Basso Capital Management, L.P.

In its 13F for Q1 2026 (holdings as of March 31, 2026, filed May 15, 2026), Basso Capital Management, L.P. reported 137 stock positions worth $163.4 million. Its top holding was Vanguard S&P 500 ETF (VOO) at 20.1% of the portfolio, followed by SS SPDR S&P 500 ETF Trust-US (SPY, 10.7%) and VG Morningstar TS MKT ETF-US (VTI, 9.9%). Compared with Q4 2025, it opened 30 new positions, sold out of 8, added to 17 and reduced 28. The biggest buy was a new position in Invesco DB US Dollar Index B (UUP) and the biggest sale iShares Bitcoin Trust ETF (IBIT, shares −67%).

Most Recent 13F
Q2 2026
Location
STAMFORD, CT
CIK
0001287978
Portfolio Value
$163.4M (Q1 2026)
SEC Filing
0001013594-26-000590 ↗ filed May 15, 2026

Holdings Value

0$100.0M$200.0M$300.0M$400.0M$500.0M Q1 2024: $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 $163.4M Q1 2026 Q2 2026: $405.9M Q2 2026

Holdings 137 stocks · $163.4M
VOO Vanguard S&P 500 ETF 20.10% 54,975 $32.9M Add +0.2%
SPY SS SPDR S&P 500 ETF Trust-US 10.67% 26,805 $17.4M Reduce -1.3%
VTI VG Morningstar TS MKT ETF-US 9.92% 50,531 $16.2M Add +1.1%
GLD SPDR Gold Shares 6.30% 23,911 $10.3M Reduce -6.4%
IWM iShares Russell 2000 ETF 6.15% 40,522 $10.0M Add +8.2%
RSP Invesco S&P 500 Equal Weight 5.69% 48,469 $9.3M Add +1.8%
PAAA Pgim Aaa Clo ETF 5.32% 169,943 $8.7M Add +11.4%
MPLX MPLX LP 2.49% 71,200 $4.1M No change
ET Energy Transfer LP 2.33% 197,250 $3.8M Add +1.1%
SLV iShares Silver Trust 2.32% 55,660 $3.8M Reduce -27.7%
EMXC iShares MSCI Emr MRK Ex Chna 2.03% 42,132 $3.3M Add +10.2%
GOOGL Alphabet Inc. Class A 2.00% 11,341 $3.3M Reduce -3.4%
UUP Invesco DB US Dollar Index B 1.61% 94,850 $2.6M New
EPD Enterprise Products Partners 1.45% 62,739 $2.4M Reduce -1.7%
OKE Oneok Inc. 1.40% 25,352 $2.3M No change
WMB Williams Cos Inc. 1.36% 30,450 $2.2M No change
WES Western Midstream Partners L 1.06% 42,150 $1.7M No change
TRGP Targa Resources Corp. 1.00% 6,525 $1.6M No change
EWY iShares MSCI South Korea ETF 0.76% 10,092 $1.2M Reduce -4.5%
PAA Plains All Amer Pipeline LP 0.74% 54,200 $1.2M No change
CLOZ Eldridge BBB-B Clo ETF 0.69% 44,059 $1.1M Reduce -38.5%
HESM Hess Midstream LP Class A 0.69% 29,000 $1.1M No change
LNG Cheniere Energy Inc. 0.66% 3,800 $1.1M No change
XOP SS SPDR S&P Og Exp & Prod 0.58% 5,225 $950K New
IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS 0.58% 3,886 $942K Reduce -11.4%
IJH iShares Core S&P Midcap ETF 0.52% 12,502 $844K Add +824.7%
TRP TC Energy Corp. 0.51% 13,370 $837K No change
IBIT iShares Bitcoin Trust ETF 0.45% 19,100 $734K Reduce -66.9%
QQQ Invesco QQQ Trust Series 1 0.44% 1,245 $719K Reduce -49.0%
QQQM Invesco Nasdaq 100 ETF 0.42% 2,867 $681K Reduce -64.5%
FBTC Fidelity Wise Origin Bitcoin 0.39% 10,850 $640K Reduce -56.0%
DFUV Dimensional US Marketwide Va 0.35% 11,800 $572K No change
COM Direxion Auspice BRD Cmdty 0.35% 16,803 $564K New
SCHD Schwab US DVD Equity ETF 0.33% 17,534 $538K No change
CPER United States Copper Index 0.31% 14,905 $513K Reduce -41.5%
BXSL Blackstone Secured Lending F 0.29% 20,200 $479K Add +146.3%
ITOT iShares Core S&P Total U.S. 0.29% 3,312 $472K No change
EWW iShares MSCI Mexico ETF 0.28% 6,140 $462K New
VGSH Vanguard Short-Term Treasury 0.28% 7,880 $461K Add +21.7%
