BASSO CAPITAL MANAGEMENT, L.P. Quant / Systematic

Location: Stamford, CT

CIK: 0001287978 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 14, 2019

Total Value: $488M (100.0% shares, 0.0% debt)

Holdings (180)

HAYMAKER ACQUISITION CORP 3.5%
Value $17.02M Shares 1,700,430 Est. Cost $9.76 Unrealized
SOCIAL CAP HEDOSOPHIA HLDGS 3.4%
Value $16.38M Shares 1,637,657 Est. Cost $10.03 Unrealized
LEGACY ACQUISITION CORP 2.6%
Value $12.66M Shares 1,288,953 Est. Cost $9.61 Unrealized
TRINITY MERGER CORP 2.4%
Value $11.62M Shares 1,162,900 Est. Cost $9.93 Unrealized
MODERN MEDIA ACQUISITION 2.3%
Value $11.4M Shares 1,118,161 Est. Cost $9.92 Unrealized
PURE ACQUISITION CORP 2.3%
Value $11.32M Shares 1,150,800 Est. Cost $9.72 Unrealized
THUNDER BRIDGE ACQUISITION L 2.3%
Value $11.05M Shares 1,115,900 Est. Cost $9.75 Unrealized
MOSAIC ACQUISITION CORP 2.1%
Value $10.39M Shares 1,058,345 Est. Cost $9.82 Unrealized
MUDRICK CAP ACQUISITION CORP 2.1%
Value $10.31M Shares 1,044,043 Est. Cost $9.66 Unrealized
VANTAGE ENERGY ACQUISITION 2.1%
Value $10.25M Shares 1,020,292 Est. Cost $9.84 Unrealized
AMCI ACQUISITION CORP 2.0%
Value $9.934M Shares 998,400 Est. Cost $9.95 Unrealized
BOXWOOD MERGER CORP 2.0%
Value $9.564M Shares 963,100 Est. Cost $9.93 Unrealized
CF FIN ACQUISITION CORP 1.9%
Value $9.5M Shares 950,000 Est. Cost $10.00 Unrealized
FINTECH ACQUISITION CORP III 1.9%
Value $9.236M Shares 923,649 Est. Cost $10.00 Unrealized
VECTOIQ ACQUISITION CORP 1.8%
Value $8.963M Shares 924,000 Est. Cost $9.59 Unrealized
DFB HEALTHCARE ACQUISTION CO 1.8%
Value $8.686M Shares 883,592 Est. Cost $9.83 Unrealized
PENSARE ACQUISITION CORP 1.8%
Value $8.611M Shares 850,095 Est. Cost $10.13 Unrealized
LF CAP ACQUISITION CORP 1.7%
Value $8.143M Shares 832,656 Est. Cost $9.62 Unrealized
CHURCHILL CAP CORP 1.7%
Value $8.08M Shares 799,200 Est. Cost $10.15 Unrealized
TH PLATINUM EAGLE ACQUISITIN CO 1.7%
Value $8.07M Shares 800,600 Est. Cost $9.88 Unrealized
GORES HOLDINGS III INC 1.6%
Value $7.93M Shares 789,100 Est. Cost $10.22 Unrealized
SPARTAN ENERGY ACQUISITON CO 1.6%
Value $7.75M Shares 775,000 Est. Cost $10.16 Unrealized
FAR PT ACQUISITION CORP 1.5%
Value $7.375M Shares 764,239 Est. Cost $9.61 Unrealized
MEGALITH FINL ACQUISITION CO 1.5%
Value $7.275M Shares 750,000 Est. Cost $9.60 Unrealized
TKK SYMPHONY ACQUISITION COR 1.5%
Value $7.217M Shares 747,880 Est. Cost $9.65 Unrealized
COLLIER CREEK HOLDINGS 1.4%
Value $7.057M Shares 702,200 Est. Cost $10.05 Unrealized
PURE ACQUISITION CORP 1.4%
Value $7.027M Shares 669,214 Est. Cost $10.25 Unrealized
VECTOIQ ACQUISITION CORP 1.4%
