BASSO CAPITAL MANAGEMENT, L.P.

CIK

1287978

Location

STAMFORD, CT

Portfolio Value

Small $119,009,008

Diversification

Highly concentrated

Filing Date

Global Rank

#1,741 / 3,203 ▲ 4634

Top Industry

Internet Content & Information 21.0%

3Y Alpha vs SPY

+0.8%

Period ended 30 days ago

Filed Jul 27, 2026 · 3d

25 quarters · since Mar 2020

Clone Performance

Jul 2023–Jul 2026 · vs SPY

Hypothetical growth of buying every stock this filer reported holding, rebalancing on each filing and indexed to the same start. Option positions cannot be bought this way and are left out.

Cloned portfolio

+70.3%

SPY

+67.9%

Annualised alpha

+0.6%

Max drawdown

−15.7%

Estimate. 13F holdings are quarter-lagged, so the clone rebalances about 45 days after each period end — when the filing becomes public — and it excludes option and short positions. It tracks 100% of reported value on average across 13 quarters. Past performance does not predict future results.

Portfolio Concentration

43 tracked positions · as of Jun 30, 2026 · Δ vs Mar 31, 2026

Top Position

63.6%

+38.6 pts

Top 5

84.2%

+27.5 pts

Top 10

89.1%

+14.1 pts

HHI

4,183

Highly concentrated+3,144

Portfolio Trend

25 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2026

Sector	% Portfolio	Value	Positions
Unclassified	79.6%	$94,753,864	7
Financial Services	5.4%	$6,447,335	12
Technology	4.8%	$5,767,431	5
Communication Services	4.3%	$5,101,452	2
Industrials	2.6%	$3,150,658	7
Consumer Cyclical	1.4%	$1,662,587	4
Healthcare	0.7%	$816,401	3
Consumer Defensive	0.5%	$637,884	1
Basic Materials	0.3%	$400,621	1
Real Estate	0.2%	$270,775	1

Last Quarter's Activity

Export CSV

Jun 30, 2026 vs Mar 31, 2026

Added To

Positions the filer increased

17 positions

Ticker	Company	Δ Shares	Shares	Value
OWL	Blue Owl Capital Inc.	+75,000	85,000	$743,750
SPY	Spdr S&P 500 ETF Trust	+74,619	101,424	$75,740,400
AAPL	Apple Inc.	+9,901	10,539	$3,049,565
QQQ	Invesco Qqq Trust, Series 1	+8,025	9,270	$6,826,428
BXSL	Blackstone Secured Lending Fund	+5,740	25,940	$615,037
PG	PROCTER & GAMBLE Co	+4,250	4,350	$637,884
JPM	Jpmorgan Chase & Co	+4,049	4,653	$1,523,066
GLD	Spdr Gold Trust	+2,699	26,610	$9,802,591
MSFT	Microsoft Corp	+2,256	2,927	$1,091,829
HD	Home Depot, Inc.	+2,147	2,232	$787,181
BMY	Bristol Myers Squibb Co	+2,072	3,656	$210,658
GOOGL	Alphabet Inc.	+1,915	13,256	$4,737,296
BRK-B	Berkshire Hathaway Inc	+1,545	1,892	$946,737
NVDA	Nvidia Corp	+1,322	1,570	$314,141
JNJ	Johnson & Johnson	+550	875	$222,223
AMZN	Amazon Com Inc	+238	1,605	$382,535
LIN	Linde PLC	+180	772	$400,621
No positions match the current search.

Trimmed

Positions the filer reduced

5 positions

Ticker	Company	Δ Shares	Shares	Value
SLV	iShares Silver Trust	−35,633	20,027	$1,070,843
WHF	WhiteHorse Finance, Inc.	−7,500	52,500	$351,750
FBTC	Fidelity Wise Origin Bitcoin Fund	−2,500	8,350	$426,267
IBIT	iShares Bitcoin Trust ETF	−777	18,323	$609,972
IBM	International Business Machines Corp	−335	3,551	$998,576
No positions match the current search.

