Basso Capital Management

Basso Capital Management as of June 30, 2018

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 190 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Hennessy Cap Acquston Corp I 2.6 $14M 1.3M 10.14
Matlin & Partners Acquisitio cl a 2.5 $13M 1.3M 9.88
Avista Healthcare Pub Acq Co cl a 2.3 $12M 1.2M 10.03
Haymaker Acquisition Corp 2.3 $12M 1.2M 9.82
Legacy Acquisition Corp 2.2 $12M 1.2M 9.62
Social Cap Hedosophia Hldgs cl a 2.1 $11M 1.1M 10.05
Ship Finance deb 2.0 $11M 10M 1.04
Mosaic Acquisition Corp shs cl a 2.0 $11M 1.1M 9.68
Kayne Anderson Acquisition 2.0 $10M 1.0M 9.90
Modern Media Acquisition 1.8 $9.6M 968k 9.97
Federal Str Acquisition Corp cl a 1.8 $9.4M 959k 9.82
Hunter Maritime Acquisition cl a 1.7 $8.7M 884k 9.88
Apollo Commercial Real Estate Finance Inc note 4.750% 8/2 1.6 $8.7M 8.7M 1.00
J2 Global Inc note 3.250% 6/1 1.6 $8.5M 6.3M 1.35
Fintech Acquisition Corp Ii 1.5 $8.0M 795k 10.05
Vantage Energy Acquisition 1.4 $7.5M 764k 9.87
Sentinel Energy Svcs 1.4 $7.4M 750k 9.85
On Semiconductor Corp Note 1.000%12/0 bond 1.4 $7.4M 5.6M 1.31
Gores Hldgs Ii 1.4 $7.4M 725k 10.17
Mudrick Cap Acquisition Corp 1.4 $7.2M 751k 9.64
Gty Technology Holdings Inc cl a 1.3 $7.0M 691k 10.10
Pure Acquisition Corp unit 04/13/2023 1.3 $6.9M 669k 10.25
Nice Ltd convertible security 1.3 $6.7M 5.1M 1.32
Vectoiq Acquisition Corp unit 05/11/2023 1.2 $6.6M 650k 10.08
Capitol Invt Corp Iv cl a ord 1.2 $6.3M 637k 9.87
Interdigital Inc 1.5% 3/1/20 convertible bond 1.2 $6.2M 5.1M 1.21
Blackstone Mtg Tr Inc Note 4.750 3/1 bond 1.2 $6.1M 6.3M 0.97
New Frontier Corp unit 99/99/9999 1.1 $6.1M 603k 10.05
Gs Acquisition Hldgs Corp unit 06/12/2023 1.1 $6.0M 584k 10.25
Industrea Acquisition Corp cl a 1.1 $5.9M 603k 9.86
Platinum Eagle Acq Corp 1.1 $5.9M 600k 9.80
Tpg Pace Energy Hldgs Corp cl a 1.1 $5.8M 535k 10.87
Leo Holdings Corp 1.1 $5.8M 600k 9.68
Landcadia Hldgs Inc cl a 1.1 $5.7M 563k 10.13
Redwood Tr Inc note 4.750% 8/1 1.1 $5.7M 5.9M 0.97
Nebula Acqisition Corp 1.1 $5.5M 550k 10.07
Thunder Bridge Acquisition L unit 01/01/2025 1.1 $5.5M 550k 10.04
Tiberius Acquisition Corp 1.0 $5.4M 561k 9.61
Osprey Energy Acquisition Co Cl A 0.9 $5.0M 492k 10.15
Hannon Armstrong Sust Infr C note 4.125% 9/0 0.9 $4.9M 5.2M 0.94
Nebula Acquisition Corp 0.9 $4.8M 500k 9.65
Pensare Acquisition Corp 0.9 $4.7M 479k 9.91
Medicines Company conv 0.9 $4.6M 3.8M 1.21
Teradyne Inc note 1.250%12/1 0.9 $4.5M 3.4M 1.33
Platinum Eagle Acquisitin Co Unit 01/09/2023 0.9 $4.5M 451k 10.05
Saban Cap Acquisition 0.8 $4.5M 441k 10.10
Pure Acquisition Corp cl a 0.8 $4.3M 450k 9.64
