Basso Capital Management

Basso Capital Management as of Dec. 31, 2015

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 150 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Electronic Arts Inc conv 6.3 $42M 20M 2.15
Verisign Inc sdcv 3.250% 8/1 5.7 $39M 15M 2.56
Jetblue Airways Corp dbcv 6.750%10/1 4.8 $32M 6.9M 4.65
Microchip Technology Inc sdcv 2.125%12/1 4.6 $31M 16M 1.90
Vanguard European ETF (VGK) 3.7 $25M 500k 49.88
Jarden Corp note 1.875% 9/1 3.6 $24M 13M 1.82
Palo Alto Networks Inc note 7/0 3.6 $24M 15M 1.65
Take-two Interactive Softwar note 1.000% 7/0 3.3 $22M 13M 1.67
Jarden Corp conv 2.8 $19M 13M 1.49
Nvidia Corp note 1.000 12/0 2.7 $18M 11M 1.66
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.3 $15M 16M 0.98
Xilinx Inc Cvt 2.625 6-15-17 convert 2.0 $13M 8.1M 1.63
Novellus Systems, Inc. note 2.625% 5/1 1.9 $13M 5.6M 2.35
Molina Healthcare Inc. conv 1.9 $13M 8.3M 1.55
Intel Corp. Jr. Sub. Cv. Deb. conv 1.9 $13M 7.7M 1.66
J2 Global Inc note 3.250% 6/1 1.9 $13M 9.8M 1.31
Priceline.com debt 1.000% 3/1 1.9 $13M 8.8M 1.42
Spirit Realty Capital Inc convertible cor 1.8 $12M 13M 0.96
Proofpoint Inc note 1.250%12/1 1.8 $12M 7.0M 1.72
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.8 $12M 7.7M 1.55
Ship Finance International sr cv nt 1.6 $11M 10M 1.08
Medicines Co dbcv 1.375% 6/0 1.4 $9.2M 6.4M 1.43
Mercadolibre Inc note 2.250% 7/0 1.3 $9.0M 8.1M 1.12
National Health Invs Inc note 1.3 $8.6M 8.8M 0.98
Cemex Sab De Cv conv bnd 1.2 $8.4M 9.0M 0.93
Salesforce.com Inc conv 1.2 $8.3M 6.4M 1.29
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.2 $8.2M 9.6M 0.85
Ctrip.com Inter Ltd. conv 1.1 $7.6M 5.8M 1.32
Electronics For Imaging Inc note 0.750% 9/0 1.1 $7.6M 7.2M 1.06
Molina Healthcare Inc conv 1.1 $7.5M 6.2M 1.21
Take-two Interactive Sof note 1.1 $7.4M 4.1M 1.83
GROUP Affymetrix Inc cnv 1.1 $7.2M 4.0M 1.80
Albany Molecular Resh Inc note 2.250%11/1 0.9 $6.1M 4.6M 1.35
Altra Holdings, Inc note 2.750% 3/0 0.8 $5.2M 4.9M 1.08
Acorda Therap note 1.75% 6/15 0.8 $5.2M 4.6M 1.15
Biomarin Pharmaceutical Inc note 0.750%10/1 0.8 $5.1M 4.0M 1.28
Yahoo Inc note 12/0 0.7 $4.9M 5.1M 0.98
M/i Homes Inc note 3.250% 9/1 0.7 $4.9M 4.5M 1.08
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $4.7M 3.8M 1.26
Carriage Svcs Inc note 2.750% 3/1 0.7 $4.8M 4.0M 1.19
Ares Capital Corp 5.75 16 convert 0.6 $4.1M 4.1M 1.00
51job Inc note 3.250% 4/1 0.6 $3.9M 4.0M 0.98
Boulevard Acquisition unit 99/99/9999 0.5 $3.5M 354k 9.90
Vector Group Ltd note 1.75% 4/15 0.5 $3.4M 3.0M 1.14
Gores Hldgs Inc unit 99/99/9999 0.5 $3.5M 345k 10.00
