BASSO CAPITAL MANAGEMENT, L.P. Diversified Active

CIK: 0001287978 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $767,324 (21.6% shares, 78.4% debt)

Holdings (177)

TAKE-TWO INTERACTIVE SOFTWAR 6.0%
Value ($000) $45,790 Shares 13,453,000 Est. Cost $1.52 Unrealized
VERISIGN INC 3.5%
Value ($000) $26,573 Shares 9,759,000 Est. Cost $2.44 Unrealized
MOLINA HEALTHCARE INC 2.9%
Value ($000) $22,520 Shares 12,878,000 Est. Cost $1.47 Unrealized
LIGAND PHARMACEUTICALS INC 2.6%
Value ($000) $20,273 Shares 12,245,000 Est. Cost $1.50 Unrealized
PALO ALTO NETWORKS INC 2.6%
Value ($000) $19,877 Shares 15,144,000 Est. Cost $1.53 Unrealized
PRICELINE GRP INC 2.4%
Value ($000) $18,555 Shares 9,406,000 Est. Cost $1.43 Unrealized
STARWOOD PPTY TR INC 2.2%
Value ($000) $17,216 Shares 17,139,000 Est. Cost $1.01 Unrealized
INTERDIGITAL INC 2.1%
Value ($000) $15,936 Shares 13,180,000 Est. Cost $1.27 Unrealized
NOVELLUS SYS INC 2.0%
Value ($000) $15,692 Shares 3,745,000 Est. Cost $3.79 Unrealized
ARES CAP CORP 1.9%
Value ($000) $14,343 Shares 14,148,000 Est. Cost $1.02 Unrealized
YAHOO INC 1.9%
Value ($000) $14,247 Shares 12,570,000 Est. Cost $0.99 Unrealized
MICROCHIP TECHNOLOGY INC 1.8%
Value ($000) $14,118 Shares 9,420,000 Est. Cost $1.46 Unrealized
DHT HOLDINGS INC 1.7%
Value ($000) $13,020 Shares 13,168,000 Est. Cost $0.97 Unrealized
ALBANY MOLECULAR RESH INC 1.6%
Value ($000) $12,635 Shares 8,851,000 Est. Cost $1.22 Unrealized
NATIONAL HEALTH INVS INC 1.6%
Value ($000) $12,544 Shares 10,744,000 Est. Cost $1.02 Unrealized
EURONET WORLDWIDE INC 1.6%
Value ($000) $12,522 Shares 9,805,000 Est. Cost $1.22 Unrealized
MEDICINES CO 1.5%
Value ($000) $11,559 Shares 8,886,000 Est. Cost $1.19 Unrealized
J2 GLOBAL INC 1.5%
Value ($000) $11,373 Shares 8,340,000 Est. Cost $1.14 Unrealized
SERVICENOW INC 1.4%
Value ($000) $10,605 Shares 7,254,000 Est. Cost $1.24 Unrealized
HEALTHWAYS INC 1.3%
Value ($000) $9,992 Shares 4,865,000 Est. Cost $1.76 Unrealized
GP INVTS ACQUISITION COR 1.3%
Value ($000) $9,649 Shares 963,949 Est. Cost $9.81 Unrealized
EASTERLY ACQUISITION CORP 1.2%
Value ($000) $9,564 Shares 951,689 Est. Cost $9.91 Unrealized
INTEL CORP 1.2%
Value ($000) $9,431 Shares 5,712,000 Est. Cost $1.60 Unrealized
TWITTER INC 1.2%
Value ($000) $9,425 Shares 10,300,000 Est. Cost $0.91 Unrealized
ELECTRUM SPL ACQUISITION COR 1.2%
Value ($000) $9,120 Shares 903,893 Est. Cost $9.91 Unrealized
HENNESSY CAP ACQUSTON CORP I 1.2%
Value ($000) $9,045 Shares 900,000 Est. Cost $10.05 Unrealized
SFL 5.75 10/15/21 SHIP FINANCE INTERNATIONAL L 1.2%
Value ($000) $8,841 Shares 9,282,000 Est. Cost $1.01 Unrealized
TTM TECHNOLOGIES INC 1.1%
Value ($000) $8,778 Shares 4,672,000 Est. Cost $1.44 Unrealized
