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

CIK 1287978 · latest 13F-HR filed 2026-07-27

BASSO CAPITAL MANAGEMENT, L.P. manages $468.8M in 13F-reported U.S. long-equity assets across 138 reported positions as of its 2026-06-30 13F-HR filing. Its largest disclosed positions are SPY (11.95%), VOO (10.19%), VTI (5.49%). Quarter over quarter (versus its 2026-03-31 filing) the fund opened 81 new positions and exited 83; 46 existing positions rose in reported value and 5 fell.

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.

AUM

$468.8M

Long-equity book

Holdings

138

Distinct positions

Period

2026-06-30

Filed 2026-07-27

Q/Q Activity

+81 / −83 / ↑46 / ↓5

vs 2026-03-31

Portfolio charts

Latest quarter's book, what changed, and how the portfolio has evolved across filings.

Portfolio map

Q2 26

VOO11.8% · +27%VTI6.3% · +38%PAAA6.2% · +190%SPY4.9% · -1%IWM3.5% · +18%RSP3.5% · +39%VLUE3.4% · new SPMO2.8% · new SMH2.7% · new IDV2.6% · new GLD2.4% · +11%IVV2.3% · new IWY2.1% · new OEF2.1% · +7701%QQQM2.1% · +861%AVDV2.0% · new QQQ1.7% · +645%SPYM1.7% · +13219%EMXC1.6% · +48%XCOR1.4% · new XLG1.3% · new GOOGL1.2% · +17%EWY1.1% · +112%MTUM1.1% · new SNPE0.9% · new AOR0.9% · new SCHB0.9% · +7344%MGK0.8% · new XRLX0.8% · new AOM0.8% · new CLOZ0.8% · +164%JAAA0.8% · +1838%AAPL0.8% · +1552%FNDF0.7% · new DSI0.7% · new IJH0.7% · +194%IGIB0.7% · new ILCG0.7% · new SCHG0.7% · +11549%EMB0.6% · new VUG0.6% · new PXF0.5% · new SUSA0.5% · new CLOA0.5% · new SCHX0.5% · new AGG0.5% · new AOK0.4% · new JPM0.4% · +670%CLOB0.4% · new RPG0.4% · new IGSB0.3% · new EFIV0.3% · new VONG0.3% · new UNP0.3% · new XLU0.3% · +1226%XBI0.3% · new PBW0.3% · new MSFT0.3% · +336%SLV0.3% · -64%IWC0.3% · +289%

Box size = position value; colour = change in share count vs the prior quarter (green added, red trimmed, blue new). Rows split across managers or share classes are combined. Click a box for the stock.

Sector mix

% of 13F value

Sectors from each company's SIC code; funds and ETFs grouped separately.

Biggest buys and sells

Q1 26 → Q2 26

Estimated from the change in shares held × the quarter-end price, so price moves alone don't count as buying. New and exited positions are included.

13F assets and positions

4 quarters

Total reported 13F value (bars) and number of positions (line) each quarter. Value changes include market moves.

Top positions over time

reported value

The eight largest current positions, valued at each quarter end.

Concentration

top 10 = 47.8%

Cumulative share of the portfolio held in the largest N positions.

Firm Profile & Key People

As of the firm’s regulatory filing dated May 29, 2026.

Assets Under Management

$2.56B

Discretionary

$960.1M

Employees

Accounts

115

Address

1266 EAST MAIN STREET
4TH FLOOR
STAMFORD, CT 06902-3546

Phone

(203) 352-6100

Website

www.bassocap.com

Name	Title / Status	Ownership	Type
BASSO GP, LLC Control	GENERAL PARTNER since Jan 2004	Less than 5%	Domestic Entity
BASSO MANAGEMENT, LLC Control	GENERAL PARTNER OR MANAGING MEMBER since Jan 2004	Less than 5%	Domestic Entity
NELSON, DWIGHT, CARLTON Control	FOUNDING MANAGING PARTNER since Jan 2004	75% or more	Individual
BOWLEY, STEPHEN, MITCHELL	CHIEF FINANCIAL OFFICER since Dec 2008	Less than 5%	Individual
WOFSEY, HAROLD, BRENT	CHIEF COMPLIANCE OFFICER since May 2026	Less than 5%	Individual

Ownership & leadership changes · 9 filings with changes since Mar 30, 2012

From the firm’s regulatory filings, newest first. Dates are filing dates: a filing that no longer lists someone does not say when they left.

