BASSO CAPITAL MANAGEMENT, L.P. — Q1 2026 13F-HR

← BASSO CAPITAL MANAGEMENT, L.P.

Q1 2026 · 13F-HR

BASSO CAPITAL MANAGEMENT, L.P.holdings as filed

Filed 2026-05-15 · accession 0001013594-26-000590

$163.4M

Reported value

137

Positions

2026-03-31

Period end

View analyzed profile →PRO

The Brief · BASSO CAPITAL MANAGEMENT, L.P. · Q1 2026

AI · grounded in 13F

Basso Capital Management, L.P. established a new position in UUP worth $2.63M. The fund also opened a new position in XOP for $950,062 and significantly increased its holdings in IJH by 824.7%. On the sell side, the fund closed its position in PPLT, resulting in a $1.54M reduction. Other notable reductions include trimming shares of MSFT by 77.86% and IBIT by 66.89%.

Holdings as filed

CUSIP	Ticker	Issuer	Value	% port.	Shares	Class	Voting
922908363	VOO	VANGUARD S&P 500 ETF	$32.9M	20.1%	54,975	Common	SOLE
78462F103	SPY	STATE STREET SPDR S&P 500 ETF	$17.4M	10.7%	26,805	Common	SOLE
922908769	VTI	VANGUARD TOTAL STOCK MARKET ETF	$16.2M	9.92%	50,531	Common	SOLE
78463V107	GLD	SPDR GOLD SHARES	$10.3M	6.30%	23,911	Common	SOLE
464287655	IWM	ISHARES RUSSELL 2000 ETF	$10.0M	6.15%	40,522	Common	SOLE
46137V357	RSP	INVESCO S&P 500 EQUAL WEIGHT ETF	$9.3M	5.69%	48,469	Common	SOLE
69344A834	PAAA	PGIM AAA CLO ETF	$8.7M	5.32%	169,943	Common	SOLE
55336V100	MPLX	MPLX LP COM UNIT REP LTD	$4.1M	2.49%	71,200	Common	SOLE
29273V100	ET	ENERGY TRANSFER L P COM UT LTD PTN	$3.8M	2.33%	197,250	Common	SOLE
46428Q109	SLV	ISHARES SILVER TRUST	$3.8M	2.32%	55,660	Common	SOLE
46434G764	EMXC	ISHARES MSCI EMERGING MARKETS EX CHINA ETF	$3.3M	2.03%	42,132	Common	SOLE
02079K305	GOOGL	ALPHABET INC CAP STK CL A	$3.3M	2.00%	11,341	Common	SOLE
46141D203	UUP	INVESCO DB US DOLLAR INDEX BULLISH FUND	$2.6M	1.61%	94,850	Common	SOLE
293792107	EPD	ENTERPRISE PRODS PARTNERS L P COM	$2.4M	1.45%	62,739	Common	SOLE
682680103	OKE	ONEOK INC NEW COM	$2.3M	1.40%	25,352	Common	SOLE
969457100	WMB	WILLIAMS COS INC COM	$2.2M	1.36%	30,450	Common	SOLE
958669103	WES	WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT	$1.7M	1.06%	42,150	Common	SOLE
87612G101	TRGP	TARGA RES CORP COM	$1.6M	1.00%	6,525	Common	SOLE
464286772	EWY	ISHARES MSCI SOUTH KOREA ETF	$1.2M	0.76%	10,092	Common	SOLE
726503105	PAA	PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN	$1.2M	0.74%	54,200	Common	SOLE
81752T528	CLOZ	ELDRIDGE BBB-B CLO ETF	$1.1M	0.69%	44,059	Common	SOLE
428103105	HESM	HESS MIDSTREAM LP CL A SHS	$1.1M	0.69%	29,000	Common	SOLE
16411R208	LNG	CHENIERE ENERGY INC COM NEW	$1.1M	0.66%	3,800	Common	SOLE
78468R556	XOP	STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF	$950,062	0.58%	5,225	Common	SOLE
459200101	IBM	INTERNATIONAL BUSINESS MACHS COM	$941,928	0.58%	3,886	Common	SOLE
