0001140361-16-085814.txt : 20161110
0001140361-16-085814.hdr.sgml : 20161110
20161110153054
ACCESSION NUMBER: 0001140361-16-085814
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20161110
DATE AS OF CHANGE: 20161110
EFFECTIVENESS DATE: 20161110
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT, L.P.
CENTRAL INDEX KEY: 0001287978
IRS NUMBER: 200406508
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10896
FILM NUMBER: 161987759
BUSINESS ADDRESS:
STREET 1: 1266 EAST MAIN STREET
STREET 2: 4TH FLOOR
CITY: STAMFORD
STATE: CT
ZIP: 06902
BUSINESS PHONE: (203) 352-6100
MAIL ADDRESS:
STREET 1: 1266 EAST MAIN STREET
STREET 2: 4TH FLOOR
CITY: STAMFORD
STATE: CT
ZIP: 06902
FORMER COMPANY:
FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT L.P.
DATE OF NAME CHANGE: 20130806
FORMER COMPANY:
FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP
DATE OF NAME CHANGE: 20130731
FORMER COMPANY:
FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP
DATE OF NAME CHANGE: 20040421
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001287978
XXXXXXXX
09-30-2016
09-30-2016
BASSO CAPITAL MANAGEMENT, L.P.
1266 EAST MAIN STREET
4TH FLOOR
STAMFORD
CT
06902
13F HOLDINGS REPORT
028-10896
N
Marc Seidenberg
General Counsel and Chief Compliance Officer
2033526100
Marc Seidenberg
Stamford
CT
11-10-2016
0
153
678296
false
INFORMATION TABLE
2
form13fInfoTable.xml
51JOB INC
NOTE 3.250% 4/1
316827AC8
3688
3500000
PRN
SOLE
0
3500000
0
0
51JOB INC
SP ADR REP COM
316827104
370
11080
SH
SOLE
0
11080
0
0
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
6439
7900000
PRN
SOLE
0
7900000
0
0
ADVANCED MICRO DEVICES INC
NOTE 2.125% 9/0
007903BD8
5864
5400000
PRN
SOLE
0
5400000
0
0
ALBANY MOLECULAR RESH INC
NOTE 2.250%11/1
012423AB5
2534
2150000
PRN
SOLE
0
2150000
0
0
ALPHABET INC
CAP STK CL A
02079K305
161
200
SH
SOLE
0
200
0
0
AMAG PHARMACEUTICALS INC
NOTE 2.500% 2/1
00163UAA4
2382
2110000
PRN
SOLE
0
2110000
0
0
ANDINA ACQUISITION CORP II
*W EXP 11/23/202
G0441P138
1
5000
SH
SOLE
0
5000
0
0
ANDINA ACQUISITION CORP II
RIGHT 09/01/2017
G0441P120
6
20000
SH
SOLE
0
20000
0
0
ANDINA ACQUISITION CORP II
SHS
G0441P104
465
47203
SH
SOLE
0
47203
0
0
APOLLO COML REAL EST FIN INC
NOTE 5.500% 3/1
03762UAA3
1787
1740000
PRN
SOLE
0
1740000
0
0
AR CAP ACQUISITION CORP
*W EXP 10/06/201
00191R117
1
20400
SH
SOLE
0
20400
0
0
AR CAP ACQUISITION CORP
COM
00191R109
2276
228078
SH
SOLE
0
228078
0
0
AR CAP ACQUISITION CORP
UNIT 10/06/2019
00191R208
1556
155454
SH
SOLE
0
155454
0
0
AROWANA INC
*W EXP 04/29/202
G05011112
3
19950
SH
SOLE
0
19950
0
0
AROWANA INC
RIGHT 01/01/2017
G05011120
6
30000
SH
SOLE
0
30000
0
0
AROWANA INC
