Basso Capital Management, L.p. — Q4 2017 13F Holdings

Name: Basso Capital Management, L.p. — 13F Holdings, Q4 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	AABA 0 12-01-18	Altaba INC	Stock-Other	3.79%	—	+18.56%
2	DHT 4.5 10-01-19	Dht Holdings INC	Stock-Other	2.83%	—	+41.50%
3	TILE	Interface INC	Stock-Other	2.38%	—	—
4	ZD 3.25 06-15-29	J2 Global Communications	Stock-Other	2.29%	—	+13.84%
5	TCOM 1 07-01-20	Trip.com Group LTD	Stock-Consumer Disc	2.18%	—	+28.34%
6	ARCC 4.75 01-15-18	Ares Capital CORP	Stock-Financials	2.15%	—	+23.48%
7	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	2.00%	—	+64.89%
8	TWTR 1 09-15-21	Twitter INC	Stock-Other	1.99%	—	-5.93%
9	DISH 3.375 08-15-26	Dish Network CORP	Stock-Other	1.94%	—	+11.26%
10	ARI 4.75 08-23-22	Apollo Cmmrl Real Est Fi	Stock-Other	1.89%	—	+128.60%
11	✓	Hennessy Capital Iii Acq CORP	Stock-Other	1.88%	—	+103.74%
12	AJRD 2.25 12-15-23	Aerojet Rocketdyne Hldg	Stock-Other	1.80%	—	—
13	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.75%	—	-56.93%
14	CORR 7 06-15-20	Corenergy Infrastructure	Stock-Other	1.62%	—	+1.59%
15	RWT 4.75 08-15-23	Redwood Trust INC	Stock-Other	1.59%	—	+33.51%
16	PODD 1.25 09-15-21	Insulet Corporation	Stock-Healthcare	1.57%	—	—
17	WDAY 1.5 07-15-20	Workday INC	Stock-Tech	1.55%	—	-3.08%
18	✓	Avista Healthcare Pub Acq Co	Stock-Other	1.54%	—	+38.69%
19	LMCA 1.375 10-15-23	Liberty Media CORP	Stock-Other	1.51%	—	—
20	IVC 5 02-15-21	Invacare CORP	Stock-Other	1.47%	—	+19.67%
21	✓	Electrum Spl Acquisition Cor	Stock-Other	1.47%	—	-3.41%
22	KYN	Kayne Anderson Energy Infrastructure Fund, Inc.	Stock-Other	1.47%	—	+19.90%
23	✓	Fintech Acquisition CORP Ii	Stock-Other	1.43%	—	+22.74%
24	✓	Hunter Maritime Acquisition	Stock-Other	1.41%	—	+9.28%
25	✓	Social Cap Hedosophia Hldgs	Stock-Other	1.38%	—	+1765.11%
26	✓	Matlin & Partners Acquisitio	Stock-Other	1.36%	—	+30.77%
27	HASI 4.125 09-01-22	Hannon Armstrong Sustain	Stock-Financials	1.33%	—	+5.00%
28	✓	Legacy Acquisition CORP	Stock-Other	1.30%	—	—
29	PANW 0 07-01-19	Palo Alto Networks	Stock-Tech	1.27%	—	-61.13%
30	✓	Gty Technology Holdings INC	Stock-Other	1.26%	—	+6.14%
31	COVPHA 3.25 06-01-22	Covis Finco Sarl	Stock-Other	1.20%	—	-30.14%
32	✓	Ship Finance Intl LTD Sr Note Conv	Stock-Other	1.20%	—	—
33	ABR 6.5 10-01-19	Arbor Realty Trust INC	Stock-Real Estate	1.19%	—	+574.70%
34	✓	Haymaker Acquisition	Stock-Other	1.13%	—	—
35	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	1.06%	—	-38.33%
36	DEA	Easterly Government Properties, Inc.	Stock-Other	1.06%	—	-28.07%
37	TPG	TPG Inc.	Stock-Financials	1.04%	—	+116.03%
38	GTENU	Gores Holdings X, Inc.	Stock-Other	1.01%	—	+0.05%
39	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	Stock-Healthcare	1.01%	—	-74.76%
40	✓	Sentinel Energy	Stock-Other	0.98%	—	—
41	TWO 6.25 01-15-22	Two Harbors Inv CORP	Stock-Other	0.95%	—	—
42	✓	Vantage Energy Acquisition-a	Stock-Other	0.92%	—	+5.43%
43	RHT 0.25 10-01-19	Red Hat INC	Stock-Other	0.90%	—	-67.63%
44	JOBS 3.25 04-15-19	51job INC	Stock-Other	0.89%	—	—
45	✓	Mosaic Acquisiti	Stock-Other	0.86%	—	—
46	✓	Landcadia Hldgs INC	Stock-Other	0.82%	—	+16.34%
47	FSS	Federal Signal Corporation	Stock-Industrials	0.81%	—	+133.59%
48	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.80%	—	-23.26%
49	BXMT 4.375 05-05-22	Blackstone Mortgage Tr	Stock-Real Estate	0.78%	—	-9.60%
50	LYV 2.5 05-15-19	Live Nation Entertainmen	Stock-Comm Services	0.78%	—	—

