Basso Capital Management

Basso Capital Management as of March 31, 2017

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 147 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Take-two Interactive Softwar note 1.000% 7/0 6.8 $46M 17M 2.75
Novellus Systems, Inc. note 2.625% 5/1 3.8 $26M 6.7M 3.79
Verisign Inc sdcv 3.250% 8/1 3.7 $25M 9.7M 2.55
Priceline.com debt 1.000% 3/1 3.2 $22M 12M 1.88
Ctrip.com Inter Ltd. conv 3.1 $21M 16M 1.31
Palo Alto Networks Inc note 7/0 3.0 $21M 17M 1.19
Ares Capital Corporation convertible cor 2.6 $18M 17M 1.02
Yahoo Inc note 12/0 2.6 $17M 17M 1.04
Salesforce.com Inc conv 2.4 $16M 13M 1.29
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.3 $15M 15M 1.02
Dht Holdings Inc cv acrd nt4.5%19 2.0 $14M 14M 1.00
Molina Healthcare Inc. conv 1.9 $13M 10M 1.28
Mercadolibre Inc note 2.250% 7/0 1.8 $12M 6.8M 1.74
National Health Invs Inc note 1.7 $12M 11M 1.11
Tesla Inc convertible security 1.7 $12M 11M 1.04
Euronet Worldwide Inc Note 1.500%10/0 1.7 $12M 9.2M 1.26
J2 Global Inc note 3.250% 6/1 1.7 $11M 8.3M 1.35
Tal Education Group conv bd us 1.7 $11M 2.7M 4.06
Medicines Company conv 1.5 $10M 6.5M 1.58
Easterly Acquisition 1.5 $10M 1.0M 10.00
Servicenow Inc. note 1.5 $10M 7.7M 1.29
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.4 $9.6M 6.5M 1.49
Gp Invts Acquisition Cor 1.4 $9.5M 957k 9.97
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $9.4M 5.4M 1.75
Ship Finance International L Note 5.75010/1 1.4 $9.3M 9.3M 1.00
Interdigital Inc 1.5% 3/1/20 convertible bond 1.4 $9.1M 7.0M 1.30
Depomed Inc conv 1.3 $8.7M 9.3M 0.94
Microchip Technology Inc note 1.625% 2/1 1.3 $8.5M 6.0M 1.43
Matlin & Partners Acquisitio unit 05/28/2021a 1.2 $8.0M 800k 10.02
Citrix Systems Inc conv 1.1 $7.4M 5.9M 1.25
Albany Molecular Resh Inc note 2.250%11/1 1.1 $7.2M 6.6M 1.09
Boulevard Acquisition cl a 1.1 $7.1M 704k 10.02
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.0 $7.0M 7.1M 0.99
Hunter Maritime Acquisition cl a 1.0 $7.0M 708k 9.87
Lam Research Corp conv 1.0 $7.0M 3.3M 2.11
Ttm Technologies Inc conv 1.0 $6.9M 3.9M 1.76
Seacor Holding Inc note 3.000 11/1 1.0 $6.7M 7.5M 0.89
Carriage Svcs Inc note 2.750% 3/1 1.0 $6.7M 5.1M 1.30
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.9 $6.4M 6.8M 0.94
Dynegy Inc unit 07/01/20191 0.9 $6.4M 110k 58.30
Corenergy Infrastructure note 7% 6/15 0.9 $6.2M 5.6M 1.11
Cf Corp shs cl a 0.9 $6.1M 611k 10.01
Medidata Solutions Inc conv 0.9 $6.0M 5.3M 1.14
Double Eagle Acquisition Cor 0.9 $6.1M 606k 10.00
Cardtronics Inc note 1.000%12/0 0.8 $5.7M 5.3M 1.08
Cien 4 12/15/20 0.8 $5.5M 4.0M 1.37
Healthsouth Corp conv 0.8 $5.1M 4.2M 1.22