May 29, 2026 filing

No longer listedSEIDENBERG, MARC, ALAN · GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER · Less than 5% · listed since Nov 2009
Listed againWOFSEY, HAROLD, BRENT · CHIEF COMPLIANCE OFFICER · Less than 5%

Mar 27, 2024 filing

No longer listedWOFSEY, HAROLD, BRENT · CHIEF OPERATING OFFICER · Less than 5% · listed since Apr 2020

Mar 30, 2023 filing

No longer listedFISCHER, HOWARD, IRWIN · CEO & FOUNDING MANAGING PARTNER · 50–75% · control person · listed since Jan 2004
ChangedNELSON, DWIGHT, CARLTON · ownership 10–25% → 75% or more

Mar 28, 2022 filing

No longer listedFISCHER, HOWARD, IRWIN · MEMBER · 75% or more · indirect via BASSO GP, LLC · control person · listed since Jan 2004
No longer listedNELSON, DWIGHT, CARLTON · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person · listed since Jan 2004

Mar 26, 2021 filing

ChangedWOFSEY, HAROLD, BRENT · title SENIOR VP, OPERATIONS → CHIEF OPERATING OFFICER

Mar 24, 2020 filing

No longer listedLEPORE, JOHN, FRANCIS · FOUNDING MANAGING PARTNER · 10–25% · control person · listed since Jan 2004
No longer listedLEPORE, JOHN, FRANCIS · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person · listed since Jan 2004
No longer listedPLATEK, PHILIP, RAYMOND · FOUNDING MANAGING PARTNER · 10–25% · control person · listed since Jan 2004
No longer listedPLATEK, PHILIP, RAYMOND · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person · listed since Jan 2004
ChangedFISCHER, HOWARD, IRWIN · ownership 10–25% → 50–75%
ChangedFISCHER, HOWARD, IRWIN · indirect via BASSO GP, LLC: ownership 25–50% → 75% or more

Mar 29, 2017 filing

No longer listedAQUILIO, DOMINICK, JOHN · CHIEF OPERATIONS OFFICER · Less than 5% · listed since Mar 2015
No longer listedETZKORN, SHAWN, MICHAEL · SENIOR VP, OPERATIONS · Less than 5% · listed since Nov 2010

Mar 27, 2015 filing

ChangedAQUILIO, DOMINICK, JOHN · title CHIEF ACCOUNTING OFFICER → CHIEF OPERATIONS OFFICER

Mar 28, 2013 filing

AddedBASSO MANAGEMENT, LLC · GENERAL PARTNER OR MANAGING MEMBER · Less than 5% · control person

Mar 30, 2012 filing (earliest on record)

