Basso Capital Management

Basso Capital Management as of March 31, 2018

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 184 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Hennessy Cap Acquston Corp I 2.4 $13M 1.3M 9.90
Yahoo Inc note 12/0 2.3 $12M 8.8M 1.40
Tpg Pace Energy Hldgs Corp cl a 2.1 $12M 1.1M 10.11
Fintech Acquisition Corp Ii 2.1 $11M 1.1M 9.94
Matlin & Partners Acquisitio cl a 2.0 $11M 1.1M 9.80
Kayne Anderson Acquisition 2.0 $11M 1.1M 9.79
Avista Healthcare Pub Acq Co cl a 1.8 $9.5M 950k 9.99
Landcadia Hldgs Inc cl a 1.7 $9.3M 927k 10.04
Platinum Eagle Acquisitin Co Unit 01/09/2023 1.7 $9.1M 899k 10.15
Redwood Tr Inc note 4.750% 8/1 1.6 $8.8M 9.1M 0.97
Hunter Maritime Acquisition cl a 1.6 $8.7M 884k 9.85
Social Cap Hedosophia Hldgs cl a 1.6 $8.7M 865k 10.03
Nebula Acqisition Corp 1.6 $8.6M 850k 10.12
One Madison Unt 1.6 $8.5M 855k 10.00
Federal Str Acquisition Corp cl a 1.5 $8.1M 829k 9.77
J2 Global Inc note 3.250% 6/1 1.5 $8.0M 6.3M 1.27
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 1.5 $8.0M 6.3M 1.27
Osprey Energy Acquisition Co Cl A 1.5 $7.9M 820k 9.62
Legacy Acquisition Corp 1.5 $7.9M 821k 9.59
Leo Holdings Corp unit 99/99/9999 1.4 $7.8M 783k 10.00
Gty Technology Holdings Inc cl a 1.4 $7.8M 783k 9.95
Arbor Realty Trust note 6.500 10/0 1.4 $7.7M 7.1M 1.09
Gores Hldgs Ii 1.4 $7.7M 775k 10.00
On Semiconductor Corp Note 1.000%12/0 bond 1.4 $7.6M 5.3M 1.42
Vantage Energy Acquisition 1.4 $7.3M 750k 9.78
Sentinel Energy Svcs 1.4 $7.3M 750k 9.72
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 1.3 $7.0M 6.6M 1.07
Interdigital Inc 1.5% 3/1/20 convertible bond 1.3 $7.0M 6.1M 1.16
Nice Ltd convertible security 1.3 $7.0M 5.7M 1.24
Mosaic Acquisition Corp shs cl a 1.3 $6.9M 708k 9.75
Haymaker Acquisition Corp 1.3 $6.9M 719k 9.55
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 1.2 $6.6M 6.6M 1.00
Liberty Media Corporation convertible security 1.2 $6.5M 6.2M 1.05
Medicines Company conv 1.2 $6.4M 5.6M 1.15
Capitol Invt Corp Iv cl a ord 1.1 $6.2M 637k 9.67
Insulet Corp note 1.250% 9/1 1.1 $6.2M 4.0M 1.54
Workday Inc corporate bonds 1.1 $6.0M 3.7M 1.62
Electrum Spl Acquisition Cor 1.1 $6.0M 581k 10.38
Ship Finance International L Note 5.75010/1 1.1 $6.0M 6.0M 0.99
Industrea Acquisition Corp cl a 1.1 $5.9M 603k 9.81
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 1.1 $5.9M 6.0M 0.98
Dfb Healthcare Acquistion Co unit 01/30/2023 1.1 $5.7M 571k 10.05
Hannon Armstrong Sust Infr C note 4.125% 9/0 1.0 $5.6M 5.9M 0.96
Tiberius Acquisition Corp unit 02/28/2021 1.0 $5.6M 555k 10.10
