Basso Capital Management

Basso Capital Management as of Sept. 30, 2017

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 192 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 3.2 $26M 8.4M 3.11
Spdr S&p 500 Etf (SPY) 3.1 $25M 100k 251.23
Ligand Pharmaceuticals Inc note 0.750% 8/1 3.0 $25M 13M 1.83
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.9 $24M 24M 1.00
Molina Healthcare Inc. conv 2.8 $23M 13M 1.73
Palo Alto Networks Inc note 7/0 2.5 $20M 15M 1.37
Yahoo Inc note 12/0 2.3 $19M 15M 1.30
Citrix Systems Inc conv 2.0 $16M 14M 1.16
Red Hat Inc conv 2.0 $16M 10M 1.54
Interdigital Inc 1.5% 3/1/20 convertible bond 1.9 $16M 13M 1.17
Microchip Technology Inc note 1.625% 2/1 1.7 $14M 7.8M 1.75
Euronet Worldwide Inc Note 1.500%10/0 1.7 $13M 9.9M 1.35
Twitter Inc note 1.000% 9/1 1.6 $13M 14M 0.92
Medicines Company conv 1.6 $13M 9.9M 1.26
Intel Corp. Jr. Sub. Cv. Deb. conv 1.5 $12M 6.8M 1.84
Dht Holdings Inc cv acrd nt4.5%19 1.5 $12M 13M 0.99
J2 Global Inc note 3.250% 6/1 1.5 $12M 9.9M 1.23
Amag Pharmaceuticals Inc note 2.500% 2/1 1.5 $12M 12M 0.97
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 1.4 $11M 9.9M 1.14
Dish Network Corp note 3.375% 8/1 1.4 $11M 9.8M 1.12
Ares Capital Corporation convertible cor 1.3 $11M 11M 1.00
Servicenow Inc. note 1.3 $11M 6.6M 1.60
Quidel Corp note 3.250%12/1 1.3 $10M 6.9M 1.51
National Health Invs Inc note 1.3 $10M 8.9M 1.15
Workday Inc corporate bonds 1.2 $10M 7.2M 1.41
1,375% Liberty Media 15.10.2023 note 1.2 $9.8M 8.1M 1.21
Ctrip.com Inter Ltd. conv 1.2 $9.7M 7.0M 1.38
Gp Invts Acquisition Cor 1.2 $9.7M 964k 10.06
Corenergy Infrastructure note 7% 6/15 1.2 $9.5M 8.2M 1.16
Electrum Spl Acquisition Cor 1.1 $9.3M 904k 10.25
Easterly Acquisition 1.1 $8.9M 891k 10.00
Mercadolibre Inc note 2.250% 7/0 1.1 $8.7M 4.2M 2.09
Social Cap Hedosophia Hldgs unit 99/99/9999 1.0 $8.0M 763k 10.55
Hunter Maritime Acquisition cl a 1.0 $8.0M 809k 9.84
Boulevard Acquisition cl a 1.0 $7.9M 793k 10.00
Tesla Inc convertible security 1.0 $7.8M 6.4M 1.23
Hannon Armstrong Sust Infr C note 4.125% 9/0 1.0 $7.7M 7.5M 1.03
Redwood Tr Inc note 4.750% 8/1 0.9 $7.6M 7.6M 1.00
Kayne Anderson Acquisition 0.9 $7.5M 772k 9.75
Gty Technology Holdings Inc cl a 0.9 $7.3M 733k 9.98
Invacare Corp conv bnd 0.9 $7.3M 6.1M 1.20
Priceline Grp Inc note 0.350% 6/1 0.9 $7.3M 5.0M 1.44
Ship Finance International L Note 5.75010/1 0.9 $7.1M 6.8M 1.05
Fintech Acquisition Corp Ii 0.9 $7.1M 722k 9.80
Seacor Holding Inc note 3.000 11/1 0.9 $7.0M 7.9M 0.89
Avista Healthcare Pub Acq Co cl a 0.8 $6.9M 685k 10.00
Matlin & Partners Acquisitio cl a 0.8 $6.3M 650k 9.76
Thrx 2 1/8 01/15/23 0.8 $6.3M 6.5M 0.97
