Basso Capital Management

Basso Capital Management as of June 30, 2017

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 176 positions in its portfolio as reported in the June 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 6.0 $46M 14M 3.40
Verisign Inc sdcv 3.250% 8/1 3.5 $27M 9.8M 2.72
Molina Healthcare Inc. conv 2.9 $23M 13M 1.75
Ligand Pharmaceuticals Inc note 0.750% 8/1 2.6 $20M 12M 1.66
Palo Alto Networks Inc note 7/0 2.6 $20M 15M 1.31
Priceline.com debt 1.000% 3/1 2.4 $19M 9.4M 1.97
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.2 $17M 17M 1.00
Interdigital Inc 1.5% 3/1/20 convertible bond 2.1 $16M 13M 1.21
Novellus Systems, Inc. note 2.625% 5/1 2.0 $16M 3.7M 4.19
Ares Capital Corporation convertible cor 1.9 $14M 14M 1.01
Yahoo Inc note 12/0 1.9 $14M 13M 1.13
Microchip Technology Inc note 1.625% 2/1 1.8 $14M 9.4M 1.50
Dht Holdings Inc cv acrd nt4.5%19 1.7 $13M 13M 0.99
Albany Molecular Resh Inc note 2.250%11/1 1.6 $13M 8.9M 1.43
National Health Invs Inc note 1.6 $13M 11M 1.17
Euronet Worldwide Inc Note 1.500%10/0 1.6 $13M 9.8M 1.28
Medicines Company conv 1.5 $12M 8.9M 1.30
J2 Global Inc note 3.250% 6/1 1.5 $11M 8.3M 1.36
Servicenow Inc. note 1.4 $11M 7.3M 1.46
Healthways Inc note 1.500% 7/0 1.3 $10M 4.9M 2.05
Gp Invts Acquisition Cor 1.3 $9.6M 964k 10.01
Easterly Acquisition 1.2 $9.6M 952k 10.05
Twitter Inc note 1.000% 9/1 1.2 $9.5M 10M 0.92
Intel Corp. Jr. Sub. Cv. Deb. conv 1.2 $9.4M 5.7M 1.65
Electrum Spl Acquisition Cor 1.2 $9.1M 904k 10.09
Hennessy Cap Acquston Corp I unit 06/15/2024 1.2 $9.0M 900k 10.05
Ship Finance International L Note 5.75010/1 1.1 $8.8M 9.3M 0.95
Ttm Technologies Inc conv 1.1 $8.8M 4.7M 1.88
Citrix Systems Inc conv 1.1 $8.7M 7.2M 1.20
Mercadolibre Inc note 2.250% 7/0 1.1 $8.5M 4.2M 2.03
Lam Research Corp conv 1.1 $8.2M 3.5M 2.33
Salesforce.com Inc conv 1.1 $8.1M 6.1M 1.32
Hunter Maritime Acquisition cl a 1.0 $7.9M 803k 9.89
Seacor Holding Inc note 3.000 11/1 1.0 $7.8M 9.1M 0.85
Tesla Inc convertible security 1.0 $7.6M 6.0M 1.26
Boulevard Acquisition cl a 1.0 $7.5M 744k 10.02
Gty Technology Holdings Inc cl a 1.0 $7.4M 733k 10.12
Workday Inc corporate bonds 1.0 $7.4M 5.5M 1.33
Corenergy Infrastructure note 7% 6/15 1.0 $7.3M 6.6M 1.12
51job Inc note 3.250% 4/1 0.9 $7.1M 6.0M 1.17
Matlin & Partners Acquisitio unit 05/28/2021a 0.9 $7.0M 700k 10.05
Invacare Corp conv bnd 0.9 $7.0M 6.5M 1.07
Blackstone Mtg Tr Inc Note cb 0.9 $6.8M 5.9M 1.16
Fintech Acquisition Corp Ii 0.9 $6.6M 672k 9.80
Ctrip.com Inter Ltd. conv 0.8 $6.3M 4.5M 1.41
Double Eagle Acquisition Cor 0.8 $6.2M 619k 10.00
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.8 $6.1M 5.4M 1.13
Janus Capital conv 0.8 $5.9M 4.1M 1.46
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.8 $5.7M 5.6M 1.02
Cardtronics Inc note 1.000%12/0 0.8 $5.8M 6.1M 0.95
Two Hbrs Invt Corp note 6.250% 1/1 0.8 $5.7M 5.5M 1.05
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $5.6M 5.8M 0.96
Seacor Holdings Inc note 2.500%12/1 0.7 $5.4M 5.4M 1.00
Medidata Solutions Inc conv 0.7 $5.5M 3.9M 1.40
Nuvasive Inc note 2.250% 3/1 0.7 $5.5M 4.0M 1.38
Thrx 2 1/8 01/15/23 0.7 $5.2M 5.8M 0.91
Silver Run Acquisition 0.7 $5.3M 512k 10.25
Tpg Pace Energy Hldgs Corp unit 99/99/9999 0.7 $5.2M 500k 10.44