CITRIX SYS INC 1.1%
Value ($000) $8,682 Shares 7,231,000 Est. Cost $1.16 Unrealized
MERCADOLIBRE INC 1.1%
Value ($000) $8,476 Shares 4,183,000 Est. Cost $1.02 Unrealized
LAM RESEARCH CORP 1.1%
Value ($000) $8,163 Shares 3,500,000 Est. Cost $2.13 Unrealized
SALESFORCE COM INC 1.1%
Value ($000) $8,080 Shares 6,108,000 Est. Cost $1.22 Unrealized
HUNTF HUNTER MARITIME ACQUISITION 1.0%
Value ($000) $7,946 Shares 803,409 Est. Cost $9.77 Unrealized +0.6%
SEACOR HOLDINGS INC 1.0%
Value ($000) $7,740 Shares 9,130,000 Est. Cost $0.84 Unrealized
TESLA INC 1.0%
Value ($000) $7,537 Shares 6,000,000 Est. Cost $1.04 Unrealized
BOULEVARD ACQUISITION 1.0%
Value ($000) $7,458 Shares 744,262 Est. Cost $9.82 Unrealized
GTY TECHNOLOGY HOLDINGS INC 1.0%
Value ($000) $7,420 Shares 733,191 Est. Cost $10.12 Unrealized
WORKDAY INC 1.0%
Value ($000) $7,348 Shares 5,530,000 Est. Cost $1.33 Unrealized
CORENERGY INFRASTRUCTURE TR 1.0%
Value ($000) $7,321 Shares 6,562,000 Est. Cost $0.92 Unrealized
51JOB INC 0.9%
Value ($000) $7,037 Shares 6,040,000 Est. Cost $1.07 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.9%
Value ($000) $7,035 Shares 700,000 Est. Cost $10.02 Unrealized
INVACARE CORP 0.9%
Value ($000) $6,939 Shares 6,500,000 Est. Cost $1.07 Unrealized
BLACKSTONE MTG TR INC 0.9%
Value ($000) $6,804 Shares 5,878,000 Est. Cost $1.14 Unrealized
FINTECH ACQUISITION CORP II 0.9%
Value ($000) $6,583 Shares 671,700 Est. Cost $9.82 Unrealized
CTRIP COM INTL LTD 0.8%
Value ($000) $6,356 Shares 4,500,000 Est. Cost $1.26 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.8%
Value ($000) $6,189 Shares 618,924 Est. Cost $9.83 Unrealized
PHOTRONICS INC 0.8%
Value ($000) $6,123 Shares 5,440,000 Est. Cost $1.12 Unrealized
JANUS HENDERSON GROUP PLC 0.8%
Value ($000) $5,961 Shares 4,069,000 Est. Cost $1.46 Unrealized
CARDTRONICS INC 0.8%
Value ($000) $5,786 Shares 6,080,000 Est. Cost $1.15 Unrealized
TWO HBRS INVT CORP 0.7%
Value ($000) $5,750 Shares 5,455,000 Est. Cost $1.04 Unrealized
COLONY CAP INC 0.7%
Value ($000) $5,716 Shares 5,630,000 Est. Cost $0.93 Unrealized
AMAG PHARMACEUTICALS INC 0.7%
Value ($000) $5,592 Shares 5,825,000 Est. Cost $0.96 Unrealized
NUVASIVE INC 0.7%
Value ($000) $5,489 Shares 3,970,000 Est. Cost $1.37 Unrealized
MEDIDATA SOLUTIONS INC 0.7%
Value ($000) $5,448 Shares 3,900,000 Est. Cost $1.14 Unrealized
SEACOR HOLDINGS INC 0.7%
Value ($000) $5,437 Shares 5,442,000 Est. Cost $1.01 Unrealized
THERAVANCE INC 0.7%
Value ($000) $5,256 Shares 5,750,000 Est. Cost $0.94 Unrealized
SILVER RUN ACQUISITION 0.7%
Value ($000) $5,251 Shares 512,300 Est. Cost $10.25 Unrealized
TPG PACE ENERGY HLDGS CORP 0.7%
Value ($000) $5,224 Shares 500,358 Est. Cost $10.44 Unrealized