1–50 of 177

Holding changes this quarter

Position changes disclosed by Basso Capital Management, L.p. for the quarter ending Q4 2017, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	AABA 0 12-01-18	Altaba INC	+1.5%	+18.56%	Add
2	✓	Social Cap Hedosophia Hldgs	+1.3%	+1765.11%	Add
3	DHT 4.5 10-01-19	Dht Holdings INC	+1.3%	+41.50%	Add
4	ARI 4.75 08-23-22	Apollo Cmmrl Real Est Fi	+1.3%	+128.60%	Add
5	✓	Hennessy Capital Iii Acq CORP	+1.2%	+103.74%	Add
6	ABR 6.5 10-01-19	Arbor Realty Trust INC	+1.1%	+574.70%	Add
7	TSLA 2.375 03-15-22	Tesla INC	+1%	+64.89%	Add
8	COVPHA 3.25 06-01-22	Covis Finco Sarl	-0.3%	-30.14%	Trim
9	MDCO 2.5 01-15-22	Medicines Company	-0.5%	-38.33%	Trim
10	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	-0.6%	-58.79%	Trim
11	QDEL 3.25 12-15-20	Quidel CORP	-0.8%	-71.09%	Trim
12	EEFT 1.5 10-01-44	Euronet Worldwide INC	-1%	-66.48%	Trim
13	MOH 1.125 01-15-20	Molina Healthcare INC	-1%	-56.93%	Trim
14	RHT 0.25 10-01-19	Red Hat INC	-1.1%	-67.63%	Trim
15	NHI 3.25 04-01-21	National Health Investor	-1.1%	-88.11%	Trim
16	PANW 0 07-01-19	Palo Alto Networks	-1.2%	-61.13%	Trim
17	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	-2%	-74.76%	Trim
18	VRSN 3.25 08-15-37	Verisign INC	—	EXIT	Sold out
19	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
20	STWD 3.75 10-15-17	Starwood Property Trust	—	EXIT	Sold out
21	CTXS 0.5 04-15-19	Citrix Systems INC	—	EXIT	Sold out
22	IDCC 1.5 03-01-20	Interdigital INC	—	EXIT	Sold out
23	TILE	Interface INC	—	NEW	New buy
24	MCHP 1.625 02-15-25	Microchip Technology INC	—	EXIT	Sold out
25	INTC 3.25 08-01-39	Intel CORP	—	EXIT	Sold out
26	AJRD 2.25 12-15-23	Aerojet Rocketdyne Hldg	—	NEW	New buy
27	NOW 0 11-01-18	Servicenow INC	—	EXIT	Sold out
28	✓	Gp Invts Acquisition Cor	—	EXIT	Sold out
29	PODD 1.25 09-15-21	Insulet Corporation	—	NEW	New buy
30	MELI 2.25 07-01-19	Mercadolibre INC	—	EXIT	Sold out
31	✓	Social Cap Hedosophia Hldgs	—	EXIT	Sold out
32	✓	Legacy Acquisition CORP	—	NEW	New buy
33	✓	Boulevard Acquisition	—	EXIT	Sold out
34	CKH 3 11-15-28	Seacor Holdings INC	—	EXIT	Sold out
35	✓	Haymaker Acquisition	—	NEW	New buy
36	CRM 0.25 04-01-18	Salesforce.com INC	—	EXIT	Sold out
37	✓	Sentinel Energy	—	NEW	New buy
38	TTMI 1.75 12-15-20	Ttm Technologies INC	—	EXIT	Sold out
39	BXMT 5.25 12-01-18	Blackstone Mortgage Tr	—	EXIT	Sold out
40	TWO 6.25 01-15-22	Two Harbors Inv CORP	—	NEW	New buy
41	BSFT 1 09-01-22	Cisco Systems INC	—	EXIT	Sold out
42	PLAB 3.25 04-01-19	Photronics INC	—	EXIT	Sold out
43	EBS 2.875 01-15-21	Emergent Biosolutions	—	EXIT	Sold out
44	SFLY 0.25 05-15-18	Shutterfly INC	—	EXIT	Sold out
45	JOBS 3.25 04-15-19	51job INC	—	NEW	New buy
46	✓	Mosaic Acquisiti	—	NEW	New buy
47	DBRG 3.875 01-15-21	Colony Capital INC	—	EXIT	Sold out
48	DDI	DoubleDown Interactive Co., Ltd.	—	EXIT	Sold out
49	VECO 2.7 01-15-23	Veeco Instruments INC	—	NEW	New buy
50	ICON 1.5 03-15-18	Iconix Brand Group INC	—	EXIT	Sold out