464287507	IJH	ISHARES CORE S&P MID-CAP ETF	$844,260	0.52%	12,502	Common	SOLE
87807B107	TRP	TC ENERGY CORP COM	$836,962	0.51%	13,370	Common	SOLE
46438F101	IBIT	ISHARES BITCOIN TRUST ETF	$733,822	0.45%	19,100	Common	SOLE
46090E103	QQQ	INVESCO QQQ TRUST SERIES I	$718,589	0.44%	1,245	Common	SOLE
46138G649	QQQM	INVESCO NASDAQ 100 ETF	$681,257	0.42%	2,867	Common	SOLE
315948109	FBTC	FIDELITY WISE ORIGIN BITCOIN FUND	$640,476	0.39%	10,850	Common	SOLE
25434V724	DFUV	DIMENSIONAL US MARKETWIDE VALUE ETF	$571,828	0.35%	11,800	Common	SOLE
25460E307	COM	DIREXION AUSPICE BROAD COMMODITY STRATEGY ETF	$564,077	0.35%	16,803	Common	SOLE
808524797	SCHD	SCHWAB US DIVIDEND EQUITY ETF	$537,943	0.33%	17,534	Common	SOLE
911718104	CPER	UNITED STATES COPPER INDEX FUND	$513,179	0.31%	14,905	Common	SOLE
09261X102	BXSL	BLACKSTONE SECD LENDING FD COMMON STOCK	$478,538	0.29%	20,200	Common	SOLE
464287150	ITOT	ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF	$471,728	0.29%	3,312	Common	SOLE
464286822	EWW	ISHARES MSCI MEXICO ETF	$461,912	0.28%	6,140	Common	SOLE
92206C102	VGSH	VANGUARD SHORT-TERM TREASURY ETF	$461,295	0.28%	7,880	Common	SOLE
96524V106	WHF	WHITEHORSE FIN INC COM	$444,000	0.27%	60,000	Common	SOLE
92333F101	VG	VENTURE GLOBAL INC COM CL A	$394,000	0.24%	25,000	Common	SOLE
381430503	GSLC	TR ACTIVEBETA US LARGE CAP EQUITY ETF	$370,135	0.23%	2,958	Common	SOLE
86765K109	SUN	SUNOCO LP/SUNOCO FIN CORP COM UT REP LP	$369,030	0.23%	5,680	Common	SOLE
37954Y871	URA	GLOBAL X URANIUM ETF	$339,010	0.21%	7,000	Common	SOLE
02079K107	GOOG	ALPHABET INC CAP STK CL C	$323,865	0.20%	1,129	Common	SOLE
46434V621	DGRO	ISHARES CORE DIVIDEND GROWTH ETF	$315,810	0.19%	4,500	Common	SOLE
302635206	FSK	FS KKR CAP CORP COM	$305,400	0.19%	30,000	Common	SOLE
670100205	NVO	NOVO-NORDISK A S ADR	$294,000	0.18%	8,000	Common	SOLE
G54950103	LIN	LINDE PLC SHS	$293,490	0.18%	592	Common	SOLE
023135106	AMZN	AMAZON COM INC COM	$284,705	0.17%	1,367	Common	SOLE
25861R808	DABS	DOUBLELINE ABS ETF	$279,334	0.17%	5,500	Common	SOLE
922908744	VTV	VANGUARD VALUE ETF	$268,009	0.16%	1,366	Common	SOLE
922908629	VO	VANGUARD MID-CAP ETF	$248,985	0.15%	867	Common	SOLE
594918104	MSFT	MICROSOFT CORP COM	$248,384	0.15%	671	Common	SOLE
922908652	VXF	VANGUARD EXTENDED MARKET ETF	$246,548	0.15%	1,198	Common	SOLE
81369Y506	XLE	STATE STREET ENERGY SELECT SECTOR SPDR ETF	$241,548	0.15%	3,943	Common	SOLE
706327103	PBA	PEMBINA PIPELINE CORP COM	$223,845	0.14%	5,001	Common	SOLE
464288869	IWC	ISHARES MICRO-CAP ETF	$219,464	0.13%	1,375	Common	SOLE
464287523	SOXX	ISHARES SEMICONDUCTOR ETF	$210,671	0.13%	641	Common	SOLE
91232N207	USO	UNITED STATES OIL FUND LP	$209,963	0.13%	1,650	Common	SOLE
92204A876	VPU	VANGUARD UTILITIES ETF	$178,722	0.11%	902	Common	SOLE
867224107	SU	SUNCOR ENERGY INC NEW COM	$178,497	0.11%	2,700	Common	SOLE
