BASSO CAPITAL MANAGEMENT, L.P. Quant / Systematic

Location: Stamford, CT

CIK: 0001287978 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value: $289M (99.9% shares, 0.1% debt)

Holdings (180)

MONOCLE ACQUISITION CORP 7.0%
Value $20.25M Shares 1,977,139 Est. Cost $10.06 Unrealized
TUSCAN HLDGS CORP 5.4%
Value $15.72M Shares 1,544,278 Est. Cost $10.11 Unrealized
HAYMAKER ACQUISITION CORP II 5.4%
Value $15.71M Shares 1,570,568 Est. Cost $10.00 Unrealized
CRESCENT ACQUISITION CORP 4.1%
Value $11.73M Shares 1,168,053 Est. Cost $10.00 Unrealized
MAPS SILVER SPIKE ACQUISITION COR 3.8%
Value $11.11M Shares 1,097,167 Est. Cost $10.05 Unrealized
SCHULTZE SPL PURP ACQUSTN CO 3.3%
Value $9.58M Shares 938,397 Est. Cost $10.21 Unrealized
SOFTWARE ACQUISITION GROUP I 3.3%
Value $9.421M Shares 945,889 Est. Cost $9.93 Unrealized
TUSCAN HLDGS CORP II 2.2%
Value $6.482M Shares 641,150 Est. Cost $10.05 Unrealized
COLLECTIVE GROWTH CORP 2.1%
Value $6.055M Shares 614,120 Est. Cost $9.86 Unrealized
MERIDA MERGER CORP I 1.9%
Value $5.593M Shares 565,766 Est. Cost $9.76 Unrealized
COLLECTIVE GROWTH CORP 1.9%
Value $5.583M Shares 552,180 Est. Cost $10.20 Unrealized
GIGCAPITAL3 INC 1.8%
Value $5.108M Shares 513,408 Est. Cost $9.95 Unrealized
FG NEW AMER ACQUISITION CORP 1.7%
Value $5.005M Shares 500,000 Est. Cost $10.01 Unrealized
LIV CAP ACQUISITION CORP 1.7%
Value $4.897M Shares 469,477 Est. Cost $10.03 Unrealized
TUSCAN HLDGS CORP II 1.6%
Value $4.733M Shares 474,267 Est. Cost $10.04 Unrealized
STABLE RD ACQUISITION CORP 1.5%
Value $4.307M Shares 427,277 Est. Cost $9.95 Unrealized
D8 HOLDINGS CORP 1.5%
Value $4.296M Shares 439,687 Est. Cost $9.77 Unrealized
SCPE SC HEALTH CORP 1.4%
Value $4.132M Shares 409,877 Est. Cost $10.05 Unrealized
GREENVISION ACQUISITION CORP 1.4%
Value $3.956M Shares 394,062 Est. Cost $9.94 Unrealized
GNRSQ GREENROSE ACQUISITION CORP 1.4%
Value $3.91M Shares 400,248 Est. Cost $9.84 Unrealized +0.2%
GIGCAPITAL2 INC 1.3%
Value $3.859M Shares 379,835 Est. Cost $10.07 Unrealized
THBR THUNDER BRDG ACQUISTION II L 1.3%
Value $3.774M Shares 369,972 Est. Cost $9.97 Unrealized
INTERPRIVATE ACQUISITION COR 1.3%
Value $3.654M Shares 365,366 Est. Cost $9.64 Unrealized
CIIG MERGER CORP 1.2%
Value $3.566M Shares 344,534 Est. Cost $10.16 Unrealized
GIGCAPITAL3 INC 1.2%
Value $3.548M Shares 342,774 Est. Cost $10.04 Unrealized
CLIMATE CHANGE CRISIS REAL I 1.2%
Value $3.518M Shares 350,000 Est. Cost $10.05 Unrealized
TOTA TOTTENHAM ACQUISITION I LTD 1.2%
Value $3.463M Shares 319,157 Est. Cost $10.52 Unrealized
GNRUQ GREENROSE ACQUISITION CORP 1.2%