Gores Hldgs Ii 0.8 $6.2M 625k 9.97
Salesforce.com Inc conv 0.8 $6.1M 4.4M 1.40
Ttm Technologies Inc conv 0.7 $5.9M 3.5M 1.69
Blackstone Mtg Tr Inc Note cb 0.7 $5.8M 5.1M 1.14
Emergent Biosolutions Inc conv 0.7 $5.7M 4.0M 1.44
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.7 $5.7M 5.2M 1.09
Broadsoft Inc note 1.000% 9/0 0.7 $5.7M 4.1M 1.39
Shutterfly Inc note 0.250% 5/1 0.7 $5.7M 5.7M 0.99
Hennessy Cap Acquston Corp I 0.7 $5.7M 576k 9.86
Vantage Energy Acquisition 0.7 $5.4M 550k 9.80
Carriage Svcs Inc note 2.750% 3/1 0.7 $5.3M 4.2M 1.25
Blackstone Mtg Tr Inc note 4.375% 5/0 0.7 $5.3M 5.2M 1.01
Matlin & Partners Acquisitio unit 05/28/2021a 0.6 $5.1M 500k 10.15
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 0.6 $5.1M 5.0M 1.02
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.6 $4.9M 4.9M 1.00
Live Nation Entertainmen conv 0.6 $4.9M 3.7M 1.32
Double Eagle Acquisition Cor 0.6 $4.9M 483k 10.10
Osprey Energy Acquisition Co unit 07/21/2022 0.6 $4.7M 477k 9.93
Global Partner Acquisition C 0.6 $4.7M 466k 10.05
Capitol Invt Corp Iv unit 99/99/9999 0.6 $4.7M 460k 10.12
Iconix Brand Group, Inc. conv 0.6 $4.6M 4.7M 0.99
Fluidigm Corporation convertible cor 0.5 $4.3M 5.9M 0.73
Landcadia Hldgs Inc cl a 0.5 $4.4M 434k 10.02
Spectrum Pharmaceuticals Inc conv 0.5 $4.2M 3.0M 1.41
Hennessy Cap Acquston Corp I unit 06/15/2024 0.5 $4.1M 400k 10.32
Nuvasive Inc note 2.250% 3/1 0.5 $4.0M 3.5M 1.14
Tpg Pace Energy Hldgs Corp unit 99/99/9999 0.5 $3.6M 350k 10.26
M Iii Acquisition Corp equities 0.4 $3.5M 355k 9.83
Intercept Pharmas conv 0.4 $3.3M 4.3M 0.77
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.4 $3.3M 3.2M 1.04
Saban Cap Acquisition 0.4 $3.1M 308k 10.04
Industrea Acquisition Corp unit 07/21/2024 0.4 $3.0M 300k 10.10
Ship Finance International sr cv nt 0.4 $3.0M 2.7M 1.10
Tpg Pace Energy Hldgs Corp cl a 0.4 $3.0M 302k 9.77
Tcp Capital Corp convertible security 0.4 $3.0M 2.9M 1.03
Akamai Technologies Inc Sr Cv zero coupon bonds 0.4 $2.9M 3.0M 0.97
Federal Str Acquisition Corp unit 99/99/9999 0.4 $2.9M 280k 10.30
Marriott Vacations Wrldwde C note 1.500% 9/1 0.3 $2.8M 2.7M 1.05
Avista Healthcare Pub Acq Co unit 99/99/9999 0.3 $2.7M 265k 10.34
Crown Castle Intl Corp New 6.875% con pfd a 0.3 $2.6M 2.5k 1060.00
priceline.com Incorporated 0.3 $2.5M 1.3k 1830.61
Modern Media Acquisition 0.3 $2.4M 245k 9.76
Cien 4 12/15/20 0.3 $2.3M 1.8M 1.32
Pensare Acquisition Corp 0.3 $2.4M 243k 9.67
Vector Group Ltd note 1.75% 4/15 0.3 $2.3M 2.0M 1.14
Federal Str Acquisition Corp cl a 0.3 $2.1M 220k 9.75
Fireeye Series B convertible security 0.3 $2.1M 2.2M 0.93
