,456,000 | thousands by filing date | principal |
| PHOTRONICS INC | 719405AK8 | NOTE 3.250 4/0 | 3,440,000 | $4,341,000 | thousands by filing date | principal |
| BROOKDALE SENIOR LIVING | 112463AA2 | NOTE | 4,410,000 | $4,294,000 | thousands by filing date | principal |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 3,993,000 | $4,290,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 3,530,000 | $4,039,000 | thousands by filing date | principal |
| NUANCE COMMUNICATIONS | 67020YAF7 | CORPORATE OBLIG | 4,000,000 | $4,025,000 | thousands by filing date | principal |
| GENERAL CABLE CORP | 369300AL2 | CORPORATE OBLIG | 5,060,000 | $3,972,000 | thousands by filing date | principal |
| HARMONY MERGER CORP | 413247107 | COM | 365,908 | $3,703,000 | thousands by filing date | |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 3,500,000 | $3,686,000 | thousands by filing date | principal |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 356,050 | $3,543,000 | thousands by filing date | |
| BLACKSTONE MTG TR INC | 09257WAA8 | NOTE 5.250pcnt12/0 | 2,920,000 | $3,254,000 | thousands by filing date | principal |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 3,142,000 | $3,050,000 | thousands by filing date | principal |
| AMRI 2.25 11/18 | 012423AB5 | Bond 30/360P2 U | 2,150,000 | $2,786,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 3,500,000 | $2,478,000 | thousands by filing date | principal |
| GLOBAL PARTNER ACQUISITION C | 37954X105 | COM | 236,226 | $2,348,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 100,000 | $2,325,000 | thousands by filing date | put |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 3,370,000 | $2,325,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 2,500,000 | $2,309,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 2,000,000 | $2,307,000 | thousands by filing date | principal |
| LANDCADIA HLDGS INC | 51476W107 | CL A | 234,501 | $2,293,000 | thousands by filing date | |
| BSFT 1 9/01/22 | 11133BAD4 | Bond 30/360P2 U | 1,750,000 | $2,118,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAD4 | NOTE 1.000% 9/1 | 2,300,000 | $2,102,000 | thousands by filing date | principal |
| VODAFONE GROUP PLC SPONSORED ADR | 92857W308 | ADR | 84,300 | $2,059,000 | thousands by filing date | call |
| MANDIANT INC | 31816QAD3 | NOTE 1.625% 6/0 | 2,230,000 | $2,001,000 | thousands by filing date | principal |
| TOLL BROS FIN CORP | 88947EAM2 | NOTE 0.500% 9/1 | 2,000,000 | $1,967,000 | thousands by filing date | principal |
| HORNBECK OFFSHORE SVCS INC N | 440543AN6 | NOTE 1.500 9/0 | 2,682,000 | $1,894,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A108 | COM | 500,000 | $1,690,000 | thousands by filing date | call |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 150,000 | $1,640,000 | thousands by filing date | put |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 1,490,000 | $1,555,000 | thousands by filing date | principal |
| ANDINA ACQUISITION CORP II | G0441P104 | SHS | 152,054 | $1,510,000 | thousands by filing date | |
| TRINITY INDS INC | 896522109 | COM | 50,000 | $1,388,000 | thousands by filing date | call |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 108,460 | $1,384,000 | thousands by filing date | |
| Global Eagle Entertainment | 37951DAB8 | CONV BOND | 1,750,000 | $1,361,000 | thousands by filing date | principal |
| SM ENERGY COMPANY COM | 78454L100 | Stock | 39,400 | $1,358,000 | thousands by filing date | |
| PACIFIC SPL ACQUISITION CORP | G68588105 | SHS | 130,759 | $1,353,000 | thousands by filing date | |
