Basso Capital Management

Basso Capital Management as of Dec. 31, 2016

Portfolio Holdings for Basso Capital Management

Basso Capital Management holds 153 positions in its portfolio as reported in the December 2016 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 6.1 $41M 18M 2.29
Verisign Inc sdcv 3.250% 8/1 5.1 $34M 15M 2.22
Priceline.com debt 1.000% 3/1 4.5 $30M 19M 1.57
Palo Alto Networks Inc note 7/0 4.2 $28M 22M 1.27
Ctrip.com Inter Ltd. conv 3.4 $22M 19M 1.16
Ship Finance International L Note 5.75010/1 3.0 $20M 20M 1.01
Yahoo Inc note 12/0 2.6 $18M 18M 0.99
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.6 $17M 17M 1.02
Salesforce.com Inc conv 2.6 $17M 15M 1.16
Ares Capital Corporation convertible cor 2.3 $16M 15M 1.02
Medicines Company conv 2.2 $14M 12M 1.20
Molina Healthcare Inc. conv 2.1 $14M 10M 1.43
Dht Holdings Inc cv acrd nt4.5%19 2.1 $14M 16M 0.92
National Health Invs Inc note 1.8 $12M 11M 1.12
Ligand Pharmaceuticals Inc note 0.750% 8/1 1.8 $12M 8.0M 1.45
Tal Education Group conv bd us 1.8 $12M 4.4M 2.67
J2 Global Inc note 3.250% 6/1 1.7 $11M 8.3M 1.32
Ttm Technologies Inc conv 1.6 $10M 6.7M 1.53
Mercadolibre Inc note 2.250% 7/0 1.5 $10M 7.3M 1.38
Microchip Technology Inc sdcv 2.125%12/1 1.5 $9.8M 3.6M 2.69
Healthsouth Corp conv 1.4 $9.5M 8.1M 1.18
Gp Invts Acquisition Cor 1.4 $9.5M 957k 9.90
Intel Corp. Jr. Sub. Cv. Deb. conv 1.4 $9.4M 5.4M 1.76
Citrix Systems Inc conv 1.3 $8.8M 7.7M 1.15
Healthways Inc note 1.500% 7/0 1.3 $8.7M 6.8M 1.28
Acorda Therap note 1.75% 6/15 1.3 $8.5M 11M 0.76
SPDR Gold Trust (GLD) 1.2 $8.2M 75k 109.61
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 1.2 $7.7M 7.7M 1.00
Hennessy Cap Acquisition Cor 1.1 $7.4M 729k 10.09
Shutterfly Inc note 0.250% 5/1 1.1 $7.3M 7.3M 1.00
Euronet Worldwide Inc Note 1.500%10/0 1.1 $7.2M 6.2M 1.16
Hunter Maritime Acquisition unit 99/99/9999 1.1 $7.1M 700k 10.15
Boulevard Acquisition cl a 1.1 $7.0M 704k 9.92
Carriage Svcs Inc note 2.750% 3/1 1.0 $6.8M 5.0M 1.35
Cardtronics Inc note 1.000%12/0 1.0 $6.7M 5.7M 1.18
Seacor Holding Inc note 3.000 11/1 1.0 $6.6M 7.5M 0.88
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 1.0 $6.4M 6.8M 0.93
Cien 4 12/15/20 0.9 $6.0M 4.3M 1.40
Cf Corp shs cl a 0.9 $6.0M 606k 9.98
Double Eagle Acquisition Cor 0.9 $5.8M 583k 9.95
Gty Technology Holdings Inc. unit 99/99/9999 0.9 $5.9M 557k 10.50
Pace Hldgs Corp cl a 0.8 $5.6M 552k 10.12
Amag Pharmaceuticals Inc note 2.500% 2/1 0.8 $5.5M 3.9M 1.41
Servicenow Inc. note 0.8 $5.2M 4.4M 1.18
Easterly Acquisition 0.8 $5.1M 520k 9.85
Corenergy Infrastructure note 7% 6/15 0.7 $4.6M 4.2M 1.12
Electrum Spl Acquisition Cor 0.7 $4.6M 460k 9.90