Value $6.804M Shares 675,000 Est. Cost $10.08 Unrealized
LEO HOLDINGS CORP 1.4%
Value $6.79M Shares 700,020 Est. Cost $9.68 Unrealized
IWM ISHARES TR 1.4%
Value $6.695M Shares 50,000 Est. Cost Unrealized
NEW FRONTIER CORP 1.4%
Value $6.686M Shares 658,695 Est. Cost $10.06 Unrealized
TIBERIUS ACQUISITION CORP 1.3%
Value $6.479M Shares 661,152 Est. Cost $9.62 Unrealized
CAPITOL INVT CORP IV 1.3%
Value $6.388M Shares 639,046 Est. Cost $9.67 Unrealized
LEISURE ACQUISITION CORP 1.3%
Value $6.283M Shares 639,813 Est. Cost $9.65 Unrealized
TWELVE SEAS INVESTMENT COMPA 1.2%
Value $6.067M Shares 617,800 Est. Cost $9.67 Unrealized
SABAN CAP ACQUISITION CORP 1.2%
Value $5.673M Shares 562,847 Est. Cost $10.02 Unrealized
ALLEGRO MERGER CORP 1.1%
Value $5.587M Shares 573,000 Est. Cost $9.58 Unrealized
NEBULA ACQUISITION CORP 1.1%
Value $5.533M Shares 550,010 Est. Cost $10.12 Unrealized
CHASERG TECHNLGY ACQUISITN C 1.1%
Value $5.503M Shares 550,801 Est. Cost $9.99 Unrealized
CHASERG TECHNLGY ACQUISITN C 1.1%
Value $5.324M Shares 550,000 Est. Cost $9.68 Unrealized
CHURCHILL CAP CORP 1.1%
Value $5.253M Shares 550,000 Est. Cost $9.55 Unrealized
NEBULA ACQUISITION CORP 1.0%
Value $5.093M Shares 522,324 Est. Cost $9.66 Unrealized
MTECH ACQUISITION CORP 1.0%
Value $5.083M Shares 503,807 Est. Cost $9.87 Unrealized
TPG PACE HLDGS CORP 1.0%
Value $5.042M Shares 504,169 Est. Cost $9.81 Unrealized
TRIDENT ACQUISITIONS CORP 1.0%
Value $4.736M Shares 475,000 Est. Cost $9.88 Unrealized
GRAF INDL CORP 0.9%
Value $4.3M Shares 429,606 Est. Cost $10.01 Unrealized
GORDON POINTE ACQUISITION CO 0.9%
Value $4.154M Shares 415,401 Est. Cost $9.82 Unrealized
FORUM MERGER II CORP 0.8%
Value $4.101M Shares 425,000 Est. Cost $9.58 Unrealized
THUNDER BRIDGE ACQUISITION L 0.8%
Value $4.073M Shares 400,000 Est. Cost $10.04 Unrealized
MUDRICK CAP ACQUISITION CORP 0.8%
Value $4.008M Shares 383,200 Est. Cost $10.23 Unrealized
GS ACQUISITION HLDGS CORP 0.8%
Value $3.773M Shares 385,000 Est. Cost $9.75 Unrealized
ALLEGRO MERGER CORP 0.8%
Value $3.715M Shares 360,000 Est. Cost $10.30 Unrealized
GS ACQUISITION HLDGS CORP 0.7%
Value $3.59M Shares 350,200 Est. Cost $10.25 Unrealized
TPGH/U TPG PACE HLDGS CORP 0.7%
Value $3.429M Shares 325,000 Est. Cost $10.47 Unrealized
RWGE REGALWOOD GLOBAL ENERGY LTD 0.7%
Value $3.194M Shares 325,250 Est. Cost $9.74 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.6%
Value $3.06M Shares 298,430 Est. Cost $10.06 Unrealized
NEW FRONTIER CORP 0.6%
Value $2.942M Shares 300,225 Est. Cost $9.65 Unrealized
SPARTAN ENERGY ACQUISITON CO 0.5%
Value $2.648M Shares 275,000 Est. Cost $9.63 Unrealized