SHS
G05011104
1377
135100
SH
SOLE
0
135100
0
0
AROWANA INC
UNIT 99/99/9999
G05011138
1290
125000
SH
SOLE
0
125000
0
0
ATLANTIC ALLIANCE PARTNER CO
SHS
G04897107
1086
103408
SH
SOLE
0
103408
0
0
BANK AMER CORP
*W EXP 10/28/201
060505153
9
91600
SH
SOLE
0
91600
0
0
BHP BILLITON PLC
SPONSORED ADR
05545E209
483
15900
SH
SOLE
0
15900
0
0
BOULEVARD ACQUISITION
*W EXP 09/25/202
10157Q110
5
8949
SH
SOLE
0
8949
0
0
BOULEVARD ACQUISITION
CL A
10157Q102
4427
454096
SH
SOLE
0
454096
0
0
BOULEVARD ACQUISITION
UNIT 99/99/9999
10157Q201
910
89120
SH
SOLE
0
89120
0
0
CAPITOL ACQUISITION CORP III
UNIT 99/99/9999
14055M205
503
50000
SH
SOLE
0
50000
0
0
CARNIVAL PLC
ADR
14365C103
329
6700
SH
SOLE
0
6700
0
0
CARRIAGE SVCS INC
NOTE 2.750% 3/1
143905AM9
7050
6000000
PRN
SOLE
0
6000000
0
0
CENTRAL GARDEN & PET CO
CL A NON-VTG
153527205
399
16100
SH
SOLE
0
16100
0
0
CF CORP
SHS CL A
G20307107
1967
200874
SH
SOLE
0
200874
0
0
CF CORP
UNIT 99/99/9999E
G20307123
204
20000
SH
SOLE
0
20000
0
0
CITIGROUP INC
*W EXP 01/04/201
172967226
4
81500
SH
SOLE
0
81500
0
0
COLONY CAP INC
NOTE 3.875% 1/1
19624RAB2
8110
8350000
PRN
SOLE
0
8350000
0
0
CONYERS PK ACQUISITION
CL A COM
212894109
230
23000
SH
SOLE
0
23000
0
0
CORENERGY INFRASTRUCTURE TR
NOTE 7.000% 6/1
21870UAA4
4516
4471000
PRN
SOLE
0
4471000
0
0
CORENERGY INFRASTRUCTURE TR
COM NEW
21870U502
1467
50000
SH
Put
SOLE
0
50000
0
0
CREDIT SUISSE NASSAU BRH
INVRS VIX STERM
22542D795
94
2500
SH
SOLE
0
2500
0
0
CTRIP COM INTL LTD
NOTE 1.250%10/1
22943FAD2
18936
14685000
PRN
SOLE
0
14685000
0
0
DEUTSCHE BANK AG
NAMEN AKT
D18190898
1309
100000
SH
Call
SOLE
0
100000
0
0
DHT HOLDINGS INC
DEBT 4.500%10/0
23335SAB2
20748
22800000
PRN
SOLE
0
22800000
0
0
DISCOVERY COMMUNICATNS NEW
COM SER C
25470F302
192
7300
SH
SOLE
0
7300
0
0
DOUBLE EAGLE ACQUISITION COR
*W EXP 09/16/202
G28195116
3
8666
SH
SOLE
0
8666
0
0
DOUBLE EAGLE ACQUISITION COR
COM
G28195124
2649
267574
SH
SOLE
0
267574
0
0
DOUBLE EAGLE ACQUISITION COR
UNIT 99/99/9999
G28195108
773
75000
SH
SOLE
0
75000
0
0
DYNEGY INC NEW DEL
COM
26817R108
620
50000
SH
Put
SOLE
0
50000
0
0
DYNEGY INC NEW DEL
UNIT 07/01/20191
26817R405
7327
88536
SH
SOLE
0
88536
0
0
EASTERLY ACQUISITION CORP
*W EXP 07/29/202
27616L110
11
17625
SH
SOLE
0
17625
0
0
EASTERLY ACQUISITION CORP
COM
27616L102
3638
366000
SH
SOLE
0
366000
0
0
EASTERLY ACQUISITION CORP
UNIT 99/99/9999
27616L201
1555
151000
SH
SOLE
0
151000
0
0
ELECTRUM SPL ACQUISITION COR
*W EXP 99/99/999
G3105C112
0
1100
SH
SOLE
0
1100
0
0
ELECTRUM SPL ACQUISITION COR
SHS
G3105C104
3554
361502
SH
SOLE
0
361502
0
0
ELECTRUM SPL ACQUISITION COR
UNIT 99/99/9999
G3105C120
1652
164900
SH
SOLE
