BASSO CAPITAL MANAGEMENT L.P.
Q1 2014 13F-HR Holdings
Net value change ($000)
+43,779
(8.7%)
New positions
22
Sold out positions
6
Turnover %
62.2%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 2013
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)
| PDL BIOPHARMA, INC. | 2,989 | NEW |
| CAMBRIDGE CAP ACQUISITION CO | 2,405 | NEW |
| SPY | 2,361 | 127.8% |
| QGEN | 2,214 | NEW |
| LEVY ACQUISITION CORP | 2,040 | NEW |
| HENNESSY CAP ACQUISITION COR | 2,012 | NEW |
| EPR | 1,306 | NEW |
| INFINITY CROSS BORDER ACQUIS | 1,302 | NEW |
| BOOKING HLDGS INC | 1,251 | NEW |
| D | 981 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| OMNICARE CAP TR II | -9,804 | -100.0% |
| BZH | -3,253 | -66.0% |
| EPR | -3,100 | -77.0% |
| LEVY ACQUISITION CORP | -2,002 | -100.0% |
| RAMCO_GERSH PFD | -691 | -19.9% |
| COLLABRIUM JAPAN ACQUISITN C | -644 | -100.0% |
| HEALTH CARE REIT INC COM | -320 | -100.0% |
| Gevo, Inc. | -100 | -100.0% |
| QUARTET MERGER CORP | -50 | -100.0% |
| HYDE PK ACQUISITION CORP II | -29 | -1.1% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
5,937
(1.1% 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 |
|---|