Tpg Pace Holdings Corp 0.3 $2.1M 200k 10.30
Silver Run Acquisition 0.3 $2.1M 204k 10.20
Brookdale Senior Living note 0.2 $1.9M 1.9M 1.00
Starwood Property Trust Inc convertible security 0.2 $1.9M 1.9M 1.01
Modern Media Acquisition unit 99/99/9999 0.2 $1.9M 178k 10.40
Vantage Energy Acquisition unit 04/12/2024 0.2 $1.8M 176k 10.17
Kayne Anderson Acquisition unit 06/30/2022 0.2 $1.5M 150k 10.05
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.2 $1.4M 1.3M 1.08
Electronics For Imaging Inc note 0.750% 9/0 0.2 $1.5M 1.4M 1.04
Gores Hldgs Ii Inc unit 99/99/9999 0.2 $1.4M 138k 10.48
Golar Lng (GLNG) 0.2 $1.3M 57k 22.61
Proofpoint 0.2 $1.3M 15k 87.20
Fintech Acquisition Corp Ii unit 99/99/9999 0.2 $1.3M 121k 10.48
Finisar Corporation 0.1 $1.2M 53k 22.16
Pattern Energy 0.1 $1.2M 50k 24.10
Frontier Communication 0.1 $1.2M 100k 11.79
Kbl Merger Corp Iv unit 01/15/2024 0.1 $1.2M 120k 10.19
Arbor Realty Trust note 6.500 10/0 0.1 $1.1M 1.0M 1.07
General Cable Corp Del New frnt 4.500% 11/1 0.1 $988k 1.1M 0.89
Andina Acquisition Corp Ii 0.1 $968k 95k 10.21
New York Mtg Tr Inc note 6.250% 1/1 0.1 $1.0M 1.0M 1.00
ON Semiconductor (ON) 0.1 $866k 47k 18.46
Stellar Acquisition Iii 0.1 $854k 84k 10.16
Knowles Corp note 3.250%11/0 0.1 $848k 750k 1.13
Industrea Acquisition Corp cl a 0.1 $782k 80k 9.78
Vodafone Group New Adr F (VOD) 0.1 $748k 26k 28.44
Innoviva (INVA) 0.1 $706k 50k 14.12
Gty Technology Holdings Inc. unit 99/99/9999 0.1 $698k 6.7k 104.30
Axar Acquisition 0.1 $758k 75k 10.11
Forum Merger Corp - A 0.1 $713k 73k 9.75
Pensare Acquisition Corp unit 07/27/2022 0.1 $723k 70k 10.33
Atlantic Acquisition Corp unit 02/08/2019 0.1 $745k 73k 10.28
Neurocrine Biosciences (NBIX) 0.1 $680k 11k 61.26
M Iii Acquisition Corp unit 99/99/9999t 0.1 $622k 60k 10.32
National Energy Services Reu (NESR) 0.1 $668k 69k 9.63
Oasis Petroleum 0.1 $592k 65k 9.12
11/14/2018 W Exp 11/14/2018 0.1 $581k 50k 11.62
Constellation Alpha Capital unit 99/99/9999 0.1 $565k 55k 10.27
I Am Cap Acquisition Co unit 08/15/2022 0.1 $573k 56k 10.23
Spectrum Pharmaceuticals 0.1 $492k 35k 14.06
Draper Oakwood Technology unit 09/30/2024 0.1 $508k 50k 10.16
Social Cap Hedosophia Hldgs cl a 0.1 $455k 45k 10.11
Bison Cap Acquisition Corp ord 0.1 $494k 50k 9.88
Constellation Alpha Cap Corp 0.1 $488k 50k 9.76
IAC/InterActive 0.1 $435k 3.7k 117.57
Great Elm Cap 0.1 $409k 39k 10.45
Kbl Merger Corp Iv 0.1 $408k 42k 9.71
Saban Cap Acquisition Corp unit 99/99/9999 0.0 $349k 33k 10.62
Jensyn Acquisition Corp unit 99/99/9999 0.0 $217k 20k 10.85
Landcadia Holdings Inc unit 0.0 $215k 20k 10.75
Dht Holdings (DHT) 0.0 $159k 40k 3.98
M I Acquisitions Inc unit 99/99/9999 0.0 $172k 16k 10.48