0
164900
0
0
EPR PPTYS
PFD C CNV 5.75%
26884U208
82
2700
SH
SOLE
0
2700
0
0
EURONET WORLDWIDE INC
NOTE 1.500%10/0
298736AH2
2206
1750000
PRN
SOLE
0
1750000
0
0
FIREEYE INC
NOTE 1.625% 6/0
31816QAD3
2033
2230000
PRN
SOLE
0
2230000
0
0
FLUIDIGM CORP DEL
NOTE 2.750% 2/0
34385PAA6
2103
3420000
PRN
SOLE
0
3420000
0
0
FULL CIRCLE CAP CORP
COM
359671104
516
195438
SH
SOLE
0
195438
0
0
GENERAL CABLE CORP DEL NEW
FRNT 4.500%11/1
369300AL2
3403
5060000
PRN
SOLE
0
5060000
0
0
GLOBAL EAGLE ENTMT INC
NOTE 2.750% 2/1
37951DAB8
1965
2385000
PRN
SOLE
0
2385000
0
0
GLOBAL PARTNER ACQUISITION C
*W EXP 07/01/202
37954X113
3
10000
SH
SOLE
0
10000
0
0
GLOBAL PARTNER ACQUISITION C
COM
37954X105
2278
230601
SH
SOLE
0
230601
0
0
GNC HLDGS INC
COM CL A
36191G107
511
25000
SH
Put
SOLE
0
25000
0
0
GOLAR LNG LTD BERMUDA
SHS
G9456A100
4367
206000
SH
Put
SOLE
0
206000
0
0
GORES HLDGS INC
*W EXP 08/13/202
382866119
6
4857
SH
SOLE
0
4857
0
0
GORES HLDGS INC
CL A
382866101
128
11845
SH
SOLE
0
11845
0
0
GORES HLDGS INC
UNIT 99/99/9999
382866200
1622
140052
SH
SOLE
0
140052
0
0
GP INVTS ACQUISITION COR
*W EXP 05/19/202
G40357108
22
33400
SH
SOLE
0
33400
0
0
GP INVTS ACQUISITION COR
SHS
G40357124
5209
531522
SH
SOLE
0
531522
0
0
GP INVTS ACQUISITION COR
UNIT 99/99/9999
G40357116
600
60000
SH
SOLE
0
60000
0
0
HARMONY MERGER CORP
COM
413247107
904
89958
SH
SOLE
0
89958
0
0
HARMONY MERGER CORP
UNIT 99/99/9999
413247206
305
30000
SH
SOLE
0
30000
0
0
HEALTHSOUTH CORP
COM NEW
421924309
2029
50000
SH
Call
SOLE
0
50000
0
0
HEALTHWAYS INC
NOTE 1.500% 7/0
422245AB6
4056
2800000
PRN
SOLE
0
2800000
0
0
HENNESSY CAP ACQUISITION COR
*W EXP 07/28/202
42588J118
16
40600
SH
SOLE
0
40600
0
0
HENNESSY CAP ACQUISITION COR
COM
42588J100
3935
399053
SH
SOLE
0
399053
0
0
HORNBECK OFFSHORE SVCS INC N
NOTE 1.500% 9/0
440543AN6
4426
7782000
PRN
SOLE
0
7782000
0
0
HORNBECK OFFSHORE SVCS INC N
COM
440543106
275
50000
SH
Put
SOLE
0
50000
0
0
HYDRA INDS ACQUISITION CORP
*W EXP 10/20/202
448740118
1
3248
SH
SOLE
0
3248
0
0
HYDRA INDS ACQUISITION CORP
COM
448740100
2261
227000
SH
SOLE
0
227000
0
0
HYDRA INDS ACQUISITION CORP
RIGHT 99/99/9999
448740126
56
125000
SH
SOLE
0
125000
0
0
HYDRA INDS ACQUISITION CORP
UNIT 10/20/2021
448740209
799
75000
SH
SOLE
0
75000
0
0
INSULET CORP
NOTE 2.000% 6/1
45784PAD3
2746
2500000
PRN
SOLE
0
2500000
0
0
INTEL CORP
SDCV 3.250% 8/0
458140AF7
9882
5400000
PRN
SOLE
0
5400000
0
0
J2 GLOBAL INC
NOTE 3.250% 6/1
48123VAC6
9395
8090000
PRN
SOLE
0
8090000
0
0
JENSYN ACQUISITION CORP
COM
47632B102
5
479
SH
SOLE
0
479
0
0
JENSYN ACQUISITION CORP
UNIT 99/99/9999
47632B201
204
20000
SH
SOLE
0
20000
0
0
JM GLOBAL HLDG CO