Value $3.436M Shares 344,150 Est. Cost $9.70 Unrealized
ALUS ALUSSA ENERGY ACQUISITION CO 1.2%
Value $3.338M Shares 336,124 Est. Cost $9.66 Unrealized
ANDINA ACQUISITION CORP III 1.1%
Value $3.276M Shares 319,907 Est. Cost $9.98 Unrealized
OSPREY TECHNLGY AQUISTION CO 1.1%
Value $3.222M Shares 316,223 Est. Cost $9.93 Unrealized
LEGACY ACQUISITION CORP 1.1%
Value $3.16M Shares 304,748 Est. Cost $10.18 Unrealized
BURGUNDY TECHNOLOGY ACQU COR 1.0%
Value $2.853M Shares 286,475 Est. Cost $9.96 Unrealized
PDAC/U PERIDOT ACQUISITION CORP 0.9%
Value $2.696M Shares 270,004 Est. Cost $9.99 Unrealized
CF FIN ACQUISITION CORP 0.9%
Value $2.675M Shares 257,181 Est. Cost $10.40 Unrealized
D8 HOLDINGS CORP 0.9%
Value $2.604M Shares 258,550 Est. Cost $10.07 Unrealized
EAST STONE ACQUISITION CORP 0.9%
Value $2.525M Shares 256,308 Est. Cost $9.86 Unrealized
AGBA ACQUISITION LTD 0.9%
Value $2.497M Shares 240,534 Est. Cost $10.34 Unrealized
CITIC CAPITAL ACQUISITION CO 0.8%
Value $2.431M Shares 247,338 Est. Cost $9.83 Unrealized
EXPERIENCE INVT CORP 0.8%
Value $2.401M Shares 238,918 Est. Cost $9.83 Unrealized
SILVER SPIKE ACQUISITION COR 0.8%
Value $2.339M Shares 226,906 Est. Cost $10.09 Unrealized
RPLA REPLAY ACQUISITION CORP 0.8%
Value $2.329M Shares 228,829 Est. Cost $9.94 Unrealized
NOVUS CAP CORP 0.8%
Value $2.238M Shares 190,507 Est. Cost $9.81 Unrealized
AMCI ACQUISITION CORP 0.8%
Value $2.197M Shares 212,441 Est. Cost $10.27 Unrealized
RPLA/U REPLAY ACQUISITION CORP 0.8%
Value $2.188M Shares 207,803 Est. Cost $10.02 Unrealized
NEW PROVIDENCE ACQUISITION 0.7%
Value $2.129M Shares 211,381 Est. Cost $9.77 Unrealized
ARCLIGHT CLEAN TRANSITION CO 0.7%
Value $2.008M Shares 200,000 Est. Cost $10.04 Unrealized
NBAC NEWBORN ACQUISITION CORP 0.7%
Value $1.992M Shares 199,648 Est. Cost $9.95 Unrealized
CIIG MERGER CORP 0.7%
Value $1.895M Shares 189,167 Est. Cost $9.71 Unrealized
RVPH TENZING ACQUISITION CORP 0.6%
Value $1.871M Shares 174,075 Est. Cost $10.75 Unrealized
LGL SYS ACQUISITION CORP 0.6%
Value $1.87M Shares 186,633 Est. Cost $10.25 Unrealized
SPY SPDR S&P 500 ETF TR 0.6%
Value $1.674M Shares 5,000 Est. Cost $335.00 Unrealized
FAST ACQUISITION CORP 0.6%
Value $1.654M Shares 165,929 Est. Cost $9.97 Unrealized
NORTHERN GENESIS ACQUISITION 0.5%
Value $1.575M Shares 157,660 Est. Cost $9.99 Unrealized
CLA/U COLONNADE ACQUISITION CORP 0.5%
Value $1.554M Shares 156,000 Est. Cost $9.96 Unrealized
SOFTWARE ACQUISITN GRUP INC 0.5%
Value $1.539M Shares 154,690 Est. Cost $9.95 Unrealized
UNION ACQUISITION CORP II 0.5%
Value $1.473M Shares 138,958 Est. Cost $10.33 Unrealized
MALACCA STRAITS ACQUISITION 0.5%