FAR PT ACQUISITION CORP 0.5%
Value $2.523M Shares 250,000 Est. Cost $10.19 Unrealized
SCHULTZE SPL PURP ACQUISITIO 0.5%
Value $2.488M Shares 250,000 Est. Cost $9.95 Unrealized
TLT ISHARES TR 0.5%
Value $2.43M Shares 20,000 Est. Cost Unrealized
ARYA SCIENCES ACQUISITION CO 0.5%
Value $2.31M Shares 223,370 Est. Cost $10.34 Unrealized
GIGCAPITAL INC 0.5%
Value $2.282M Shares 225,933 Est. Cost $9.95 Unrealized
EDTECHX HLDGS ACQUISITION CO 0.5%
Value $2.248M Shares 225,000 Est. Cost $9.99 Unrealized
RWGE/U REGALWOOD GLOBAL ENERGY LTD 0.4%
Value $2.165M Shares 213,049 Est. Cost $9.99 Unrealized
LEO HOLDINGS CORP 0.4%
Value $2.034M Shares 200,000 Est. Cost $10.00 Unrealized
FORUM MERGER II CORP 0.4%
Value $2.024M Shares 200,000 Est. Cost $10.13 Unrealized
TKK SYMPHONY ACQUISITION COR 0.4%
Value $2.018M Shares 200,000 Est. Cost $10.09 Unrealized
GRAF INDL CORP 0.4%
Value $1.92M Shares 200,000 Est. Cost $9.60 Unrealized
BLACK RIDGE ACQUISITION CORP 0.4%
Value $1.86M Shares 185,300 Est. Cost $9.68 Unrealized
GORES HOLDINGS III INC 0.3%
Value $1.643M Shares 169,000 Est. Cost $9.72 Unrealized
PLATINUM EAGLE ACQUISITIN CO 0.3%
Value $1.598M Shares 150,886 Est. Cost $10.15 Unrealized
HL ACQUISITIONS CORP 0.3%
Value $1.592M Shares 153,800 Est. Cost $10.19 Unrealized
TIBERIUS ACQUISITION CORP 0.3%
Value $1.586M Shares 155,291 Est. Cost $10.10 Unrealized
OPES ACQUISITION CORP 0.3%
Value $1.583M Shares 154,100 Est. Cost $10.05 Unrealized
TRINITY MERGER CORP 0.3%
Value $1.566M Shares 151,781 Est. Cost $10.13 Unrealized
LF CAP ACQUISITION CORP 0.3%
Value $1.537M Shares 151,390 Est. Cost $10.12 Unrealized
TRIDENT ACQUISITIONS CORP 0.3%
Value $1.529M Shares 150,000 Est. Cost $10.04 Unrealized
MEGALITH FINL ACQUISITION CO 0.3%
Value $1.512M Shares 150,000 Est. Cost $10.10 Unrealized
TENZING ACQUISITION CORP 0.3%
Value $1.511M Shares 150,000 Est. Cost $10.12 Unrealized
KBL MERGER CORP IV 0.3%
Value $1.499M Shares 147,000 Est. Cost $9.71 Unrealized
ALAC ALBERTON ACQUISITION CORP 0.3%
Value $1.47M Shares 150,000 Est. Cost $9.80 Unrealized
HL ACQUISITIONS CORP 0.3%
Value $1.44M Shares 150,000 Est. Cost $9.57 Unrealized
HAYMAKER ACQUISITION CORP 0.3%
Value $1.424M Shares 135,000 Est. Cost $9.90 Unrealized
LONGEVITY ACQUISITION CORP 0.3%
Value $1.411M Shares 139,000 Est. Cost $10.24 Unrealized
CHARDAN HEALTHCARE ACQUISITI 0.3%
Value $1.372M Shares 136,241 Est. Cost $10.07 Unrealized
COLLIER CREEK HOLDINGS 0.3%
Value $1.339M Shares 138,752 Est. Cost $9.65 Unrealized
TOTTENHAM ACQUISITION I LTD 0.3%
Value $1.323M Shares 129,670 Est. Cost $10.18 Unrealized