Easterly Acquisition 1.0 $5.2M 514k 10.20
Twitter Inc note 1.000% 9/1 1.0 $5.3M 5.7M 0.93
Mudrick Cap Acquisition Corp unit 02/01/2023 1.0 $5.2M 510k 10.23
Thrx 2 1/8 01/15/23 0.9 $5.1M 4.8M 1.07
Biomarin Pharmaceutical Inc note 0.750%10/1 0.9 $5.0M 4.8M 1.03
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.9 $4.7M 4.4M 1.08
Wright Medical Group Nv 2.25 20211115 0.9 $4.7M 4.1M 1.14
Modern Media Acquisition 0.9 $4.7M 473k 9.95
Dish Network Corp note 2.375% 3/1 0.9 $4.6M 5.3M 0.88
Pensare Acquisition Corp 0.9 $4.7M 479k 9.72
Saban Cap Acquisition 0.8 $4.4M 441k 9.94
Molina Healthcare Inc. conv 0.8 $4.2M 2.1M 2.01
Dish Network Corp note 3.375% 8/1 0.8 $4.1M 4.3M 0.96
Tpg Pace Hldgs Corp cl a 0.8 $4.2M 425k 9.80
Invacare Corp conv bnd 0.8 $4.0M 3.2M 1.26
Two Hbrs Invt Corp note 6.250% 1/1 0.7 $4.0M 3.9M 1.03
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $4.0M 3.9M 1.03
Regalwood Global Energy Ltd unit 99/99/9999 0.7 $3.7M 363k 10.08
Colony Starwood Homes convertible security 0.6 $3.5M 3.1M 1.12
Golar Lng Ltd convertible security 0.6 $3.5M 3.4M 1.02
Haymaker Acquisition unit 10/19/2022 0.6 $3.3M 335k 9.95
Legacy Acquisition Corp unit 05/31/2024 0.6 $3.3M 335k 9.95
One Madison Corp 0.6 $3.3M 350k 9.55
Radius Health Inc note 3.000% 9/0 0.5 $2.9M 2.9M 1.01
Rwt 4 5/8 04/15/18 0.5 $2.9M 2.9M 1.00
Dht Holdings Inc cv acrd nt4.5%19 0.5 $2.8M 2.9M 0.98
Veeco Instrs Inc Del note 2.700% 1/1 0.5 $2.8M 3.1M 0.91
Barclays Bk Plc Ipath S&p500 Vix etf 0.5 $2.8M 60k 47.30
Leisure Acquisition Corp 0.5 $2.8M 289k 9.60
Corenergy Infrastructure note 7% 6/15 0.5 $2.7M 2.3M 1.17
Ringcentral (RNG) 0.5 $2.6M 41k 63.50
Fireeye Series B convertible security 0.5 $2.5M 2.7M 0.93
Exact Sciences Corp convertible/ 0.5 $2.5M 2.8M 0.89
National Health Invs Inc note 0.5 $2.4M 2.2M 1.09
Mudrick Cap Acquisition Corp 0.4 $2.4M 250k 9.60
Redwood Trust (RWT) 0.4 $2.3M 150k 15.47
Starwood Property Trust Inc convertible security 0.4 $2.2M 2.2M 1.01
Mosaic Acquisition Corp unit 99/99/9999 0.4 $2.2M 220k 10.06
Silicon Laboratories Inc convertible security 0.4 $2.2M 1.9M 1.15
Matlin & Partners Acquisitio unit 05/28/2021a 0.4 $2.1M 200k 10.28
Integrated Device Tech conv 0.4 $2.0M 1.8M 1.12
Guidewire Software convertible security 0.4 $2.0M 2.0M 0.98
1,375% Liberty Media 15.10.2023 note 0.3 $1.7M 1.5M 1.14
Medicines Company 2.750000 07/15/2023 bond 0.3 $1.7M 1.8M 0.96
Leisure Acquisition Corp unit 99/99/9999 0.3 $1.7M 175k 9.87
Opes Acquisition Corp unit 03/07/2023 0.3 $1.6M 155k 10.05
Jazz Pharmaceuticals (JAZZ) 0.3 $1.5M 10k 151.00
Gores Hldgs Ii Inc unit 99/99/9999 0.3 $1.5M 138k 10.69
