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BASSO CAPITAL MANAGEMENT, L.P. — 13F Holdings & Portfolio

CIK 1287978 · latest 13F-HR filed 2026-05-15

Backtest portfolio

BASSO CAPITAL MANAGEMENT, L.P. manages $163.4M in 13F-reported U.S. long-equity assets across 137 reported positions as of its 2026-03-31 13F-HR filing. Its largest disclosed positions are VOO (20.10%), SPY (10.67%), VTI (9.92%). Quarter over quarter (versus its 2025-12-31 filing) the fund opened 30 new positions, exited 8, added to 50, and trimmed 36.

AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.

Loading holdings…
AUM

$163.4M

Long-equity book

Holdings

137

Distinct positions

Period

2026-03-31

Filed 2026-05-15

Q/Q Activity

+30 / −8 / ↑50 / ↓36

vs 2025-12-31

Firm Profile & Key People
Name Title / Status Ownership Type

Top Adds (vs prior quarter)

  • PGIM AAA CLO ETF$877.6K +11.2%
  • ISHARES RUSSELL 2000 ETF$831.5K +9.0%
  • ISHARES CORE S&P MID-CAP ETF$755.0K +846.1%
  • ENERGY TRANSFER L P COM UT LTD PTN$591.4K +18.4%
  • ISHARES MSCI EMERGING MARKETS EX CHINA ETF$535.5K +19.3%
Show all 50 →

Top Trims

  • ISHARES BITCOIN TRUST ETF-$2.1M -74.4%
  • INVESCO NASDAQ 100 ETF-$1.4M -66.7%
  • FIDELITY WISE ORIGIN BITCOIN FUND-$1.2M -65.9%
  • MICROSOFT CORP COM-$1.2M -83.1%
  • ISHARES SILVER TRUST-$1.2M -23.5%
Show all 36 →

New Positions

  • INVESCO DB US DOLLAR INDEX BULLISH FUND$2.6M
  • STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF$950.1K
  • DIREXION AUSPICE BROAD COMMODITY STRATEGY ETF$564.1K
  • ISHARES MSCI MEXICO ETF$461.9K
  • ISHARES MICRO-CAP ETF$219.5K
Show all 30 →

Exited Positions

  • ABRDN PHYSICAL PLATINUM SHARES ETF$1.5M
  • JPMORGAN BETABUILDERS JAPAN ETF$919.1K
  • ABRDN PHYSICAL PALLADIUM SHARES ETF$391.1K
  • KRANESHARES CSI CHINA INTERNET ETF$221.3K
  • MCDONALDS CORP COM$55.9K
Show all 8 →
All Holdings

Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).