SHUTTERFLY INC 0.6%
Value ($000) $4,880 Shares 4,905,000 Est. Cost $0.99 Unrealized
CARRIAGE SVCS INC 0.6%
Value ($000) $4,541 Shares 3,500,000 Est. Cost $1.18 Unrealized
GORES HLDGS II INC 0.6%
Value ($000) $4,509 Shares 449,505 Est. Cost $10.27 Unrealized
GLOBAL PARTNER ACQUISITION C 0.6%
Value ($000) $4,419 Shares 444,156 Est. Cost $9.88 Unrealized
LANDCADIA HLDGS INC 0.6%
Value ($000) $4,395 Shares 434,305 Est. Cost $9.93 Unrealized
FRONTIER COMMUNICATIONS CORP 0.6%
Value ($000) $4,350 Shares 250,000 Est. Cost Unrealized
ICONIX BRAND GROUP INC 0.5%
Value ($000) $4,220 Shares 4,350,000 Est. Cost $0.94 Unrealized
LIBERTY MEDIA CORP DELAWARE 0.5%
Value ($000) $4,194 Shares 3,540,000 Est. Cost $1.18 Unrealized
QUINPARIO ACQUISITION CORP 2 0.5%
Value ($000) $4,186 Shares 421,974 Est. Cost $9.87 Unrealized
BROADSOFT INC 0.5%
Value ($000) $4,151 Shares 3,330,000 Est. Cost $1.23 Unrealized
RED HAT INC 0.5%
Value ($000) $4,046 Shares 2,925,000 Est. Cost $1.38 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.5%
Value ($000) $3,645 Shares 370,000 Est. Cost $9.90 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.5%
Value ($000) $3,591 Shares 350,000 Est. Cost $10.26 Unrealized
THERAVANCE BIOPHARMA INC 0.5%
Value ($000) $3,456 Shares 2,560,000 Est. Cost $1.35 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.4%
Value ($000) $3,378 Shares 350,000 Est. Cost $9.65 Unrealized
TWITTER INC 0.4%
Value ($000) $3,322 Shares 3,525,000 Est. Cost $0.85 Unrealized
FLUIDIGM CORP DEL 0.4%
Value ($000) $3,278 Shares 5,330,000 Est. Cost $0.61 Unrealized
VANTAGE ENERGY ACQUISITION 0.4%
Value ($000) $3,169 Shares 325,000 Est. Cost $9.75 Unrealized
VANTAGE ENERGY ACQUISITION 0.4%
Value ($000) $3,051 Shares 301,210 Est. Cost $10.13 Unrealized
ANDINA ACQUISITION CORP II 0.4%
Value ($000) $3,031 Shares 299,809 Est. Cost $9.99 Unrealized
BLACKROCK CAPITAL INVESTMENT 0.4%
Value ($000) $2,994 Shares 2,925,000 Est. Cost $1.02 Unrealized
BLACKSTONE MTG TR INC 0.4%
Value ($000) $2,761 Shares 2,710,000 Est. Cost $1.02 Unrealized
RENEWABLE ENERGY GROUP INC 0.4%
Value ($000) $2,700 Shares 2,000,000 Est. Cost $1.35 Unrealized
ACORDA THERAPEUTICS INC 0.3%
Value ($000) $2,513 Shares 2,935,000 Est. Cost $0.83 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.3%
Value ($000) $2,508 Shares 2,500,000 Est. Cost $1.00 Unrealized
CIENA CORP 0.3%
Value ($000) $2,473 Shares 1,750,000 Est. Cost $1.40 Unrealized
HARMONY MERGER CORP 0.3%
Value ($000) $2,437 Shares 235,896 Est. Cost $10.07 Unrealized
BROOKDALE SR LIVING INC 0.3%
Value ($000) $2,297 Shares 2,320,000 Est. Cost $0.97 Unrealized
VECTOR GROUP LTD 0.3%
Value ($000) $2,290 Shares 2,000,000 Est. Cost $1.06 Unrealized