| SABAN CAP ACQUISITION CORP | 78516C205 | UNIT 99/99/9999 | 123,569 | $1,281,000 | thousands by filing date | |
| ELECTRUM SPL ACQUISITION COR | G3105C120 | UNIT 99/99/9999 | 124,900 | $1,265,000 | thousands by filing date | |
| MERITAGE HOMES CORP | 59001AAR3 | NOTE | 1,245,000 | $1,239,000 | thousands by filing date | principal |
| QUINPARIO ACQUISITION CORP 2 | 74874U200 | UNIT 01/01/2023X | 105,000 | $1,064,000 | thousands by filing date | |
| PROOFPOINT INC | 743424103 | COM | 15,000 | $1,060,000 | thousands by filing date | |
| PRICELINE GRP INC | 741503403 | COM NEW | 640 | $938,000 | thousands by filing date | |
| Boulevard Acquisition Corp II | 10157Q201 | CL A | 89,120 | $905,000 | thousands by filing date | |
| RED HAT INC | 756577102 | COM | 11,650 | $812,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 75,000 | $787,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 185,600 | $769,000 | thousands by filing date | |
| AXAR ACQUISITION CORP | 05455L102 | COM | 75,000 | $739,000 | thousands by filing date | |
| WPX ENERGY INC | 98212B103 | COM | 50,000 | $729,000 | thousands by filing date | put |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 10,900 | $727,000 | thousands by filing date | |
| LIVE NATION ENTERTAINMENT INC COM | 538034109 | Stock | 22,700 | $604,000 | thousands by filing date | |
| WELLTOWER INC 6.50 PFD PREPET | 95040Q203 | CPFD | 10,000 | $600,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 125,000 | $566,000 | thousands by filing date | put |
| SYNCHRONOSS TECHNOLOGIES INC | 87157B103 | COM | 14,600 | $559,000 | thousands by filing date | |
| VERADIGM INC | 01988P108 | COMMON STOCK | 50,000 | $511,000 | thousands by filing date | call |
| GREAT ELM CAP CORP | 390320109 | COM | 43,367 | $506,000 | thousands by filing date | |
| CENTRAL GARDEN & PET CO | 153527205 | CL A NON-VTG | 16,000 | $494,000 | thousands by filing date | |
| ROYAL DUTCH SHELL PLC SPN ADR | 780259206 | SPONS ADR A | 8,998 | $489,000 | thousands by filing date | |
| GENERAL CABLE CORP DEL NEW | 369300108 | COM | 25,000 | $476,000 | thousands by filing date | put |
| GOLAR LNG LTD | G9456A100 | SHS | 20,000 | $459,000 | thousands by filing date | put |
| EPR PPTYS | 26884U208 | PFD C CV 5.75% | 16,248 | $459,000 | thousands by filing date | |
| CARNIVAL PLC ADS | 14365C103 | ADR | 8,900 | $456,000 | thousands by filing date | |
| Call - ZION $36.27 Exp 11/14/2018 | 989701131 | Warrants | 50,000 | $433,000 | thousands by filing date | |
| 51JOB INC | 316827104 | SPONSORED ADS | 11,080 | $375,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 345,000 | $358,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652406 | COM | 50,000 | $331,000 | thousands by filing date | put |
| OFG BANCORP | 67103X102 | COM | 25,000 | $328,000 | thousands by filing date | put |
| ROSEHILL RES INC CL A | 49877M108 | Stock | 30,556 | $316,000 | thousands by filing date | |
| HARMONY MERGER CORP | 413247206 | UNIT 99/99/9999 | 30,000 | $309,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP III | 14055M205 | STOCK UNIT | 30,000 | $309,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 4,786 | $305,000 | thousands by filing date | |
| M I ACQUISITIONS INC | 55304A203 | UNIT 99/99/9999 | 26,411 | $268,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 51,800 | $235,000 | thousands by filing date | call |
| JENSYN ACQUISITION CORP | 47632B201 | UNIT 99/99/9999 | 20,000 | $210,000 | thousands by filing date | |
| UTS CF CORP | G20307123 | UNIT | 20,000 | $209,000 | thousands by filing date | |