Interdigital Inc 1.5% 3/1/20 convertible bond 0.7 $4.4M 3.3M 1.35
Brookdale Senior Living note 0.7 $4.3M 4.4M 0.97
Photronics Inc Sr Nt Conv 3.250% 04/01/19 B/e Dtd 01/22/15 0.7 $4.3M 3.4M 1.26
Ship Finance International sr cv nt 0.6 $4.3M 4.0M 1.07
Nuance Communications Inc note 2.750%11/0 0.6 $4.0M 4.0M 1.01
Depomed Inc conv 0.6 $4.0M 3.5M 1.14
General Cable Corp Del New frnt 4.500% 11/1 0.6 $3.9M 5.1M 0.78
Harmony Merger 0.6 $3.7M 366k 10.12
51job Inc note 3.250% 4/1 0.6 $3.7M 3.5M 1.05
Quinpario Acquisition Corp 2 0.5 $3.5M 356k 9.95
Blackstone Mtg Tr Inc Note cb 0.5 $3.2M 2.9M 1.11
Pattern Energy Group Inc. 4.00% July 15, 2020 ccb 0.5 $3.0M 3.1M 0.97
Albany Molecular Resh Inc note 2.250%11/1 0.4 $2.8M 2.2M 1.30
Sunpower Corp dbcv 4.000% 1/1 0.4 $2.5M 3.5M 0.71
Financial Select Sector SPDR (XLF) 0.3 $2.3M 100k 23.25
Fluidigm Corporation convertible cor 0.3 $2.3M 3.4M 0.69
Vector Group Ltd note 1.75% 4/15 0.3 $2.3M 2.0M 1.15
Iconix Brand Group, Inc. conv 0.3 $2.3M 2.5M 0.92
Global Partner Acquisition C 0.3 $2.3M 236k 9.94
Landcadia Hldgs Inc cl a 0.3 $2.3M 235k 9.78
Twitter Inc note 1.000% 9/1 0.3 $2.1M 2.3M 0.91
Broadsoft Inc note 1.000% 9/0 0.3 $2.1M 1.8M 1.21
Vodafone Group New Adr F (VOD) 0.3 $2.1M 84k 24.42
Toll Bros Finance Corp. convertible bond 0.3 $2.0M 2.0M 0.98
Fireeye Series B convertible security 0.3 $2.0M 2.2M 0.90
Hos Us conv 0.3 $1.9M 2.7M 0.71
Spirit Realty reit 0.3 $1.8M 161k 10.93
Frontier Communications 0.2 $1.7M 500k 3.38
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.2 $1.5M 1.5M 1.04
Andina Acquisition Corp Ii 0.2 $1.5M 152k 9.93
ON Semiconductor (ON) 0.2 $1.4M 109k 12.76
Trinity Industries (TRN) 0.2 $1.4M 50k 27.76
Ent 2 3/4 2/15/35 convertible bond 0.2 $1.4M 1.8M 0.78
SM Energy (SM) 0.2 $1.4M 39k 34.47
Pacific Spl Acquisition Corp 0.2 $1.4M 131k 10.35
Meritage Homes Corp conv 0.2 $1.2M 1.2M 1.00
Electrum Spl Acquisition Cor unit 99/99/9999 0.2 $1.3M 125k 10.13
Saban Cap Acquisition Corp unit 99/99/9999 0.2 $1.3M 124k 10.37
Proofpoint 0.2 $1.1M 15k 70.67
Quinpario Acquisition Corp 2 unit 01/01/2023 0.2 $1.1M 105k 10.13
priceline.com Incorporated 0.1 $938k 640.00 1465.62
Boulevard Acquisition unit 99/99/9999 0.1 $905k 89k 10.15
Red Hat 0.1 $812k 12k 69.70
Scorpio Tankers 0.1 $803k 177k 4.54
Dht Holdings (DHT) 0.1 $768k 186k 4.14
Double Eagle Acquisition Cor unit 99/99/9999 0.1 $787k 75k 10.49
Akamai Technologies (AKAM) 0.1 $727k 11k 66.70
Wpx Energy 0.1 $729k 50k 14.58
Axar Acquisition 0.1 $739k 75k 9.85
Live Nation Entertainment (LYV) 0.1 $604k 23k 26.61
Welltower Inc 6.50% pfd prepet 0.1 $600k 10k 60.00
Allscripts Healthcare Solutions (MDRX) 0.1 $511k 50k 10.22
Synchronoss Technologies 0.1 $559k 15k 38.29