GENERAL CABLE CORP DEL NEW 0.3%
Value ($000) $2,199 Shares 2,900,000 Est. Cost $0.65 Unrealized
APOLLO COML REAL EST FIN INC 0.3%
Value ($000) $2,131 Shares 1,945,000 Est. Cost $1.07 Unrealized
FIREEYE INC 0.3%
Value ($000) $2,021 Shares 2,230,000 Est. Cost $0.87 Unrealized
PROSPECT CAPITAL CORPORATION 0.3%
Value ($000) $1,980 Shares 2,000,000 Est. Cost $0.99 Unrealized
CTRIP COM INTL LTD 0.2%
Value ($000) $1,873 Shares 1,625,000 Est. Cost $1.15 Unrealized
STARWOOD PPTY TR INC 0.2%
Value ($000) $1,868 Shares 1,850,000 Est. Cost $1.01 Unrealized
MODERN MEDIA ACQUISITION 0.2%
Value ($000) $1,824 Shares 177,750 Est. Cost $10.26 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.2%
Value ($000) $1,805 Shares 1,693,000 Est. Cost $1.05 Unrealized
PATTERN ENERGY GROUP INC 0.2%
Value ($000) $1,788 Shares 75,000 Est. Cost Unrealized
PACIFIC SPL ACQUISITION CORP 0.2%
Value ($000) $1,749 Shares 170,659 Est. Cost $10.31 Unrealized
ELECTRONICS FOR IMAGING INC 0.2%
Value ($000) $1,747 Shares 1,625,000 Est. Cost $1.08 Unrealized
PATTERN ENERGY GROUP INC 0.2%
Value ($000) $1,738 Shares 1,665,000 Est. Cost $1.01 Unrealized
HOLOGIC INC 0.2%
Value ($000) $1,696 Shares 1,350,000 Est. Cost $1.26 Unrealized
MODERN MEDIA ACQUISITION 0.2%
Value ($000) $1,661 Shares 170,000 Est. Cost $9.77 Unrealized
PRICELINE GRP INC 0.2%
Value ($000) $1,534 Shares 820 Est. Cost $1403.11 Unrealized
KBL MERGER CORP IV 0.2%
Value ($000) $1,531 Shares 150,100 Est. Cost $10.20 Unrealized
CF CORP 0.2%
Value ($000) $1,529 Shares 135,887 Est. Cost $9.92 Unrealized
TPG PACE ENERGY HLDGS CORP 0.2%
Value ($000) $1,509 Shares 150,000 Est. Cost $10.06 Unrealized
PROOFPOINT INC 0.2%
Value ($000) $1,302 Shares 15,000 Est. Cost $74.87 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.2%
Value ($000) $1,262 Shares 56,700 Est. Cost Unrealized
FINTECH ACQUISITION CORP II 0.2%
Value ($000) $1,254 Shares 120,857 Est. Cost $10.26 Unrealized
ADVANCED MICRO DEVICES INC 0.1%
Value ($000) $1,117 Shares 640,000 Est. Cost $1.75 Unrealized
CONSTELLATION ALPHA CAPITAL 0.1%
Value ($000) $1,065 Shares 105,000 Est. Cost $10.14 Unrealized
ARBOR RLTY TR INC 0.1%
Value ($000) $1,061 Shares 1,000,000 Est. Cost $1.06 Unrealized
NEW YORK MTG TR INC 0.1%
Value ($000) $1,008 Shares 1,000,000 Est. Cost $0.97 Unrealized
PHUN STELLAR ACQUISITION III INC 0.1%
Value ($000) $844 Shares 84,018 Est. Cost $10.04 Unrealized
VOD VODAFONE GROUP PLC NEW 0.1%
Value ($000) $756 Shares 26,300 Est. Cost Unrealized
AXAR ACQUISITION CORP 0.1%
Value ($000) $739 Shares 75,000 Est. Cost $9.85 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.1%
Value ($000) $700 Shares 66,692 Est. Cost $10.50 Unrealized
NESR NATIONAL ENERGY SERVICES REU 0.1%
