Basso Capital Management, L.p. — Q2 2016 13F Holdings

Name: Basso Capital Management, L.p. — 13F Holdings, Q2 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001287978

Total reported value

$163.4M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	10.55%	-0.36%	+6400.00%
2	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	8.29%	—	—
3	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	5.79%	—	+9.22%
4	TTWO 1 07-01-18	Take-two Interactive Sof	Stock-Comm Services	5.57%	—	+15.68%
5	DHT 4.5 10-01-19	Dht Holdings INC	Stock-Other	3.67%	—	+230.26%
6	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	3.45%	—	+12.94%
7	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	3.30%	—	+146.87%
8	NVDA 1 12-01-18	Nvidia CORP	Stock-Tech	3.23%	—	+1.48%
9	SINA 1 12-01-18	Sina CORP	Stock-Other	2.28%	—	+1400.00%
10	AABA 0 12-01-18	Altaba INC	Stock-Other	2.28%	—	+21.08%
11	STWD 3.75 10-15-17	Starwood Property Trust	Stock-Real Estate	2.23%	—	-7.41%
12	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	2.19%	—	+26.66%
13	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	Stock-Healthcare	2.18%	—	-7.42%
14	NHI 3.25 04-01-21	National Health Investor	Stock-Other	1.71%	—	+0.71%
15	MELI 2.25 07-01-19	Mercadolibre INC	Stock-Consumer Disc	1.69%	—	—
16	✓	Ship Finance International L	Stock-Other	1.67%	—	—
17	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	1.61%	—	-23.87%
18	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.53%	—	-15.96%
19	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	Stock-Consumer Disc	1.46%	—	+39.24%
20	ZD 3.25 06-15-29	J2 Global Communications	Stock-Other	1.41%	—	-16.17%
21	TAL 2.5 05-15-19	Tal Education Group	Stock-Consumer Staples	1.35%	—	—
22	TWTR 0.25 09-15-19	Twitter INC	Stock-Other	1.32%	—	-18.35%
23	CRM 0.25 04-01-18	Salesforce.com INC	Stock-Tech	1.06%	—	+95.75%
24	SFLY 0.25 05-15-18	Shutterfly INC	Stock-Other	1.01%	—	+90.87%
25	SRC 2.875 05-15-19	Spirit Realty Capital In	Stock-Other	0.92%	—	-59.43%
26	LNKD 0.5 11-01-19	Linkedin CORP	Stock-Other	0.92%	—	+24.22%
27	DBRG 3.875 01-15-21	Colony Capital INC	Stock-Financials	0.86%	—	—
28	ILMN 0 06-15-19	Illumina INC	Stock-Healthcare	0.85%	—	—
29	DYN 7 07-01-19	Vistra Energy CORP	Stock-Other	0.83%	—	—
30	PLAB 3.25 04-01-19	Photronics INC	Stock-Other	0.80%	—	—
31	TSLA 1.5 06-01-18	Tesla INC	Stock-Consumer Disc	0.72%	—	—
32	✓	Gp Invts Acquisition Cor	Stock-Other	0.71%	—	+45.81%
33	TWTR 1 09-15-21	Twitter INC	Stock-Other	0.67%	—	—
34	GECBLE 4.5 11-15-29	General Cable CORP	Stock-Other	0.67%	—	+7.14%
35	CORR 7 06-15-20	Corenergy Infrastructure	Stock-Other	0.65%	—	-37.35%
36	CSV 2.75 03-15-21	Carriage Services INC	Stock-Other	0.64%	—	-10.26%
37	AMAG 2.5 02-15-19	Amag Pharmaceuticals INC	Stock-Other	0.63%	—	-16.31%
38	JOBS 3.25 04-15-19	51job INC	Stock-Other	0.63%	—	—
39	NUAN 2.75 11-01-31	Nuance Communications	Stock-Other	0.62%	—	—
40	✓	Hennessy Cap Acquisition Cor	Stock-Other	0.62%	—	+236.04%
41	HOSS 1.5 09-01-19	Hornbeck Offshore Serv	Stock-Other	0.60%	—	+127.98%
42	MHO 3.25 09-15-17	M/i Homes INC	Stock-Consumer Disc	0.59%	—	-7.52%
43	ACOR 1.75 06-15-21	Acorda Therapeutics INC	Stock-Other	0.58%	—	—
44	N 0.25 06-01-18	Netsuite INC	Stock-Other	0.55%	—	-16.09%
45	✓	Gores Hldgs INC	Stock-Other	0.54%	—	-7.89%
46	WMGI 2 02-15-20	Wright Medical Group INC	Stock-Other	0.53%	—	—
47	VGR V1.75 04-15-20	Vector Group LTD	Stock-Other	0.52%	—	—
48	✓	Garnero Group Acquisition Co	Stock-Other	0.50%	—	—
49	GLNG	Golar LNG Limited	Stock-Energy	0.50%	—	—
50	✓	Boulevard Acquisition	Stock-Other	0.47%	—	+26.16%