46625H100	JPM	JPMORGAN CHASE & CO COM	$177,673	0.11%	604	Common	SOLE
86384P109	STUB	STUBHUB HLDGS INC CL A	$176,561	0.11%	28,295	Common	SOLE
464287309	IVW	ISHARES S&P 500 GROWTH ETF	$172,153	0.11%	1,522	Common	SOLE
084670702	BRK/B	BERKSHIRE HATHAWAY INC DEL CL B NEW	$166,282	0.10%	347	Common	SOLE
037833100	AAPL	APPLE INC COM	$161,918	0.10%	638	Common	SOLE
47103U845	JAAA	JANUS HENDERSON AAA CLO ETF	$157,104	0.10%	3,119	Common	SOLE
02209S103	MO	ALTRIA GROUP INC COM	$152,767	0.09%	2,315	Common	SOLE
26923Q747	HECA	HEDGEYE CAPITAL ALLOCATION ETF	$141,463	0.09%	4,900	Common	SOLE
191216100	KO	COCA COLA CO COM	$122,136	0.07%	1,606	Common	SOLE
254687106	DIS	DISNEY WALT CO COM	$120,475	0.07%	1,250	Common	SOLE
209115104	ED	CONSOLIDATED EDISON INC COM	$117,934	0.07%	1,042	Common	SOLE
136385101	CNQ	CANADIAN NAT RES LTD MED TERM COM	$116,952	0.07%	2,400	Common	SOLE
718546104	PSX	PHILLIPS 66 COM	$111,494	0.07%	612	Common	SOLE
46432F339	QUAL	ISHARES MSCI USA QUALITY FACTOR ETF	$108,948	0.07%	568	Common	SOLE
92204A504	VHT	VANGUARD HEALTH CARE ETF	$108,387	0.07%	398	Common	SOLE
00287Y109	ABBV	ABBVIE INC COM	$102,655	0.06%	472	Common	SOLE
110122108	BMY	BRISTOL-MYERS SQUIBB CO COM	$96,070	0.06%	1,584	Common	SOLE
464287101	OEF	ISHARES S&P 100 ETF	$95,421	0.06%	300	Common	SOLE
09581B103	OWL	BLUE OWL CAPITAL INC COM CL A	$91,300	0.06%	10,000	Common	SOLE
81369Y886	XLU	STATE STREET UTILITIES SELECT SECTOR SPDR ETF	$91,046	0.06%	1,984	Common	SOLE
83671M105	SOBO	SOUTH BOW CORP COM	$89,098	0.05%	2,674	Common	SOLE
023608102	AEE	AMEREN CORP COM	$87,496	0.05%	796	Common	SOLE
30303M102	META	META PLATFORMS INC CL A	$85,820	0.05%	150	Common	SOLE
92189F643	MOAT	VANECK MORNINGSTAR WIDE MOAT ETF	$80,164	0.05%	829	Common	SOLE
478160104	JNJ	JOHNSON & JOHNSON COM	$79,443	0.05%	325	Common	SOLE
369550108	GD	GENERAL DYNAMICS CORP COM	$78,941	0.05%	230	Common	SOLE
11135F101	AVGO	BROADCOM INC COM	$74,282	0.05%	240	Common	SOLE
617446448	MS	MORGAN STANLEY COM NEW	$73,069	0.04%	444	Common	SOLE
81369Y209	XLV	STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF	$72,572	0.04%	495	Common	SOLE
055622104	BP	BP PLC SPONSORED ADR	$70,500	0.04%	1,500	Common	SOLE
032108664	HACK	AMPLIFY CYBERSECURITY ETF	$66,530	0.04%	886	Common	SOLE
464287689	IWV	ISHARES RUSSELL 3000 ETF	$66,352	0.04%	179	Common	SOLE
718172109	PM	PHILIP MORRIS INTL INC COM	$64,317	0.04%	389	Common	SOLE
464285204	IAU	ISHARES GOLD TRUST	$57,040	0.03%	647	Common	SOLE
29364G103	ETR	ENTERGY CORP NEW COM	$56,854	0.03%	506	Common	SOLE
713448108	PEP	PEPSICO INC COM	$54,662	0.03%	352	Common	SOLE
94106L109	WM	WASTE MGMT INC DEL COM	$53,081	0.03%	231	Common	SOLE
00162Q452	AMLP	ALERIAN MLP ETF	$52,640	0.03%	1,000	Common	SOLE
78464A789	KIE	STATE STREET SPDR S&P INSURANCE ETF	$50,160	0.03%	912	Common	SOLE
