Basso Capital Management

Basso Capital Management as of Dec. 31, 2017

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 177 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Yahoo Inc note 12/0 3.8 $23M 17M 1.35
Dht Holdings Inc cv acrd nt4.5%19 2.8 $17M 18M 0.98
Interface (TILE) 2.4 $15M 12M 1.19
J2 Global Inc note 3.250% 6/1 2.3 $14M 11M 1.24
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 2.2 $13M 13M 1.05
Ares Capital Corporation convertible cor 2.1 $13M 13M 1.00
Twitter Inc note 1.000% 9/1 2.0 $12M 13M 0.93
Tesla Inc convertible security 2.0 $12M 11M 1.16
Dish Network Corp note 3.375% 8/1 1.9 $12M 11M 1.09
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 1.9 $12M 11M 1.01
Hennessy Cap Acquston Corp I 1.9 $12M 1.2M 9.80
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 1.8 $11M 8.0M 1.37
Molina Healthcare Inc. conv 1.8 $11M 5.6M 1.91
Corenergy Infrastructure note 7% 6/15 1.6 $10M 8.3M 1.20
Redwood Tr Inc note 4.750% 8/1 1.6 $9.8M 10M 0.97
Workday Inc corporate bonds 1.6 $9.5M 7.0M 1.37
Insulet Corp note 1.250% 9/1 1.6 $9.6M 7.4M 1.30
Avista Healthcare Pub Acq Co cl a 1.5 $9.4M 950k 9.92
1,375% Liberty Media 15.10.2023 note 1.5 $9.3M 8.1M 1.15
Invacare Corp conv bnd 1.5 $9.1M 7.3M 1.24
Electrum Spl Acquisition Cor 1.5 $9.0M 873k 10.31
Kayne Anderson Acquisition 1.5 $9.0M 926k 9.71
Fintech Acquisition Corp Ii 1.4 $8.8M 886k 9.91
Hunter Maritime Acquisition cl a 1.4 $8.6M 884k 9.75
Social Cap Hedosophia Hldgs cl a 1.4 $8.5M 839k 10.08
Matlin & Partners Acquisitio cl a 1.4 $8.3M 850k 9.77
Hannon Armstrong Sust Infr C note 4.125% 9/0 1.3 $8.2M 7.9M 1.04
Legacy Acquisition Corp unit 05/31/2024 1.3 $7.9M 800k 9.94
Palo Alto Networks Inc note 7/0 1.3 $7.8M 5.7M 1.37
Gty Technology Holdings Inc cl a 1.3 $7.7M 778k 9.93
Ship Finance International L Note 5.75010/1 1.2 $7.3M 6.8M 1.08
Amag Pharmaceuticals Inc note 2.500% 2/1 1.2 $7.3M 8.5M 0.86
Arbor Realty Trust note 6.500 10/0 1.2 $7.3M 6.7M 1.08
Haymaker Acquisition unit 10/19/2022 1.1 $6.9M 700k 9.90
Easterly Acquisition 1.1 $6.5M 641k 10.10
Medicines Company conv 1.1 $6.5M 6.1M 1.06
Tpg Pace Energy Hldgs Corp cl a 1.0 $6.4M 652k 9.74
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.0 $6.2M 3.4M 1.83
Gores Hldgs Ii 1.0 $6.2M 625k 9.94
Sentinel Energy Svcs Inc unit 11/02/2022 1.0 $6.0M 600k 9.97
Two Hbrs Invt Corp note 6.250% 1/1 0.9 $5.8M 5.5M 1.06
Vantage Energy Acquisition 0.9 $5.6M 580k 9.72
Red Hat Inc conv 0.9 $5.5M 3.4M 1.65
51job Inc note 3.250% 4/1 0.9 $5.4M 3.7M 1.47
Mosaic Acquisition Corp unit 99/99/9999 0.9 $5.3M 520k 10.15
Landcadia Hldgs Inc cl a 0.8 $5.0M 505k 9.95
Federal Str Acquisition Corp cl a 0.8 $5.0M 514k 9.71
Thrx 2 1/8 01/15/23 0.8 $4.9M 5.0M 0.99
Blackstone Mtg Tr Inc note 4.375% 5/0 0.8 $4.8M 4.7M 1.01
Live Nation Entertainmen conv 0.8 $4.7M 3.7M 1.29
Veeco Instrs Inc Del note 2.700% 1/1 0.8 $4.7M 5.4M 0.87
Modern Media Acquisition 0.8 $4.6M 473k 9.80
Priceline Grp Inc note 0.350% 6/1 0.8 $4.6M 3.3M 1.38
Carriage Svcs Inc note 2.750% 3/1 0.7 $4.6M 3.6M 1.25
Pensare Acquisition Corp 0.7 $4.5M 463k 9.67
Global Partner Acquisition C 0.7 $4.4M 442k 10.00
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.7 $4.3M 4.2M 1.02
Leisure Acquisition Corp unit 99/99/9999 0.7 $4.2M 425k 9.98