CM SEVEN STAR ACQUISITION CO 0.3%
Value $1.263M Shares 125,000 Est. Cost $9.89 Unrealized
UNION ACQUISITION CORP 0.2%
Value $1.075M Shares 100,000 Est. Cost $10.23 Unrealized
UNION ACQUISITION CORP 0.2%
Value $1.007M Shares 100,000 Est. Cost $9.71 Unrealized
HUNTF HUNTER MARITIME ACQUISITION 0.2%
Value $993K Shares 100,000 Est. Cost $9.78 Unrealized +2.3%
MOSAIC ACQUISITION CORP 0.2%
Value $990K Shares 97,780 Est. Cost $10.12 Unrealized
TOTA TOTTENHAM ACQUISITION I LTD 0.2%
Value $990K Shares 100,000 Est. Cost $9.70 Unrealized
GREENLAND ACQUISITIN CORPORA 0.2%
Value $990K Shares 100,000 Est. Cost $9.67 Unrealized
GREENLAND ACQUISITIN CORPORA 0.2%
Value $815K Shares 79,400 Est. Cost $10.35 Unrealized
ONE MADISON CORP 0.2%
Value $782K Shares 75,156 Est. Cost $10.00 Unrealized
LOAC LONGEVITY ACQUISITION CORP 0.2%
Value $754K Shares 75,000 Est. Cost $10.05 Unrealized
DFB HEALTHCARE ACQUISTION CO 0.1%
Value $715K Shares 70,784 Est. Cost $10.10 Unrealized
BIG ROCK PARTNERS ACQUISI CO 0.1%
Value $547K Shares 53,600 Est. Cost $9.69 Unrealized
ALBERTON ACQUISITION CORP 0.1%
Value $546K Shares 54,080 Est. Cost $10.10 Unrealized
BLACKROCK DEBT STRAT FD INC 0.1%
Value $541K Shares 54,100 Est. Cost $10.00 Unrealized
BISON CAP ACQUISITION CORP 0.1%
Value $520K Shares 50,000 Est. Cost $9.88 Unrealized
RVPH TENZING ACQUISITION CORP 0.1%
Value $495K Shares 50,300 Est. Cost $9.84 Unrealized
EDTECHX HLDGS ACQUISITION CO 0.1%
Value $490K Shares 50,000 Est. Cost $9.80 Unrealized
KBL MERGER CORP IV 0.1%
Value $476K Shares 45,100 Est. Cost $10.20 Unrealized
BLACK RIDGE ACQUISITION CORP 0.1%
Value $471K Shares 44,900 Est. Cost $10.14 Unrealized
BARCLAYS BK PLC 0.1%
Value $469K Shares 10,000 Est. Cost Unrealized
OPES ACQUISITION CORP 0.1%
Value $447K Shares 45,000 Est. Cost $9.93 Unrealized
SRLN SSGA ACTIVE ETF TR 0.1%
Value $447K Shares 10,000 Est. Cost $44.70 Unrealized
FEDERAL STR ACQUISITION CORP 0.1%
Value $319K Shares 31,180 Est. Cost $9.75 Unrealized
BLACKSTONE GROUP L P 0.1%
Value $300K Shares 10,000 Est. Cost $30.00 Unrealized
LEISURE ACQUISITION CORP 0.1%
Value $253K Shares 25,000 Est. Cost $9.98 Unrealized
BRISTOW GROUP INC 0.0%
Value $243K Shares 100,000 Est. Cost Unrealized
REGALWOOD GLOBAL ENERGY LTD 0.0%
Value $163K Shares 16,000 Est. Cost $10.19 Unrealized
NEBULA ACQUISITION CORP 0.0%
Value $133K Shares 99,090 Est. Cost $1.35 Unrealized
FIRST TR SR FLG RTE INCM FD 0.0%
Value $110K Shares 10,000 Est. Cost $11.00 Unrealized
DFB HEALTHCARE ACQUISTION CO 0.0%
Value $92,000 Shares 75,000 Est. Cost $1.23 Unrealized
CHASERG TECHNLGY ACQUISITN C 0.0%
