Basso Capital Management, L.p. — Q3 2017 13F Holdings

Name: Basso Capital Management, L.p. — 13F Holdings, Q3 2017
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	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	3.25%	—	-13.63%
2	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	3.11%	-0.36%	—
3	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	Stock-Healthcare	3.04%	—	+9.46%
4	STWD 3.75 10-15-17	Starwood Property Trust	Stock-Real Estate	2.92%	—	+37.34%
5	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	2.79%	—	+1.20%
6	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	2.49%	—	-3.70%
7	AABA 0 12-01-18	Altaba INC	Stock-Other	2.34%	—	+15.75%
8	CTXS 0.5 04-15-19	Citrix Systems INC	Stock-Other	1.98%	—	+90.44%
9	RHT 0.25 10-01-19	Red Hat INC	Stock-Other	1.97%	—	+253.85%
10	IDCC 1.5 03-01-20	Interdigital INC	Stock-Tech	1.93%	—	+0.79%
11	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	1.70%	—	-16.88%
12	EEFT 1.5 10-01-44	Euronet Worldwide INC	Stock-Tech	1.66%	—	+1.02%
13	TWTR 1 09-15-21	Twitter INC	Stock-Other	1.59%	—	+35.92%
14	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	1.55%	—	+11.58%
15	INTC 3.25 08-01-39	Intel CORP	Stock-Tech	1.54%	—	+18.38%
16	DHT 4.5 10-01-19	Dht Holdings INC	Stock-Other	1.53%	—	-4.85%
17	ZD 3.25 06-15-29	J2 Global Communications	Stock-Other	1.52%	—	+19.09%
18	COVPHA 3.25 06-01-22	Covis Finco Sarl	Stock-Other	1.47%	—	+109.53%
19	TCOM 1 07-01-20	Trip.com Group LTD	Stock-Consumer Disc	1.39%	—	+508.00%
20	DISH 3.375 08-15-26	Dish Network CORP	Stock-Other	1.36%	—	—
21	ARCC 4.75 01-15-18	Ares Capital CORP	Stock-Financials	1.33%	—	-24.74%
22	NOW 0 11-01-18	Servicenow INC	Stock-Tech	1.31%	—	-8.96%
23	QDEL 3.25 12-15-20	Quidel CORP	Stock-Other	1.29%	—	—
24	NHI 3.25 04-01-21	National Health Investor	Stock-Other	1.26%	—	-17.54%
25	WDAY 1.5 07-15-20	Workday INC	Stock-Tech	1.25%	—	+29.84%
26	LMCA 1.375 10-15-23	Liberty Media CORP	Stock-Other	1.21%	—	+128.53%
27	✓	Gp Invts Acquisition Cor	Stock-Other	1.20%	—	—
28	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	Stock-Consumer Disc	1.20%	—	+55.56%
29	CORR 7 06-15-20	Corenergy Infrastructure	Stock-Other	1.17%	—	+24.38%
30	✓	Electrum Spl Acquisition Cor	Stock-Other	1.15%	—	—
31	DEA	Easterly Government Properties, Inc.	Stock-Other	1.10%	—	-6.41%
32	MELI 2.25 07-01-19	Mercadolibre INC	Stock-Consumer Disc	1.08%	—	—
33	✓	Social Cap Hedosophia Hldgs	Stock-Other	1.00%	—	—
34	✓	Hunter Maritime Acquisition	Stock-Other	0.99%	—	+0.64%
35	✓	Boulevard Acquisition	Stock-Other	0.98%	—	+6.60%
36	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	0.97%	—	+6.33%
37	HASI 4.125 09-01-22	Hannon Armstrong Sustain	Stock-Financials	0.96%	—	—
38	KYN	Kayne Anderson Energy Infrastructure Fund, Inc.	Stock-Other	0.93%	—	—
39	RWT 4.75 08-15-23	Redwood Trust INC	Stock-Other	0.93%	—	—
40	IVC 5 02-15-21	Invacare CORP	Stock-Other	0.91%	—	-6.15%
41	✓	Gty Technology Holdings INC	Stock-Other	0.91%	—	—
42	BKNG 0.35 06-15-20	Booking Holdings INC	Stock-Consumer Disc	0.90%	—	—
43	✓	Ship Finance Intl LTD Sr Note Conv	Stock-Other	0.88%	—	-26.93%
44	✓	Fintech Acquisition CORP Ii	Stock-Other	0.88%	—	+7.44%
45	CKH 3 11-15-28	Seacor Holdings INC	Stock-Other	0.88%	—	-13.42%
46	✓	Avista Healthcare Pub Acq Co	Stock-Other	0.85%	—	+85.14%
47	✓	Matlin & Partners Acquisitio	Stock-Other	0.79%	—	+85.71%
48	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.78%	—	+12.61%
49	GTENU	Gores Holdings X, Inc.	Stock-Other	0.77%	—	+38.93%
50	CRM 0.25 04-01-18	Salesforce.com INC	Stock-Tech	0.76%	—	-28.32%

