Basso Capital Management, L.p. — Q1 2018 13F Holdings

Name: Basso Capital Management, L.p. — 13F Holdings, Q1 2018
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	✓	Hennessy Capital Iii Acq CORP	Stock-Other	2.43%	—	+13.23%
2	AABA 0 12-01-18	Altaba INC	Stock-Other	2.26%	—	-49.22%
3	TPG	TPG Inc.	Stock-Financials	2.15%	—	+76.25%
4	✓	Fintech Acquisition CORP Ii	Stock-Other	2.09%	—	+28.11%
5	✓	Matlin & Partners Acquisitio	Stock-Other	2.00%	—	+29.62%
6	KYN	Kayne Anderson Energy Infrastructure Fund, Inc.	Stock-Other	1.98%	—	+18.00%
7	✓	Avista Healthcare Pub Acq Co	Stock-Other	1.75%	—	—
8	✓	Landcadia Hldgs INC	Stock-Other	1.72%	—	+83.39%
9	✓	Platinum Eagle Acquisitin Co	Stock-Other	1.69%	—	—
10	RWT 4.75 08-15-23	Redwood Trust INC	Stock-Other	1.62%	—	-9.92%
11	✓	Hunter Maritime Acquisition	Stock-Other	1.61%	—	—
12	✓	Social Cap Hedosophia Hldgs	Stock-Other	1.60%	—	+3.00%
13	✓	Nebula Acquisition CORP	Stock-Other	1.59%	—	—
14	✓	One Madison CORP	Stock-Other	1.58%	—	—
15	FSS	Federal Signal Corporation	Stock-Industrials	1.50%	—	+61.23%
16	ZD 3.25 06-15-29	J2 Global Communications	Stock-Other	1.48%	—	-44.22%
17	AJRD 2.25 12-15-23	Aerojet Rocketdyne Hldg	Stock-Other	1.48%	—	-21.25%
18	✓	Osprey Energy Acquisition Co	Stock-Other	1.46%	—	+276.20%
19	LGCUSD	Parts Id INC	Stock-Other	1.46%	—	+721.40%
20	✓	Leo Holdings CORP	Stock-Other	1.45%	—	—
21	✓	Gty Technology Holdings INC	Stock-Other	1.44%	—	+0.57%
22	GTENU	Gores Holdings X, Inc.	Stock-Other	1.43%	—	+24.01%
23	ABR 6.5 10-01-19	Arbor Realty Trust INC	Stock-Real Estate	1.42%	—	+5.16%
24	ON 1 12-01-20	On Semiconductor CORP	Stock-Tech	1.40%	—	—
25	✓	Vantage Energy Acquisition-a	Stock-Other	1.36%	—	+29.37%
26	✓	Sentinel Energy Svcs INC	Stock-Other	1.35%	—	—
27	IDCC 1.5 03-01-20	Interdigital INC	Stock-Tech	1.30%	—	—
28	NICEIT 1.25 01-15-24	Nice Systems INC	Stock-Other	1.30%	—	—
29	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	Stock-Other	1.29%	—	—
30	✓	Mosaic Acquisition CORP	Stock-Other	1.28%	—	+74.92%
31	✓	Haymaker Acquisition CORP	Stock-Other	1.27%	—	+3792.30%
32	ARI 4.75 08-23-22	Apollo Cmmrl Real Est Fi	Stock-Other	1.22%	—	-42.43%
33	FWONK 1 01-30-23	Liberty Media CORP	Stock-Comm Services	1.20%	—	—
34	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	1.18%	—	-9.22%
35	PODD 1.25 09-15-21	Insulet Corporation	Stock-Healthcare	1.14%	—	-45.79%
36	CFFN	Capitol Federal Financial, Inc.	Stock-Other	1.14%	—	+298.15%
37	✓	Electrum Spl Acquisition Cor	Stock-Other	1.11%	—	-33.44%
38	WDAY 1.5 07-15-20	Workday INC	Stock-Tech	1.11%	—	-46.70%
39	✓	Ship Finance Intl LTD Sr Note Conv	Stock-Other	1.11%	—	-11.06%
40	✓	Industrea Acquisition CORP	Stock-Other	1.09%	—	+116.99%
41	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	Stock-Real Estate	1.09%	—	—
42	✓	Dfb Healthcare Acquistion Co	Stock-Other	1.06%	—	—
43	✓	Tiberius Acquisition CORP	Stock-Other	1.04%	—	—
44	HASI 4.125 09-01-22	Hannon Armstrong Sustain	Stock-Financials	1.04%	—	-25.46%
45	TWTR 1 09-15-21	Twitter INC	Stock-Other	0.98%	—	-56.95%
46	DEA	Easterly Government Properties, Inc.	Stock-Other	0.97%	—	-19.71%
47	✓	Mudrick Cap Acquisition CORP	Stock-Other	0.96%	—	—
48	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.94%	—	-4.23%
49	BMRN 0.75 10-15-18	Biomarin Pharmaceutical	Stock-Healthcare	0.91%	—	—
50	MMDM	Modern Media Acquisition Cor	Stock-Other	0.87%	—	—