Value $88,000 Shares 120,000 Est. Cost $0.73 Unrealized
HAYMAKER ACQUISITION CORP 0.0%
Value $77,000 Shares 93,290 Est. Cost $0.81 Unrealized
PENSARE ACQUISITION CORP 0.0%
Value $73,000 Shares 250,000 Est. Cost $0.29 Unrealized
LEO HOLDINGS CORP 0.0%
Value $72,000 Shares 66,873 Est. Cost $1.06 Unrealized
SPARTAN ENERGY ACQUISITON CO 0.0%
Value $71,000 Shares 73,050 Est. Cost $0.97 Unrealized
GS ACQUISITION HLDGS CORP 0.0%
Value $69,000 Shares 54,900 Est. Cost $1.65 Unrealized
PURE ACQUISITION CORP 0.0%
Value $68,000 Shares 59,800 Est. Cost $1.28 Unrealized
ALLEGRO MERGER CORP 0.0%
Value $68,000 Shares 225,450 Est. Cost $0.35 Unrealized
LEGACY ACQUISITION CORP 0.0%
Value $62,000 Shares 188,006 Est. Cost $0.37 Unrealized
MTECH ACQUISITION CORP 0.0%
Value $62,000 Shares 104,156 Est. Cost $0.61 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value $61,000 Shares 243,930 Est. Cost $0.39 Unrealized
GORES HOLDINGS III INC 0.0%
Value $60,000 Shares 46,502 Est. Cost $1.29 Unrealized
CHURCHILL CAP CORP 0.0%
Value $55,000 Shares 63,129 Est. Cost $0.87 Unrealized
ARYA SCIENCES ACQUISITION CO 0.0%
Value $49,000 Shares 5,000 Est. Cost $9.80 Unrealized
REEBONZ HLDG LTD 0.0%
Value $48,000 Shares 5,030 Est. Cost $9.54 Unrealized
GREENLAND ACQUISITIN CORPORA 0.0%
Value $45,000 Shares 98,800 Est. Cost $0.36 Unrealized
ALLEGRO MERGER CORP 0.0%
Value $43,000 Shares 147,838 Est. Cost $0.38 Unrealized
KBL MERGER CORP IV 0.0%
Value $41,000 Shares 105,000 Est. Cost $0.29 Unrealized
PACK ONE MADISON CORP 0.0%
Value $40,000 Shares 51,460 Est. Cost $3.39 Unrealized
LEISURE ACQUISITION CORP 0.0%
Value $40,000 Shares 50,000 Est. Cost $0.75 Unrealized
ONE MADISON CORP 0.0%
Value $40,000 Shares 51,460 Est. Cost $0.95 Unrealized
DREYFUS ALCENTRA GBL CR INCO 0.0%
Value $40,000 Shares 5,000 Est. Cost $8.00 Unrealized
TRINITY MERGER CORP 0.0%
Value $39,000 Shares 99,900 Est. Cost $0.40 Unrealized
MEGALITH FINL ACQUISITION CO 0.0%
Value $39,000 Shares 97,400 Est. Cost $0.60 Unrealized
THUNDER BRIDGE ACQUISITION L 0.0%
Value $36,000 Shares 96,070 Est. Cost $0.45 Unrealized
TWELVE SEAS INVESTMENT COMPA 0.0%
Value $35,000 Shares 100,000 Est. Cost $0.42 Unrealized
GRAF INDL CORP 0.0%
Value $30,000 Shares 75,000 Est. Cost $0.40 Unrealized
CM SEVEN STAR ACQUISITION CO 0.0%
Value $30,000 Shares 75,000 Est. Cost $0.37 Unrealized
FAR PT ACQUISITION CORP 0.0%
Value $26,000 Shares 19,630 Est. Cost $1.65 Unrealized
VANTAGE ENERGY ACQUISITION 0.0%
Value $26,000 Shares 54,661 Est. Cost $1.23 Unrealized
GORDON POINTE ACQUISITION CO 0.0%
Value $25,000 Shares 65,000 Est. Cost $0.54 Unrealized
LF CAP ACQUISITION CORP 0.0%