Value $1.461M Shares 146,854 Est. Cost $9.95 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.5%
Value $1.403M Shares 141,365 Est. Cost $9.72 Unrealized
FINSERV ACQUISITION CORP 0.5%
Value $1.384M Shares 137,956 Est. Cost $9.81 Unrealized
ROTH CH ACQUISITION I CO 0.5%
Value $1.365M Shares 137,219 Est. Cost $9.95 Unrealized
ALAC ALBERTON ACQUISITION CORP 0.4%
Value $1.289M Shares 119,950 Est. Cost $10.13 Unrealized
STAR PEAK ENERGY TRANSITION 0.4%
Value $1.235M Shares 120,500 Est. Cost $10.25 Unrealized
CHURCHILL CAPITAL CORP IV 0.4%
Value $1.149M Shares 117,530 Est. Cost $9.78 Unrealized
GORES HLDGS V INC 0.4%
Value $1.105M Shares 106,779 Est. Cost $10.35 Unrealized
TRIDENT ACQUISITIONS CORP 0.4%
Value $1.09M Shares 99,794 Est. Cost $10.47 Unrealized
STARBOARD VALUE ACQUISITN CO 0.3%
Value $1.009M Shares 99,890 Est. Cost $10.10 Unrealized
NOVUS CAP CORP 0.3%
Value $1.008M Shares 70,346 Est. Cost $10.50 Unrealized
ALPHA HEALTHCARE ACQUISTN CO 0.3%
Value $992K Shares 100,000 Est. Cost $9.92 Unrealized
LGL SYS ACQUISITION CORP 0.3%
Value $975K Shares 93,410 Est. Cost $10.20 Unrealized
LIONHEART ACQUISITION CORP I 0.3%
Value $950K Shares 95,420 Est. Cost $9.96 Unrealized
VPC IMPACT ACQUISITION HLDNG 0.3%
Value $896K Shares 89,600 Est. Cost $10.00 Unrealized
B RILEY PRIN MERGER CORP II 0.3%
Value $887K Shares 88,567 Est. Cost $10.02 Unrealized
NEWHOLD INVESTMENT CORP 0.3%
Value $859K Shares 85,347 Est. Cost $10.06 Unrealized
SUSTAINABLE OPPORTNTS ACQ CO 0.3%
Value $838K Shares 82,154 Est. Cost $10.20 Unrealized
BOWX ACQUISITION CORP 0.3%
Value $757K Shares 73,775 Est. Cost $10.26 Unrealized
NEWHOLD INVESTMENT CORP 0.2%
Value $721K Shares 73,938 Est. Cost $9.75 Unrealized
ORISUN ACQUISITION CORP 0.2%
Value $708K Shares 69,565 Est. Cost $10.17 Unrealized
JUNIPER INDL HLDGS INC 0.2%
Value $592K Shares 56,635 Est. Cost $9.76 Unrealized
YAC YUCAIPA ACQUISITION CORP 0.2%
Value $568K Shares 57,240 Est. Cost $9.92 Unrealized
UNION ACQUISITION CORP II 0.2%
Value $559K Shares 56,285 Est. Cost $9.95 Unrealized
HOLICITY INC 0.2%
Value $547K Shares 52,813 Est. Cost $10.36 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.2%
Value $545K Shares 53,311 Est. Cost $9.96 Unrealized
E MERGE TECHNOLOGY ACQUISITI 0.2%
Value $525K Shares 53,689 Est. Cost $9.78 Unrealized
INTERPRIVATE ACQUISITION COR 0.2%
Value $516K Shares 49,867 Est. Cost $9.89 Unrealized
MOUNTAIN CREST ACQUISITION C 0.2%
Value $507K Shares 47,466 Est. Cost $10.04 Unrealized
GX ACQUISITION CORP 0.2%
Value $504K Shares 44,961 Est. Cost $10.07 Unrealized
CHURCHILL CAPITAL CORP IV 0.2%
Value $500K Shares 49,883 Est. Cost $10.02 Unrealized