Forum Merger Corp unit 06/01/2024 0.0 $154k 15k 10.27
TTM Technologies (TTMI) 0.0 $105k 6.8k 15.44
Just Energy Group 0.0 $72k 12k 5.83
Sanofi Aventis Wi Conval Rt 0.0 $45k 125k 0.36
Jones Energy Inc A 0.0 $96k 50k 1.92
Andina Acquisition Corp-rts right 09/01/2017 0.0 $87k 147k 0.59
Jensyn Acquisition 0.0 $103k 10k 10.25
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $60k 40k 1.52
Matlin & Partners Acquisitio *w exp 03/15/202 0.0 $44k 105k 0.42
Modern Media Acquisition right 99/99/9999 0.0 $65k 150k 0.43
Pensare Acquisition Corp right 0.0 $72k 180k 0.40
Siliconware Precision Industries 0.0 $0 50.00 0.00
Bank Of America Corp w exp 10/201 0.0 $39k 50k 0.78
Citigroup Inc Com Us cmn 0.0 $9.0k 82k 0.11
Hannon Armstrong (HASI) 0.0 $38k 1.6k 23.75
Global Partner Acquisition C *w exp 07/01/202 0.0 $9.9k 13k 0.75
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $5.1k 15k 0.34
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $6.0k 13k 0.45
Jm Global Hldg Co *w exp 07/29/201 0.0 $2.0k 7.7k 0.26
Andina Acquisition Corp-cw w exp 9/1/2022 0.0 $22k 61k 0.36
Boulevard Acquisition *w exp 09/25/202 0.0 $8.0k 8.5k 0.94
M Iii Acquisition Corp *w exp 10/10/202 0.0 $5.1k 10k 0.50
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $16k 14k 1.15
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $13k 33k 0.40
Gty Technology Holdings Inc w exp 99/99/999 0.0 $22k 19k 1.18
Stellar Acquisition Iii Inc w exp 03/22/202 0.0 $13k 35k 0.37
M I Acquisitions Inc *w exp 99/99/999 0.0 $990.000000 3.3k 0.30
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $15k 23k 0.66
National Energy Services Reu *w exp 05/05/202 0.0 $24k 49k 0.49
Forum Merger Corp *w exp 06/01/202 0.0 $4.0k 10k 0.40
Forum Merger Corp right 06/01/2019 0.0 $19k 60k 0.32
Kayne Anderson Acquisition *w exp 06/30/202 0.0 $17k 20k 0.85
Modern Media Acquisition w exp 05/17/202 0.0 $3.0k 4.9k 0.61
Kbl Merger Corp Iv *w exp 01/15/202 0.0 $2.1k 12k 0.17
Kbl Merger Corp Iv right 03/22/2019 0.0 $9.0k 30k 0.30
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $21k 15k 1.41
Vantage Energy Acquisition w exp 04/12/202 0.0 $39k 30k 1.30
Constellation Alpha Cap Corp *w exp 03/23/202 0.0 $8.1k 33k 0.25
Atlantic Acquisition Corp 0.0 $40k 4.0k 9.94
Bison Cap Acquisition Corp *w exp 06/20/202 0.0 $2.0k 6.2k 0.33
Bison Cap Acquisition Corp right 03/20/2019 0.0 $15k 50k 0.30
Constellation Alpha Cap Corp right 99/99/9999 0.0 $15k 50k 0.30
Hennessy Cap Acquston Corp I *w exp 06/15/202 0.0 $34k 46k 0.73
Industrea Acquisition Corp *w exp 08/01/202 0.0 $12k 30k 0.40
Pensare Acquisition Corp *w exp 07/27/202 0.0 $10k 20k 0.49