Value $25,000 Shares 57,208 Est. Cost $0.56 Unrealized
SOCIAL CAP HEDOSOPHIA HLDGS 0.0%
Value $25,000 Shares 35,173 Est. Cost $1.76 Unrealized
ALBERTON ACQUISITION CORP 0.0%
Value $22,000 Shares 187,000 Est. Cost $0.12 Unrealized
VECTOIQ ACQUISITION CORP 0.0%
Value $21,000 Shares 42,904 Est. Cost $0.51 Unrealized
GREENLAND ACQUISITIN CORPORA 0.0%
Value $20,000 Shares 100,000 Est. Cost $0.27 Unrealized
CONSTELLATION ALPHA CAP CORP 0.0%
Value $20,000 Shares 105,000 Est. Cost $0.36 Unrealized
PLATINUM EAGLE ACQUISITIN CO 0.0%
Value $20,000 Shares 15,638 Est. Cost $1.25 Unrealized
SEADRILL LTD 0.0%
Value $20,000 Shares 2,000 Est. Cost $10.00 Unrealized
TOTTENHAM ACQUISITION I LTD 0.0%
Value $20,000 Shares 50,000 Est. Cost $0.38 Unrealized
FORUM MERGER II CORP 0.0%
Value $19,000 Shares 42,696 Est. Cost $0.59 Unrealized
DD3 ACQUISITION CORP 0.0%
Value $18,000 Shares 50,000 Est. Cost $0.36 Unrealized
COLLIER CREEK HOLDINGS 0.0%
Value $18,000 Shares 15,077 Est. Cost $1.19 Unrealized
TPG PACE HLDGS CORP 0.0%
Value $17,000 Shares 16,566 Est. Cost $1.54 Unrealized
FEDERAL STR ACQUISITION CORP 0.0%
Value $16,000 Shares 19,395 Est. Cost $1.29 Unrealized
TRIDENT ACQUISITIONS CORP 0.0%
Value $15,000 Shares 50,000 Est. Cost $0.30 Unrealized
TOTTENHAM ACQUISITION I LTD 0.0%
Value $15,000 Shares 75,000 Est. Cost $0.20 Unrealized
TIBERIUS ACQUISITION CORP 0.0%
Value $14,000 Shares 34,823 Est. Cost $0.55 Unrealized
MUDRICK CAP ACQUISITION CORP 0.0%
Value $14,000 Shares 31,775 Est. Cost $0.65 Unrealized
GIGCAPITAL INC 0.0%
Value $14,000 Shares 50,000 Est. Cost $0.38 Unrealized
GTY TECHNOLOGY HOLDINGS INC 0.0%
Value $13,000 Shares 17,266 Est. Cost $1.28 Unrealized
NEW FRONTIER CORP 0.0%
Value $12,000 Shares 13,800 Est. Cost $1.18 Unrealized
BLACK RIDGE ACQUISITION CORP 0.0%
Value $12,000 Shares 40,000 Est. Cost $0.35 Unrealized
SABAN CAP ACQUISITION CORP 0.0%
Value $9,000 Shares 14,739 Est. Cost $1.30 Unrealized
BIG ROCK PARTNERS ACQUISI CO 0.0%
Value $9,000 Shares 25,000 Est. Cost $0.38 Unrealized
BLACK RIDGE ACQUISITION CORP 0.0%
Value $9,000 Shares 28,000 Est. Cost $0.43 Unrealized
BISON CAP ACQUISITION CORP 0.0%
Value $7,000 Shares 25,000 Est. Cost $0.30 Unrealized
KBL MERGER CORP IV 0.0%
Value $6,000 Shares 68,300 Est. Cost $0.19 Unrealized
MODERN MEDIA ACQUISITION 0.0%
Value $5,000 Shares 19,165 Est. Cost $0.49 Unrealized
CAPITOL INVT CORP IV 0.0%
Value $5,000 Shares 5,392 Est. Cost $1.12 Unrealized
HUNTER MARITIME ACQUISITION 0.0%
Value $2,000 Shares 12,521 Est. Cost $0.73 Unrealized
CM SEVEN STAR ACQUISITION CO 0.0%
Value $2,000 Shares 9,500 Est. Cost $0.40 Unrealized