General Cable Corp Del New frnt 4.500% 11/1 0.5 $3.4M 5.5M 0.61
Cowen Group Inc New note 3.000% 3/1 0.5 $3.4M 3.5M 0.96
Golar Lng (GLNG) 0.5 $3.3M 207k 15.79
Garnero Group Acquisition 0.5 $3.2M 330k 9.81
Spectranetics Corp mtnf 2.625% 6/0 0.5 $3.1M 4.1M 0.76
Dht Holdings Inc cv acrd nt4.5%19 0.5 $3.1M 2.6M 1.19
Photronics Inc note 0.5 $3.0M 2.5M 1.21
Seacor Holdings Inc note 2.500%12/1 0.5 $3.0M 3.2M 0.94
Kinder Morgan (KMI) 0.4 $3.0M 200k 14.92
Cemex Sab De Cv conv bnd 0.4 $3.0M 3.0M 0.99
Easterly Acquisition Corp. equities 0.4 $2.9M 290k 10.15
Mgic Investment Corp note 0.4 $2.9M 2.1M 1.37
Trina Solar Limited note 4.000%10/1 0.4 $2.9M 3.0M 0.96
Hennessy Capital Acq 0.4 $2.8M 289k 9.80
Spirit Rlty Cap Inc New Note cb 0.4 $2.6M 2.8M 0.95
Vodafone Group New Adr F (VOD) 0.4 $2.5M 84k 30.14
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.4 $2.6M 2.8M 0.93
Netsuite Inc note 0.250% 6/0 0.4 $2.5M 2.5M 0.99
Electrum Spl Acquisition Cor 0.3 $2.4M 246k 9.64
Corenergy Infrastructure note 7% 6/15 0.3 $2.3M 3.0M 0.76
Quinpario Acquisition Corp 2 0.3 $2.2M 230k 9.70
Black Hills Corp unit 99/99/9999 0.3 $2.2M 40k 55.25
Gp Invts Acquisition Cor unit 99/99/9999 0.3 $2.1M 215k 9.95
Gp Invts Acquisition Cor 0.3 $2.2M 227k 9.61
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.3 $2.0M 2.0M 1.02
Trina Solar Limited dbcv 3.500% 6/1 0.3 $2.0M 2.0M 0.99
Electrum Spl Acquisition Cor unit 99/99/9999 0.2 $1.5M 155k 9.95
Pace Hldgs Corp cl a 0.2 $1.5M 160k 9.60
Euronet Worldwide (EEFT) 0.2 $1.5M 21k 72.45
Amsburg Corp pfd 5.25% 0.2 $1.5M 10k 143.82
Ar Cap Acquisition Corp unit 99/99/9999 0.2 $1.5M 155k 9.73
Hydra Inds Acquisition Corp unit 10/20/2021 0.2 $1.5M 145k 10.09
Arowana Inc unit 99/99/9999 0.2 $1.5M 150k 10.05
Hydra Inds Acquisition 0.2 $1.3M 130k 9.72
Double Eagle Acquisition Cor 0.2 $1.2M 130k 9.56
Capitol Acquisition Corp Iii unit 99/99/9999 0.2 $1.2M 120k 9.95
Double Eagle Acquisition Cor unit 99/99/9999 0.2 $1.2M 115k 10.00
Apollo Invt Corp note 5.750% 1/1 0.2 $1.1M 1.1M 1.00
Ar Cap Acquisition 0.2 $1.1M 110k 9.73
Spdr S&p 500 Etf (SPY) 0.1 $1.0M 5.0k 203.80
Pandora Media 0.1 $1.0M 75k 13.41
Pattern Energy 0.1 $1.0M 50k 20.92
Citrix Systems 0.1 $893k 12k 75.68
1347 Cap Corp unit 99/99/9999 0.1 $865k 85k 10.18
Wl Ross Holding Corp Uts 0.1 $828k 81k 10.25
Arowana 0.1 $836k 85k 9.82
Easterly Acquisition 0.1 $802k 81k 9.90
Universal Corporation (UVV) 0.1 $755k 14k 56.09
Wpx Energy 0.1 $718k 125k 5.74
Terrapin 3 Acquisition Corp unit 06/27/2019 0.1 $772k 77k 10.05
Terrapin 3 Acquisition 0.1 $770k 78k 9.86
Quinpario Acquisition Corp 2 unit 01/01/2023 0.1 $735k 75k 9.80