EAST STONE ACQUISITION CORP 0.2%
Value $476K Shares 46,628 Est. Cost $9.80 Unrealized
E MERGE TECHNOLOGY ACQUISITI 0.2%
Value $468K Shares 46,384 Est. Cost $10.09 Unrealized
GREENVISION ACQUISITION CORP 0.1%
Value $409K Shares 37,695 Est. Cost $10.09 Unrealized
AGILQ LIV CAP ACQUISITION CORP 0.1%
Value $338K Shares 34,141 Est. Cost $9.87 Unrealized
SPY SPDR S&P 500 ETF TR 0.1%
Value $335K Shares 1,000 Est. Cost $335.00 Unrealized
GX ACQUISITION CORP 0.1%
Value $334K Shares 31,838 Est. Cost $9.90 Unrealized
NEW PROVIDENCE ACQUISITION 0.1%
Value $309K Shares 29,530 Est. Cost $10.11 Unrealized
GIGCAPITAL2 INC 0.1%
Value $298K Shares 902,315 Est. Cost $0.27 Unrealized
LIVE OAK ACQUISITION CORP 0.1%
Value $293K Shares 29,102 Est. Cost $9.79 Unrealized
QELL ACQUISITION CORP 0.1%
Value $254K Shares 25,000 Est. Cost $10.16 Unrealized
EAGLE BULK SHIPPING INC 0.1%
Value $253K Shares 350,000 Est. Cost $0.72 Unrealized
GALILEO ACQUISITION CORP 0.1%
Value $243K Shares 24,556 Est. Cost $9.72 Unrealized
GIGCAPITAL2 INC 0.1%
Value $236K Shares 259,781 Est. Cost $0.37 Unrealized
NEWBORN ACQUISITION CORP 0.1%
Value $228K Shares 22,019 Est. Cost $9.70 Unrealized
ALUS/U ALUSSA ENERGY ACQUISITION CO 0.1%
Value $216K Shares 20,969 Est. Cost $10.08 Unrealized
TRINE ACQUISITION CORP 0.1%
Value $204K Shares 18,170 Est. Cost $9.97 Unrealized
NOVUS CAP CORP 0.1%
Value $148K Shares 53,120 Est. Cost $0.72 Unrealized
FLYING EAGLE ACQUISITION COR 0.0%
Value $143K Shares 11,856 Est. Cost $9.97 Unrealized
SOUTH MTN MERGER CORP 0.0%
Value $130K Shares 12,897 Est. Cost $9.81 Unrealized
ANDINA ACQUISITION CORP III 0.0%
Value $126K Shares 340,157 Est. Cost $0.33 Unrealized
TUSCAN HLDGS CORP 0.0%
Value $113K Shares 10,585 Est. Cost $10.45 Unrealized
RBOTW D8 HOLDINGS CORP 0.0%
Value $101K Shares 140,575 Est. Cost $0.72 Unrealized
THUNDER BRDG ACQUISTION II L 0.0%
Value $100K Shares 74,041 Est. Cost $0.87 Unrealized
GX ACQUISITION CORP 0.0%
Value $97,000 Shares 60,646 Est. Cost $0.56 Unrealized
BSN/U BROADSTONE ACQUISITION 0.0%
Value $95,000 Shares 95,450 Est. Cost $1.00 Unrealized
GNRWQ GREENROSE ACQUISITION CORP 0.0%
Value $94,000 Shares 399,350 Est. Cost $0.23 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.0%
Value $92,000 Shares 84,004 Est. Cost $0.70 Unrealized
MAPSW SILVER SPIKE ACQUISITION COR 0.0%
Value $91,000 Shares 148,723 Est. Cost $0.52 Unrealized
LIVE OAK ACQUISITION CORP 0.0%
Value $84,000 Shares 7,930 Est. Cost $10.02 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.0%
Value $83,000 Shares 7,952 Est. Cost $10.01 Unrealized
TOTTENHAM ACQUISITION I LTD 0.0%