Value ($000) $661 Shares 69,400 Est. Cost $9.52 Unrealized
ON ON SEMICONDUCTOR CORP 0.1%
Value ($000) $658 Shares 46,900 Est. Cost $11.94 Unrealized +25.9%
INVA INNOVIVA INC 0.1%
Value ($000) $640 Shares 50,000 Est. Cost Unrealized
FORUM MERGER CORP 0.1%
Value ($000) $634 Shares 65,300 Est. Cost $9.71 Unrealized
AEGEAN MARINE PETROLEUM NETW 0.1%
Value ($000) $585 Shares 100,000 Est. Cost Unrealized
DOUBLE EAGLE ACQUISITION COR 0.1%
Value ($000) $532 Shares 50,000 Est. Cost $10.14 Unrealized
RAMCO-GERSHENSON PPTYS TR 0.1%
Value ($000) $525 Shares 40,700 Est. Cost Unrealized
BISON CAP ACQUISITION CORP 0.1%
Value ($000) $510 Shares 50,000 Est. Cost $10.20 Unrealized
BOULEVARD ACQUISITION 0.1%
Value ($000) $507 Shares 49,120 Est. Cost $9.90 Unrealized
ZIONS BANCORPORATION 0.1%
Value ($000) $420 Shares 50,000 Est. Cost $3.96 Unrealized
GREAT ELM CAP CORP 0.1%
Value ($000) $416 Shares 39,141 Est. Cost $11.67 Unrealized
FELCOR LODGING TR INC 0.1%
Value ($000) $412 Shares 15,300 Est. Cost $26.93 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value ($000) $358 Shares 35,000 Est. Cost $10.02 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value ($000) $353 Shares 32,878 Est. Cost $10.08 Unrealized
CF CORP 0.0%
Value ($000) $246 Shares 20,000 Est. Cost $10.20 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $242 Shares 25,000 Est. Cost $9.65 Unrealized
LANDCADIA HLDGS INC 0.0%
Value ($000) $216 Shares 20,000 Est. Cost $10.20 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value ($000) $213 Shares 20,000 Est. Cost $10.00 Unrealized
WPX ENERGY INC 0.0%
Value ($000) $193 Shares 20,000 Est. Cost $9.65 Unrealized
GLOBAL EAGLE ENTMT INC 0.0%
Value ($000) $174 Shares 270,000 Est. Cost $0.72 Unrealized
M I ACQUISITIONS INC 0.0%
Value ($000) $168 Shares 16,411 Est. Cost $10.05 Unrealized
DHT DHT HOLDINGS INC 0.0%
Value ($000) $166 Shares 40,000 Est. Cost $2.11 Unrealized +12.9%
FORUM MERGER CORP 0.0%
Value ($000) $153 Shares 15,000 Est. Cost $10.20 Unrealized
M I ACQUISITIONS INC 0.0%
Value ($000) $101 Shares 10,000 Est. Cost $10.10 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value ($000) $86 Shares 8,363 Est. Cost $10.29 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $60 Shares 150,000 Est. Cost $0.40 Unrealized
JONES ENERGY INC 0.0%
Value ($000) $48 Shares 30,000 Est. Cost Unrealized
SANOFI 0.0%
Value ($000) $48 Shares 125,000 Est. Cost $0.61 Unrealized
ANDINA ACQUISITION CORP II 0.0%
Value ($000) $45 Shares 101,700 Est. Cost $0.42 Unrealized
BANK AMER CORP 0.0%
Value ($000) $40 Shares 50,000 Est. Cost $0.71 Unrealized
SILVER RUN ACQUISITION 0.0%
Value ($000) $40 Shares 22,467 Est. Cost $1.78 Unrealized
VANTAGE ENERGY ACQUISITION 0.0%