Wright Medical Group Nv 2.25 20211115 0.8 $4.2M 3.1M 1.34
Tpg Pace Hldgs Corp cl a 0.8 $4.2M 425k 9.93
Thrx 2 1/8 01/15/23 0.8 $4.2M 4.3M 0.96
Fireeye Series B convertible security 0.8 $4.1M 4.5M 0.91
Far Pt Acquisition Corp unit 06/01/2025 0.8 $4.1M 400k 10.19
Tpg Pace Holdings Corp 0.8 $3.9M 375k 10.50
Mudrick Cap Acquisition Corp unit 02/01/2023 0.8 $3.9M 383k 10.25
Repligen Corp note 2.125% 6/0 0.7 $3.9M 2.5M 1.55
Dfb Healthcare Acquistion Co unit 01/30/2023 0.7 $3.8M 371k 10.15
Invacare Corp conv bnd 0.7 $3.7M 2.9M 1.29
Dish Network Corp note 2.375% 3/1 0.7 $3.7M 4.2M 0.88
Integrated Device Tech conv 0.7 $3.6M 3.2M 1.14
Lf Cap Acquisition Corp unit 06/19/2025 0.7 $3.6M 362k 10.00
Twelve Seas Investment Compa unit 06/21/2023 0.7 $3.6M 353k 10.06
Yahoo Inc note 12/0 0.6 $3.4M 2.5M 1.36
Guidewire Software convertible security 0.6 $3.4M 3.3M 1.01
Acorda Therap note 1.75% 6/15 0.6 $3.2M 3.4M 0.96
Liberty Media Corporation convertible security 0.6 $3.2M 2.7M 1.17
Colony Starwood Homes convertible security 0.6 $3.1M 2.7M 1.12
Tesla Inc convertible security 0.6 $3.0M 2.5M 1.21
Trident Acquisitions Corp unit 05/09/2023 0.6 $3.0M 300k 10.04
Barclays Bk Plc Ipath S&p500 Vix etf 0.6 $3.0M 80k 37.00
Regalwood Global Energy 0.6 $2.9M 300k 9.76
Zillow Group Inc note 2.000%12/0 0.6 $2.9M 2.3M 1.26
Silicon Laboratories Inc convertible security 0.6 $2.9M 2.4M 1.21
Mtech Acquisition Corp 0.6 $2.9M 294k 9.76
Vectoiq Acquisition Corp 0.6 $2.9M 300k 9.58
Dfb Healthcare Acquistion 0.6 $2.9M 300k 9.65
Nuance Communications Inc Dbcv 1.00012/1 0.5 $2.8M 3.2M 0.89
Leisure Acquisition Corp 0.5 $2.8M 290k 9.66
Easterly Acquisition 0.5 $2.7M 259k 10.30
Vector Group Ltd note 1.75% 4/15 0.5 $2.7M 2.5M 1.06
Envestnet Inc note 1.750%12/1 0.5 $2.5M 2.4M 1.05
Redwood Trust Inc convertible security 0.5 $2.5M 2.5M 0.98
Trinity Merger Corp 0.5 $2.4M 250k 9.77
Finisar Corp note 0.500%12/1 0.4 $2.2M 2.5M 0.90
Citrix Systems Inc conv 0.4 $2.2M 1.5M 1.45
Regalwood Global Energy Ltd unit 99/99/9999 0.4 $2.2M 213k 10.15
Tesla Motors (TSLA) 0.4 $2.1M 6.0k 343.00
Workday Inc corporate bonds 0.4 $2.1M 1.3M 1.54
Leo Holdings Corp unit 99/99/9999 0.4 $2.0M 200k 10.17
Arbor Rlty Tr Inc Note 5.37511/1 0.4 $2.0M 1.8M 1.11
Black Ridge Acquisition Corp 0.3 $1.8M 185k 9.80
Corenergy Infrastructure note 7% 6/15 0.3 $1.8M 1.5M 1.16
Leisure Acquisition Corp unit 99/99/9999 0.3 $1.8M 175k 10.04
Carbonite Inc note 2.500% 4/0 0.3 $1.7M 1.1M 1.49
Redwood Trust (RWT) 0.3 $1.6M 100k 16.47
Veeco Instrs Inc Del note 2.700% 1/1 0.3 $1.7M 1.9M 0.88
Opes Acquisition Corp unit 03/07/2023 0.3 $1.6M 155k 10.10
Tiberius Acquisition Corp unit 02/28/2021 0.3 $1.6M 155k 10.15
