Basso Capital Management

Basso Capital Management as of June 30, 2016

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 151 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 10.6 $68M 325k 209.47
Verisign Inc sdcv 3.250% 8/1 8.3 $53M 21M 2.52
Microchip Technology Inc sdcv 2.125%12/1 5.8 $37M 18M 2.10
Take-two Interactive Softwar note 1.000% 7/0 5.6 $36M 20M 1.79
Dht Holdings Inc cv acrd nt4.5%19 3.7 $24M 25M 0.94
Palo Alto Networks Inc note 7/0 3.5 $22M 18M 1.27
Priceline.com debt 1.000% 3/1 3.3 $21M 15M 1.39
Nvidia Corp note 1.000 12/0 3.2 $21M 8.9M 2.33
1,000% Sina 01.12.2018 note 2.3 $15M 15M 0.98
Yahoo Inc note 12/0 2.3 $15M 15M 0.99
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.2 $14M 14M 1.00
Ligand Pharmaceuticals Inc note 0.750% 8/1 2.2 $14M 8.4M 1.67
Medicines Company conv 2.2 $14M 12M 1.18
National Health Invs Inc note 1.7 $11M 10M 1.10
Mercadolibre Inc note 2.250% 7/0 1.7 $11M 8.7M 1.26
Ship Finance International sr cv nt 1.7 $11M 10M 1.05
Intel Corp. Jr. Sub. Cv. Deb. conv 1.6 $10M 6.4M 1.63
Molina Healthcare Inc. conv 1.5 $9.8M 7.3M 1.35
Ctrip.com Inter Ltd. conv 1.5 $9.4M 7.7M 1.22
J2 Global Inc note 3.250% 6/1 1.4 $9.1M 8.1M 1.12
Tal Education Group conv bd us 1.4 $8.7M 3.7M 2.38
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.3 $8.5M 9.3M 0.91
Salesforce.com Inc conv 1.1 $6.8M 5.3M 1.29
Shutterfly Inc note 0.250% 5/1 1.0 $6.5M 6.6M 0.99
Spirit Realty Capital Inc convertible cor 0.9 $6.0M 5.5M 1.08
Linkedin Corp note 0.500% 11/0 0.9 $5.9M 6.0M 0.99
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.9 $5.5M 5.9M 0.94
Illumina Inc. 0.00% June 15, 2019 ccb 0.8 $5.5M 5.7M 0.97
Dynegy Inc unit 07/01/20191 0.8 $5.4M 50k 107.52
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.8 $5.2M 4.6M 1.12
Tesla Mtrs Inc note 1.500% 6/0 0.7 $4.6M 2.7M 1.70
Gp Invts Acquisition Cor 0.7 $4.6M 462k 10.00
Twitter Inc note 1.000% 9/1 0.7 $4.4M 4.9M 0.89
General Cable Corp Del New frnt 4.500% 11/1 0.7 $4.4M 7.5M 0.58
Corenergy Infrastructure note 7% 6/15 0.7 $4.2M 4.2M 1.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.6 $4.1M 3.7M 1.11
Carriage Svcs Inc note 2.750% 3/1 0.6 $4.1M 3.5M 1.18
51job Inc note 3.250% 4/1 0.6 $4.0M 4.0M 1.01
Nuance Communications Inc note 2.750%11/0 0.6 $4.0M 4.0M 1.00
Hennessy Cap Acquisition Cor 0.6 $4.0M 399k 10.00
Hos Us conv 0.6 $3.9M 6.8M 0.57
M/i Homes Inc note 3.250% 9/1 0.6 $3.8M 3.8M 1.01
Acorda Therap note 1.75% 6/15 0.6 $3.7M 4.3M 0.87
Netsuite Inc note 0.250% 6/0 0.6 $3.6M 3.7M 0.98
Gores Hldgs Inc unit 99/99/9999 0.5 $3.5M 350k 9.95
Wright Med Group Inc note 2.000% 2/1 0.5 $3.4M 3.7M 0.91
Vector Group Ltd note 1.75% 4/15 0.5 $3.3M 3.0M 1.11
