BASSO CAPITAL MANAGEMENT, L.P. Quant / Systematic

Location: Stamford, CT

CIK: 0001287978 · Show all filings

Period: Q4 2025 (← Previous) (Next →)

Filing Date: Feb 17, 2026

Total Value: $168M (100.0% shares, 0.0% debt)

Holdings (115)

VOO VANGUARD S&P 500 ETF 20.5%
Value $34.42M Shares 54,879 Est. Cost $398.87 Unrealized
SPY SPDR S&P 500 ETF TRUST 11.0%
Value $18.52M Shares 27,165 Est. Cost $401.29 Unrealized
VTI VANGUARD TOTAL STOCK MARKET ETF 10.0%
Value $16.75M Shares 49,963 Est. Cost $216.93 Unrealized
GLD SPDR GOLD SHARES 6.0%
Value $10.12M Shares 25,535 Est. Cost $209.43 Unrealized
IWM ISHARES RUSSELL 2000 ETF 5.5%
Value $9.218M Shares 37,447 Est. Cost $245.45 Unrealized
RSP INVESCO S&P 500 EQUAL WEIGHT ETF 5.4%
Value $9.117M Shares 47,591 Est. Cost $164.16 Unrealized
PAAA PGIM AAA CLO ETF 4.7%
Value $7.82M Shares 152,556 Est. Cost $51.40 Unrealized
SLV ISHARES SILVER TRUST 3.0%
Value $4.958M Shares 76,970 Est. Cost $36.28 Unrealized
MPLX MPLX LP COM UNIT REP LTD 2.3%
Value $3.8M Shares 71,200 Est. Cost $33.27 Unrealized
GOOGL ALPHABET INC CAP STK CL A 2.2%
Value $3.674M Shares 11,737 Est. Cost $175.64 Unrealized +62.6%
ET ENERGY TRANSFER L P COM UT LTD PTN 1.9%
Value $3.216M Shares 195,000 Est. Cost $12.18 Unrealized
IBIT ISHARES BITCOIN TRUST ETF 1.7%
Value $2.864M Shares 57,685 Est. Cost $52.13 Unrealized
EMXC ISHARES MSCI EMERGING MARKETS EX CHINA ETF 1.7%
Value $2.779M Shares 38,230 Est. Cost $66.20 Unrealized
EPD ENTERPRISE PRODS PARTNERS L P COM 1.2%
Value $2.045M Shares 63,800 Est. Cost $24.12 Unrealized
QQQM INVESCO NASDAQ 100 ETF 1.2%
Value $2.044M Shares 8,081 Est. Cost $219.34 Unrealized
CLOZ ELDRIDGE BBB-B CLO ETF 1.1%
Value $1.896M Shares 71,589 Est. Cost $26.74 Unrealized
FBTC FIDELITY WISE ORIGIN BITCOIN FUND 1.1%
Value $1.881M Shares 24,675 Est. Cost $80.12 Unrealized
OKE ONEOK INC NEW COM 1.1%
Value $1.863M Shares 25,352 Est. Cost $58.08 Unrealized +21.3%
WMB WILLIAMS COS INC COM 1.1%
Value $1.83M Shares 30,450 Est. Cost $28.24 Unrealized +112.7%
WES WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT 1.0%
Value $1.665M Shares 42,150 Est. Cost $27.13 Unrealized
PPLT ABRDN PHYSICAL PLATINUM SHARES ETF 0.9%
Value $1.545M Shares 8,286 Est. Cost $175.87 Unrealized
QQQ INVESCO QQQ TRUST SERIES I 0.9%
Value $1.5M Shares 2,442 Est. Cost $492.91 Unrealized
MSFT MICROSOFT CORP COM 0.9%
Value $1.466M Shares 3,031 Est. Cost $377.85 Unrealized +32.5%
URA GLOBAL X URANIUM ETF 0.8%
Value $1.392M Shares 32,575 Est. Cost $37.79 Unrealized
IBM INTERNATIONAL BUSINESS MACHS COM 0.8%
Value $1.299M Shares 4,386 Est. Cost $250.00 Unrealized +19.5%
TRGP TARGA RES CORP COM 0.7%
Value $1.204M Shares 6,525 Est. Cost $100.61 Unrealized +67.1%
EWY ISHARES MSCI SOUTH KOREA ETF 0.6%
