DOSSIER · 13F-HR · Q1 2026

BASSO CAPITAL MANAGEMENT, L.P.

BASSO , L.P.'s asset manager based in Chicago, IL — $163M in tracked AUM across 137 positions as of Q1 2026.

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BASSO , L.P.·Chicago, IL·Asset Manager

CIK 0001287978 · last filed Mar 31, 2026

Total AUM

$163M

▼ 6.1%

vs prior

Holdings

137

—

positions

Whale Score

61

61

tracked

Activity

—

no data

changes this Q

Top sector

Tech

16% weight

concentration

AI Analysis · Q1 2026 · Q1 2026

Portfolio Overview

Basso Capital Management, L.P. has reported a significant shift in its portfolio composition for the quarter ended September 30, 2025. The total portfolio value contracted sharply by 43.8%, decreasing from $134.93 million to $75.86 million. This reduction is not solely attributable to market performance but is driven largely by substantial capital reallocation, evidenced by the liquidation of 25 positions and the initiation of 14 new ones.

The fund currently holds 39 pos...

Quarter at a glance — Q1 2026

Position-change comparison pending.

No quarter-over-quarter changes available.

Top 10 holdings

By portfolio weight as of Q1 2026.

#HoldingValueSharesWeight

01

VANGUARD S&P 500 ETF

$33M55K20.1%

02

STATE STREET SPDR S&P 500 ETF

$17M27K10.7%

03

VANGUARD TOTAL STOCK MARKET ETF

$16M51K9.9%

04

SPDR GOLD SHARES

$10M24K6.3%

05

ISHARES RUSSELL 2000 ETF

$10M41K6.2%

06

INVESCO S&P 500 EQUAL WEIGHT ETF

$9M48K5.7%

07

PGIM AAA CLO ETF

$9M170K5.3%

08

MPLX LP COM UNIT REP LTD

$4M71K2.5%

09

ENERGY TRANSFER L P COM UT LTD PTN

$4M197K2.3%

10

ISHARES SILVER TRUST

$4M56K2.3%

Filing history

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