WHF Whitehorse Finance Inc. 0.27% 60,000 $444K Reduce -25.0%
VG Venture Global Inc. Class A 0.24% 25,000 $394K No change
GSLC Goldman Activebeta US LC ETF 0.23% 2,958 $370K No change
SUN Sunoco LP 0.23% 5,680 $369K No change
URA Global X Uranium ETF 0.21% 7,000 $339K Reduce -78.5%
GOOG Alphabet Inc. Class C 0.20% 1,129 $324K Reduce -4.2%
DGRO iShares Core Dividend Growth 0.19% 4,500 $316K No change
FSK FS KKR Capital Corp. 0.19% 30,000 $305K Reduce -36.8%
NVO Novo-Nordisk A/S-Spons ADR 0.18% 8,000 $294K Reduce -17.9%
LIN Linde PLC 0.18% 592 $293K No change
AMZN Amazon.com Inc. 0.17% 1,367 $285K Add +20.1%
DABS Doubleline Asset-Backed ETF 0.17% 5,500 $279K No change
VTV Vanguard Mrngstr Val ETF-Aui 0.16% 1,366 $268K Add +18.3%
VO Vngrd Mrngstr MD-Cap ETF-Usd 0.15% 867 $249K No change
MSFT Microsoft Corp. 0.15% 671 $248K Reduce -77.9%
VXF Vanguard Extended Market ETF 0.15% 1,198 $247K No change
XLE SS Energy Select Sector 0.15% 3,943 $242K Reduce -21.3%
PBA Pembina Pipeline Corp. 0.14% 5,001 $224K No change
IWC iShares Micro-Cap ETF 0.13% 1,375 $219K New
SOXX iShares Semiconductor ETF 0.13% 641 $211K No change
USO United States Oil Fund LP 0.13% 1,650 $210K New
VPU Vanguard Utilities ETF 0.11% 902 $179K No change
SU Suncor Energy Inc. 0.11% 2,700 $178K No change
JPM JPMorgan Chase & Co. 0.11% 604 $178K No change
STUB Stubhub Holdings Inc. Class A 0.11% 28,295 $177K New
IVW iShares S&P 500 Growth ETF 0.11% 1,522 $172K No change
BRK.B Berkshire Hathaway Inc. Class B 0.10% 347 $166K Reduce -70.9%
AAPL Apple Inc. 0.10% 638 $162K Add +96.9%
JAAA Janus Henderson Aaa Clo ETF 0.10% 3,119 $157K Reduce -42.4%
MO Altria Group Inc. 0.09% 2,315 $153K No change
HECA Hedgeye Capital Allocat ETF 0.09% 4,900 $141K New
KO The Coca-Cola Co. 0.07% 1,606 $122K No change
DIS The Walt Disney Co. filed as DISNEY WALT CO 0.07% 1,250 $120K New
ED Consolidated Edison Inc. 0.07% 1,042 $118K No change
CNQ Canadian Natural Resources 0.07% 2,400 $117K No change
PSX Phillips 66 0.07% 612 $111K No change
QUAL iShares MSCI USA Quality Fac 0.07% 568 $109K No change
VHT Vanguard Health Care ETF 0.07% 398 $108K No change
ABBV Abbvie Inc. 0.06% 472 $103K No change
BMY Bristol-Myers Squibb Co. 0.06% 1,584 $96K No change
OEF iShares S&P 100 ETF 0.06% 300 $95K No change
OWL Blue Owl Capital Inc. 0.06% 10,000 $91K New
XLU St Sr Utl SL SE SPDR ETF-Usd 0.06% 1,984 $91K Add +124.4%
SOBO South Bow Corp. 0.05% 2,674 $89K No change
AEE Ameren Corporation 0.05% 796 $87K No change
META Meta Platforms Inc. Class A 0.05% 150 $86K Reduce -57.1%
MOAT Vaneck Morningstar Wide Moat 0.05% 829 $80K Add +207.0%
JNJ Johnson & Johnson 0.05% 325 $79K No change
GD General Dynamics Corp. 0.05% 230 $79K No change
AVGO Broadcom Inc. 0.05% 240 $74K No change
MS Morgan Stanley 0.04% 444 $73K No change
XLV SS Health Care Select Sector 0.04% 495 $73K Add +73.1%
BP BP PLC-Spons ADR 0.04% 1,500 $71K No change
HACK Amplify Cybersecurity ETF 0.04% 886 $67K New
IWV iShares Russell 3000 ETF 0.04% 179 $66K New
PM Philip Morris International 0.04% 389 $64K No change
IAU iShares Gold Trust 0.03% 647 $57K New
ETR Entergy Corp. 0.03% 506 $57K No change
PEP Pepsico Inc. 0.03% 352 $55K No change
WM Waste Management Inc. 0.03% 231 $53K New
AMLP Alerian MLP ETF 0.03% 1,000 $53K New