Kbl Merger Corp Iv 0.3 $1.4M 147k 9.85
Regalwood Global Energy 0.3 $1.5M 150k 9.70
Nebula Acquisition Corp 0.3 $1.4M 150k 9.65
Platinum Eagle Acq Corp 0.3 $1.5M 150k 9.85
Black Ridge Acquisition Corp 0.3 $1.4M 145k 9.66
Federal Str Acquisition Corp unit 99/99/9999 0.2 $1.3M 130k 10.24
Gordon Pointe Acquisition 0.2 $1.4M 140k 9.71
Osprey Energy Acquisition Co unit 07/21/2022 0.2 $1.3M 127k 10.10
Cm Seven Star Acquisition Co unit 08/21/2022 0.2 $1.3M 125k 10.25
Chegg (CHGG) 0.2 $1.2M 59k 20.66
Draper Oakwood Technology 0.2 $1.2M 122k 9.89
Etsy (ETSY) 0.2 $1.2M 41k 28.07
Atlantic Acquisition Corp 0.2 $1.1M 108k 9.92
Envestnet Inc note 1.750%12/1 0.2 $1.0M 930k 1.10
Union Acquisition Corp unit 99/99/9999 0.2 $1.0M 100k 10.23
Booking Holdings (BKNG) 0.2 $947k 455.00 2081.32
Gigcapital 0.2 $977k 100k 9.77
Mtech Acquisition Corp 0.2 $958k 100k 9.58
Stellar Acquisition Iii 0.2 $869k 84k 10.34
Tesla Inc convertible security 0.2 $879k 845k 1.04
Black Ridge Acquisition Corp unit 10/05/2022 0.2 $885k 85k 10.42
Landmark Infrastructure 0.1 $833k 50k 16.66
Innoviva (INVA) 0.1 $834k 50k 16.68
Hennessy Cap Acquston Corp I unit 06/15/2024 0.1 $794k 76k 10.51
Gty Technology Holdings Inc. unit 99/99/9999 0.1 $759k 73k 10.36
National Energy Services Reu (NESR) 0.1 $688k 69k 9.91
Fintech Acquisition Corp Ii unit 99/99/9999 0.1 $632k 60k 10.56
Tesla Motors (TSLA) 0.1 $604k 2.3k 266.00
Constellation Alpha Capital unit 99/99/9999 0.1 $577k 55k 10.49
Colony Northstar 0.1 $562k 100k 5.62
Tpg Pace Holdings Corp 0.1 $521k 50k 10.42
Draper Oakwood Technology unit 09/30/2024 0.1 $540k 50k 10.74
I Am Cap Acquisition 0.1 $557k 56k 9.95
Big Rock Partners Acquisi 0.1 $526k 54k 9.81
Kbl Merger Corp Iv unit 01/15/2024 0.1 $468k 45k 10.38
Bison Cap Acquisition Corp ord 0.1 $497k 50k 9.94
Constellation Alpha Cap Corp 0.1 $504k 51k 9.88
Mtech Acquisition Corp unit 01/19/2023 0.1 $486k 51k 9.57
ON Semiconductor (ON) 0.1 $245k 10k 24.50
Jensyn Acquisition 0.1 $297k 28k 10.51
Vantage Energy Acquisition unit 04/12/2024 0.1 $268k 26k 10.23
Sentinel Energy Svcs Inc unit 11/02/2022 0.1 $288k 29k 9.91
Atlantic Acquisition Corp unit 02/08/2019 0.0 $181k 18k 10.34
Modern Media Acquisition right 99/99/9999 0.0 $131k 328k 0.40
Pensare Acquisition Corp right 0.0 $113k 250k 0.45
Legacy Acquisition Corp wt 0.0 $87k 247k 0.35
Mudrick Cap Acquisition Corp *w exp 02/12/202 0.0 $83k 127k 0.65
Matlin & Partners Acquisitio *w exp 03/15/202 0.0 $49k 92k 0.53
Kbl Merger Corp Iv right 03/22/2019 0.0 $37k 105k 0.35
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $51k 27k 1.86