Value $81,000 Shares 154,670 Est. Cost $0.15 Unrealized
GREENVISION ACQUISITION CORP 0.0%
Value $75,000 Shares 160,841 Est. Cost $0.43 Unrealized
COLLECTIVE GROWTH CORP 0.0%
Value $74,000 Shares 121,056 Est. Cost $0.61 Unrealized
OAKTREE ACQUISITION CORP II 0.0%
Value $73,000 Shares 70,900 Est. Cost $1.03 Unrealized
AGBA ACQUISITION LTD 0.0%
Value $71,000 Shares 6,600 Est. Cost $10.10 Unrealized
TUSCAN HLDGS CORP 0.0%
Value $70,000 Shares 137,796 Est. Cost $0.51 Unrealized
SOFTWARE ACQUISITION GROUP I 0.0%
Value $70,000 Shares 72,797 Est. Cost $0.55 Unrealized
AMPLITUDE HLTHCRE AQUSTIN CO 0.0%
Value $70,000 Shares 59,145 Est. Cost $0.95 Unrealized
STABLE RD ACQUISITION CORP 0.0%
Value $67,000 Shares 58,278 Est. Cost $0.90 Unrealized
MERIDA MERGER CORP I 0.0%
Value $65,000 Shares 118,448 Est. Cost $0.50 Unrealized
NEW PROVIDENCE ACQUISITION 0.0%
Value $64,000 Shares 52,956 Est. Cost $0.83 Unrealized
TOTTENHAM ACQUISITION I LTD 0.0%
Value $64,000 Shares 136,078 Est. Cost $0.10 Unrealized
EXPERIENCE INVT CORP 0.0%
Value $61,000 Shares 49,841 Est. Cost $0.60 Unrealized
GIGCAPITAL3 INC 0.0%
Value $58,000 Shares 91,003 Est. Cost $0.64 Unrealized
ALBERTON ACQUISITION CORP 0.0%
Value $57,000 Shares 276,080 Est. Cost $0.12 Unrealized
EXPERIENCE INVT CORP 0.0%
Value $54,000 Shares 5,200 Est. Cost $10.01 Unrealized
OSPREY TECHNLGY AQUISTION CO 0.0%
Value $53,000 Shares 37,870 Est. Cost $0.78 Unrealized
CITIC CAPITAL ACQUISITION CO 0.0%
Value $53,000 Shares 5,200 Est. Cost $9.92 Unrealized
SC HEALTH CORP 0.0%
Value $52,000 Shares 45,190 Est. Cost $1.15 Unrealized
LIVE OAK ACQUISITION CORP 0.0%
Value $48,000 Shares 49,248 Est. Cost $0.86 Unrealized
INTERPRIVATE ACQUISITION COR 0.0%
Value $48,000 Shares 59,291 Est. Cost $0.73 Unrealized
NETFIN ACQUISITION CORP 0.0%
Value $45,000 Shares 3,500 Est. Cost $10.15 Unrealized
NEWBORN ACQUISITION CORP 0.0%
Value $41,000 Shares 157,361 Est. Cost $0.24 Unrealized
ALUSSA ENERGY ACQUISITION CO 0.0%
Value $40,000 Shares 60,824 Est. Cost $0.72 Unrealized
JUNIPER INDL HLDGS INC 0.0%
Value $39,000 Shares 22,451 Est. Cost $0.76 Unrealized
GREENVISION ACQUISITION CORP 0.0%
Value $36,000 Shares 69,838 Est. Cost $0.39 Unrealized
CITIC CAPITAL ACQUISITION CO 0.0%
Value $33,000 Shares 26,432 Est. Cost $1.14 Unrealized
CHURCHILL CAPITAL CORP IV 0.0%
Value $33,000 Shares 22,415 Est. Cost $1.47 Unrealized
CIIG MERGER CORP 0.0%
Value $33,000 Shares 38,914 Est. Cost $0.70 Unrealized
AGBA ACQUISITION LTD 0.0%
Value $32,000 Shares 98,638 Est. Cost $0.32 Unrealized
LONGEVITY ACQUISITION CORP 0.0%
Value $32,000 Shares 129,000 Est. Cost $0.20 Unrealized