Shutterfly Inc note 0.250% 5/1 0.7 $4.9M 4.9M 0.99
Electrum Spl Acquisition Cor 0.7 $4.7M 469k 9.95
51job Inc note 3.250% 4/1 0.7 $4.6M 4.3M 1.07
Fintech Acquisition Corp Ii unit 99/99/9999 0.7 $4.5M 441k 10.26
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.6 $4.3M 3.9M 1.10
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.6 $4.2M 3.4M 1.21
Harmony Merger 0.6 $4.0M 396k 10.20
Nuvasive Inc note 2.250% 3/1 0.6 $4.0M 3.0M 1.36
Twitter Inc note 1.000% 9/1 0.6 $3.9M 4.3M 0.91
Ship Finance International sr cv nt 0.6 $3.8M 3.5M 1.08
Seacor Holdings Inc note 2.500%12/1 0.6 $3.7M 3.7M 1.01
Brookdale Senior Living note 0.6 $3.7M 3.8M 0.98
Quinpario Acquisition Corp 2 0.6 $3.7M 371k 10.00
Thrx 2 1/8 01/15/23 0.5 $3.6M 3.8M 0.95
Blackstone Mtg Tr Inc Note cb 0.5 $3.4M 3.0M 1.14
Global Partner Acquisition C 0.5 $3.3M 329k 10.00
Gty Technology Holdings Inc. unit 99/99/9999 0.5 $3.3M 322k 10.32
Healthways Inc note 1.500% 7/0 0.5 $3.2M 2.1M 1.54
Gty Technology Holdings Inc cl a 0.5 $3.0M 298k 10.10
Iconix Brand Group, Inc. conv 0.4 $2.9M 3.1M 0.95
Two Hbrs Invt Corp note 6.250% 1/1 0.4 $2.9M 2.8M 1.02
Andina Acquisition Corp Ii 0.4 $2.5M 247k 10.10
Fluidigm Corporation convertible cor 0.3 $2.4M 3.5M 0.67
Landcadia Hldgs Inc cl a 0.3 $2.3M 235k 9.97
Gores Hldgs Ii 0.3 $2.4M 225k 10.50
Vector Group Ltd note 1.75% 4/15 0.3 $2.3M 2.0M 1.13
General Cable Corp Del New frnt 4.500% 11/1 0.3 $2.2M 2.9M 0.77
Acorda Therap note 1.75% 6/15 0.3 $2.1M 2.5M 0.84
Broadsoft Inc note 1.000% 9/0 0.3 $2.1M 1.8M 1.20
Fireeye Series B convertible security 0.3 $2.0M 2.2M 0.90
Veon 0.3 $2.0M 479k 4.08
New York Mtg Tr Inc note 6.250% 1/1 0.3 $1.9M 2.0M 0.97
Fintech Acquisition Corp Ii 0.3 $2.0M 200k 9.85
Avista Healthcare Pub Acq Co cl a 0.2 $1.7M 170k 9.95
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.2 $1.5M 1.6M 0.99
priceline.com Incorporated 0.2 $1.5M 820.00 1780.49
ON Semiconductor (ON) 0.2 $1.5M 94k 15.49
Pacific Spl Acquisition Corp 0.2 $1.4M 131k 10.35
Electrum Spl Acquisition Cor unit 99/99/9999 0.2 $1.3M 125k 10.45
Amag Pharmaceuticals Inc note 2.500% 2/1 0.2 $1.2M 1.1M 1.09
Proofpoint 0.2 $1.1M 15k 74.33
Frontier Communications 0.1 $963k 450k 2.14
Scorpio Tankers 0.1 $918k 207k 4.44
Boulevard Acquisition unit 99/99/9999 0.1 $931k 89k 10.45
Quinpario Acquisition Corp 2 unit 01/01/2023 0.1 $889k 85k 10.46
Finisar Corp note 0.500%12/1 0.1 $840k 750k 1.12
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $791k 75k 10.55
Axar Acquisition 0.1 $737k 75k 9.83
Vodafone Group New Adr F (VOD) 0.1 $695k 26k 26.43
Frontier Communications Corp pfd conv ser-a 0.1 $691k 14k 49.18