1–50 of 184

Holding changes this quarter

Position changes disclosed by Basso Capital Management, L.p. for the quarter ending Q1 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	LGCUSD	Parts Id INC	+1.3%	+721.40%	Add
2	✓	Haymaker Acquisition CORP	+1.2%	+3792.30%	Add
3	✓	Osprey Energy Acquisition Co	+1.1%	+276.20%	Add
4	TPG	TPG Inc.	+1.1%	+76.25%	Add
5	✓	Landcadia Hldgs INC	+0.9%	+83.39%	Add
6	CFFN	Capitol Federal Financial, Inc.	+0.9%	+298.15%	Add
7	ARI 4.75 08-23-22	Apollo Cmmrl Real Est Fi	-0.7%	-42.43%	Trim
8	✓	Legacy Acquisition CORP	-0.7%	-58.16%	Trim
9	IVC 5 02-15-21	Invacare CORP	-0.7%	-56.16%	Trim
10	ZD 3.25 06-15-29	J2 Global Communications	-0.8%	-44.22%	Trim
11	✓	Sentinel Energy	-0.9%	-95.15%	Trim
12	MOH 1.125 01-15-20	Molina Healthcare INC	-1%	-62.80%	Trim
13	TWTR 1 09-15-21	Twitter INC	-1%	-56.95%	Trim
14	CORR 7 06-15-20	Corenergy Infrastructure	-1.1%	-72.36%	Trim
15	DISH 3.375 08-15-26	Dish Network CORP	-1.2%	-60.44%	Trim
16	LMCA 1.375 10-15-23	Liberty Media CORP	-1.2%	-81.09%	Trim
17	TCOM 1 07-01-20	Trip.com Group LTD	-1.3%	-65.58%	Trim
18	AABA 0 12-01-18	Altaba INC	-1.5%	-49.22%	Trim
19	TSLA 2.375 03-15-22	Tesla INC	-1.8%	-91.97%	Trim
20	DHT 4.5 10-01-19	Dht Holdings INC	-2.3%	-83.77%	Trim
21	TILE	Interface INC	—	EXIT	Sold out
22	ARCC 4.75 01-15-18	Ares Capital CORP	—	EXIT	Sold out
23	✓	Platinum Eagle Acquisitin Co	—	NEW	New buy
24	✓	Nebula Acquisition CORP	—	NEW	New buy
25	✓	One Madison CORP	—	NEW	New buy
26	✓	Leo Holdings CORP	—	NEW	New buy
27	PANW 0 07-01-19	Palo Alto Networks	—	EXIT	Sold out
28	ON 1 12-01-20	On Semiconductor CORP	—	NEW	New buy
29	✓	Sentinel Energy Svcs INC	—	NEW	New buy
30	IDCC 1.5 03-01-20	Interdigital INC	—	NEW	New buy
31	NICEIT 1.25 01-15-24	Nice Systems INC	—	NEW	New buy
32	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	—	NEW	New buy
33	FWONK 1 01-30-23	Liberty Media CORP	—	NEW	New buy
34	LGND 0.75 08-15-19	Ligand Pharmaceuticals I	—	EXIT	Sold out
35	BXMT 4.75 03-15-23	Blackstone Mortgage Tr	—	NEW	New buy
36	✓	Dfb Healthcare Acquistion Co	—	NEW	New buy
37	✓	Tiberius Acquisition CORP	—	NEW	New buy
38	RHT 0.25 10-01-19	Red Hat INC	—	EXIT	Sold out
39	JOBS 3.25 04-15-19	51job INC	—	EXIT	Sold out
40	✓	Mudrick Cap Acquisition CORP	—	NEW	New buy
41	BMRN 0.75 10-15-18	Biomarin Pharmaceutical	—	NEW	New buy
42	BXMT 4.375 05-05-22	Blackstone Mortgage Tr	—	EXIT	Sold out
43	LYV 2.5 05-15-19	Live Nation Entertainmen	—	EXIT	Sold out
44	WMGI 2.25 11-15-21	Wright Medical Group NV	—	NEW	New buy
45	DISH 2.375 03-15-24	Dish Network CORP	—	NEW	New buy
46	BKNG 0.35 06-15-20	Booking Holdings INC	—	EXIT	Sold out
47	CSV 2.75 03-15-21	Carriage Services INC	—	EXIT	Sold out
48	✓	Global Partner Acquisition C	—	EXIT	Sold out
49	PEGI 4 07-15-20	Pattern Energy Group INC	—	EXIT	Sold out
50	✓	M Iii Acquisition CORP	—	EXIT	Sold out