ListedAQUILIO, DOMINICK, JOHN · CHIEF ACCOUNTING OFFICER · Less than 5%
ListedBASSO GP, LLC · GENERAL PARTNER · Less than 5% · control person
ListedBOWLEY, STEPHEN, MITCHELL · CHIEF FINANCIAL OFFICER · Less than 5%
ListedETZKORN, SHAWN, MICHAEL · SENIOR VP, OPERATIONS · Less than 5%
ListedFISCHER, HOWARD, IRWIN · CEO & FOUNDING MANAGING PARTNER · 10–25% · control person
ListedFISCHER, HOWARD, IRWIN · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person
ListedLEPORE, JOHN, FRANCIS · FOUNDING MANAGING PARTNER · 10–25% · control person
ListedLEPORE, JOHN, FRANCIS · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person
ListedNELSON, DWIGHT, CARLTON · FOUNDING MANAGING PARTNER · 10–25% · control person
ListedNELSON, DWIGHT, CARLTON · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person
ListedPLATEK, PHILIP, RAYMOND · FOUNDING MANAGING PARTNER · 10–25% · control person
ListedPLATEK, PHILIP, RAYMOND · MEMBER · 25–50% · indirect via BASSO GP, LLC · control person
ListedSEIDENBERG, MARC, ALAN · GENERAL COUNSEL & CHIEF COMPLIANCE OFFICER · Less than 5%
ListedWOFSEY, HAROLD, BRENT · SENIOR VP, OPERATIONS · Less than 5%

Quarter-over-quarter changes

Changes in reported position value vs the prior 13F, so price moves count too, not just shares bought or sold.

Top Adds (vs prior quarter)

PGIM ETF TR$16.6M +191.0%
VANGUARD INDEX FDS$14.9M +45.5%
VANGUARD INDEX FDS$9.5M +58.7%
ISHARES TR$8.5M +8873.9%
INVESCO EXCH TRADED FD TR II$7.7M +1125.8%

Show all 46 →

Top Trims

ISHARES SILVER TR-$2.7M -71.8%
ISHARES INC-$253.3K -54.8%
FIDELITY WISE ORIGIN BITCOIN-$214.2K -33.4%
ISHARES BITCOIN TRUST ETF-$123.8K -16.9%
WHITEHORSE FIN INC-$92.2K -20.8%

New Positions

Show all 81 →

Exited Positions

MPLX LP COM UNIT REP LTD$4.1M
ENERGY TRANSFER L P COM UT LTD PTN$3.8M
INVESCO DB US DOLLAR INDEX BULLISH FUND$2.6M
ENTERPRISE PRODS PARTNERS L P COM$2.4M
ONEOK INC NEW COM$2.3M

Show all 83 →

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#	Issuer	Symbol	CUSIP	Value	Δ

BASSO CAPITAL MANAGEMENT, L.P. Holdings (2026-06-30)

