Basso Capital Management

Basso Capital Management as of Sept. 30, 2016

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 153 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 6.5 $44M 19M 2.29
Take-two Interactive Softwar note 1.000% 7/0 6.2 $42M 20M 2.10
Microchip Technology Inc sdcv 2.125%12/1 5.4 $36M 14M 2.59
Spdr S&p 500 Etf (SPY) 4.8 $32M 150k 216.30
Priceline.com debt 1.000% 3/1 4.7 $32M 20M 1.58
Palo Alto Networks Inc note 7/0 3.9 $27M 18M 1.52
Salesforce.com Inc conv 3.1 $21M 17M 1.19
Dht Holdings Inc cv acrd nt4.5%19 3.1 $21M 23M 0.91
1,000% Sina 01.12.2018 note 3.0 $21M 21M 1.00
Ctrip.com Inter Ltd. conv 2.8 $19M 15M 1.29
Nvidia Corp note 1.000 12/0 2.5 $17M 5.0M 3.41
Linkedin Corp note 0.500% 11/0 2.5 $17M 17M 0.99
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.1 $14M 14M 1.03
Yahoo Inc note 12/0 2.1 $14M 14M 1.02
Medicines Company conv 2.0 $13M 10M 1.29
Molina Healthcare Inc. conv 1.9 $13M 8.4M 1.52
National Health Invs Inc note 1.8 $12M 11M 1.14
Tal Education Group conv bd us 1.7 $12M 4.4M 2.71
Mercadolibre Inc note 2.250% 7/0 1.7 $11M 7.3M 1.56
Intel Corp. Jr. Sub. Cv. Deb. conv 1.5 $9.9M 5.4M 1.83
J2 Global Inc note 3.250% 6/1 1.4 $9.4M 8.1M 1.16
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.4 $9.3M 6.4M 1.46
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 1.3 $8.7M 8.7M 1.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.2 $8.5M 8.9M 0.95
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.2 $8.1M 8.4M 0.97
Webmd Health Conv Sr Notes conv 1.1 $7.6M 7.3M 1.04
Ttm Technologies Inc conv 1.1 $7.4M 5.6M 1.32
Dynegy Inc unit 07/01/20191 1.1 $7.3M 89k 82.76
Carriage Svcs Inc note 2.750% 3/1 1.0 $7.1M 6.0M 1.18
Acorda Therap note 1.75% 6/15 1.0 $6.5M 7.9M 0.82
Shutterfly Inc note 0.250% 5/1 0.9 $6.5M 6.6M 0.98
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.9 $5.9M 5.4M 1.09
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.8 $5.6M 4.7M 1.19
Gp Invts Acquisition Cor 0.8 $5.2M 532k 9.80
Nuance Communications Inc note 2.750%11/0 0.7 $5.0M 5.0M 1.00
Servicenow Inc. note 0.7 $4.5M 3.7M 1.22
Corenergy Infrastructure note 7% 6/15 0.7 $4.5M 4.5M 1.01
Hos Us conv 0.7 $4.4M 7.8M 0.57
Boulevard Acquisition cl a 0.7 $4.4M 454k 9.75
Golar Lng (GLNG) 0.6 $4.4M 206k 21.20
Seacor Holding Inc note 3.000 11/1 0.6 $4.3M 5.3M 0.81
Ship Finance International sr cv nt 0.6 $4.1M 3.9M 1.05
Healthways Inc note 1.500% 7/0 0.6 $4.1M 2.8M 1.45
Hennessy Cap Acquisition Cor 0.6 $3.9M 399k 9.86
51job Inc note 3.250% 4/1 0.5 $3.7M 3.5M 1.05
Easterly Acquisition 0.5 $3.6M 366k 9.94
Electrum Spl Acquisition Cor 0.5 $3.6M 362k 9.83
General Cable Corp Del New frnt 4.500% 11/1 0.5 $3.4M 5.1M 0.67