Teladoc (TDOC) 0.3 $1.5M 25k 58.04
Gores Hldgs Ii Inc unit 99/99/9999 0.3 $1.5M 138k 10.65
Kbl Merger Corp Iv 0.3 $1.5M 147k 9.94
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.3 $1.4M 1.3M 1.07
Osprey Energy Acquisition Co unit 07/21/2022 0.3 $1.4M 127k 10.99
Haymaker Acquisition unit 10/19/2022 0.3 $1.4M 135k 10.11
Aerojet Rocketdyne Hldgs Inc Note 2.25012/1 bnd 0.3 $1.4M 1.0M 1.30
Gordon Pointe Acquisition 0.3 $1.4M 140k 9.72
Wright Medical Group Nv 0.2 $1.3M 50k 25.96
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.2 $1.2M 1.2M 1.05
Draper Oakwood Technology 0.2 $1.2M 122k 9.97
Atlantic Acquisition Corp 0.2 $1.1M 108k 10.15
Constellation Alpha Cap Corp 0.2 $1.1M 106k 9.96
Union Acquisition Corp unit 99/99/9999 0.2 $1.0M 100k 10.28
Trinity Merger Corp 0.2 $1.0M 104k 10.06
Mosaic Acquisition Corp unit 99/99/9999 0.2 $980k 98k 10.02
Cm Seven Star Acquisition 0.2 $985k 100k 9.85
Gigcapital 0.2 $986k 100k 9.86
Trident Acquisitions Corp 0.2 $975k 100k 9.75
I Am Cap Acquisition 0.2 $877k 81k 10.81
Wix (WIX) 0.2 $843k 8.4k 100.36
Hennessy Cap Acquston Corp I unit 06/15/2024 0.2 $842k 76k 11.15
One Madison Unt 0.1 $759k 75k 10.10
Innoviva (INVA) 0.1 $690k 50k 13.80
Sentinel Energy Svcs Inc unit 11/02/2022 0.1 $596k 59k 10.09
Booking Holdings (BKNG) 0.1 $557k 275.00 2025.45
Draper Oakwood Technology unit 09/30/2024 0.1 $539k 50k 10.72
Bison Cap Acquisition Corp ord 0.1 $501k 50k 10.02
Big Rock Partners Acquisi 0.1 $531k 54k 9.91
Mtech Acquisition Corp unit 01/19/2023 0.1 $527k 51k 10.38
Hl Acquisitions Corp unit 06/21/2023 0.1 $517k 51k 10.06
Dermira 0.1 $460k 50k 9.20
Kbl Merger Corp Iv unit 01/15/2024 0.1 $471k 45k 10.44
Black Ridge Acquisition Corp unit 10/05/2022 0.1 $469k 45k 10.45
Vantage Energy Acquisition unit 04/12/2024 0.1 $273k 26k 10.42
Cm Seven Star Acquisition Co unit 08/21/2022 0.1 $259k 25k 10.36
Gran Tierra Energy 0.0 $235k 68k 3.46
Atlantic Acquisition Corp unit 02/08/2019 0.0 $188k 18k 10.74
Modern Media Acquisition right 99/99/9999 0.0 $171k 328k 0.52
Nebula Acquisition Corp *w exp 03/12/202 0.0 $150k 100k 1.50
Teekay Shipping Marshall Isl (TK) 0.0 $81k 11k 7.71
Pensare Acquisition Corp right 0.0 $103k 250k 0.41
Mosaic Acquisition Corp w exp 99/99/999 0.0 $92k 77k 1.20
Legacy Acquisition Corp wt 0.0 $92k 213k 0.43
One Madison Corp 0.0 $84k 1.1M 0.08
Dfb Healthcare Acquistion Co *w exp 04/11/202 0.0 $96k 74k 1.30
Pure Acquisition Corp *w exp 04/17/202 0.0 $96k 75k 1.28
Gty Technology Holdings Inc w exp 99/99/999 0.0 $28k 23k 1.25
Matlin & Partners Acquisitio *w exp 03/15/202 0.0 $60k 92k 0.65