Innoviva (INVA) 0.1 $692k 50k 13.84
Ent 2 3/4 2/15/35 convertible bond 0.1 $663k 1.3M 0.53
Carnival (CUK) 0.1 $515k 8.9k 57.87
Central Garden & Pet (CENTA) 0.1 $556k 16k 34.75
Two Harbors Investment 0.1 $480k 50k 9.60
Royal Dutch Shell 0.1 $474k 9.0k 52.68
Hercules Technology Growth Capital (HTGC) 0.1 $454k 30k 15.13
11/14/2018 W Exp 11/14/2018 0.1 $454k 50k 9.08
Klr Energy Acquisition Corp cl a 0.1 $442k 43k 10.27
Great Elm Cap 0.1 $494k 43k 11.39
Capitol Acquisition Corp Iii 0.1 $390k 37k 10.54
Synchronoss Technologies 0.1 $356k 15k 24.38
Capitol Acquisition Corp Iii unit 99/99/9999 0.1 $347k 30k 11.57
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $367k 33k 11.16
Hunter Maritime Acquisition unit 99/99/9999 0.1 $355k 34k 10.41
51job 0.0 $244k 6.7k 36.69
M I Acquisitions Inc unit 99/99/9999 0.0 $270k 26k 10.22
Kindred Healthcare 0.0 $209k 25k 8.36
Dht Holdings (DHT) 0.0 $179k 40k 4.48
Jensyn Acquisition Corp unit 99/99/9999 0.0 $216k 20k 10.80
Cf Corporation 0.0 $215k 20k 10.75
Landcadia Holdings Inc unit 0.0 $214k 20k 10.70
Conyers Pk Acquisition cl a 0.0 $187k 18k 10.42
Stellar Acquisition Iii 0.0 $216k 22k 10.04
Acorda Therapeutics 0.0 $36k 1.7k 21.18
Shutterfly 0.0 $34k 700.00 48.57
Bank Of America Corp w exp 10/201 0.0 $46k 50k 0.92
Sanofi Aventis Wi Conval Rt 0.0 $56k 125k 0.45
Global Eagle Acquisition Cor 0.0 $96k 30k 3.20
Siliconware Precision Industries 0.0 $0 50.00 0.00
Citigroup Inc Com Us cmn 0.0 $12k 82k 0.15
Kinder Morgan Inc/delaware Wts 0.0 $0 337k 0.00
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $7.0k 14k 0.50
Harmony Merger Corp w exp 01/01/202 0.0 $15k 30k 0.50
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $22k 44k 0.51
Jm Global Hldg Co *w exp 07/29/201 0.0 $2.0k 4.2k 0.48
Easterly Acquisition Corp *w exp 07/29/202 0.0 $8.0k 22k 0.37
Capitol Acquisition Corp Iii *w exp 10/13/20 0.0 $10k 5.0k 2.00
Andina Acquisition Corp-cw w exp 9/1/2022 0.0 $985.000000 4.9k 0.20
Andina Acquisition Corp-rts right 09/01/2017 0.0 $28k 55k 0.51
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $2.0k 3.7k 0.55
Klr Energy Acquisition Corp w exp 09/16/202 0.0 $9.0k 7.5k 1.21
Jensyn Acquisition 0.0 $5.0k 479.00 10.44
M Iii Acquisition Corp *w exp 10/10/202 0.0 $2.0k 5.1k 0.39
Axar Acquisition Corp *w exp 12/31/202 0.0 $6.9k 98k 0.07
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $33k 25k 1.33
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $7.0k 15k 0.48
Gty Technology Holdings Inc w exp 99/99/999 0.0 $2.0k 1.6k 1.22
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $26k 21k 1.27
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $18k 23k 0.79