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BASSO CAPITAL MANAGEMENT, L.P.

Location
STAMFORD, CT
Portfolio Value
Micro $69,554,689
Diversification
Diversified
Filing Date
Global Rank
#6,004 / 8,232 ▲ 186
Top Industry
Oil & Gas Midstream 69.9%
3Y Alpha vs SPY
+0.8%
Period ended 2 months ago
Filed May 15, 2026 · 29d
24 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio
+80.2%
SPY
+76.5%
Annualised alpha
+0.8%
Max drawdown
−15.7%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

76 positions · as of Mar 31, 2026 · Δ vs Dec 31, 2025
Top Position
25.1%
−0.1 pts
Top 5
56.6%
+0.9 pts
Top 10
75.0%
+3.2 pts
HHI
1,039
Jun 2023 → Mar 2026 · range 1,011 – 1,751
Diversified+28

Portfolio Trend

24 quarters · across all stocks

Sector Breakdown

As of Mar 31, 2026
Sector % Portfolio Value
Unclassified 52.5% $36,510,354
Energy 34.5% $23,964,750
Communication Services 5.2% $3,644,071
Financial Services 2.5% $1,765,633
Technology 2.1% $1,491,975
Healthcare 0.9% $607,661
Consumer Defensive 0.6% $408,325
Consumer Cyclical 0.5% $336,304
Utilities 0.4% $297,995
Basic Materials 0.4% $296,687
Industrials 0.3% $230,934

Last Quarter's Activity

Export CSV
Mar 31, 2026 vs Dec 31, 2025

Added To

Positions the filer increased
4 positions
Ticker Δ Shares Shares Value Open

Trimmed

Positions the filer reduced
20 positions
Ticker Δ Shares Shares Value Open

New Positions

Positions the filer opened this quarter
11 positions
Ticker Shares Value Open

Sold Out

Positions the filer fully exited
5 positions
Ticker Shares Value Open

Portfolio Positions

Export CSV View 13F filing
76 positions · $69,554,689 total · as of Mar 31, 2026
Showing 1–50 of 76 positions by value · page 1 of 2
Ticker Company Shares Value (USD) % of Portfolio History