Vantage Energy Acquisition w exp 04/12/202 0.0 $67k 46k 1.46
Industrea Acquisition Corp *w exp 08/01/202 0.0 $38k 70k 0.55
Osprey Energy Acquisition Co *w exp 07/21/202 0.0 $29k 38k 0.77
Tpg Pace Hldgs Corp w exp 99/99/999 0.0 $40k 25k 1.60
Social Cap Hedosophia Hldgs *w exp 99/99/999 0.0 $58k 35k 1.65
Mosaic Acquisition Corp w exp 99/99/999 0.0 $53k 42k 1.25
Leisure Acquisition Corp *w exp 12/05/201 0.0 $55k 74k 0.75
Sentinel Energy Svcs Inc *w exp 11/02/202 0.0 $39k 41k 0.96
Regalwood Global Energy Ltd warrant 0.0 $35k 33k 1.06
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $35k 65k 0.54
Platinum Eagle Acquisitin Co *w exp 01/17/202 0.0 $37k 30k 1.25
Nebula Acquisition Corp *w exp 03/12/202 0.0 $59k 50k 1.19
Mtech Acquisition Corp warrants 0.0 $43k 70k 0.61
Jensyn Acquisition Corp *w exp 03/01/202 0.0 $2.0k 10k 0.20
Jensyn Acquisition Corp right 99/99/9999 0.0 $9.0k 20k 0.45
Landcadia Hldgs Inc *w exp 06/01/202 0.0 $14k 19k 0.73
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $19k 15k 1.29
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $2.0k 6.3k 0.32
Gty Technology Holdings Inc w exp 99/99/999 0.0 $2.0k 1.4k 1.42
Stellar Acquisition Iii Inc w exp 03/22/202 0.0 $13k 28k 0.46
M I Acquisitions Inc *w exp 99/99/999 0.0 $7.0k 9.1k 0.77
Fintech Acquisition Corp Ii *w exp 01/19/202 0.0 $5.0k 3.9k 1.27
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $9.0k 5.4k 1.65
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $7.0k 13k 0.56
National Energy Services Reu *w exp 05/05/202 0.0 $4.0k 4.9k 0.82
Kayne Anderson Acquisition *w exp 06/30/202 0.0 $5.0k 5.2k 0.95
Modern Media Acquisition w exp 05/17/202 0.0 $10k 19k 0.52
Kbl Merger Corp Iv *w exp 01/15/202 0.0 $16k 68k 0.23
Capitol Invt Corp Iv unit 99/99/9999 0.0 $20k 2.0k 10.00
Constellation Alpha Cap Corp *w exp 03/23/202 0.0 $8.1k 33k 0.25
Atlantic Acquisition Corp right 02/08/2019 0.0 $15k 30k 0.50
Bison Cap Acquisition Corp right 03/20/2019 0.0 $20k 50k 0.40
Constellation Alpha Cap Corp right 99/99/9999 0.0 $18k 50k 0.36
Federal Str Acquisition Corp *w exp 07/24/202 0.0 $4.0k 3.5k 1.14
Hennessy Cap Acquston Corp I *w exp 06/15/202 0.0 $7.0k 8.9k 0.79
I Am Cap Acq Warrant 5/22/24 warrant and righ 0.0 $18k 41k 0.44
I Am Cap Acquisition Right warrant and righ 0.0 $20k 56k 0.36
Capitol Invt Corp Iv *w exp 01/01/202 0.0 $6.0k 4.7k 1.27
Haymaker Acquisition Corp *w exp 10/27/202 0.0 $26k 33k 0.78
Big Rock Partners Acquisi Co *w exp 12/01/202 0.0 $5.0k 10k 0.50
Big Rock Partners Acquisi Co right 12/01/2022 0.0 $21k 50k 0.42
Gigcapital Inc right 03/06/2020 0.0 $19k 50k 0.38