Show all 137 holdings

Portfolio Sells Q4 2025 → Q1 2026
IBIT iShares Bitcoin Trust ETF Reduce -66.9% 0.45% −1.26
PPLT Abrdn Physical Platinum SHRS Sold out 0.00% −0.92
QQQM Invesco Nasdaq 100 ETF Reduce -64.5% 0.42% −0.80
FBTC Fidelity Wise Origin Bitcoin Reduce -56.0% 0.39% −0.73
MSFT Microsoft Corp. Reduce -77.9% 0.15% −0.72
SLV iShares Silver Trust Reduce -27.7% 2.32% −0.63
URA Global X Uranium ETF Reduce -78.5% 0.21% −0.62
BBJP JPMorgan Betabuilders Japan Sold out 0.00% −0.55
QQQ Invesco QQQ Trust Series 1 Reduce -49.0% 0.44% −0.45
CLOZ Eldridge BBB-B Clo ETF Reduce -38.5% 0.69% −0.44
SPY SS SPDR S&P 500 ETF Trust-US Reduce -1.3% 10.67% −0.36
BRK.B Berkshire Hathaway Inc. Class B Reduce -70.9% 0.10% −0.26
PALL Abrdn Physical Palladium SHS Sold out 0.00% −0.23
FSK FS KKR Capital Corp. Reduce -36.8% 0.19% −0.23
CPER United States Copper Index Reduce -41.5% 0.31% −0.22
IBM Intl Business Machines Corp. Reduce -11.4% 0.58% −0.20
GOOGL Alphabet Inc. Class A Reduce -3.4% 2.00% −0.19
KWEB Kranesh Csi China Internet Sold out 0.00% −0.13
NVO Novo-Nordisk A/S-Spons ADR Reduce -17.9% 0.18% −0.12
NVDA Nvidia Corp. Reduce -79.3% 0.03% −0.11
META Meta Platforms Inc. Class A Reduce -57.1% 0.05% −0.09
JAAA Janus Henderson Aaa Clo ETF Reduce -42.4% 0.10% −0.07
WHF Whitehorse Finance Inc. Reduce -25.0% 0.27% −0.06
MCD McDonald's Corp. Sold out 0.00% −0.03
GOOG Alphabet Inc. Class C Reduce -4.2% 0.20% −0.02
HD Home Depot Inc. Reduce -50.0% 0.02% −0.02
DUK Duke Energy Corp. Sold out 0.00% −0.01
PG The Procter & Gamble Co. Reduce -47.9% 0.01% −0.01
CLOB Vaneck Aa-BB Clo ETF Sold out 0.00% −0.01
CSCO Cisco Systems Inc. Sold out 0.00% −0.00
FETH Fidelity Ethereum Fund Reduce -64.3% 0.00% −0.00
CVX Chevron Corp. Reduce -5.0% 0.02% +0.01
XLE SS Energy Select Sector Reduce -21.3% 0.15% +0.01
EWY iShares MSCI South Korea ETF Reduce -4.5% 0.76% +0.15
EPD Enterprise Products Partners Reduce -1.7% 1.45% +0.23
GLD SPDR Gold Shares Reduce -6.4% 6.30% +0.27

