BASSO CAPITAL MANAGEMENT, L.P. Quant / Systematic

Location: Stamford, CT

CIK: 0001287978 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value: $767M (21.6% shares, 78.4% debt)

Holdings (177)

TAKE-TWO INTERACTIVE SOFTWAR 6.0%
Value $45.79M Shares 13,453,000 Est. Cost $1.52 Unrealized
VERISIGN INC 3.5%
Value $26.57M Shares 9,759,000 Est. Cost $2.44 Unrealized
MOLINA HEALTHCARE INC 2.9%
Value $22.52M Shares 12,878,000 Est. Cost $1.47 Unrealized
LIGAND PHARMACEUTICALS INC 2.6%
Value $20.27M Shares 12,245,000 Est. Cost $1.50 Unrealized
PALO ALTO NETWORKS INC 2.6%
Value $19.88M Shares 15,144,000 Est. Cost $1.53 Unrealized
PRICELINE GRP INC 2.4%
Value $18.55M Shares 9,406,000 Est. Cost $1.43 Unrealized
STARWOOD PPTY TR INC 2.2%
Value $17.22M Shares 17,139,000 Est. Cost $1.01 Unrealized
INTERDIGITAL INC 2.1%
Value $15.94M Shares 13,180,000 Est. Cost $1.27 Unrealized
NOVELLUS SYS INC 2.0%
Value $15.69M Shares 3,745,000 Est. Cost $3.79 Unrealized
ARES CAP CORP 1.9%
Value $14.34M Shares 14,148,000 Est. Cost $1.02 Unrealized
YAHOO INC 1.9%
Value $14.25M Shares 12,570,000 Est. Cost $0.99 Unrealized
MICROCHIP TECHNOLOGY INC 1.8%
Value $14.12M Shares 9,420,000 Est. Cost $1.46 Unrealized
DHT HOLDINGS INC 1.7%
Value $13.02M Shares 13,168,000 Est. Cost $0.97 Unrealized
ALBANY MOLECULAR RESH INC 1.6%
Value $12.63M Shares 8,851,000 Est. Cost $1.22 Unrealized
NATIONAL HEALTH INVS INC 1.6%
Value $12.54M Shares 10,744,000 Est. Cost $1.02 Unrealized
EURONET WORLDWIDE INC 1.6%
Value $12.52M Shares 9,805,000 Est. Cost $1.22 Unrealized
MEDICINES CO 1.5%
Value $11.56M Shares 8,886,000 Est. Cost $1.19 Unrealized
J2 GLOBAL INC 1.5%
Value $11.37M Shares 8,340,000 Est. Cost $1.14 Unrealized
SERVICENOW INC 1.4%
Value $10.61M Shares 7,254,000 Est. Cost $1.24 Unrealized
HEALTHWAYS INC 1.3%
Value $9.992M Shares 4,865,000 Est. Cost $1.76 Unrealized
GP INVTS ACQUISITION COR 1.3%
Value $9.649M Shares 963,949 Est. Cost $9.81 Unrealized
EASTERLY ACQUISITION CORP 1.2%
Value $9.564M Shares 951,689 Est. Cost $9.91 Unrealized
INTEL CORP 1.2%
Value $9.431M Shares 5,712,000 Est. Cost $1.60 Unrealized
TWITTER INC 1.2%
Value $9.425M Shares 10,300,000 Est. Cost $0.91 Unrealized
ELECTRUM SPL ACQUISITION COR 1.2%
Value $9.12M Shares 903,893 Est. Cost $9.91 Unrealized
HENNESSY CAP ACQUSTON CORP I 1.2%
Value $9.045M Shares 900,000 Est. Cost $10.05 Unrealized
SFL 5.75 10/15/21 SHIP FINANCE INTERNATIONAL L 1.2%
Value $8.841M Shares 9,282,000 Est. Cost $1.01 Unrealized
TTM TECHNOLOGIES INC 1.1%
Value $8.778M Shares 4,672,000 Est. Cost $1.44 Unrealized
CITRIX SYS INC 1.1%
Value $8.682M Shares 7,231,000 Est. Cost $1.16 Unrealized
MERCADOLIBRE INC 1.1%
Value $8.476M Shares 4,183,000 Est. Cost $1.02 Unrealized
LAM RESEARCH CORP 1.1%
Value $8.163M Shares 3,500,000 Est. Cost $2.13 Unrealized
SALESFORCE COM INC 1.1%
Value $8.08M Shares 6,108,000 Est. Cost $1.22 Unrealized
HUNTF HUNTER MARITIME ACQUISITION 1.0%
Value $7.946M Shares 803,409 Est. Cost $9.77 Unrealized +0.6%
SEACOR HOLDINGS INC 1.0%
Value $7.74M Shares 9,130,000 Est. Cost $0.84 Unrealized