Alphabet Inc Class A cs (GOOGL) 0.1 $739k 950.00 777.89
Hennessy Cap Acquisition Cor 0.1 $735k 76k 9.64
Twenty-first Century Fox 0.1 $687k 25k 27.15
Harmony Merger 0.1 $687k 70k 9.82
Global Partner Acquisition C 0.1 $699k 71k 9.90
Kindred Healthcare 0.1 $596k 50k 11.92
Cemex SAB de CV (CX) 0.1 $557k 100k 5.57
Southwestern Energy Company (SWN) 0.1 $533k 75k 7.11
Forestar 0.1 $547k 50k 10.94
Liberty Global Inc Com Ser A 0.1 $517k 12k 42.38
Gores Hldgs Inc cl a 0.1 $550k 55k 10.00
Discovery Communications 0.1 $494k 19k 26.70
Harmony Merger Corp unit 99/99/9999 0.1 $503k 50k 10.06
News (NWSA) 0.1 $406k 30k 13.36
Wl Ross Hldg 0.1 $390k 39k 9.95
Dt Asia Invts 0.1 $395k 39k 10.07
Atlantic Alliance Partner 0.1 $417k 41k 10.12
Sony Corporation (SONY) 0.0 $295k 12k 24.58
Sunedison 0.0 $255k 50k 5.10
1347 Cap 0.0 $240k 24k 9.87
EnerNOC 0.0 $193k 50k 3.86
Credit Suisse Nassau Brh invrs vix sterm 0.0 $194k 7.5k 25.87
Fs Investment Corporation 0.0 $225k 25k 9.00
Energy Xxi Bermuda Ltd note 3.000%12/1 0.0 $200k 4.0M 0.05
Petroleo Brasileiro SA (PBR.A) 0.0 $103k 30k 3.39
11/14/2018 W Exp 11/14/2018 0.0 $107k 50k 2.14
Andina Acquisition Corp Ii 0.0 $111k 12k 9.49
51job 0.0 $60k 2.0k 29.50
Scorpio Tankers 0.0 $61k 7.6k 8.03
Sanofi Aventis Wi Conval Rt 0.0 $41k 370k 0.11
Garnero Group Acquition Rts right 06/25/2016 0.0 $48k 200k 0.24
Ability Inc Wts 0.0 $39k 28k 1.41
Starwood Property Trust (STWD) 0.0 $10k 500.00 20.00
Bank Of America Corp w exp 10/201 0.0 $25k 92k 0.27
Citigroup Inc Com Us cmn 0.0 $15k 82k 0.18
Kinder Morgan Inc/delaware Wts 0.0 $7.5k 125k 0.06
1347 Cap Corp right 07/21/2016 0.0 $2.0k 15k 0.13
Wl Ross Holding Corp wrt 0.0 $0 200.00 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $21k 165k 0.13
Hydra Industries Acquisition wrnt 0.0 $2.9k 13k 0.23
Ar Cap Acquisition Corp *w exp 10/06/201 0.0 $2.0k 10k 0.19
Dt Asia Invts Ltd rights 03/30/2016 0.0 $2.0k 15k 0.13
Dt Asia Invts Ltd *w exp 03/29/202 0.0 $1.9k 15k 0.13
Hydra Inds Acquisition Corp right 99/99/9999 0.0 $12k 55k 0.22
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $5.0k 25k 0.20
Harmony Merger Corp w exp 01/01/202 0.0 $2.0k 5.0k 0.40
Arowana Inc right 01/01/2017 0.0 $1.0k 5.0k 0.20
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $2.0k 9.0k 0.22
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $2.0k 4.6k 0.43
Capitol Acquisition Corp Iii *w exp 10/13/20 0.0 $2.0k 4.2k 0.48
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $3.0k 5.6k 0.54
Gores Hldgs Inc *w exp 08/13/202 0.0 $2.0k 4.8k 0.42
Pacific Spl Acquisition Corp *w exp 10/20/202 0.0 $0 5.0k 0.00