*W EXP 07/29/201
46590H119
1
5900
SH
SOLE
0
5900
0
0
KINDER MORGAN INC DEL
*W EXP 05/25/201
49456B119
5
337000
SH
SOLE
0
337000
0
0
KLR ENERGY ACQUISITION CORP
CL A
49877M108
259
25614
SH
SOLE
0
25614
0
0
KLR ENERGY ACQUISITION CORP
UNIT 12/31/2020
49877M207
155
15000
SH
SOLE
0
15000
0
0
KNOWLES CORP
COM
49926D109
213
15190
SH
SOLE
0
15190
0
0
LANDCADIA HLDGS INC
CL A
51476W107
238
24500
SH
SOLE
0
24500
0
0
LANDCADIA HLDGS INC
UNIT 12/31/2021T
51476W206
204
20000
SH
SOLE
0
20000
0
0
LIBERTY GLOBAL PLC
SHS CL A
G5480U104
321
9400
SH
SOLE
0
9400
0
0
LIGAND PHARMACEUTICALS INC
NOTE 0.750% 8/1
53220KAD0
9344
6400000
PRN
SOLE
0
6400000
0
0
LINKEDIN CORP
NOTE 0.500%11/0
53578AAB4
16789
16950000
PRN
SOLE
0
16950000
0
0
M I ACQUISITIONS INC
UNIT 99/99/9999
55304A203
251
25000
SH
SOLE
0
25000
0
0
M III ACQUISITION CORP
*W EXP 10/10/202
55378T112
0
100
SH
SOLE
0
100
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
13343
10325000
PRN
SOLE
0
10325000
0
0
MERCADOLIBRE INC
NOTE 2.250% 7/0
58733RAB8
11317
7260000
PRN
SOLE
0
7260000
0
0
MICROCHIP TECHNOLOGY INC
SDCV 2.125%12/1
595017AB0
36319
14047000
PRN
SOLE
0
14047000
0
0
MOLINA HEALTHCARE INC
NOTE 1.125% 1/1
60855RAC4
12805
8445000
PRN
SOLE
0
8445000
0
0
NATIONAL HEALTH INVS INC
NOTE 3.250% 4/0
63633DAE4
12006
10515000
PRN
SOLE
0
10515000
0
0
NEWS CORP NEW
CL A
65249B109
540
38600
SH
SOLE
0
38600
0
0
NUANCE COMMUNICATIONS INC
NOTE 2.750%11/0
67020YAF7
5025
5000000
PRN
SOLE
0
5000000
0
0
NVIDIA CORP
NOTE 1.000%12/0
67066GAC8
17130
5030000
PRN
SOLE
0
5030000
0
0
PACE HLDGS CORP
*W EXP 99/99/999
G6865N111
6
13190
SH
SOLE
0
13190
0
0
PACE HLDGS CORP
CL A
G6865N103
2502
254000
SH
SOLE
0
254000
0
0
PACIFIC SPL ACQUISITION CORP
*W EXP 10/20/202
G68588121
1
5000
SH
SOLE
0
5000
0
0
PACIFIC SPL ACQUISITION CORP
SHS
G68588105
305
29752
SH
SOLE
0
29752
0
0
PALO ALTO NETWORKS INC
NOTE 7/0
697435AB1
26601
17472000
PRN
SOLE
0
17472000
0
0
PATTERN ENERGY GROUP INC
NOTE 4.000% 7/1
70338PAB6
8754
8732000
PRN
SOLE
0
8732000
0
0
PATTERN ENERGY GROUP INC
CL A
70338P100
1125
50000
SH
Put
SOLE
0
50000
0
0
PETROLEO BRASILEIRO SA PETRO
SPONSORED ADR
71654V408
636
68200
SH
SOLE
0
68200
0
0
PHOTRONICS INC
NOTE 3.250% 4/0
719405AK8
5599
4690000
PRN
SOLE
0
4690000
0
0
PRICELINE GRP INC
NOTE 1.000% 3/1
741503AQ9
32039
20238000
PRN
SOLE
0
20238000
0
0
PRICELINE GRP INC
COM NEW
741503403
942
640
SH
SOLE
0
640
0
0
PROOFPOINT INC
COM
743424103
1123
15000
SH
SOLE
0
15000
0
0
QUINPARIO ACQUISITION CORP 2
*W EXP 01/01/202
74874U119
4
24197
SH
SOLE
0
24197
0
0
QUINPARIO ACQUISITION CORP 2
COM
74874U101
3227
325650
SH
SOLE
0
325650
0
0
QUINPARIO ACQUISITION CORP 2
UNIT 01/01/2023