Shutterfly Inc note 0.250% 5/1 0.6 $4.9M 4.9M 0.99
Carriage Svcs Inc note 2.750% 3/1 0.6 $4.6M 3.5M 1.30
Gores Hldgs Ii 0.6 $4.5M 450k 10.03
Global Partner Acquisition C 0.6 $4.4M 444k 9.95
Frontier Communications 0.6 $4.4M 250k 17.40
Landcadia Hldgs Inc cl a 0.6 $4.4M 434k 10.12
Iconix Brand Group, Inc. conv 0.6 $4.2M 4.4M 0.97
Quinpario Acquisition Corp 2 0.6 $4.2M 422k 9.92
1,375% Liberty Media 15.10.2023 note 0.5 $4.2M 3.5M 1.18
Broadsoft Inc note 1.000% 9/0 0.5 $4.2M 3.3M 1.25
Red Hat Inc conv 0.5 $4.0M 2.9M 1.38
Avista Healthcare Pub Acq Co cl a 0.5 $3.6M 370k 9.85
Tpg Pace Holdings Corp 0.5 $3.6M 350k 10.26
Theravance Biopharma Inc note 3.250%11/0 0.5 $3.5M 2.6M 1.35
Matlin & Partners Acquisitio cl a 0.4 $3.4M 350k 9.65
Fluidigm Corporation convertible cor 0.4 $3.3M 5.3M 0.62
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.4 $3.3M 3.5M 0.94
Vantage Energy Acquisition 0.4 $3.2M 325k 9.75
Andina Acquisition Corp Ii 0.4 $3.0M 300k 10.11
Vantage Energy Acquisition unit 04/12/2024 0.4 $3.1M 301k 10.13
Blackrock Capital Investment Note 5.000 6/1 0.4 $3.0M 2.9M 1.02
Blackstone Mtg Tr Inc note 4.375% 5/0 0.4 $2.8M 2.7M 1.02
Renewable Energy Group Inc note 4.000% 6/1 0.3 $2.7M 2.0M 1.35
American Rlty Cap Pptys Inc note 3.000% 8/0 0.3 $2.5M 2.5M 1.00
Acorda Therap note 1.75% 6/15 0.3 $2.5M 2.9M 0.86
Cien 4 12/15/20 0.3 $2.5M 1.8M 1.41
Harmony Merger 0.3 $2.4M 236k 10.33
Brookdale Senior Living note 0.3 $2.3M 2.3M 0.99
Vector Group Ltd note 1.75% 4/15 0.3 $2.3M 2.0M 1.14
General Cable Corp Del New frnt 4.500% 11/1 0.3 $2.2M 2.9M 0.76
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.3 $2.1M 1.9M 1.10
Fireeye Series B convertible security 0.3 $2.0M 2.2M 0.91
Prospect Capital Corporation conb 0.3 $2.0M 2.0M 0.99
Ship Finance International sr cv nt 0.2 $1.8M 1.7M 1.07
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.2 $1.9M 1.6M 1.15
Starwood Property Trust Inc convertible security 0.2 $1.9M 1.9M 1.01
Modern Media Acquisition unit 99/99/9999 0.2 $1.8M 178k 10.26
Pattern Energy 0.2 $1.8M 75k 23.84
Electronics For Imaging Inc note 0.750% 9/0 0.2 $1.8M 1.6M 1.08
Pacific Spl Acquisition Corp 0.2 $1.7M 171k 10.25
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.2 $1.7M 1.7M 1.04
Holx 2 12/15/43 0.2 $1.7M 1.4M 1.26
Modern Media Acquisition 0.2 $1.7M 170k 9.77
priceline.com Incorporated 0.2 $1.5M 820.00 1870.73
Cf Corp shs cl a 0.2 $1.5M 136k 11.25
Kbl Merger Corp Iv unit 01/15/2024 0.2 $1.5M 150k 10.20
Tpg Pace Energy Hldgs Corp cl a 0.2 $1.5M 150k 10.06
Proofpoint 0.2 $1.3M 15k 86.80
Golar Lng (GLNG) 0.2 $1.3M 57k 22.26
Fintech Acquisition Corp Ii unit 99/99/9999 0.2 $1.3M 121k 10.38
Advanced Micro Devices Inc Note 2.125% 9/0 bond 0.1 $1.1M 640k 1.75
Arbor Realty Trust note 6.500 10/0 0.1 $1.1M 1.0M 1.06
Constellation Alpha Capital unit 99/99/9999 0.1 $1.1M 105k 10.14
New York Mtg Tr Inc note 6.250% 1/1 0.1 $1.0M 1.0M 1.01
Stellar Acquisition Iii 0.1 $844k 84k 10.05
Vodafone Group New Adr F (VOD) 0.1 $756k 26k 28.75
Axar Acquisition 0.1 $739k 75k 9.85
ON Semiconductor (ON) 0.1 $658k 47k 14.03
Gty Technology Holdings Inc. unit 99/99/9999 0.1 $700k 67k 10.50
National Energy Services Reu (NESR) 0.1 $661k 69k 9.52
AEGEAN MARINE PETROLEUM Networ Com Stk 0.1 $585k 100k 5.85