1–50 of 151

Holding changes this quarter

Position changes disclosed by Basso Capital Management, L.p. for the quarter ending Q2 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+10.4%	+6400.00%	Add
2	DHT 4.5 10-01-19	Dht Holdings INC	+2.4%	+230.26%	Add
3	SINA 1 12-01-18	Sina CORP	+2.1%	+1400.00%	Add
4	BKNG 1 03-15-18	Booking Holdings INC	+1.8%	+146.87%	Add
5	NVDA 1 12-01-18	Nvidia CORP	+0.6%	+1.48%	Add
6	CRM 0.25 04-01-18	Salesforce.com INC	+0.5%	+95.75%	Add
7	SFLY 0.25 05-15-18	Shutterfly INC	+0.4%	+90.87%	Add
8	✓	Hennessy Cap Acquisition Cor	+0.4%	+236.04%	Add
9	MDCO 2.5 01-15-22	Medicines Company	+0.4%	+26.66%	Add
10	TTWO 1 07-01-18	Take-two Interactive Sof	+0.4%	+15.68%	Add
11	MCHP 2.125 12-15-37	Microchip Technology INC	+0.4%	+9.22%	Add
12	HOSS 1.5 09-01-19	Hornbeck Offshore Serv	+0.3%	+127.98%	Add
13	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	+0.3%	+39.24%	Add
14	AABA 0 12-01-18	Altaba INC	+0.3%	+21.08%	Add
15	AIMC 2.75 03-01-31	Altra Industrial Motion	-0.4%	-66.67%	Trim
16	AMRI 2.25 11-15-18	Albany Molecular Researc	-0.4%	-41.46%	Trim
17	PANW 0 07-01-19	Palo Alto Networks	-0.6%	+12.94%	Add
18	INTC 3.25 08-01-39	Intel CORP	-0.6%	-23.87%	Trim
19	MOH 1.125 01-15-20	Molina Healthcare INC	-0.9%	-15.96%	Trim
20	SRC 2.875 05-15-19	Spirit Realty Capital In	-1.4%	-59.43%	Trim
21	JAH 1.875 09-15-18	Jarden CORP	—	EXIT	Sold out
22	JAH 1.5 06-15-19	Jarden CORP	—	EXIT	Sold out
23	TAL 2.5 05-15-19	Tal Education Group	—	NEW	New buy
24	AMD 2.625 06-15-17	Xilinx INC	—	EXIT	Sold out
25	SNDK 1.5 08-15-17	Sandisk CORP	—	EXIT	Sold out
26	MDCO 1.375 06-01-17	Medicines Company	—	EXIT	Sold out
27	ARCC 5.125 06-01-16	Ares Capital CORP	—	EXIT	Sold out
28	MOH 1.625 08-15-44	Molina Healthcare INC	—	EXIT	Sold out
29	CEMEX 3.75 03-15-18	Cemex Sab De Cv	—	EXIT	Sold out
30	ILMN 0 06-15-19	Illumina INC	—	NEW	New buy
31	✓	Powershares Qqq Trust Ser 1	—	EXIT	Sold out
32	DYN 7 07-01-19	Vistra Energy CORP	—	NEW	New buy
33	PLAB 3.25 04-01-19	Photronics INC	—	NEW	New buy
34	TSLA 1.5 06-01-18	Tesla INC	—	NEW	New buy
35	TWTR 1 09-15-21	Twitter INC	—	NEW	New buy
36	NUAN 2.75 11-01-31	Nuance Communications	—	NEW	New buy
37	ACOR 1.75 06-15-21	Acorda Therapeutics INC	—	NEW	New buy
38	AFFX 4 07-01-19	Affymetrix INC	—	EXIT	Sold out
39	QNDX	State Street SPDR Portfolio Nasdaq 100 ETF	—	EXIT	Sold out
40	WMGI 2 02-15-20	Wright Medical Group INC	—	NEW	New buy
41	COWN 3 03-15-19	Cowen INC	—	EXIT	Sold out
42	WBMD 2.5 01-31-18	Webmd Health CORP	—	NEW	New buy
43	EFII 0.75 09-01-19	Electronics For Imaging	—	EXIT	Sold out
44	ELV 2.75 10-15-42	Elevance Health INC	—	EXIT	Sold out
45	MNDT 1.625 06-01-35 B	Mandiant INC	—	NEW	New buy
46	CKH 2.5 12-15-27	Seacor Holdings INC	—	EXIT	Sold out
47	✓	Hennessy Cap Acquisition Cor	—	EXIT	Sold out
48	CX	Cemex Sab-spons Adr Part Cer	—	EXIT	Sold out
49	CKH 3 11-15-28	Seacor Holdings INC	—	EXIT	Sold out
50	STWD	Starwood Property Trust INC	—	EXIT	Sold out