New Positions

Positions the filer opened this quarter

18 positions

Ticker	Company	Shares	Value
UNP	Union Pacific Corp	4,434	$1,206,048
RTX	RTX Corp	3,411	$647,169
CVBF	Cvb Financial Corp	21,181	$477,631
JCI	Johnson Controls International plc	2,506	$366,151
BBN	BlackRock Taxable Municipal Bond Trust	21,306	$344,518
AXP	American Express Co	1,001	$338,588
CRM	Salesforce, Inc.	2,000	$313,320
SPGI	S&P Global Inc.	750	$288,973
FGDL	Franklin Templeton Holdings Trust	5,197	$277,363
GE	General Electric Co	742	$277,307
WELL	Welltower Inc.	1,193	$270,775
SCHW	Schwab Charles Corp	2,850	$262,969
MCD	Mcdonalds Corp	952	$257,335
BAC	Bank Of America Corp /De/	4,200	$239,316
TSLA	Tesla, Inc.	560	$235,536
CAT	Caterpillar Inc	208	$221,499
GEV	GE Vernova Inc.	185	$217,349
CARR	CARRIER GLOBAL Corp	2,933	$215,135
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
MPLX	Mplx LP	71,200	$4,063,384
ET	Energy Transfer LP	197,250	$3,806,925
UUP	Invesco DB US Dollar Index Bullish Fund	94,850	$2,634,933
EPD	Enterprise Products Partners L.P.	62,739	$2,374,043
OKE	Oneok Inc /New/	25,352	$2,291,567
WMB	Williams Companies, Inc.	30,450	$2,216,151
WES	Western Midstream Partners, LP	42,150	$1,735,315
TRGP	Targa Resources Corp.	6,525	$1,636,013
PAA	Plains All American Pipeline LP	54,200	$1,210,286
HESM	Hess Midstream LP	29,000	$1,127,230
LNG	Cheniere Energy, Inc.	3,800	$1,078,288
TRP	Tc Energy Corp	13,370	$836,962
VG	Venture Global, Inc.	25,000	$394,000
SUN	Sunoco LP	5,680	$369,029
PBA	Pembina Pipeline Corp	5,001	$223,844
USO	United States Oil Fund, LP	1,650	$209,962
SU	Suncor Energy Inc	2,700	$178,497
MO	Altria Group, Inc.	2,315	$152,766
KO	Coca Cola Co	1,606	$122,136
DIS	Walt Disney Co	1,250	$120,475
ED	Consolidated Edison Inc	1,042	$117,933
CNQ	CANADIAN NATURAL RESOURCES Ltd	2,400	$116,952
PSX	Phillips 66	612	$111,494
ABBV	AbbVie Inc.	472	$102,655
SOBO	South Bow Corp	2,674	$89,097
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

43 tracked positions · $119,009,008 total · as of Jun 30, 2026

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Financial Services Healthcare Industrials Real Estate Technology