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	STATE STR SPDR S&P 500 ETF T Put	SPY	78462F103	$56.0M	11.95%	75,000	SH
2	VANGUARD INDEX FDS	VOO	922908363	$47.8M	10.19%	69,593	SH
3	VANGUARD INDEX FDS	VTI	922908769	$25.7M	5.49%	69,521	SH
4	PGIM ETF TR	PAAA	69344A834	$25.3M	5.40%	493,638	SH
5	STATE STR SPDR S&P 500 ETF T	SPY	78462F103	$19.7M	4.21%	26,424	SH
6	ISHARES TR	IWM	464287655	$14.4M	3.06%	47,770	SH
7	INVESCO EXCHANGE TRADED FD T	RSP	46137V357	$14.3M	3.06%	67,361	SH
8	ISHARES TR	VLUE	46432F388	$13.8M	2.94%	68,959	SH
9	INVESCO EXCH TRADED FD TR II	SPMO	46138E339	$11.5M	2.45%	71,185	SH
10	VANECK ETF TRUST	SMH	92189F676	$10.9M	2.33%	16,651	SH
11	ISHARES TR	IDV	464288448	$10.7M	2.29%	259,436	SH
12	SPDR GOLD TR	GLD	78463V107	$9.8M	2.09%	26,610	SH
13	ISHARES TR	IVV	464287200	$9.5M	2.03%	12,717	SH
14	ISHARES TR	IWY	464289438	$8.6M	1.83%	29,496	SH
15	ISHARES TR	OEF	464287101	$8.6M	1.83%	23,404	SH
16	INVESCO EXCH TRADED FD TR II	QQQM	46138G649	$8.4M	1.78%	27,564	SH
17	AMERICAN CENTY ETF TR	AVDV	025072802	$8.3M	1.77%	80,328	SH
18	INVESCO QQQ TR	QQQ	46090E103	$6.8M	1.46%	9,270	SH
19	SPDR SERIES TRUST	SPYM	78464A854	$6.8M	1.45%	77,516	SH
20	ISHARES TR Put	IWM	464287655	$6.6M	1.41%	22,000	SH
21	ISHARES INC	EMXC	46434G764	$6.4M	1.36%	62,176	SH
22	FUNDX INVT TR	XCOR	360876809	$5.9M	1.25%	64,774	SH
23	INVESCO EXCHANGE TRADED FD T	XLG	46137V233	$5.3M	1.13%	86,797	SH
24	ALPHABET INC	GOOGL	02079K305	$4.7M	1.01%	13,256	SH
25	ISHARES INC	EWY	464286772	$4.3M	0.92%	21,440	SH
26	ISHARES TR	MTUM	46432F396	$4.3M	0.91%	12,447	SH
27	DBX ETF TR	SNPE	233051143	$3.7M	0.79%	54,115	SH
28	ISHARES TR	AOR	464289867	$3.7M	0.79%	53,294	SH
29	SCHWAB STRATEGIC TR	SCHB	808524102	$3.5M	0.75%	121,340	SH
30	VANGUARD WORLD FD	MGK	921910816	$3.3M	0.70%	37,073	SH
31	FUNDX INVT TR	XRLX	360876874	$3.2M	0.68%	64,454	SH
32	ISHARES TR	AOM	464289875	$3.1M	0.67%	62,530	SH
33	SERIES PORTFOLIOS TR	CLOZ	81752T528	$3.1M	0.66%	116,451	SH
34	JANUS DETROIT STR TR	JAAA	47103U845	$3.1M	0.65%	60,433	SH
35	APPLE INC	AAPL	037833100	$3.0M	0.65%	10,539	SH
36	SCHWAB STRATEGIC TR	FNDF	808524755	$3.0M	0.64%	57,114	SH
37	ISHARES TR	DSI	464288570	$2.9M	0.61%	20,139	SH
38	ISHARES TR	IJH	464287507	$2.8M	0.61%	36,811	SH
39	ISHARES TR	IGIB	464288638	$2.8M	0.60%	52,815	SH
40	ISHARES TR	ILCG	464287119	$2.8M	0.59%	23,568	SH
41	SCHWAB STRATEGIC TR	SCHG	808524300	$2.7M	0.58%	80,612	SH
42	ISHARES TR	EMB	464288281	$2.4M	0.51%	24,597	SH
43	VANGUARD INDEX FDS	VUG	922908736	$2.3M	0.48%	26,170	SH
44	INVESCO EXCH TRADED FD TR II	PXF	46138E743	$2.2M	0.48%	29,466	SH
45	ISHARES TR	SUSA	464288802	$2.2M	0.47%	14,234	SH
46	BLACKROCK ETF TRUST II	CLOA	092528504	$2.2M	0.46%	41,745	SH
47	SCHWAB STRATEGIC TR	SCHX	808524201	$2.1M	0.45%	71,613	SH
48	ISHARES TR	AGG	464287226	$1.9M	0.40%	19,182	SH
49	ISHARES TR	AOK	464289883	$1.7M	0.36%	40,858	SH
50	JPMORGAN CHASE & CO	JPM	46625H100	$1.5M	0.32%	4,653	SH

Filing History

Period	Filed	AUM	Holdings	Accession
2026-06-30	2026-07-27	$468.8M	138	0001420506-26-001309
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

Filer Information

Address

1266 EAST MAIN STREET
4TH FLOOR
STAMFORD, CT 06902

Phone

(203) 352-6100

Filing Manager

BASSO CAPITAL MANAGEMENT, L.P.

STAMFORD, CT

Signatory

Brent Wofsey

Chief Compliance Officer