Golar Lng (GLNG) 0.5 $3.2M 208k 15.50
Garnero Group Acquisition 0.5 $3.2M 330k 9.85
Webmd Health Conv Sr Notes conv 0.5 $3.0M 2.7M 1.10
Electrum Spl Acquisition Cor 0.5 $3.0M 312k 9.78
Boulevard Acquisition cl a 0.5 $3.1M 314k 9.75
Albany Molecular Resh Inc note 2.250%11/1 0.5 $2.9M 2.8M 1.03
Quinpario Acquisition Corp 2 0.4 $2.8M 285k 9.89
Easterly Acquisition 0.4 $2.8M 281k 9.79
Vodafone Group New Adr F (VOD) 0.4 $2.6M 84k 30.89
Fireeye Series B convertible security 0.4 $2.6M 3.0M 0.87
Trina Solar Limited note 4.000%10/1 0.4 $2.5M 3.0M 0.84
Easterly Acquisition Corp. equities 0.4 $2.4M 236k 10.12
Double Eagle Acquisition Cor 0.4 $2.3M 238k 9.79
Lgi Homes Inc conv 0.4 $2.3M 1.5M 1.55
Ar Cap Acquisition 0.3 $2.3M 227k 9.94
Boulevard Acquisition unit 99/99/9999 0.3 $2.3M 229k 9.89
Pace Hldgs Corp cl a 0.3 $2.2M 219k 9.85
Global Partner Acquisition C 0.3 $1.8M 191k 9.63
Ent 2 3/4 2/15/35 convertible bond 0.3 $1.8M 2.5M 0.72
Gores Hldgs Inc cl a 0.3 $1.7M 179k 9.74
Dt Asia Invts 0.3 $1.7M 164k 10.26
Hydra Inds Acquisition 0.3 $1.7M 167k 9.89
Electrum Spl Acquisition Cor unit 99/99/9999 0.3 $1.7M 165k 10.03
Ar Cap Acquisition Corp unit 99/99/9999 0.2 $1.5M 156k 9.95
Arowana Inc unit 99/99/9999 0.2 $1.5M 150k 10.20
Hydra Inds Acquisition Corp unit 10/20/2021 0.2 $1.4M 135k 10.19
Dynegy 0.2 $1.3M 75k 17.24
Spirit Realty reit 0.2 $1.3M 100k 12.77
Terrapin 3 Acquisition 0.2 $1.3M 127k 9.99
Gp Invts Acquisition Cor unit 99/99/9999 0.2 $1.3M 130k 10.10
Quinpario Acquisition Corp 2 unit 01/01/2023 0.2 $1.3M 125k 10.02
Altra Holdings, Inc note 2.750% 3/0 0.2 $1.1M 1.0M 1.14
Fluidigm Corporation convertible cor 0.2 $1.1M 1.8M 0.60
1347 Cap 0.2 $1.1M 114k 9.26
Harmony Merger 0.1 $902k 90k 10.03
Red Hat 0.1 $846k 12k 72.62
Arowana 0.1 $853k 85k 10.02
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $848k 85k 9.98
Universal Corporation (UVV) 0.1 $777k 14k 57.73
Central Garden & Pet (CENTA) 0.1 $699k 32k 21.71
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.1 $714k 700k 1.02
Corenergy Infrastructure Tr (CORRQ) 0.1 $721k 25k 28.84
priceline.com Incorporated 0.1 $624k 500.00 1248.00
Welltower Inc 6.50% pfd prepet 0.1 $674k 10k 67.40
Nxp Semiconductors N V (NXPI) 0.1 $588k 7.5k 78.40
Dht Holdings (DHT) 0.1 $604k 120k 5.03
Full Circle Cap Corp 0.1 $528k 195k 2.70
Atlantic Alliance Partner 0.1 $545k 52k 10.40
Trina Solar Limited dbcv 3.500% 6/1 0.1 $510k 600k 0.85
Capitol Acquisition Corp Iii unit 99/99/9999 0.1 $496k 50k 9.92
Petroleo Brasileiro SA (PBR) 0.1 $442k 62k 7.16
Alcoa 0.1 $445k 48k 9.27
AK Steel Holding Corporation 0.1 $466k 100k 4.66
Scorpio Tankers 0.1 $420k 100k 4.20
Wpx Energy 0.1 $466k 50k 9.32
News (NWSA) 0.1 $438k 39k 11.35