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
SPY	Spdr S&P 500 ETF Trust PUT + SHARES	Added	101,424	+74,619	$75,740,400	+334.5%	63.64%
GLD	Spdr Gold Trust	Added	26,610	+2,699	$9,802,591	−4.7%	8.24%
QQQ	Invesco Qqq Trust, Series 1	Added	9,270	+8,025	$6,826,428	+850.0%	5.74%
GOOGL	Alphabet Inc. Communication Services	Added	13,256	+1,915	$4,737,296	+45.3%	3.98%
AAPL	Apple Inc. Technology	Added	10,539	+9,901	$3,049,565	+1783.4%	2.56%
JPM	Jpmorgan Chase & Co Financial Services	Added	4,653	+4,049	$1,523,066	+757.2%	1.28%
UNP	Union Pacific Corp Industrials	NEW	4,434	NEW	$1,206,048	NEW	1.01%
MSFT	Microsoft Corp Technology	Added	2,927	+2,256	$1,091,829	+339.6%	0.92%
SLV	iShares Silver Trust	Reduced	20,027	-35,633	$1,070,843	−71.8%	0.90%
IBM	International Business Machines Corp Technology	Reduced	3,551	-335	$998,576	+6.0%	0.84%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	1,892	+1,545	$946,737	+469.4%	0.80%
HD	Home Depot, Inc. Consumer Cyclical	Added	2,232	+2,147	$787,181	+2715.9%	0.66%
OWL	Blue Owl Capital Inc. Financial Services	Added	85,000	+75,000	$743,750	+714.6%	0.62%
RTX	RTX Corp Industrials	NEW	3,411	NEW	$647,169	NEW	0.54%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	4,350	+4,250	$637,884	+4316.3%	0.54%
BXSL	Blackstone Secured Lending Fund Financial Services	Added	25,940	+5,740	$615,037	+28.5%	0.52%
IBIT	iShares Bitcoin Trust ETF	Reduced	18,323	-777	$609,972	−16.9%	0.51%
CVBF	Cvb Financial Corp Financial Services	NEW	21,181	NEW	$477,631	NEW	0.40%
FBTC	Fidelity Wise Origin Bitcoin Fund	Reduced	8,350	-2,500	$426,267	−33.4%	0.36%
LIN	Linde PLC Basic Materials	Added	772	+180	$400,621	+36.5%	0.34%
NVO	Novo Nordisk A S Healthcare	Held	8,000	0	$383,520	+30.4%	0.32%
AMZN	Amazon Com Inc Consumer Cyclical	Added	1,605	+238	$382,535	+34.4%	0.32%
JCI	Johnson Controls International plc Industrials	NEW	2,506	NEW	$366,151	NEW	0.31%
STUB	StubHub Holdings, Inc. Communication Services	Held	28,295	0	$364,156	+106.3%	0.31%
WHF	WhiteHorse Finance, Inc. Financial Services	Reduced	52,500	-7,500	$351,750	−20.8%	0.30%
BBN	BlackRock Taxable Municipal Bond Trust Financial Services	NEW	21,306	NEW	$344,518	NEW	0.29%
AXP	American Express Co Financial Services	NEW	1,001	NEW	$338,588	NEW	0.28%
FSK	FS KKR Capital Corp Financial Services	Held	30,000	0	$315,000	+3.1%	0.26%
NVDA	Nvidia Corp Technology	Added	1,570	+1,322	$314,141	+626.3%	0.26%
CRM	Salesforce, Inc. PUT Technology	NEW	2,000	NEW	$313,320	NEW	0.26%
SPGI	S&P Global Inc. Financial Services	NEW	750	NEW	$288,973	NEW	0.24%
FGDL	Franklin Templeton Holdings Trust	NEW	5,197	NEW	$277,363	NEW	0.23%
GE	General Electric Co Industrials	NEW	742	NEW	$277,307	NEW	0.23%
WELL	Welltower Inc. Real Estate	NEW	1,193	NEW	$270,775	NEW	0.23%
SCHW	Schwab Charles Corp Financial Services	NEW	2,850	NEW	$262,969	NEW	0.22%
MCD	Mcdonalds Corp Consumer Cyclical	NEW	952	NEW	$257,335	NEW	0.22%
BAC	Bank Of America Corp /De/ Financial Services	NEW	4,200	NEW	$239,316	NEW	0.20%
TSLA	Tesla, Inc. Consumer Cyclical	NEW	560	NEW	$235,536	NEW	0.20%
JNJ	Johnson & Johnson Healthcare	Added	875	+550	$222,223	+179.7%	0.19%
CAT	Caterpillar Inc Industrials	NEW	208	NEW	$221,499	NEW	0.19%
GEV	GE Vernova Inc. Industrials	NEW	185	NEW	$217,349	NEW	0.18%
CARR	CARRIER GLOBAL Corp Industrials	NEW	2,933	NEW	$215,135	NEW	0.18%
BMY	Bristol Myers Squibb Co Healthcare	Added	3,656	+2,072	$210,658	+119.3%	0.18%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.