TESLA INC 1.0%
Value $7.537M Shares 6,000,000 Est. Cost $1.04 Unrealized
BOULEVARD ACQUISITION 1.0%
Value $7.458M Shares 744,262 Est. Cost $9.82 Unrealized
GTY TECHNOLOGY HOLDINGS INC 1.0%
Value $7.42M Shares 733,191 Est. Cost $10.12 Unrealized
WORKDAY INC 1.0%
Value $7.348M Shares 5,530,000 Est. Cost $1.33 Unrealized
CORENERGY INFRASTRUCTURE TR 1.0%
Value $7.321M Shares 6,562,000 Est. Cost $0.92 Unrealized
51JOB INC 0.9%
Value $7.037M Shares 6,040,000 Est. Cost $1.07 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.9%
Value $7.035M Shares 700,000 Est. Cost $10.02 Unrealized
INVACARE CORP 0.9%
Value $6.939M Shares 6,500,000 Est. Cost $1.07 Unrealized
BLACKSTONE MTG TR INC 0.9%
Value $6.804M Shares 5,878,000 Est. Cost $1.14 Unrealized
FINTECH ACQUISITION CORP II 0.9%
Value $6.583M Shares 671,700 Est. Cost $9.82 Unrealized
CTRIP COM INTL LTD 0.8%
Value $6.356M Shares 4,500,000 Est. Cost $1.26 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.8%
Value $6.189M Shares 618,924 Est. Cost $9.83 Unrealized
PHOTRONICS INC 0.8%
Value $6.123M Shares 5,440,000 Est. Cost $1.12 Unrealized
JANUS HENDERSON GROUP PLC 0.8%
Value $5.961M Shares 4,069,000 Est. Cost $1.46 Unrealized
CARDTRONICS INC 0.8%
Value $5.786M Shares 6,080,000 Est. Cost $1.15 Unrealized
TWO HBRS INVT CORP 0.7%
Value $5.75M Shares 5,455,000 Est. Cost $1.04 Unrealized
COLONY CAP INC 0.7%
Value $5.716M Shares 5,630,000 Est. Cost $0.93 Unrealized
AMAG PHARMACEUTICALS INC 0.7%
Value $5.592M Shares 5,825,000 Est. Cost $0.96 Unrealized
NUVASIVE INC 0.7%
Value $5.489M Shares 3,970,000 Est. Cost $1.37 Unrealized
MEDIDATA SOLUTIONS INC 0.7%
Value $5.448M Shares 3,900,000 Est. Cost $1.14 Unrealized
SEACOR HOLDINGS INC 0.7%
Value $5.437M Shares 5,442,000 Est. Cost $1.01 Unrealized
THERAVANCE INC 0.7%
Value $5.256M Shares 5,750,000 Est. Cost $0.94 Unrealized
SILVER RUN ACQUISITION 0.7%
Value $5.251M Shares 512,300 Est. Cost $10.25 Unrealized
TPG PACE ENERGY HLDGS CORP 0.7%
Value $5.224M Shares 500,358 Est. Cost $10.44 Unrealized
SHUTTERFLY INC 0.6%
Value $4.88M Shares 4,905,000 Est. Cost $0.99 Unrealized
CARRIAGE SVCS INC 0.6%
Value $4.541M Shares 3,500,000 Est. Cost $1.18 Unrealized
GORES HLDGS II INC 0.6%
Value $4.509M Shares 449,505 Est. Cost $10.27 Unrealized
GLOBAL PARTNER ACQUISITION C 0.6%
Value $4.419M Shares 444,156 Est. Cost $9.88 Unrealized
LANDCADIA HLDGS INC 0.6%
Value $4.395M Shares 434,305 Est. Cost $9.93 Unrealized
FRONTIER COMMUNICATIONS CORP 0.6%
Value $4.35M Shares 250,000 Est. Cost Unrealized
ICONIX BRAND GROUP INC 0.5%
Value $4.22M Shares 4,350,000 Est. Cost $0.94 Unrealized
LIBERTY MEDIA CORP DELAWARE 0.5%
Value $4.194M Shares 3,540,000 Est. Cost $1.18 Unrealized
QUINPARIO ACQUISITION CORP 2 0.5%
Value $4.186M Shares 421,974 Est. Cost $9.87 Unrealized
BROADSOFT INC 0.5%
Value $4.151M Shares 3,330,000 Est. Cost $1.23 Unrealized
RED HAT INC 0.5%
Value $4.046M Shares 2,925,000 Est. Cost $1.38 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.5%