1–50 of 192

Holding changes this quarter

Position changes disclosed by Basso Capital Management, L.p. for the quarter ending Q3 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	RHT 0.25 10-01-19	Red Hat INC	+1.4%	+253.85%	Add
2	TCOM 1 07-01-20	Trip.com Group LTD	+1.2%	+508.00%	Add
3	CTXS 0.5 04-15-19	Citrix Systems INC	+0.9%	+90.44%	Add
4	COVPHA 3.25 06-01-22	Covis Finco Sarl	+0.7%	+109.53%	Add
5	STWD 3.75 10-15-17	Starwood Property Trust	+0.7%	+37.34%	Add
6	LMCA 1.375 10-15-23	Liberty Media CORP	+0.7%	+128.53%	Add
7	AABA 0 12-01-18	Altaba INC	+0.5%	+15.75%	Add
8	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	+0.4%	+9.46%	Add
9	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	+0.4%	+55.56%	Add
10	✓	Avista Healthcare Pub Acq Co	+0.4%	+85.14%	Add
11	TWTR 1 09-15-21	Twitter INC	+0.4%	+35.92%	Add
12	INTC 3.25 08-01-39	Intel CORP	+0.3%	+18.38%	Add
13	✓	Silver Run Acquisition	-0.4%	-60.16%	Trim
14	ARCC 4.75 01-15-18	Ares Capital CORP	-0.5%	-24.74%	Trim
15	✓	Hennessy Cap Acquston CORP I	-0.7%	-55.56%	Trim
16	TTWO 1 07-01-18	Take-two Interactive Sof	—	EXIT	Sold out
17	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
18	BKNG 1 03-15-18	Booking Holdings INC	—	EXIT	Sold out
19	LRCX 2.625 05-15-41	Novellus Systems INC	—	EXIT	Sold out
20	AMRI 2.25 11-15-18	Albany Molecular Researc	—	EXIT	Sold out
21	DISH 3.375 08-15-26	Dish Network CORP	—	NEW	New buy
22	QDEL 3.25 12-15-20	Quidel CORP	—	NEW	New buy
23	TVTY 1.5 07-01-18	Tivity Health INC	—	EXIT	Sold out
24	LRCX 1.25 05-15-18	Lam Research CORP	—	EXIT	Sold out
25	✓	Social Cap Hedosophia Hldgs	—	NEW	New buy
26	HASI 4.125 09-01-22	Hannon Armstrong Sustain	—	NEW	New buy
27	KYN	Kayne Anderson Energy Infrastructure Fund, Inc.	—	NEW	New buy
28	RWT 4.75 08-15-23	Redwood Trust INC	—	NEW	New buy
29	BKNG 0.35 06-15-20	Booking Holdings INC	—	NEW	New buy
30	JOBS 3.25 04-15-19	51job INC	—	EXIT	Sold out
31	JHG 0.75 07-15-18 JNS	Janus Capital Group INC	—	EXIT	Sold out
32	CATM 1 12-01-20	Cardtronics INC	—	EXIT	Sold out
33	TWO 6.25 01-15-22	Two Harbors Inv CORP	—	EXIT	Sold out
34	EBS 2.875 01-15-21	Emergent Biosolutions	—	NEW	New buy
35	✓	Hennessy Capital Iii Acq CORP	—	NEW	New buy
36	MDSO 1 08-01-18	Medidata Solutions INC	—	EXIT	Sold out
37	CKH 2.5 12-15-27	Seacor Holdings INC	—	EXIT	Sold out
38	ARI 4.75 08-23-22	Apollo Cmmrl Real Est Fi	—	NEW	New buy
39	LYV 2.5 05-15-19	Live Nation Entertainmen	—	NEW	New buy
40	✓	Osprey Energy Acquisition Co	—	NEW	New buy
41	✓	Capitol Invt CORP Iv	—	NEW	New buy
42	ULCC	Frontier Group Holdings, Inc.	—	EXIT	Sold out
43	SPPI 2.75 12-15-18	Spectrum Pharmaceuticals	—	NEW	New buy
44	✓	Quinpario Acquisition CORP 2	—	EXIT	Sold out
45	✓	M Iii Acquisition CORP	—	NEW	New buy
46	TBPH 3.25 11-01-23	Theravance Biopharma INC	—	EXIT	Sold out
47	TWTR 0.25 09-15-19	Twitter INC	—	EXIT	Sold out
48	ICPT 3.25 07-01-23	Intercept Pharmas	—	NEW	New buy
49	✓	Saban Capital Acquisition Co	—	NEW	New buy
50	✓	Industrea Acquisition CORP	—	NEW	New buy