Innoviva (INVA) 0.1 $640k 50k 12.80
Forum Merger Corp - A 0.1 $634k 65k 9.71
Ramco-Gershenson Properties Trust 0.1 $525k 41k 12.90
Boulevard Acquisition unit 99/99/9999 0.1 $507k 49k 10.32
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $532k 50k 10.64
Bison Cap Acquisition Corp unit 99/99/9999t 0.1 $510k 50k 10.20
Wpx Energy 0.1 $436k 45k 9.68
Felcor Lodging Trust Inc. pfd cv a $1.95 0.1 $412k 15k 26.93
11/14/2018 W Exp 11/14/2018 0.1 $420k 50k 8.40
Quinpario Acquisition Corp 2 unit 01/01/2023 0.1 $358k 35k 10.23
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $353k 33k 10.74
Great Elm Cap 0.1 $416k 39k 10.63
Jensyn Acquisition Corp unit 99/99/9999 0.0 $213k 20k 10.65
Cf Corporation 0.0 $246k 20k 12.30
Landcadia Holdings Inc unit 0.0 $216k 20k 10.80
Dht Holdings (DHT) 0.0 $166k 40k 4.15
Ent 2 3/4 2/15/35 convertible bond 0.0 $173k 270k 0.64
M I Acquisitions Inc unit 99/99/9999 0.0 $168k 16k 10.24
Forum Merger Corp unit 06/01/2024 0.0 $153k 15k 10.20
Bank Of America Corp w exp 10/201 0.0 $40k 50k 0.80
Sanofi Aventis Wi Conval Rt 0.0 $48k 125k 0.38
Jones Energy Inc A 0.0 $48k 30k 1.60
Andina Acquisition Corp-rts right 09/01/2017 0.0 $45k 102k 0.44
Jensyn Acquisition 0.0 $86k 8.4k 10.28
M I Acquisitions 0.0 $101k 10k 10.10
Silver Run Acquisition *w exp 03/28/202 0.0 $40k 23k 1.78
Modern Media Acquisition right 99/99/9999 0.0 $60k 150k 0.40
Siliconware Precision Industries 0.0 $0 50.00 0.00
Albany Molecular Research 0.0 $14k 630.00 22.22
Citigroup Inc Com Us cmn 0.0 $12k 82k 0.15
Quinpario Acquisition Corp 2 *w exp 01/01/202 0.0 $9.9k 26k 0.38
Harmony Merger Corp w exp 01/01/202 0.0 $8.0k 9.9k 0.81
Global Partner Acquisition C *w exp 07/01/202 0.0 $0 265.00 0.00
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $11k 30k 0.37
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $17k 23k 0.73
Jm Global Hldg Co *w exp 07/29/201 0.0 $1.0k 4.2k 0.24
Easterly Acquisition Corp *w exp 07/29/202 0.0 $6.0k 6.5k 0.92
Andina Acquisition Corp-cw w exp 9/1/2022 0.0 $9.8k 33k 0.30
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $4.0k 7.5k 0.54
Boulevard Acquisition *w exp 09/25/202 0.0 $3.0k 3.9k 0.76
Pacific Spl Acquisition Corp right 03/15/2017 0.0 $21k 35k 0.60
Axar Acquisition Corp *w exp 12/31/202 0.0 $7.9k 98k 0.08
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $19k 15k 1.28
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $2.0k 5.4k 0.37
Gty Technology Holdings Inc w exp 99/99/999 0.0 $34k 19k 1.80
Stellar Acquisition Iii Inc w exp 03/22/202 0.0 $17k 53k 0.32
M I Acquisitions Inc *w exp 99/99/999 0.0 $2.0k 7.5k 0.27
Fintech Acquisition Corp Ii *w exp 01/19/202 0.0 $19k 16k 1.20
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $30k 20k 1.50
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $7.0k 26k 0.27
National Energy Services Reu *w exp 05/05/202 0.0 $32k 59k 0.54
Forum Merger Corp right 06/01/2019 0.0 $22k 60k 0.37
Kayne Anderson Acquisition *w exp 06/30/202 0.0 $16k 18k 0.90
Matlin & Partners Acquisitio *w exp 03/15/202 0.0 $15k 31k 0.49
Modern Media Acquisition w exp 05/17/202 0.0 $14k 35k 0.40
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $19k 14k 1.35
Vantage Energy Acquisition w exp 04/12/202 0.0 $35k 30k 1.17