Value $3.645M Shares 370,000 Est. Cost $9.90 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.5%
Value $3.591M Shares 350,000 Est. Cost $10.26 Unrealized
THERAVANCE BIOPHARMA INC 0.5%
Value $3.456M Shares 2,560,000 Est. Cost $1.35 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.4%
Value $3.378M Shares 350,000 Est. Cost $9.65 Unrealized
TWITTER INC 0.4%
Value $3.322M Shares 3,525,000 Est. Cost $0.85 Unrealized
FLUIDIGM CORP DEL 0.4%
Value $3.278M Shares 5,330,000 Est. Cost $0.61 Unrealized
VANTAGE ENERGY ACQUISITION 0.4%
Value $3.169M Shares 325,000 Est. Cost $9.75 Unrealized
VANTAGE ENERGY ACQUISITION 0.4%
Value $3.051M Shares 301,210 Est. Cost $10.13 Unrealized
ANDINA ACQUISITION CORP II 0.4%
Value $3.031M Shares 299,809 Est. Cost $9.99 Unrealized
BLACKROCK CAPITAL INVESTMENT 0.4%
Value $2.994M Shares 2,925,000 Est. Cost $1.02 Unrealized
BLACKSTONE MTG TR INC 0.4%
Value $2.761M Shares 2,710,000 Est. Cost $1.02 Unrealized
RENEWABLE ENERGY GROUP INC 0.4%
Value $2.7M Shares 2,000,000 Est. Cost $1.35 Unrealized
ACORDA THERAPEUTICS INC 0.3%
Value $2.513M Shares 2,935,000 Est. Cost $0.83 Unrealized
AMERICAN RLTY CAP PPTYS INC 0.3%
Value $2.508M Shares 2,500,000 Est. Cost $1.00 Unrealized
CIENA CORP 0.3%
Value $2.473M Shares 1,750,000 Est. Cost $1.40 Unrealized
HARMONY MERGER CORP 0.3%
Value $2.437M Shares 235,896 Est. Cost $10.07 Unrealized
BROOKDALE SR LIVING INC 0.3%
Value $2.297M Shares 2,320,000 Est. Cost $0.97 Unrealized
VECTOR GROUP LTD 0.3%
Value $2.29M Shares 2,000,000 Est. Cost $1.06 Unrealized
GENERAL CABLE CORP DEL NEW 0.3%
Value $2.199M Shares 2,900,000 Est. Cost $0.65 Unrealized
APOLLO COML REAL EST FIN INC 0.3%
Value $2.131M Shares 1,945,000 Est. Cost $1.07 Unrealized
FIREEYE INC 0.3%
Value $2.021M Shares 2,230,000 Est. Cost $0.87 Unrealized
PROSPECT CAPITAL CORPORATION 0.3%
Value $1.98M Shares 2,000,000 Est. Cost $0.99 Unrealized
CTRIP COM INTL LTD 0.2%
Value $1.873M Shares 1,625,000 Est. Cost $1.15 Unrealized
STARWOOD PPTY TR INC 0.2%
Value $1.868M Shares 1,850,000 Est. Cost $1.01 Unrealized
MODERN MEDIA ACQUISITION 0.2%
Value $1.824M Shares 177,750 Est. Cost $10.26 Unrealized
SFL 3.25 02/01/18 SHIP FINANCE INTERNATIONAL L 0.2%
Value $1.805M Shares 1,693,000 Est. Cost $1.05 Unrealized
PATTERN ENERGY GROUP INC 0.2%
Value $1.788M Shares 75,000 Est. Cost Unrealized
PACIFIC SPL ACQUISITION CORP 0.2%
Value $1.749M Shares 170,659 Est. Cost $10.31 Unrealized
ELECTRONICS FOR IMAGING INC 0.2%
Value $1.747M Shares 1,625,000 Est. Cost $1.08 Unrealized
PATTERN ENERGY GROUP INC 0.2%
Value $1.738M Shares 1,665,000 Est. Cost $1.01 Unrealized
HOLOGIC INC 0.2%
Value $1.696M Shares 1,350,000 Est. Cost $1.26 Unrealized
MODERN MEDIA ACQUISITION 0.2%
Value $1.661M Shares 170,000 Est. Cost $9.77 Unrealized
PRICELINE GRP INC 0.2%
Value $1.534M Shares 820 Est. Cost $1403.11 Unrealized
KBL MERGER CORP IV 0.2%
Value $1.531M Shares 150,100 Est. Cost $10.20 Unrealized
CF CORP 0.2%
Value $1.529M Shares 135,887 Est. Cost $9.92 Unrealized
TPG PACE ENERGY HLDGS CORP 0.2%
Value $1.509M Shares 150,000 Est. Cost $10.06 Unrealized