Terrapin 3 Acquisition Corp unit 06/27/2019 0.1 $473k 47k 10.11
Hornbeck Offshore Services 0.1 $417k 50k 8.34
Carnival (CUK) 0.1 $300k 6.7k 44.78
Harmony Merger Corp unit 99/99/9999 0.1 $306k 30k 10.20
BHP Billiton 0.0 $256k 10k 25.35
Royal Dutch Shell 0.0 $166k 3.0k 55.33
Discovery Communications 0.0 $174k 7.3k 23.84
51job 0.0 $166k 5.7k 29.38
Andina Acquisition Corp Ii 0.0 $195k 20k 9.75
Jensyn Acquisition Corp unit 99/99/9999 0.0 $202k 20k 10.10
Liberty Global Inc Com Ser A 0.0 $108k 3.7k 29.19
Alphabet Inc Class A cs (GOOGL) 0.0 $141k 200.00 705.00
Klr Energy Acquisition Corp unit 0.0 $152k 15k 10.13
Siliconware Precision Industries 0.0 $54k 7.0k 7.71
Credit Suisse Nassau Brh invrs vix sterm 0.0 $62k 2.5k 24.80
Sanofi Aventis Wi Conval Rt 0.0 $66k 275k 0.24
11/14/2018 W Exp 11/14/2018 0.0 $50k 50k 1.00
Dt Asia Invts Ltd rights 03/30/2016 0.0 $52k 140k 0.37
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.0 $57k 91k 0.63
Silver Run Acquisition Corp unit 99/99/9999t 0.0 $70k 7.0k 10.00
Klr Energy Acquisition Corp cl a 0.0 $56k 5.6k 9.98
Bank Of America Corp w exp 10/201 0.0 $8.2k 92k 0.09
Citigroup Inc Com Us cmn 0.0 $4.9k 82k 0.06
Kinder Morgan Inc/delaware Wts 0.0 $6.0k 300k 0.02
Ofg Ban (OFG) 0.0 $21k 2.5k 8.40
1347 Cap Corp right 07/21/2016 0.0 $26k 100k 0.26
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $0 2.6k 0.00
Garnero Group Acquition Rts right 06/25/2016 0.0 $16k 200k 0.08
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $6.6k 165k 0.04
1347 Capital Corp - Cw *w exp 07/15/202 0.0 $20k 67k 0.30
Hydra Industries Acquisition wrnt 0.0 $990.000000 3.0k 0.33
Ar Cap Acquisition Corp *w exp 10/06/201 0.0 $2.1k 35k 0.06
Dt Asia Invts Ltd *w exp 03/29/202 0.0 $8.7k 79k 0.11
Hydra Inds Acquisition Corp right 99/99/9999 0.0 $13k 65k 0.20
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $1.0k 7.7k 0.13
Harmony Merger Corp w exp 01/01/202 0.0 $1.0k 5.0k 0.20
Arowana Inc right 01/01/2017 0.0 $1.0k 5.0k 0.20
Global Partner Acquisition C *w exp 07/01/202 0.0 $4.0k 20k 0.20
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $4.0k 15k 0.26
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $19k 29k 0.67
Easterly Acquisition Corp *w exp 07/29/202 0.0 $8.0k 13k 0.64
Capitol Acquisition Corp Iii *w exp 10/13/20 0.0 $2.0k 7.1k 0.28
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $2.0k 6.2k 0.32
Gores Hldgs Inc *w exp 08/13/202 0.0 $4.0k 15k 0.27
Pacific Spl Acquisition Corp *w exp 10/20/202 0.0 $1.0k 5.0k 0.20
Boulevard Acquisition *w exp 09/25/202 0.0 $4.9k 15k 0.33
Pace Hldgs Corp *w exp 99/99/999 0.0 $3.0k 13k 0.23
Silver Run Acquisition Corp *w exp 02/23/202 0.0 $2.0k 2.0k 1.00