Great Elm Cap 0.1 $506k 43k 11.67
Royal Dutch Shell 0.1 $489k 9.0k 54.35
General Cable Corporation 0.1 $476k 25k 19.04
Carnival (CUK) 0.1 $456k 8.9k 51.24
Golar Lng (GLNG) 0.1 $459k 20k 22.95
Central Garden & Pet (CENTA) 0.1 $494k 16k 30.88
Epr Properties Pfd C 5.75% (EPR.PC) 0.1 $459k 16k 28.25
11/14/2018 W Exp 11/14/2018 0.1 $433k 50k 8.66
51job 0.1 $375k 11k 33.84
Universal Corporation (UVV) 0.1 $305k 4.8k 63.73
Sunpower (SPWRQ) 0.1 $331k 50k 6.62
Ofg Ban (OFG) 0.1 $328k 25k 13.12
Spirit Realty Capital Inc convertible cor 0.1 $359k 345k 1.04
Harmony Merger Corp unit 99/99/9999 0.1 $309k 30k 10.30
Capitol Acquisition Corp Iii unit 99/99/9999 0.1 $309k 30k 10.30
Klr Energy Acquisition Corp cl a 0.1 $316k 31k 10.34
M I Acquisitions Inc unit 99/99/9999 0.0 $268k 26k 10.15
Kindred Healthcare 0.0 $196k 25k 7.84
Klr Energy Acquisition Corp unit 0.0 $170k 15k 11.33
Jensyn Acquisition Corp unit 99/99/9999 0.0 $210k 20k 10.50
Cf Corporation 0.0 $209k 20k 10.45
Landcadia Holdings Inc unit 0.0 $208k 20k 10.40
Conyers Pk Acquisition cl a 0.0 $183k 18k 10.19
Credit Suisse Nassau Brh invrs vix sterm 0.0 $117k 2.5k 46.80
Vivopower International 0.0 $115k 21k 5.48
Microchip Technology (MCHP) 0.0 $71k 1.1k 64.55
Siliconware Precision Industries 0.0 $51k 7.0k 7.29
Bank Of America Corp w exp 10/201 0.0 $48k 50k 0.96
Sanofi Aventis Wi Conval Rt 0.0 $57k 150k 0.38
Hennessy Cap Acquisition Cor *w exp 07/28/202 0.0 $35k 41k 0.86
Inspired Entmt Inc w exp 10/20/202 0.0 $41k 58k 0.71
Inspired Entmt (INSE) 0.0 $85k 10k 8.50
Gty Technology Holdings Inc cl a 0.0 $72k 6.7k 10.76
Amicus Therapeutics (FOLD) 0.0 $9.0k 1.8k 5.00
Citigroup Inc Com Us cmn 0.0 $12k 82k 0.15
Kinder Morgan Inc/delaware Wts 0.0 $3.4k 337k 0.01
Electrum Spl Acquisition Cor *w exp 99/99/999 0.0 $4.9k 17k 0.29
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $20k 44k 0.46
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 $17k 47k 0.37
Capitol Acquisition Corp Iii *w exp 10/13/20 0.0 $4.0k 5.0k 0.80
Andina Acquisition Corp-cw w exp 9/1/2022 0.0 $4.1k 15k 0.27
Andina Acquisition Corp-rts right 09/01/2017 0.0 $16k 40k 0.40
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $4.0k 8.7k 0.46
Pacific Spl Acquisition Corp *w exp 10/20/202 0.0 $1.0k 5.0k 0.20
Boulevard Acquisition *w exp 09/25/202 0.0 $4.0k 8.9k 0.45
Pace Hldgs Corp *w exp 99/99/999 0.0 $1.0k 2.2k 0.46
Jensyn Acquisition 0.0 $5.0k 479.00 10.44
Great Plains Energy Incorporated conv prf 0.0 $32k 641.00 49.92
M Iii Acquisition Corp *w exp 10/10/202 0.0 $1.0k 5.1k 0.20
Axar Acquisition Corp *w exp 12/31/202 0.0 $6.9k 98k 0.07
Gty Technology Holdings Inc w exp 99/99/999 0.0 $3.0k 3.3k 0.90
Stellar Acquisition Iii 0.0 $30k 3.0k 9.94