| LANDCADIA HLDGS INC | 51476W206 | UNIT 12/31/2021T | 20,000 | $208,000 | thousands by filing date | |
| KINDRED HEALTHCARE INC | 494580103 | COM | 25,000 | $196,000 | thousands by filing date | call |
| CONYERS PK ACQUISITION | 212894109 | CL A COM | 17,950 | $183,000 | thousands by filing date | |
| KLR ENERGY ACQUISITION CORP | 49877M207 | UNIT 12/31/2020 | 15,000 | $170,000 | thousands by filing date | |
| SPIRIT RLTY CAP INC NEW | 84860W102 | COM | 10,843 | $118,000 | thousands by filing date | |
| VELOCITYSHARES INV VIX SH-TM | 22542D795 | INVR | 2,500 | $117,000 | thousands by filing date | |
| VIVOPOWER INTERNATIO ORD | G9376R100 | COM | 20,997 | $115,000 | thousands by filing date | |
| INSPIRED ENTERTAINMENT INC | 45782N108 | COMMON STOCK | 10,000 | $85,000 | thousands by filing date | |
| GTY TECHNOLOGY HOLDINGS INC | G4182A102 | CL A | 6,691 | $72,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 1,100 | $71,000 | thousands by filing date | |
| SANOFI | 80105N113 | COMMON STOCK-FO | 150,000 | $57,000 | thousands by filing date | |
| SILICONWARE PRECISION INDS L | 827084864 | SPONSD ADR SPL | 7,000 | $51,000 | thousands by filing date | |
| BANK OF AMERICA CORP | 060505153 | CMN | 50,000 | $48,000 | thousands by filing date | |
| INSPIRED ENTMT INC | 45782N116 | *W EXP 10/20/202 | 57,900 | $41,000 | thousands by filing date | |
| HENNESSY CAP ACQUISITION COR | 42588J118 | *W EXP 07/28/202 | 40,600 | $35,000 | thousands by filing date | |
| GREAT PLAINS ENERGY INC | 391164878 | PFD SH CONV | 641 | $32,000 | thousands by filing date | |
| STELLAR ACQUISITION III INC | Y8172W107 | COM | 3,018 | $30,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357108 | *W EXP 05/19/202 | 43,500 | $20,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L110 | *W EXP 07/29/202 | 46,525 | $17,000 | thousands by filing date | |
| ANDINA ACQUISITION CORP II | G0441P120 | RIGHT 09/01/2017 | 40,000 | $16,000 | thousands by filing date | |
| CITIGROUP INC | 172967226 | WARRANT | 81,500 | $12,000 | thousands by filing date | |
| AMICUS THERAPEUTICS INC | 03152W109 | COM | 1,800 | $9,000 | thousands by filing date | put |
| AXAR ACQUISITION CORP | 05455L110 | *W EXP 12/31/202 | 98,127 | $7,000 | thousands by filing date | |
| JENSYN ACQUISITION CORP | 47632B102 | COM | 479 | $5,000 | thousands by filing date | |
| ELECTRUM SPL ACQUISITION COR | G3105C112 | *W EXP 06/16/202 | 17,000 | $5,000 | thousands by filing date | |
| ANDINA ACQUISITION CORP II | G0441P138 | *W EXP 11/23/202 | 15,000 | $4,000 | thousands by filing date | |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 8,949 | $4,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195116 | *W EXP 09/16/202 | 8,666 | $4,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP III | 14055M114 | *W EXP 10/19/202 | 5,000 | $4,000 | thousands by filing date | |
| GTY TECHNOLOGY HOLDINGS INC | G4182A128 | *W EXP 10/25/202 | 3,333 | $3,000 | thousands by filing date | |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 337,000 | $2,000 | thousands by filing date | |
| M III ACQUISITION CORP | 55378T112 | *W EXP 10/10/202 | 5,100 | $1,000 | thousands by filing date | |
| JM GLOBAL HLDG CO | 46590H119 | *W EXP 07/09/202 | 4,200 | $1,000 | thousands by filing date | |
| PACIFIC SPL ACQUISITION CORP | G68588121 | *W EXP 10/20/202 | 5,000 | $1,000 | thousands by filing date | |
| PACE HLDGS CORP | G6865N111 | W EXP 99/99/999 | 2,190 | $1,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-006163 | this filing | 2017-02-13 | acceptance time not in the bulk data set |