Quinpario Acquisition Corp 2 0.5 $3.2M 326k 9.91
Financial Select Sector SPDR (XLF) 0.4 $2.9M 150k 19.30
Trina Solar Limited note 4.000%10/1 0.4 $2.8M 3.0M 0.94
Insulet Corp note 2.000% 6/1 0.4 $2.8M 2.5M 1.10
Double Eagle Acquisition Cor 0.4 $2.6M 268k 9.90
Albany Molecular Resh Inc note 2.250%11/1 0.4 $2.5M 2.2M 1.18
Pace Hldgs Corp cl a 0.4 $2.5M 254k 9.85
Vodafone Group New Adr F (VOD) 0.4 $2.5M 84k 29.15
Amag Pharmaceuticals Inc note 2.500% 2/1 0.3 $2.4M 2.1M 1.13
Vector Group Ltd note 1.75% 4/15 0.3 $2.3M 2.0M 1.14
Ar Cap Acquisition 0.3 $2.3M 228k 9.98
Global Partner Acquisition C 0.3 $2.3M 231k 9.88
Hydra Inds Acquisition 0.3 $2.3M 227k 9.96
Euronet Worldwide Inc Note 1.500%10/0 0.3 $2.2M 1.8M 1.26
Twitter Inc note 1.000% 9/1 0.3 $2.2M 2.3M 0.94
Fluidigm Corporation convertible cor 0.3 $2.1M 3.4M 0.61
Healthsouth 0.3 $2.0M 50k 40.58
Spirit Realty Capital Inc convertible cor 0.3 $2.0M 1.8M 1.10
Fireeye Series B convertible security 0.3 $2.0M 2.2M 0.91
Ent 2 3/4 2/15/35 convertible bond 0.3 $2.0M 2.4M 0.82
Cf Corp shs cl a 0.3 $2.0M 201k 9.79
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.3 $1.8M 1.7M 1.03
Terrapin 3 Acquisition 0.2 $1.7M 173k 9.93
Electrum Spl Acquisition Cor unit 99/99/9999 0.2 $1.7M 165k 10.02
Gores Hldgs Inc unit 99/99/9999 0.2 $1.6M 140k 11.58
Ar Cap Acquisition Corp unit 99/99/9999 0.2 $1.6M 156k 10.01
Easterly Acquisition Corp. equities 0.2 $1.6M 151k 10.30
Corenergy Infrastructure Tr (CORRQ) 0.2 $1.5M 50k 29.34
Spirit Realty reit 0.2 $1.3M 100k 13.33
Arowana 0.2 $1.4M 135k 10.19
Deutsche Bank Ag-registered (DB) 0.2 $1.3M 100k 13.09
Arowana Inc unit 99/99/9999 0.2 $1.3M 125k 10.32
Saban Cap Acquisition Corp unit 99/99/9999 0.2 $1.3M 124k 10.08
Proofpoint 0.2 $1.1M 15k 74.87
Pattern Energy 0.2 $1.1M 50k 22.50
Quinpario Acquisition Corp 2 unit 01/01/2023 0.2 $1.1M 105k 10.08
Atlantic Alliance Partner 0.2 $1.1M 103k 10.50
Red Hat 0.1 $942k 12k 80.86
priceline.com Incorporated 0.1 $942k 640.00 1471.88
Harmony Merger 0.1 $904k 90k 10.05
Boulevard Acquisition unit 99/99/9999 0.1 $910k 89k 10.21
Hydra Inds Acquisition Corp unit 10/20/2021 0.1 $799k 75k 10.65
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $773k 75k 10.31
Wpx Energy 0.1 $660k 50k 13.20
Welltower Inc 6.50% pfd prepet 0.1 $667k 10k 66.70
Petroleo Brasileiro SA (PBR) 0.1 $636k 68k 9.33
Dynegy 0.1 $620k 50k 12.40
Gp Invts Acquisition Cor unit 99/99/9999 0.1 $600k 60k 10.00
Full Circle Cap Corp 0.1 $516k 195k 2.64
Gnc Holdings Inc Cl A 0.1 $511k 25k 20.44
News (NWSA) 0.1 $540k 39k 13.99
BHP Billiton 0.1 $483k 16k 30.38
Andina Acquisition Corp Ii 0.1 $465k 47k 9.85
Capitol Acquisition Corp Iii unit 99/99/9999 0.1 $503k 50k 10.06