Kbl Merger Corp Iv right 03/22/2019 0.0 $39k 105k 0.37
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $75k 27k 2.74
Vantage Energy Acquisition w exp 04/12/202 0.0 $60k 46k 1.31
Constellation Alpha Cap Corp right 99/99/9999 0.0 $44k 105k 0.42
Federal Str Acquisition Corp *w exp 07/24/202 0.0 $58k 44k 1.31
Industrea Acquisition Corp *w exp 08/01/202 0.0 $42k 70k 0.60
Osprey Energy Acquisition Co *w exp 07/21/202 0.0 $59k 37k 1.59
Tpg Pace Hldgs Corp w exp 99/99/999 0.0 $42k 25k 1.68
Social Cap Hedosophia Hldgs *w exp 99/99/999 0.0 $63k 35k 1.79
Cm Seven Star Acquisition Co right 08/21/2022 0.0 $32k 100k 0.32
Haymaker Acquisition Corp *w exp 10/27/202 0.0 $77k 93k 0.83
Leisure Acquisition Corp *w exp 12/05/201 0.0 $36k 50k 0.72
Regalwood Global Energy Ltd warrant 0.0 $52k 42k 1.25
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $36k 65k 0.55
One Madison Corp w exp 99/99/999 0.0 $77k 82k 0.95
Platinum Eagle Acquisitin Co *w exp 01/17/202 0.0 $30k 21k 1.46
Mtech Acquisition Corp warrants 0.0 $36k 53k 0.67
Leo Holdings Corp *w exp 02/07/202 0.0 $72k 68k 1.06
Trinity Merger Corp *w exp 05/11/202 0.0 $40k 100k 0.40
Vectoiq Acquisition Corp *w exp 05/16/202 0.0 $51k 100k 0.51
Tiberius Acquisition Corp w exp 02/28/202 0.0 $69k 125k 0.55
Landcadia Hldgs Inc *w exp 06/01/202 0.0 $16k 19k 0.83
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $18k 15k 1.22
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $7.0k 4.0k 1.73
Hunter Maritime Acquisition *w exp 99/99/999 0.0 $5.0k 13k 0.40
Kayne Anderson Acquisition *w exp 06/30/202 0.0 $6.0k 5.2k 1.14
Modern Media Acquisition w exp 05/17/202 0.0 $12k 19k 0.63
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 $21k 2.0k 10.50
Constellation Alpha Cap Corp *w exp 03/23/202 0.0 $6.0k 18k 0.34
Atlantic Acquisition Corp right 02/08/2019 0.0 $17k 30k 0.57
Bison Cap Acquisition Corp right 03/20/2019 0.0 $17k 50k 0.34
Hennessy Cap Acquston Corp I *w exp 06/15/202 0.0 $13k 8.8k 1.48
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $13k 30k 0.43
Black Ridge Acquisition Corp right 07/10/2019 0.0 $14k 40k 0.35
I Am Cap Acq Warrant 5/22/24 warrant and righ 0.0 $5.0k 13k 0.39
I Am Cap Acquisition Right warrant and righ 0.0 $21k 56k 0.38
Capitol Invt Corp Iv *w exp 01/01/202 0.0 $7.0k 4.7k 1.48
Cm Seven Star Acquisition Co *w exp 08/21/202 0.0 $10k 25k 0.40
Big Rock Partners Acquisi Co *w exp 12/01/202 0.0 $4.0k 10k 0.40
Big Rock Partners Acquisi Co right 12/01/2022 0.0 $23k 50k 0.46
Sentinel Energy Svcs Inc *w exp 11/02/202 0.0 $26k 25k 1.04
Gigcapital Inc right 03/06/2020 0.0 $23k 50k 0.46
Mudrick Cap Acquisition Corp *w exp 02/12/202 0.0 $19k 29k 0.65