Value ($000) $35 Shares 30,000 Est. Cost $1.17 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.0%
Value ($000) $34 Shares 18,904 Est. Cost $1.72 Unrealized
NESRW NATIONAL ENERGY SERVICES REU 0.0%
Value ($000) $32 Shares 58,900 Est. Cost $0.54 Unrealized
GORES HLDGS II INC 0.0%
Value ($000) $30 Shares 20,000 Est. Cost $1.27 Unrealized
FORUM MERGER CORP 0.0%
Value ($000) $22 Shares 60,000 Est. Cost $0.37 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value ($000) $21 Shares 34,900 Est. Cost $0.60 Unrealized
FINTECH ACQUISITION CORP II 0.0%
Value ($000) $19 Shares 15,800 Est. Cost $1.20 Unrealized
TPG PACE ENERGY HLDGS CORP 0.0%
Value ($000) $19 Shares 14,100 Est. Cost $1.35 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value ($000) $19 Shares 14,800 Est. Cost $1.33 Unrealized
STELLAR ACQUISITION III INC 0.0%
Value ($000) $17 Shares 52,500 Est. Cost $0.32 Unrealized
GP INVTS ACQUISITION COR 0.0%
Value ($000) $17 Shares 23,300 Est. Cost $0.51 Unrealized
KAYNE ANDERSON ACQUISITION 0.0%
Value ($000) $16 Shares 17,871 Est. Cost $0.90 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.0%
Value ($000) $15 Shares 30,700 Est. Cost $0.49 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value ($000) $14 Shares 35,000 Est. Cost $0.40 Unrealized
ALBANY MOLECULAR RESH INC 0.0%
Value ($000) $14 Shares 630 Est. Cost $22.22 Unrealized
CITIGROUP INC 0.0%
Value ($000) $12 Shares 81,500 Est. Cost $0.79 Unrealized
ELECTRUM SPL ACQUISITION COR 0.0%
Value ($000) $11 Shares 29,900 Est. Cost $0.37 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value ($000) $10 Shares 25,992 Est. Cost $0.45 Unrealized
ANDINA ACQUISITION CORP II 0.0%
Value ($000) $10 Shares 32,825 Est. Cost $0.30 Unrealized
AXAR ACQUISITION CORP 0.0%
Value ($000) $8 Shares 98,127 Est. Cost $0.07 Unrealized
HARMONY MERGER CORP 0.0%
Value ($000) $8 Shares 9,900 Est. Cost $0.50 Unrealized
HUNTER MARITIME ACQUISITION 0.0%
Value ($000) $7 Shares 25,954 Est. Cost $0.73 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value ($000) $6 Shares 6,525 Est. Cost $0.40 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.0%
Value ($000) $4 Shares 7,466 Est. Cost $0.50 Unrealized
BOULEVARD ACQUISITION 0.0%
Value ($000) $3 Shares 3,949 Est. Cost $0.76 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.0%
Value ($000) $2 Shares 5,400 Est. Cost $0.48 Unrealized
M I ACQUISITIONS INC 0.0%
Value ($000) $2 Shares 7,500 Est. Cost $0.27 Unrealized
JM GLOBAL HLDG CO 0.0%
Value ($000) $1 Shares 4,200 Est. Cost $0.17 Unrealized
GLOBAL PARTNER ACQUISITION C 0.0%
Value ($000) $0 Shares 265 Est. Cost Unrealized
SILICONWARE PRECISION INDS L 0.0%
Value ($000) $0 Shares 50 Est. Cost $7.71 Unrealized