Value $1.028M Shares 10,572 Est. Cost $95.11 Unrealized
HESM HESS MIDSTREAM LP CL A SHS 0.6%
Value $1M Shares 29,000 Est. Cost $29.94 Unrealized +8.9%
PAA PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 0.6%
Value $973K Shares 54,200 Est. Cost $12.17 Unrealized
BBJP JPMORGAN BETABUILDERS JAPAN ETF 0.5%
Value $919K Shares 13,945 Est. Cost $63.87 Unrealized
CPER UNITED STATES COPPER INDEX FUND 0.5%
Value $891K Shares 25,475 Est. Cost $33.54 Unrealized
LNG CHENIERE ENERGY INC COM NEW 0.4%
Value $739K Shares 3,800 Est. Cost $172.82 Unrealized +21.5%
TRP TC ENERGY CORP COM 0.4%
Value $735K Shares 13,370 Est. Cost $36.81 Unrealized +45.0%
FSK FS KKR CAP CORP COM 0.4%
Value $703K Shares 47,500 Est. Cost $11.47 Unrealized +28.1%
BRK/B BERKSHIRE HATHAWAY INC DEL CL B NEW 0.4%
Value $600K Shares 1,194 Est. Cost $497.09 Unrealized +0.1%
WHF WHITEHORSE FIN INC COM 0.3%
Value $556K Shares 80,000 Est. Cost $12.63 Unrealized -43.7%
DFUV DIMENSIONAL US MARKETWIDE VALUE ETF 0.3%
Value $550K Shares 11,800 Est. Cost $33.48 Unrealized
NVO NOVO-NORDISK A S ADR 0.3%
Value $496K Shares 9,750 Est. Cost $53.95 Unrealized
ITOT ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF 0.3%
Value $492K Shares 3,312 Est. Cost $148.69 Unrealized
SCHD SCHWAB US DIVIDEND EQUITY ETF 0.3%
Value $481K Shares 17,534 Est. Cost $27.43 Unrealized
GSLC TR ACTIVEBETA US LARGE CAP EQUITY ETF 0.2%
Value $392K Shares 2,958 Est. Cost $132.37 Unrealized
PALL ABRDN PHYSICAL PALLADIUM SHARES ETF 0.2%
Value $391K Shares 2,690 Est. Cost $145.38 Unrealized
VGSH VANGUARD SHORT-TERM TREASURY ETF 0.2%
Value $380K Shares 6,477 Est. Cost $58.69 Unrealized
GOOG ALPHABET INC CAP STK CL C 0.2%
Value $370K Shares 1,179 Est. Cost $229.80 Unrealized +24.6%
DGRO ISHARES CORE DIVIDEND GROWTH ETF 0.2%
Value $312K Shares 4,500 Est. Cost $69.42 Unrealized
SUN SUNOCO LP/SUNOCO FIN CORP COM UT REP LP 0.2%
Value $298K Shares 5,680 Est. Cost $56.14 Unrealized
DABS DOUBLELINE ABS ETF 0.2%
Value $280K Shares 5,500 Est. Cost $50.76 Unrealized
JAAA JANUS HENDERSON AAA CLO ETF 0.2%
Value $274K Shares 5,413 Est. Cost $50.58 Unrealized
AMZN AMAZON COM INC COM 0.2%
Value $263K Shares 1,138 Est. Cost $145.11 Unrealized +57.7%
LIN LINDE PLC SHS 0.2%
Value $252K Shares 592 Est. Cost $427.28 Unrealized 0.0%
VO VANGUARD MID-CAP ETF 0.1%
Value $252K Shares 867 Est. Cost $203.81 Unrealized
VXF VANGUARD EXTENDED MARKET ETF 0.1%
Value $251K Shares 1,198 Est. Cost $132.86 Unrealized
META META PLATFORMS INC CL A 0.1%
Value $231K Shares 350 Est. Cost $710.70 Unrealized -6.1%
XLE STATE STREET ENERGY SELECT SECTOR SPDR ETF 0.1%
Value $224K Shares 5,010 Est. Cost $66.60 Unrealized
NVDA NVIDIA CORPORATION COM 0.1%
Value $223K Shares 1,198 Est. Cost $182.18 Unrealized +2.2%
KWEB KRANESHARES CSI CHINA INTERNET ETF 0.1%
