Basso Capital Management, L.P.

In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 13, 2024), Basso Capital Management, L.P. reported 70 stock positions worth $106.0 million. Its top holding was Vanguard S&P 500 ETF (VOO) at 20.4% of the portfolio, followed by SS SPDR S&P 500 ETF Trust-US (SPY, 16.6%) and VG Morningstar TS MKT ETF-US (VTI, 9.3%). Compared with Q4 2023, it sold out of 3, added to 13 and reduced 5. The biggest buy was Invesco S&P 500 Equal Weight (RSP, shares +28%) and the biggest sale Vanguard S&P 500 ETF (VOO, shares −8%).

Most Recent 13F
Q2 2026
Location
STAMFORD, CT
CIK
0001287978
Portfolio Value
$106.0M (Q1 2024)
SEC Filing
0001013594-24-000469 ↗ filed May 13, 2024

Holdings Value

0$100.0M$200.0M$300.0M$400.0M$500.0M Q1 2024: $106.0M $106.0M Q1 2024 Q2 2024: $110.9M Q2 2024 Q3 2024: $108.7M Q3 2024 Q4 2024: $115.6M Q4 2024 Q1 2025: $117.5M Q1 2025 Q2 2025: $134.9M Q2 2025 Q3 2025: $149.4M Q3 2025 Q4 2025: $167.9M Q4 2025 Q1 2026: $163.4M Q1 2026 Q2 2026: $405.9M Q2 2026

Holdings 70 stocks · $106.0M
VOO Vanguard S&P 500 ETF 20.43% 45,040 $21.7M Reduce -8.1%
SPY SS SPDR S&P 500 ETF Trust-US 16.59% 33,602 $17.6M Reduce -4.5%
VTI VG Morningstar TS MKT ETF-US 9.30% 37,900 $9.9M Add +1.2%
RSP Invesco S&P 500 Equal Weight 8.75% 54,733 $9.3M Add +27.8%
GLD SPDR Gold Shares 3.87% 19,915 $4.1M Add +12.9%
ET Energy Transfer LP 2.80% 188,500 $3.0M No change
MPLX MPLX LP 2.73% 69,600 $2.9M Add +1.9%
OKE Oneok Inc. 2.18% 28,842 $2.3M No change
VGSH Vanguard Short-Term Treasury 2.18% 39,725 $2.3M Reduce -4.4%
EPD Enterprise Products Partners 1.90% 69,077 $2.0M No change
DFUV Dimensional US Marketwide Va 1.88% 48,610 $2.0M No change
WHF Whitehorse Finance Inc. 1.43% 122,138 $1.5M No change
SMIN iShares MSCI India Small-Cap 1.38% 20,840 $1.5M Add +41.3%
WES Western Midstream Partners L 1.38% 41,150 $1.5M No change
FLIN Franklin Ftse India ETF 1.35% 38,750 $1.4M Add +158.3%
EPI Wisdomtree India Earnings 1.34% 32,625 $1.4M Add +93.6%
WMB Williams Cos Inc. 1.31% 35,500 $1.4M No change
FSK FS KKR Capital Corp. 1.21% 67,000 $1.3M No change
XLE SS Energy Select Sector 1.07% 12,056 $1.1M Add +45.1%
DFAT Dimensional US Target Value 1.04% 20,303 $1.1M No change
BXSL Blackstone Secured Lending F 1.03% 35,000 $1.1M No change
MSFT Microsoft Corp. 0.99% 2,492 $1.0M No change
DFAS Dimensional US Small Cap ETF 0.95% 16,131 $1.0M No change
PAA Plains All Amer Pipeline LP 0.84% 50,500 $887K No change
GOOGL Alphabet Inc. Class A 0.73% 5,152 $778K No change
URA Global X Uranium ETF 0.70% 25,650 $739K Add +1250.0%
QQQ Invesco QQQ Trust Series 1 0.67% 1,602 $711K Add +18.5%
DRAFTKINGS HOLDINGS INC (DKNG 0 03/15/28) 0.65% 800,000 $690K No change
BILL HOLDINGS INC (BILL 0 04/01/27) 0.65% 800,000 $684K No change
BLOCK INC (XYZ 0.25 11/01/27) 0.59% 750,000 $625K No change
TRGP Targa Resources Corp. 0.52% 4,900 $549K Add +32.4%
TRP TC Energy Corp. 0.51% 13,370 $537K No change
VO Vngrd Mrngstr MD-Cap ETF-Usd 0.50% 2,125 $531K No change
BLACKSTONE MORTGAGE TR (BXMT 5.5 03/15/27) 0.49% 575,000 $516K No change
LNG Cheniere Energy Inc. 0.47% 3,100 $500K Add +17.0%
HESM Hess Midstream LP Class A 0.46% 13,500 $488K Add +12.5%
AMZN Amazon.com Inc. 0.40% 2,336 $421K No change
VXF Vanguard Extended Market ETF 0.37% 2,252 $395K No change
AAPL Apple Inc. 0.30% 1,853 $318K Reduce -49.3%
VPU Vanguard Utilities ETF 0.30% 2,210 $315K No change
SOXX iShares Semiconductor ETF 0.29% 1,347 $304K Reduce -20.0%
JPM JPMorgan Chase & Co. 0.27% 1,451 $291K No change
NS Nustar Energy LP 0.27% 12,200 $284K No change
VHT Vanguard Health Care ETF 0.25% 966 $261K No change
ETSY INC (ETSY 0.25 06/15/28) 0.22% 300,000 $236K No change
EMXC iShares MSCI Emr MRK Ex Chna 0.22% 4,000 $230K No change
PBA Pembina Pipeline Corp. 0.17% 5,001 $177K No change
DIS The Walt Disney Co. filed as DISNEY WALT CO 0.15% 1,313 $161K No change
DINO HF Sinclair Corp. 0.15% 2,646 $160K No change
ENLC Enlink Midstream LLC 0.13% 10,000 $136K No change
CSCO Cisco Systems Inc. 0.13% 2,718 $136K No change
GIS General Mills Inc. 0.12% 1,871 $131K No change
DD Dupont DE Nemours Inc. 0.12% 1,703 $131K No change
WY Weyerhaeuser Co. 0.12% 3,552 $128K No change
PGX Invesco Preferred ETF 0.12% 10,319 $123K No change
ED Consolidated Edison Inc. 0.12% 1,347 $122K No change
CAG Conagra Brands Inc. 0.11% 4,060 $120K No change
PEP Pepsico Inc. 0.11% 674 $118K No change
AEE Ameren Corporation 0.11% 1,523 $113K No change
PSX Phillips 66 0.09% 612 $100K No change
CNQ Canadian Natural Resources 0.09% 1,200 $92K No change
SU Suncor Energy Inc. 0.08% 2,200 $81K No change
MO Altria Group Inc. 0.07% 1,814 $79K No change
PM Philip Morris International 0.07% 849 $78K No change
DOW Dow Inc. 0.06% 1,097 $64K No change
BP BP PLC-Spons ADR 0.05% 1,500 $57K No change
GBDC Golub Capital BDC Inc. 0.05% 3,300 $55K No change
MOAT Vaneck Morningstar Wide Moat 0.02% 270 $24K No change
IVW iShares S&P 500 Growth ETF 0.02% 201 $17K No change
EEMS iShares MSCI Emerging MKT SM 0.00% 76 $4K No change