464287721	IYW	ISHARES U.S. TECHNOLOGY ETF	$48,983	0.03%	270	Common	SOLE
46434G780	EWS	ISHARES MSCI SINGAPORE ETF	$47,269	0.03%	1,675	Common	SOLE
78464A854	SPYM	STATE STREET SPDR PORTFOLIO S&P 500 ETF	$44,546	0.03%	582	Common	SOLE
67066G104	NVDA	NVIDIA CORPORATION COM	$43,251	0.03%	248	Common	SOLE
37954Y632	AIQ	GLOBAL X ARTIFICIAL INTELLIGENCE & TECHNOLOGY ETF	$41,350	0.03%	886	Common	SOLE
808524102	SCHB	SCHWAB U.S. BROAD MARKET ETF	$40,913	0.03%	1,630	Common	SOLE
438516106	HON	HONEYWELL INTL INC COM	$38,877	0.02%	172	Common	SOLE
26922A289	UFOX	DEFIANCE CONNECTIVE TECHNOLOGIES ETF	$38,451	0.02%	564	Common	SOLE
921908844	VIG	VANGUARD DIVIDEND APPRECIATION ETF	$37,851	0.02%	176	Common	SOLE
842587107	SO	SOUTHERN CO COM	$35,712	0.02%	370	Common	SOLE
37960A669	SDIV	GLOBAL X SUPERDIVIDEND ETF	$35,490	0.02%	1,405	Common	SOLE
166764100	CVX	CHEVRON CORPORATION COM	$35,173	0.02%	170	Common	SOLE
92204A603	VIS	VANGUARD INDUSTRIALS ETF	$34,344	0.02%	110	Common	SOLE
539830109	LMT	LOCKHEED MARTIN CORP COM	$30,824	0.02%	51	Common	SOLE
437076102	HD	HOME DEPOT INC COM	$27,956	0.02%	85	Common	SOLE
532457108	LLY	ELI LILLY & CO COM	$25,754	0.02%	28	Common	SOLE
464287804	IJR	ISHARES CORE S&P SMALL CAP ETF	$25,111	0.02%	202	Common	SOLE
291011104	EMR	EMERSON ELEC CO COM	$24,239	0.01%	185	Common	SOLE
053332102	AZO	AUTOZONE INC COM	$23,644	0.01%	7	Common	SOLE
68389X105	ORCL	ORACLE CORP COM	$22,214	0.01%	151	Common	SOLE
808524300	SCHG	SCHWAB U.S. LARGE-CAP GROWTH ETF	$20,158	0.01%	692	Common	SOLE
78468R747	SHE	STATE STREET SPDR MSCI USA GENDER DIVERSITY ETF	$19,044	0.01%	149	Common	SOLE
83012A109	TSLX	SIXTH STREET SPECIALTY LENDING COM	$18,380	0.01%	1,000	Common	SOLE
37960A529	SHLD	GLOBAL X DEFENSE TECH ETF	$18,064	0.01%	255	Common	SOLE
09290C103	DYNF	ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF	$16,989	0.01%	292	Common	SOLE
742718109	PG	PROCTER & GAMBLE CO COM	$14,444	0.01%	100	Common	SOLE
57636Q104	MA	MASTERCARD INCORPORATED CL A	$10,993	0.01%	22	Common	SOLE
91324P102	UNH	UNITEDHEALTH GROUP INC COM	$9,741	0.01%	36	Common	SOLE
81369Y308	XLP	STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF	$8,198	0.01%	100	Common	SOLE
464286475	EEMS	ISHARES MSCI EMERGING MARKETS SMALL CAP ETF	$7,264	0.00%	105	Common	SOLE
37954Y855	LIT	GLOBAL X LITHIUM & BATTERY TECH ETF	$5,576	0.00%	75	Common	SOLE
097023105	BA	BOEING CO COM	$4,976	0.00%	25	Common	SOLE
83443Q103	SOLS	SOLSTICE ADVANCED MATLS INC COM SHS	$3,199	0.00%	42	Common	SOLE
78463X202	FEZ	STATE STREET SPDR EURO STOXX 50 ETF	$1,242	0.00%	20	Common	SOLE
31613E103	FETH	FIDELITY ETHEREUM FUND ETF	$1,044	0.00%	50	Common	SOLE
46438R105	ETHA	ISHARES ETHEREUM TRUST ETF	$792	0.00%	50	Common	SOLE

Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.