UNION ACQUISITION CORP II 0.0%
Value $31,000 Shares 41,136 Est. Cost $0.30 Unrealized
TUSCAN HLDGS CORP II 0.0%
Value $30,000 Shares 67,271 Est. Cost $0.45 Unrealized
TRIDENT ACQUISITIONS CORP 0.0%
Value $30,000 Shares 80,200 Est. Cost $0.15 Unrealized
REPLAY ACQUISITION CORP 0.0%
Value $30,000 Shares 31,924 Est. Cost $0.65 Unrealized
LGL SYS ACQUISITION CORP 0.0%
Value $28,000 Shares 26,081 Est. Cost $0.50 Unrealized
LEGACY ACQUISITION CORP 0.0%
Value $28,000 Shares 52,106 Est. Cost $0.37 Unrealized
ORISUN ACQUISITION CORP 0.0%
Value $27,000 Shares 45,794 Est. Cost $0.47 Unrealized
KBL MERGER CORP IV 0.0%
Value $27,000 Shares 135,100 Est. Cost $0.27 Unrealized
MONOCLE ACQUISITION CORP 0.0%
Value $25,000 Shares 50,127 Est. Cost $0.30 Unrealized
CHP MERGER CORP 0.0%
Value $25,000 Shares 20,528 Est. Cost $0.55 Unrealized
SUSTAINABLE OPPORTNTS ACQ CO 0.0%
Value $25,000 Shares 13,791 Est. Cost $1.81 Unrealized
ALBERTON ACQUISITION CORP 0.0%
Value $25,000 Shares 2,367 Est. Cost $10.62 Unrealized
ALBERTON ACQUISITION CORP 0.0%
Value $24,000 Shares 104,080 Est. Cost $0.22 Unrealized
LONGEVITY ACQUISITION CORP 0.0%
Value $24,000 Shares 105,664 Est. Cost $0.20 Unrealized
SOUTH MTN MERGER CORP 0.0%
Value $24,000 Shares 16,846 Est. Cost $0.91 Unrealized
AGBA ACQUISITION LTD 0.0%
Value $23,000 Shares 98,900 Est. Cost $0.23 Unrealized
SHPSQ GALILEO ACQUISITION CORP 0.0%
Value $22,000 Shares 35,745 Est. Cost $0.28 Unrealized
SNAXW ANDINA ACQUISITION CORP III 0.0%
Value $22,000 Shares 66,581 Est. Cost $0.20 Unrealized
ANDINA ACQUISITION CORP III 0.0%
Value $22,000 Shares 2,000 Est. Cost $10.10 Unrealized
ROTH CH ACQUISITION I CO 0.0%
Value $20,000 Shares 19,102 Est. Cost $1.05 Unrealized
KBL MERGER CORP IV 0.0%
Value $18,000 Shares 77,773 Est. Cost $0.16 Unrealized
FINSERV ACQUISITION CORP 0.0%
Value $16,000 Shares 16,248 Est. Cost $0.62 Unrealized
EAGLE BULK SHIPPING INC 0.0%
Value $12,000 Shares 714 Est. Cost $16.81 Unrealized
NEWHOLD INVESTMENT CORP 0.0%
Value $11,000 Shares 16,300 Est. Cost $0.67 Unrealized
YUCAIPA ACQUISITION CORP 0.0%
Value $10,000 Shares 9,100 Est. Cost $1.10 Unrealized
CRESCENT ACQUISITION CORP 0.0%
Value $10,000 Shares 12,110 Est. Cost $0.83 Unrealized
FORUM MERGER II CORP 0.0%
Value $8,000 Shares 1,600 Est. Cost $0.47 Unrealized
NFIN NETFIN ACQUISITION CORP 0.0%
Value $8,000 Shares 785 Est. Cost $9.91 Unrealized
ORISUN ACQUISITION CORP 0.0%
Value $6,000 Shares 20,600 Est. Cost $0.34 Unrealized
AMCI ACQUISITION CORP 0.0%
Value $4,000 Shares 5,875 Est. Cost $0.24 Unrealized
GORES HLDGS IV INC 0.0%
Value $2,000 Shares 200 Est. Cost $10.07 Unrealized