Portfolio Sells Q4 2023 → Q1 2024
VOO Vanguard S&P 500 ETF Reduce -8.1% 20.43% −1.85
SPY SS SPDR S&P 500 ETF Trust-US Reduce -4.5% 16.59% −0.83
CLOUDFLARE INC (NET 0 08/15/26) Sold out 0.00% −0.75
AAPL Apple Inc. Reduce -49.3% 0.30% −0.43
SHOPIFY INC (SHOPCN 0.125 11/01/25) Sold out 0.00% −0.40
VGSH Vanguard Short-Term Treasury Reduce -4.4% 2.18% −0.34
XOM Exxon Mobil Corp. Sold out 0.00% −0.31
SOXX iShares Semiconductor ETF Reduce -20.0% 0.29% −0.05

Portfolio Buys Q4 2023 → Q1 2024
RSP Invesco S&P 500 Equal Weight Add +27.8% 8.75% +1.72
FLIN Franklin Ftse India ETF Add +158.3% 1.35% +0.80
URA Global X Uranium ETF Add +1250.0% 0.70% +0.64
EPI Wisdomtree India Earnings Add +93.6% 1.34% +0.62
GLD SPDR Gold Shares Add +12.9% 3.87% +0.36
XLE SS Energy Select Sector Add +45.1% 1.07% +0.35
SMIN iShares MSCI India Small-Cap Add +41.3% 1.38% +0.31
TRGP Targa Resources Corp. Add +32.4% 0.52% +0.18
MPLX MPLX LP Add +1.9% 2.73% +0.12
QQQ Invesco QQQ Trust Series 1 Add +18.5% 0.67% +0.10
HESM Hess Midstream LP Class A Add +12.5% 0.46% +0.07
VTI VG Morningstar TS MKT ETF-US Add +1.2% 9.30% +0.05
LNG Cheniere Energy Inc. Add +17.0% 0.47% +0.00

All Filings

QuarterPositions13F Reported ValueTop Holdings
Q2 2026 135$405.9MVOO, VTI, PAAA, SPY, IWM
Q1 2026 137$163.4MVOO, SPY, VTI, GLD, IWM
Q4 2025 115$167.9MVOO, SPY, VTI, GLD, IWM
Q3 2025 78$149.4MVOO, SPY, VTI, RSP, GLD
Q2 2025 77$134.9MVOO, SPY, VTI, RSP, GLD
Q1 2025 72$117.5MVOO, SPY, VTI, RSP, GLD
Q4 2024 75$115.6MVOO, SPY, RSP, VTI, GLD
Q3 2024 73$108.7MVOO, SPY, VTI, RSP, GLD
Q2 2024 75$110.9MVOO, SPY, VTI, RSP, GLD
Q1 2024 70$106.0MVOO, SPY, VTI, RSP, GLD