# Issuer Symbol CUSIP Value Weight Shares Type
1 VANGUARD S&P 500 ETF VOO 922908363 $32.9M 20.10% 54,975 SH
2 STATE STREET SPDR S&P 500 ETF SPY 78462F103 $17.4M 10.67% 26,805 SH
3 VANGUARD TOTAL STOCK MARKET ETF VTI 922908769 $16.2M 9.92% 50,531 SH
4 SPDR GOLD SHARES GLD 78463V107 $10.3M 6.30% 23,911 SH
5 ISHARES RUSSELL 2000 ETF IWM 464287655 $10.0M 6.15% 40,522 SH
6 INVESCO S&P 500 EQUAL WEIGHT ETF RSP 46137V357 $9.3M 5.69% 48,469 SH
7 PGIM AAA CLO ETF PAAA 69344A834 $8.7M 5.32% 169,943 SH
8 MPLX LP COM UNIT REP LTD MPLX 55336V100 $4.1M 2.49% 71,200 SH
9 ENERGY TRANSFER L P COM UT LTD PTN ET 29273V100 $3.8M 2.33% 197,250 SH
10 ISHARES SILVER TRUST SLV 46428Q109 $3.8M 2.32% 55,660 SH
11 ISHARES MSCI EMERGING MARKETS EX CHINA ETF EMXC 46434G764 $3.3M 2.03% 42,132 SH
12 ALPHABET INC CAP STK CL A GOOGL 02079K305 $3.3M 2.00% 11,341 SH
13 INVESCO DB US DOLLAR INDEX BULLISH FUND UUP 46141D203 $2.6M 1.61% 94,850 SH
14 ENTERPRISE PRODS PARTNERS L P COM EPD 293792107 $2.4M 1.45% 62,739 SH
15 ONEOK INC NEW COM OKE 682680103 $2.3M 1.40% 25,352 SH
16 WILLIAMS COS INC COM WMB 969457100 $2.2M 1.36% 30,450 SH
17 WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT WES 958669103 $1.7M 1.06% 42,150 SH
18 TARGA RES CORP COM TRGP 87612G101 $1.6M 1.00% 6,525 SH
19 ISHARES MSCI SOUTH KOREA ETF EWY 464286772 $1.2M 0.76% 10,092 SH
20 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN PAA 726503105 $1.2M 0.74% 54,200 SH
21 ELDRIDGE BBB-B CLO ETF CLOZ 81752T528 $1.1M 0.69% 44,059 SH
22 HESS MIDSTREAM LP CL A SHS HESM 428103105 $1.1M 0.69% 29,000 SH
23 CHENIERE ENERGY INC COM NEW LNG 16411R208 $1.1M 0.66% 3,800 SH
24 STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF XOP 78468R556 $950.1K 0.58% 5,225 SH
25 INTERNATIONAL BUSINESS MACHS COM IBM 459200101 $941.9K 0.58% 3,886 SH
26 ISHARES CORE S&P MID-CAP ETF IJH 464287507 $844.3K 0.52% 12,502 SH
27 TC ENERGY CORP COM TRP 87807B107 $837.0K 0.51% 13,370 SH
28 ISHARES BITCOIN TRUST ETF IBIT 46438F101 $733.8K 0.45% 19,100 SH
29 INVESCO QQQ TRUST SERIES I QQQ 46090E103 $718.6K 0.44% 1,245 SH
30 INVESCO NASDAQ 100 ETF QQQM 46138G649 $681.3K 0.42% 2,867 SH
31 FIDELITY WISE ORIGIN BITCOIN FUND FBTC 315948109 $640.5K 0.39% 10,850 SH
32 DIMENSIONAL US MARKETWIDE VALUE ETF DFUV 25434V724 $571.8K 0.35% 11,800 SH
33 DIREXION AUSPICE BROAD COMMODITY STRATEGY ETF COM 25460E307 $564.1K 0.35% 16,803 SH
34 SCHWAB US DIVIDEND EQUITY ETF SCHD 808524797 $537.9K 0.33% 17,534 SH
35 UNITED STATES COPPER INDEX FUND CPER 911718104 $513.2K 0.31% 14,905 SH
36 BLACKSTONE SECD LENDING FD COMMON STOCK BXSL 09261X102 $478.5K 0.29% 20,200 SH
37 ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF ITOT 464287150 $471.7K 0.29% 3,312 SH
38 ISHARES MSCI MEXICO ETF EWW 464286822 $461.9K 0.28% 6,140 SH
39 VANGUARD SHORT-TERM TREASURY ETF VGSH 92206C102 $461.3K 0.28% 7,880 SH
40 WHITEHORSE FIN INC COM WHF 96524V106 $444.0K 0.27% 60,000 SH
41 VENTURE GLOBAL INC COM CL A VG 92333F101 $394.0K 0.24% 25,000 SH
42 TR ACTIVEBETA US LARGE CAP EQUITY ETF GSLC 381430503 $370.1K 0.23% 2,958 SH
43 SUNOCO LP/SUNOCO FIN CORP COM UT REP LP SUN 86765K109 $369.0K 0.23% 5,680 SH
44 GLOBAL X URANIUM ETF URA 37954Y871 $339.0K 0.21% 7,000 SH
45 ALPHABET INC CAP STK CL C GOOG 02079K107 $323.9K 0.20% 1,129 SH
46 ISHARES CORE DIVIDEND GROWTH ETF DGRO 46434V621 $315.8K 0.19% 4,500 SH
47 FS KKR CAP CORP COM FSK 302635206 $305.4K 0.19% 30,000 SH
48 NOVO-NORDISK A S ADR NVO 670100205 $294.0K 0.18% 8,000 SH
49 LINDE PLC SHS LIN G54950103 $293.5K 0.18% 592 SH
50 AMAZON COM INC COM AMZN 023135106 $284.7K 0.17% 1,367 SH
Filing History
Period Filed AUM Holdings Accession
2026-03-31 2026-05-15 $163.4M 137 0001013594-26-000590
2025-12-31 2026-02-17 $167.9M 115 0001013594-26-000243
2025-09-30 2025-11-13 $149.4M 78 0001013594-25-001389