PROOFPOINT INC 0.2%
Value $1.302M Shares 15,000 Est. Cost $74.87 Unrealized
GLNG GOLAR LNG LTD BERMUDA 0.2%
Value $1.262M Shares 56,700 Est. Cost Unrealized
FINTECH ACQUISITION CORP II 0.2%
Value $1.254M Shares 120,857 Est. Cost $10.26 Unrealized
ADVANCED MICRO DEVICES INC 0.1%
Value $1.117M Shares 640,000 Est. Cost $1.75 Unrealized
CONSTELLATION ALPHA CAPITAL 0.1%
Value $1.065M Shares 105,000 Est. Cost $10.14 Unrealized
ARBOR RLTY TR INC 0.1%
Value $1.061M Shares 1,000,000 Est. Cost $1.06 Unrealized
NEW YORK MTG TR INC 0.1%
Value $1.008M Shares 1,000,000 Est. Cost $0.97 Unrealized
PHUN STELLAR ACQUISITION III INC 0.1%
Value $844K Shares 84,018 Est. Cost $10.04 Unrealized
VOD VODAFONE GROUP PLC NEW 0.1%
Value $756K Shares 26,300 Est. Cost Unrealized
AXAR ACQUISITION CORP 0.1%
Value $739K Shares 75,000 Est. Cost $9.85 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.1%
Value $700K Shares 66,692 Est. Cost $10.50 Unrealized
NESR NATIONAL ENERGY SERVICES REU 0.1%
Value $661K Shares 69,400 Est. Cost $9.52 Unrealized
ON ON SEMICONDUCTOR CORP 0.1%
Value $658K Shares 46,900 Est. Cost $11.94 Unrealized +25.9%
INVA INNOVIVA INC 0.1%
Value $640K Shares 50,000 Est. Cost Unrealized
FORUM MERGER CORP 0.1%
Value $634K Shares 65,300 Est. Cost $9.71 Unrealized
AEGEAN MARINE PETROLEUM NETW 0.1%
Value $585K Shares 100,000 Est. Cost Unrealized
DOUBLE EAGLE ACQUISITION COR 0.1%
Value $532K Shares 50,000 Est. Cost $10.14 Unrealized
RAMCO-GERSHENSON PPTYS TR 0.1%
Value $525K Shares 40,700 Est. Cost Unrealized
BISON CAP ACQUISITION CORP 0.1%
Value $510K Shares 50,000 Est. Cost $10.20 Unrealized
BOULEVARD ACQUISITION 0.1%
Value $507K Shares 49,120 Est. Cost $9.90 Unrealized
ZIONS BANCORPORATION 0.1%
Value $420K Shares 50,000 Est. Cost $3.96 Unrealized
GREAT ELM CAP CORP 0.1%
Value $416K Shares 39,141 Est. Cost $11.67 Unrealized
FELCOR LODGING TR INC 0.1%
Value $412K Shares 15,300 Est. Cost $26.93 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value $358K Shares 35,000 Est. Cost $10.02 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value $353K Shares 32,878 Est. Cost $10.08 Unrealized
CF CORP 0.0%
Value $246K Shares 20,000 Est. Cost $10.20 Unrealized
WPX ENERGY INC 0.0%
Value $242K Shares 25,000 Est. Cost $9.65 Unrealized
LANDCADIA HLDGS INC 0.0%
Value $216K Shares 20,000 Est. Cost $10.20 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value $213K Shares 20,000 Est. Cost $10.00 Unrealized
WPX ENERGY INC 0.0%
Value $193K Shares 20,000 Est. Cost $9.65 Unrealized
GLOBAL EAGLE ENTMT INC 0.0%
Value $174K Shares 270,000 Est. Cost $0.72 Unrealized
M I ACQUISITIONS INC 0.0%
Value $168K Shares 16,411 Est. Cost $10.05 Unrealized
DHT DHT HOLDINGS INC 0.0%
Value $166K Shares 40,000 Est. Cost $2.11 Unrealized +12.9%
FORUM MERGER CORP 0.0%
Value $153K Shares 15,000 Est. Cost $10.20 Unrealized
M I ACQUISITIONS INC 0.0%
Value $101K Shares 10,000 Est. Cost $10.10 Unrealized
JENSYN ACQUISITION CORP 0.0%