74874U200
1058
105000
SH
SOLE
0
105000
0
0
RED HAT INC
COM
756577102
942
11650
SH
SOLE
0
11650
0
0
ROYAL DUTCH SHELL PLC
SPONS ADR A
780259206
350
7000
SH
SOLE
0
7000
0
0
SABAN CAP ACQUISITION CORP
UNIT 99/99/9999
78516C205
1251
124064
SH
SOLE
0
124064
0
0
SALESFORCE COM INC
NOTE 0.250% 4/0
79466LAD6
20826
17445000
PRN
SOLE
0
17445000
0
0
SANOFI
RIGHT 12/31/2020
80105N113
47
175000
SH
SOLE
0
175000
0
0
SEACOR HOLDINGS INC
NOTE 3.000%11/1
81170YAB5
4269
5250000
PRN
SOLE
0
5250000
0
0
SELECT SECTOR SPDR TR
SBI INT-FINL
81369Y605
2895
150000
SH
Put
SOLE
0
150000
0
0
SERVICENOW INC
NOTE 11/0
81762PAB8
4505
3700000
PRN
SOLE
0
3700000
0
0
SHIP FINANCE INTERNATIONAL L
NOTE 3.250% 2/0
G81075AE6
4089
3880000
PRN
SOLE
0
3880000
0
0
SHUTTERFLY INC
NOTE 0.250% 5/1
82568PAB2
6462
6585000
PRN
SOLE
0
6585000
0
0
SILICONWARE PRECISION INDS L
SPONSD ADR SPL
827084864
52
7000
SH
SOLE
0
7000
0
0
SINA CORP
NOTE 1.000%12/0
82922RAD5
20452
20503000
PRN
SOLE
0
20503000
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
32445
150000
SH
Put
SOLE
0
150000
0
0
SPIRIT RLTY CAP INC NEW
NOTE 2.875% 5/1
84860WAA0
2038
1845000
PRN
SOLE
0
1845000
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
1333
100000
SH
Put
SOLE
0
100000
0
0
STARWOOD PPTY TR INC
NOTE 3.750%10/1
85571BAC9
14268
13871000
PRN
SOLE
0
13871000
0
0
TAKE-TWO INTERACTIVE SOFTWAR
NOTE 1.000% 7/0
874054AD1
42191
20103000
PRN
SOLE
0
20103000
0
0
TAL ED GROUP
NOTE 2.500% 5/1
874080AB0
11780
4350000
PRN
SOLE
0
4350000
0
0
TERRAPIN 3 ACQUISITION CORP
*W EXP 06/27/201
88104P112
1
3530
SH
SOLE
0
3530
0
0
TERRAPIN 3 ACQUISITION CORP
COM CL A
88104P104
1721
173262
SH
SOLE
0
173262
0
0
TRINA SOLAR LIMITED
NOTE 4.000%10/1
89628EAE4
2809
3000000
PRN
SOLE
0
3000000
0
0
TTM TECHNOLOGIES INC
NOTE 1.750%12/1
87305RAD1
7364
5597000
PRN
SOLE
0
5597000
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
8509
8910000
PRN
SOLE
0
8910000
0
0
TWITTER INC
NOTE 1.000% 9/1
90184LAD4
2168
2300000
PRN
SOLE
0
2300000
0
0
UNIVERSAL CORP VA
COM
913456109
279
4786
SH
SOLE
0
4786
0
0
VECTOR GROUP LTD
NOTE 1.750% 4/1
92240MBC1
2276
2000000
PRN
SOLE
0
2000000
0
0
VERISIGN INC
SDCV 3.250% 8/1
92343EAD4
43910
19204000
PRN
SOLE
0
19204000
0
0
VODAFONE GROUP PLC NEW
SPNSR ADR
92857W308
2457
84300
SH
Call
SOLE
0
84300
0
0
WEBMD HEALTH CORP
NOTE 2.500% 1/3
94770VAF9
7568
7290000
PRN
SOLE
0
7290000
0
0
WELLTOWER INC
6.50% PFD PREPET
95040Q203
667
10000
SH
SOLE
0
10000
0
0
WPX ENERGY INC
COM
98212B103
660
50000
SH
Put
SOLE
0
50000
0
0
YAHOO INC
NOTE 12/0
984332AF3
14103
13770000
PRN
SOLE
0
13770000
0
0
ZIONS BANCORPORATION
*W EXP 11/14/201
989701131
107
50000
SH
SOLE
0
50000
0
0