Euronet Worldwide Inc Note 1.500%10/0 0.7 $4.1M 3.3M 1.23
M Iii Acquisition Corp equities 0.7 $4.1M 415k 9.92
Envestnet Inc note 1.750%12/1 0.7 $4.0M 3.9M 1.04
Saban Cap Acquisition 0.7 $4.0M 408k 9.91
Mosaic Acquisition Corp shs cl a 0.6 $3.9M 405k 9.70
Tesla Motors Inc bond 0.6 $3.9M 3.7M 1.06
Osprey Energy Acquisition Co unit 07/21/2022 0.6 $3.8M 377k 9.95
Fluidigm Corporation convertible cor 0.6 $3.7M 4.4M 0.83
Capitol Invt Corp Iv unit 99/99/9999 0.6 $3.5M 354k 10.01
Ctrip.com Inter Ltd. conv 0.6 $3.4M 2.9M 1.18
Radius Health Inc note 3.000% 9/0 0.6 $3.4M 3.6M 0.94
Starwood Property Trust Inc convertible security 0.6 $3.4M 3.4M 1.01
Sucampo Pharmaceuticals Inc note 3.250%12/1 0.5 $3.3M 2.7M 1.22
Ship Finance International sr cv nt 0.5 $3.3M 2.7M 1.19
Cleveland Cliffs Inc dbcv 1.500% 1/1 0.5 $3.3M 3.0M 1.09
Teva Pharm Finance Llc Cvt cv bnd 0.5 $3.2M 3.6M 0.88
Tpg Pace Hldgs Corp cl a 0.5 $3.2M 325k 9.75
Matlin & Partners Acquisitio unit 05/28/2021a 0.5 $3.0M 300k 10.15
Quidel Corp note 3.250%12/1 0.5 $3.0M 2.0M 1.51
Golar Lng (GLNG) 0.4 $2.7M 91k 29.81
Industrea Acquisition Corp cl a 0.4 $2.7M 278k 9.72
Regalwood Global Energy Ltd unit 99/99/9999 0.4 $2.6M 257k 9.95
Tcp Capital Corp convertible security 0.4 $2.5M 2.4M 1.03
Altaba 0.3 $2.1M 30k 69.87
Knowles Corp note 3.250%11/0 0.3 $2.1M 1.9M 1.11
Osprey Energy Acquisition Co Cl A 0.3 $2.1M 218k 9.60
Fireeye Series B convertible security 0.3 $2.1M 2.2M 0.92
Industrea Acquisition Corp unit 07/21/2024 0.3 $2.0M 200k 10.05
Arbor Rlty Tr Inc Note 5.37511/1 0.3 $1.9M 1.9M 1.01
Vantage Energy Acquisition unit 04/12/2024 0.3 $1.8M 176k 10.19
M/i Homes Inc note 3.000% 3/0 0.3 $1.7M 1.6M 1.08
Capitol Invt Corp Iv cl a ord 0.2 $1.5M 160k 9.68
Kayne Anderson Acquisition unit 06/30/2022 0.2 $1.5M 150k 9.96
Gores Hldgs Ii Inc unit 99/99/9999 0.2 $1.4M 138k 10.36
Kbl Merger Corp Iv 0.2 $1.4M 147k 9.71
Black Ridge Acquisition Corp 0.2 $1.4M 145k 9.65
Proofpoint 0.2 $1.3M 15k 88.80
Federal Str Acquisition Corp unit 99/99/9999 0.2 $1.3M 130k 10.25
Hannon Armstrong (HASI) 0.2 $1.2M 50k 24.06
Cm Seven Star Acquisition Co unit 08/21/2022 0.2 $1.2M 125k 9.96
National Health Invs Inc note 0.2 $1.2M 1.1M 1.13
priceline.com Incorporated 0.2 $1.1M 637.00 1737.83
Vishay Intertechnology (VSH) 0.2 $1.0M 50k 20.76
Legacy Acquisition Corp 0.2 $963k 100k 9.63
Draper Oakwood Technology 0.1 $949k 97k 9.80
Vodafone Group New Adr F (VOD) 0.1 $839k 26k 31.90
Andina Acquisition Corp Ii 0.1 $875k 85k 10.31
Stellar Acquisition Iii 0.1 $858k 84k 10.21
Forum Merger Corp - A 0.1 $879k 88k 9.98
Black Ridge Acquisition Corp unit 10/05/2022 0.1 $861k 85k 10.14
iStar Financial 0.1 $797k 71k 11.30
Nuance Communications 0.1 $818k 50k 16.36
Apollo Commercial Real Est. Finance (ARI) 0.1 $775k 42k 18.45
Hennessy Cap Acquston Corp I unit 06/15/2024 0.1 $783k 76k 10.37
Redwood Trust (RWT) 0.1 $741k 50k 14.82
Innoviva (INVA) 0.1 $710k 50k 14.20
Silver Run Acquisition 0.1 $753k 76k 9.91
Atlantic Acquisition Corp unit 02/08/2019 0.1 $740k 73k 10.21
National Energy Services Reu (NESR) 0.1 $691k 69k 9.96
Finisar Corporation 0.1 $541k 27k 20.34
Constellation Alpha Capital unit 99/99/9999 0.1 $560k 55k 10.18
Draper Oakwood Technology unit 09/30/2024 0.1 $530k 50k 10.54
I Am Cap Acquisition 0.1 $553k 56k 9.88