Portfolio Buys Q4 2025 → Q1 2026
UUP Invesco DB US Dollar Index B New 1.61% +1.61
PAAA Pgim Aaa Clo ETF Add +11.4% 5.32% +0.67
IWM iShares Russell 2000 ETF Add +8.2% 6.15% +0.66
XOP SS SPDR S&P Og Exp & Prod New 0.58% +0.58
IJH iShares Core S&P Midcap ETF Add +824.7% 0.52% +0.46
ET Energy Transfer LP Add +1.1% 2.33% +0.42
EMXC iShares MSCI Emr MRK Ex Chna Add +10.2% 2.03% +0.37
COM Direxion Auspice BRD Cmdty New 0.35% +0.35
EWW iShares MSCI Mexico ETF New 0.28% +0.28
RSP Invesco S&P 500 Equal Weight Add +1.8% 5.69% +0.26
BXSL Blackstone Secured Lending F Add +146.3% 0.29% +0.16
IWC iShares Micro-Cap ETF New 0.13% +0.13
USO United States Oil Fund LP New 0.13% +0.13
STUB Stubhub Holdings Inc. Class A New 0.11% +0.11
HECA Hedgeye Capital Allocat ETF New 0.09% +0.09
DIS The Walt Disney Co. New 0.07% +0.07
OWL Blue Owl Capital Inc. New 0.06% +0.06
VGSH Vanguard Short-Term Treasury Add +21.7% 0.28% +0.06
AAPL Apple Inc. Add +96.9% 0.10% +0.05
HACK Amplify Cybersecurity ETF New 0.04% +0.04
IWV iShares Russell 3000 ETF New 0.04% +0.04
IAU iShares Gold Trust New 0.03% +0.03
XLU St Sr Utl SL SE SPDR ETF-Usd Add +124.4% 0.06% +0.03
VTV Vanguard Mrngstr Val ETF-Aui Add +18.3% 0.16% +0.03
WM Waste Management Inc. New 0.03% +0.03
MOAT Vaneck Morningstar Wide Moat Add +207.0% 0.05% +0.03
AMLP Alerian MLP ETF New 0.03% +0.03
KIE SS SPDR S&P Insurance ETF New 0.03% +0.03
AIQ Global X Art Intel & Tech New 0.03% +0.03
SCHB Schwab US Broad Market ETF New 0.03% +0.03
UFOX Defiance Space and Connectiv New 0.02% +0.02
VIG Vanguard Dividend Apprec ETF New 0.02% +0.02
SDIV Global X Superdividend ETF New 0.02% +0.02
VIS Vanguard Industrials ETF New 0.02% +0.02
EWS iShares MSCI Singapore ETF Add +235.0% 0.03% +0.02
XLV SS Health Care Select Sector Add +73.1% 0.04% +0.02
AMZN Amazon.com Inc. Add +20.1% 0.17% +0.02
SHE SS SPDR MSCI U Gend Div ETF New 0.01% +0.01
TSLX Sixth Street Specialty Lendi New 0.01% +0.01
SHLD Global X Defense Tech ETF New 0.01% +0.01
LIT Global X Lithium & Battery T New 0.00% +0.00
BA The Boeing Co. New 0.00% +0.00
SOLS Solstice Adv Materials Inc. New 0.00% +0.00
FEZ State Street SPDR Euro Stoxx New 0.00% +0.00
ETHA iShares Ethereum Trust ETF New 0.00% +0.00
VTI VG Morningstar TS MKT ETF-US Add +1.1% 9.92% −0.05
VOO Vanguard S&P 500 ETF Add +0.2% 20.10% −0.39

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