Value $221K Shares 6,500 Est. Cost $39.48 Unrealized
VTV VANGUARD VALUE ETF 0.1%
Value $221K Shares 1,155 Est. Cost $190.99 Unrealized
BXSL BLACKSTONE SECD LENDING FD COMMON STOCK 0.1%
Value $216K Shares 8,200 Est. Cost $26.09 Unrealized 0.0%
JPM JPMORGAN CHASE & CO. COM 0.1%
Value $195K Shares 604 Est. Cost $138.93 Unrealized +122.8%
SOXX ISHARES SEMICONDUCTOR ETF 0.1%
Value $193K Shares 641 Est. Cost $284.59 Unrealized
PBA PEMBINA PIPELINE CORP COM 0.1%
Value $190K Shares 5,001 Est. Cost $28.92 Unrealized +33.0%
IVW ISHARES S&P 500 GROWTH ETF 0.1%
Value $188K Shares 1,522 Est. Cost $116.29 Unrealized
VG VENTURE GLOBAL INC COM CL A 0.1%
Value $171K Shares 25,000 Est. Cost $8.31 Unrealized 0.0%
VPU VANGUARD UTILITIES ETF 0.1%
Value $167K Shares 902 Est. Cost $150.12 Unrealized
MO ALTRIA GROUP INC COM 0.1%
Value $133K Shares 2,315 Est. Cost $52.94 Unrealized +12.1%
SU SUNCOR ENERGY INC NEW COM 0.1%
Value $120K Shares 2,700 Est. Cost $28.97 Unrealized +45.9%
VHT VANGUARD HEALTH CARE ETF 0.1%
Value $115K Shares 398 Est. Cost $248.05 Unrealized
QUAL ISHARES MSCI USA QUALITY FACTOR ETF 0.1%
Value $113K Shares 568 Est. Cost $198.62 Unrealized
KO COCA COLA CO COM 0.1%
Value $112K Shares 1,606 Est. Cost $69.40 Unrealized 0.0%
ABBV ABBVIE INC COM 0.1%
Value $108K Shares 472 Est. Cost $227.54 Unrealized 0.0%
ED CONSOLIDATED EDISON INC COM 0.1%
Value $103K Shares 1,042 Est. Cost $91.19 Unrealized +8.3%
OEF ISHARES S&P 100 ETF 0.1%
Value $103K Shares 300 Est. Cost $342.97 Unrealized
IJH ISHARES CORE S&P MID-CAP ETF 0.1%
Value $89,232 Shares 1,352 Est. Cost $60.37 Unrealized
AAPL APPLE INC COM 0.1%
Value $88,083 Shares 324 Est. Cost $268.34 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO COM 0.1%
Value $85,441 Shares 1,584 Est. Cost $47.53 Unrealized 0.0%
AVGO BROADCOM INC COM 0.0%
Value $83,064 Shares 240 Est. Cost $357.00 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD COM 0.0%
Value $81,240 Shares 2,400 Est. Cost $30.56 Unrealized +6.1%
AEE AMEREN CORP COM 0.0%
Value $79,489 Shares 796 Est. Cost $77.30 Unrealized +31.9%
PSX PHILLIPS 66 COM 0.0%
Value $78,972 Shares 612 Est. Cost $91.37 Unrealized +46.7%
MS MORGAN STANLEY COM NEW 0.0%
Value $78,823 Shares 444 Est. Cost $166.47 Unrealized 0.0%
GD GENERAL DYNAMICS CORP COM 0.0%
Value $77,432 Shares 230 Est. Cost $340.86 Unrealized 0.0%
SOBO SOUTH BOW CORP COM 0.0%
Value $73,455 Shares 2,674 Est. Cost $22.97 Unrealized +18.3%
JNJ JOHNSON & JOHNSON COM 0.0%
Value $67,259 Shares 325 Est. Cost $197.01 Unrealized 0.0%
PM PHILIP MORRIS INTL INC COM 0.0%
Value $62,396 Shares 389 Est. Cost $83.71 Unrealized +83.5%
HD HOME DEPOT INC COM 0.0%
Value $58,497 Shares 170 Est. Cost $364.59 Unrealized 0.0%
MCD MCDONALDS CORP COM 0.0%
Value $55,930 Shares 183 Est. Cost $305.09 Unrealized 0.0%