Value $86,000 Shares 8,363 Est. Cost $10.29 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value $60,000 Shares 150,000 Est. Cost $0.40 Unrealized
SANOFI 0.0%
Value $48,000 Shares 125,000 Est. Cost $0.61 Unrealized
JONES ENERGY INC 0.0%
Value $48,000 Shares 30,000 Est. Cost Unrealized
ANDINA ACQUISITION CORP II 0.0%
Value $45,000 Shares 101,700 Est. Cost $0.42 Unrealized
BANK AMER CORP 0.0%
Value $40,000 Shares 50,000 Est. Cost $0.71 Unrealized
SILVER RUN ACQUISITION 0.0%
Value $40,000 Shares 22,467 Est. Cost $1.78 Unrealized
VANTAGE ENERGY ACQUISITION 0.0%
Value $35,000 Shares 30,000 Est. Cost $1.17 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.0%
Value $34,000 Shares 18,904 Est. Cost $1.72 Unrealized
NESRW NATIONAL ENERGY SERVICES REU 0.0%
Value $32,000 Shares 58,900 Est. Cost $0.54 Unrealized
GORES HLDGS II INC 0.0%
Value $30,000 Shares 20,000 Est. Cost $1.27 Unrealized
FORUM MERGER CORP 0.0%
Value $22,000 Shares 60,000 Est. Cost $0.37 Unrealized
PACIFIC SPL ACQUISITION CORP 0.0%
Value $21,000 Shares 34,900 Est. Cost $0.60 Unrealized
TPG PACE ENERGY HLDGS CORP 0.0%
Value $19,000 Shares 14,100 Est. Cost $1.35 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value $19,000 Shares 14,800 Est. Cost $1.33 Unrealized
FINTECH ACQUISITION CORP II 0.0%
Value $19,000 Shares 15,800 Est. Cost $1.20 Unrealized
GP INVTS ACQUISITION COR 0.0%
Value $17,000 Shares 23,300 Est. Cost $0.51 Unrealized
STELLAR ACQUISITION III INC 0.0%
Value $17,000 Shares 52,500 Est. Cost $0.32 Unrealized
KAYNE ANDERSON ACQUISITION 0.0%
Value $16,000 Shares 17,871 Est. Cost $0.90 Unrealized
MATLIN & PARTNERS ACQUISITIO 0.0%
Value $15,000 Shares 30,700 Est. Cost $0.49 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value $14,000 Shares 35,000 Est. Cost $0.40 Unrealized
ALBANY MOLECULAR RESH INC 0.0%
Value $14,000 Shares 630 Est. Cost $22.22 Unrealized
CITIGROUP INC 0.0%
Value $12,000 Shares 81,500 Est. Cost $0.79 Unrealized
ELECTRUM SPL ACQUISITION COR 0.0%
Value $11,000 Shares 29,900 Est. Cost $0.37 Unrealized
ANDINA ACQUISITION CORP II 0.0%
Value $10,000 Shares 32,825 Est. Cost $0.30 Unrealized
QUINPARIO ACQUISITION CORP 2 0.0%
Value $10,000 Shares 25,992 Est. Cost $0.45 Unrealized
HARMONY MERGER CORP 0.0%
Value $8,000 Shares 9,900 Est. Cost $0.50 Unrealized
AXAR ACQUISITION CORP 0.0%
Value $8,000 Shares 98,127 Est. Cost $0.07 Unrealized
HUNTER MARITIME ACQUISITION 0.0%
Value $7,000 Shares 25,954 Est. Cost $0.73 Unrealized
EASTERLY ACQUISITION CORP 0.0%
Value $6,000 Shares 6,525 Est. Cost $0.40 Unrealized
DOUBLE EAGLE ACQUISITION COR 0.0%
Value $4,000 Shares 7,466 Est. Cost $0.50 Unrealized
BOULEVARD ACQUISITION 0.0%
Value $3,000 Shares 3,949 Est. Cost $0.76 Unrealized
AVISTA HEALTHCARE PUB ACQ CO 0.0%
Value $2,000 Shares 5,400 Est. Cost $0.48 Unrealized
M I ACQUISITIONS INC 0.0%
Value $2,000 Shares 7,500 Est. Cost $0.27 Unrealized
JM GLOBAL HLDG CO 0.0%
Value $1,000 Shares 4,200 Est. Cost $0.17 Unrealized
SILICONWARE PRECISION INDS L 0.0%
Value $0 Shares 50 Est. Cost $7.71 Unrealized
GLOBAL PARTNER ACQUISITION C 0.0%
Value $0 Shares 265 Est. Cost Unrealized