BASSO CAPITAL MANAGEMENT L.P.
Q4 2013 13F-HR Holdings
Net value change ($000)
—
New positions
24
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to previous filing: —
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| OMNICARE CAP TR II | 9,804 | — |
| BZH | 4,931 | — |
| EPR | 4,028 | — |
| RAMCO_GERSH PFD | 3,477 | — |
| HF2 FINL MGMT INC | 3,054 | — |
| ROI ACQUISITION CORP II | 2,762 | — |
| HYDE PK ACQUISITION CORP II | 2,649 | — |
| CHART ACQUISITION CORP | 2,438 | — |
| SILVER EAGLE ACQUISITION COR | 2,420 | — |
| CAPITOL ACQUISITION CORP II | 2,405 | — |
Top Reduces (Value $000, Stocks/ETFs)
| — |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
22,561
(4.5% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|