IYW ISHARES U.S. TECHNOLOGY ETF 0.0%
Value $53,914 Shares 270 Est. Cost $199.68 Unrealized
BP BP PLC SPONSORED ADR 0.0%
Value $52,095 Shares 1,500 Est. Cost $35.29 Unrealized
PEP PEPSICO INC COM 0.0%
Value $50,519 Shares 352 Est. Cost $160.89 Unrealized -9.3%
ETR ENTERGY CORP NEW COM 0.0%
Value $46,770 Shares 506 Est. Cost $94.54 Unrealized 0.0%
SPYM STATE STREET SPDR PORTFOLIO S&P 500 ETF 0.0%
Value $46,688 Shares 582 Est. Cost $68.94 Unrealized
XLV STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF 0.0%
Value $44,273 Shares 286 Est. Cost $154.80 Unrealized
XLU STATE STREET UTILITIES SELECT SECTOR SPDR ETF 0.0%
Value $37,738 Shares 884 Est. Cost $71.43 Unrealized
HON HONEYWELL INTL INC COM 0.0%
Value $33,555 Shares 172 Est. Cost $195.03 Unrealized 0.0%
SO SOUTHERN CO COM 0.0%
Value $32,264 Shares 370 Est. Cost $90.89 Unrealized 0.0%
LLY ELI LILLY & CO COM 0.0%
Value $30,091 Shares 28 Est. Cost $955.55 Unrealized 0.0%
ORCL ORACLE CORP COM 0.0%
Value $29,431 Shares 151 Est. Cost $238.05 Unrealized 0.0%
MOAT VANECK MORNINGSTAR WIDE MOAT ETF 0.0%
Value $27,961 Shares 270 Est. Cost $79.79 Unrealized
PG PROCTER AND GAMBLE CO COM 0.0%
Value $27,516 Shares 192 Est. Cost $147.17 Unrealized 0.0%
CVX CHEVRON CORP NEW COM 0.0%
Value $27,281 Shares 179 Est. Cost $151.40 Unrealized 0.0%
DUK DUKE ENERGY CORP NEW COM NEW 0.0%
Value $24,849 Shares 212 Est. Cost $121.57 Unrealized 0.0%
LMT LOCKHEED MARTIN CORP COM 0.0%
Value $24,667 Shares 51 Est. Cost $476.18 Unrealized 0.0%
EMR EMERSON ELEC CO COM 0.0%
Value $24,553 Shares 185 Est. Cost $132.37 Unrealized 0.0%
IJR ISHARES CORE S&P SMALL CAP ETF 0.0%
Value $24,276 Shares 202 Est. Cost $120.18 Unrealized
AZO AUTOZONE INC COM 0.0%
Value $23,741 Shares 7 Est. Cost $3777.86 Unrealized 0.0%
SCHG SCHWAB U.S. LARGE-CAP GROWTH ETF 0.0%
Value $22,573 Shares 692 Est. Cost $27.87 Unrealized
DYNF ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF 0.0%
Value $17,757 Shares 292 Est. Cost $51.25 Unrealized
EWS ISHARES MSCI SINGAPORE ETF 0.0%
Value $13,755 Shares 500 Est. Cost $27.51 Unrealized
MA MASTERCARD INCORPORATED CL A 0.0%
Value $12,559 Shares 22 Est. Cost $558.95 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC COM 0.0%
Value $11,884 Shares 36 Est. Cost $337.21 Unrealized 0.0%
CLOB VANECK AA-BB CLO ETF 0.0%
Value $9,373 Shares 185 Est. Cost $50.99 Unrealized
XLP STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF 0.0%
Value $7,768 Shares 100 Est. Cost $77.68 Unrealized
CSCO CISCO SYS INC COM 0.0%
Value $7,703 Shares 100 Est. Cost $73.79 Unrealized 0.0%
EEMS ISHARES MSCI EMERGING MARKETS SMALL CAP ETF 0.0%
Value $7,085 Shares 105 Est. Cost $57.42 Unrealized
FETH FIDELITY ETHEREUM FUND ETF 0.0%
Value $4,145 Shares 140 Est. Cost $41.55 Unrealized