Central Garden & Pet (CENTA) 0.1 $399k 16k 24.78
Royal Dutch Shell 0.1 $350k 7.0k 50.00
51job 0.1 $370k 11k 33.39
Carnival (CUK) 0.1 $329k 6.7k 49.10
Liberty Global Inc Com Ser A 0.1 $321k 9.4k 34.15
Universal Corporation (UVV) 0.0 $279k 4.8k 58.30
Hornbeck Offshore Services 0.0 $275k 50k 5.50
Harmony Merger Corp unit 99/99/9999 0.0 $305k 30k 10.17
Pacific Spl Acquisition Corp 0.0 $305k 30k 10.25
Klr Energy Acquisition Corp cl a 0.0 $259k 26k 10.11
M I Acquisitions Inc unit 99/99/9999 0.0 $251k 25k 10.04
Landcadia Hldgs Inc cl a 0.0 $238k 25k 9.71
Discovery Communications 0.0 $192k 7.3k 26.30
Knowles (KN) 0.0 $213k 15k 14.02
Jensyn Acquisition Corp unit 99/99/9999 0.0 $204k 20k 10.20
Cf Corporation 0.0 $204k 20k 10.20
Landcadia Holdings Inc unit 0.0 $204k 20k 10.20
Conyers Pk Acquisition cl a 0.0 $230k 23k 10.00
11/14/2018 W Exp 11/14/2018 0.0 $107k 50k 2.14
Alphabet Inc Class A cs (GOOGL) 0.0 $161k 200.00 805.00
Gores Hldgs Inc cl a 0.0 $128k 12k 10.81
Klr Energy Acquisition Corp unit 0.0 $155k 15k 10.33
Siliconware Precision Industries 0.0 $52k 7.0k 7.43
Credit Suisse Nassau Brh invrs vix sterm 0.0 $94k 2.5k 37.60
Sanofi Aventis Wi Conval Rt 0.0 $47k 175k 0.27
Epr Properties Pfd C 5.75% (EPR.PC) 0.0 $82k 2.7k 30.37
Hydra Inds Acquisition Corp right 99/99/9999 0.0 $56k 125k 0.45
Bank Of America Corp w exp 10/201 0.0 $9.2k 92k 0.10
Citigroup Inc Com Us cmn 0.0 $4.1k 82k 0.05
Kinder Morgan Inc/delaware Wts 0.0 $3.4k 337k 0.01
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $988.400000 3.5k 0.28
Hydra Industries Acquisition wrnt 0.0 $1.0k 3.2k 0.31
Ar Cap Acquisition Corp *w exp 10/06/201 0.0 $1.0k 20k 0.05
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $4.1k 24k 0.17
Arowana Inc *w exp 04/29/202 0.0 $3.0k 20k 0.15
Arowana Inc right 01/01/2017 0.0 $6.0k 30k 0.20
Global Partner Acquisition C *w exp 07/01/202 0.0 $3.0k 10k 0.30
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.0 $16k 41k 0.39
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $0 1.1k 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $22k 33k 0.66
Jm Global Hldg Co *w exp 07/29/201 0.0 $1.0k 5.9k 0.17
Easterly Acquisition Corp *w exp 07/29/202 0.0 $11k 18k 0.62
Andina Acquisition Corp-cw w exp 9/1/2022 0.0 $1.0k 5.0k 0.20
Andina Acquisition Corp-rts right 09/01/2017 0.0 $6.0k 20k 0.30
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $3.0k 8.7k 0.35
Gores Hldgs Inc *w exp 08/13/202 0.0 $6.0k 4.9k 1.24
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 $5.0k 8.9k 0.56
Pace Hldgs Corp *w exp 99/99/999 0.0 $5.9k 13k 0.45
Jensyn Acquisition 0.0 $5.0k 479.00 10.44
M Iii Acquisition Corp *w exp 10/10/202 0.0 $0 100.00 0.00