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BASSO CAPITAL MANAGEMENT, L.P.

Q1 2026 13F Holdings

  • Location
    stamford, CT
  • Num holdings

    137

  • Value ($000)

    $163,404

  • Date Filed
    05/15/2026
  • Form type
    13F-HR
  • CIK
    0001287978
  • All SEC filings
  • Note
    Holdings aggregated across “other managers” listed in original SEC filing, see here for detailed holdings broken out by other managers
Compare Q1 2026 to
Select Quarter
Issuer Name
Class
CUSIP
VALUE
%
Shares
Principal
Option Type
V
VOO

VANGUARD S&P 500 ETF

S&P 100 ETF SHS
922908363
$32.85M
20 %

54,975

S
SPY

STATE STREET SPDR S&P 500 ETF

TR UNIT
78462F103
$17.43M
11 %

26,805

V
VTI

VANGUARD TOTAL STOCK MARKET ETF

TOTAL STK MKT
922908769
$16.21M
10 %

50,531

G
GQ9

SPDR GOLD SHARES

GOLD SHS
78463V107
$10.29M
6 %

23,911

I
IWM

ISHARES RUSSELL 2000 ETF

RUSSELL 2000 ETF
464287655
$10.05M
6 %

40,522

R
RSP

INVESCO S&P 500 EQUAL WEIGHT ETF

S&P500 EQL WGT
46137V357
$9.3M
6 %

48,469

---

PGIM AAA CLO ETF

AAA CLO ETF
69344A834
$8.7M
5 %

169,943

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MPLX LP COM UNIT REP LTD

COM UNIT REP LTD
55336V100
$4.06M
3 %

71,200

E
ET

ENERGY TRANSFER L P COM UT LTD PTN

COM UT LTD PTN
29273V100
$3.81M
2 %

197,250

S
SLV

ISHARES SILVER TRUST

ISHARES
46428Q109
$3.79M
2 %

55,660

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