Tpg Pace Holdings Corp 0.1 $517k 50k 10.34
Bison Cap Acquisition Corp ord 0.1 $494k 50k 9.88
Constellation Alpha Cap Corp 0.1 $496k 51k 9.73
Big Rock Partners Acquisi 0.1 $484k 50k 9.68
Kbl Merger Corp Iv unit 01/15/2024 0.1 $458k 45k 10.16
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $346k 33k 10.52
Great Elm Cap 0.1 $385k 39k 9.84
Atlantic Acquisition Corp 0.1 $365k 37k 9.87
Jensyn Acquisition 0.1 $310k 30k 10.32
Veeco Instruments (VECO) 0.0 $223k 15k 14.87
Nordic American Tanker Shippin (NAT) 0.0 $246k 100k 2.46
Gty Technology Holdings Inc. unit 99/99/9999 0.0 $223k 22k 10.28
Fintech Acquisition Corp Ii unit 99/99/9999 0.0 $218k 21k 10.45
Gigcapital Inc unit 03/06/2025 0.0 $250k 25k 10.00
Haymaker Acquisition Corp 0.0 $177k 19k 9.58
Modern Media Acquisition right 99/99/9999 0.0 $128k 328k 0.39
Pensare Acquisition Corp right 0.0 $125k 250k 0.50
Andina Acquisition Corp-rts right 09/01/2017 0.0 $83k 61k 1.37
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $41k 20k 2.01
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $42k 31k 1.34
Tpg Pace Hldgs Corp w exp 99/99/999 0.0 $69k 45k 1.54
Social Cap Hedosophia Hldgs *w exp 99/99/999 0.0 $62k 35k 1.76
Mosaic Acquisition Corp w exp 99/99/999 0.0 $45k 35k 1.29
Legacy Acquisition Corp wt 0.0 $36k 87k 0.41
Citigroup Inc Com Us cmn 0.0 $8.2k 82k 0.10
Jensyn Acquisition Corp *w exp 03/01/202 0.0 $2.0k 10k 0.20
Jensyn Acquisition Corp right 99/99/9999 0.0 $8.0k 20k 0.40
Landcadia Hldgs Inc *w exp 06/01/202 0.0 $13k 19k 0.68
M Iii Acquisition Corp *w exp 10/10/202 0.0 $4.0k 5.1k 0.78
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $6.0k 4.8k 1.25
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $24k 87k 0.28
Gty Technology Holdings Inc w exp 99/99/999 0.0 $4.0k 3.9k 1.02
Stellar Acquisition Iii Inc w exp 03/22/202 0.0 $9.0k 28k 0.32
M I Acquisitions Inc *w exp 99/99/999 0.0 $3.0k 9.1k 0.33
Fintech Acquisition Corp Ii *w exp 01/19/202 0.0 $23k 17k 1.36
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $7.0k 22k 0.31
National Energy Services Reu *w exp 05/05/202 0.0 $14k 17k 0.80
Forum Merger Corp *w exp 06/01/202 0.0 $5.0k 7.5k 0.67
Forum Merger Corp right 06/01/2019 0.0 $23k 35k 0.66
Matlin & Partners Acquisitio *w exp 03/15/202 0.0 $25k 59k 0.42
Modern Media Acquisition w exp 05/17/202 0.0 $19k 38k 0.51
Kbl Merger Corp Iv *w exp 01/15/202 0.0 $13k 68k 0.19
Kbl Merger Corp Iv right 03/22/2019 0.0 $31k 105k 0.29
Vantage Energy Acquisition w exp 04/12/202 0.0 $15k 13k 1.19
Constellation Alpha Cap Corp *w exp 03/23/202 0.0 $9.1k 33k 0.28
Bison Cap Acquisition Corp right 03/20/2019 0.0 $19k 50k 0.38
Constellation Alpha Cap Corp right 99/99/9999 0.0 $16k 50k 0.32
Federal Str Acquisition Corp *w exp 07/24/202 0.0 $4.0k 3.6k 1.11
Hennessy Cap Acquston Corp I *w exp 06/15/202 0.0 $11k 13k 0.88
Industrea Acquisition Corp *w exp 08/01/202 0.0 $22k 55k 0.40
Osprey Energy Acquisition Co *w exp 07/21/202 0.0 $9.0k 13k 0.72
I Am Cap Acq Warrant 5/22/24 warrant and righ 0.0 $18k 56k 0.32
I Am Cap Acquisition Right warrant and righ 0.0 $17k 56k 0.30
Capitol Invt Corp Iv *w exp 01/01/202 0.0 $8.0k 7.0k 1.14
Big Rock Partners Acquisi Co *w exp 12/01/202 0.0 $4.0k 10k 0.40
Big Rock Partners Acquisi Co right 12/01/2022 0.0 $19k 50k 0.38