BASSO CAPITAL MANAGEMENT, L.P. Quant / Systematic

Location: Stamford, CT

CIK: 0001287978 · Show all filings

Period: Q1 2026 (← Previous) (Next →)

Filing Date: May 15, 2026

Total Value: $163M (100.0% shares, 0.0% debt)

Holdings (137)

VOO VANGUARD S&P 500 ETF 20.1%
Value $32.85M Shares 54,975 Est. Cost $398.87 Unrealized
SPY STATE STREET SPDR S&P 500 ETF 10.7%
Value $17.43M Shares 26,805 Est. Cost $401.29 Unrealized
VTI VANGUARD TOTAL STOCK MARKET ETF 9.9%
Value $16.21M Shares 50,531 Est. Cost $218.10 Unrealized
GLD SPDR GOLD SHARES 6.3%
Value $10.29M Shares 23,911 Est. Cost $209.43 Unrealized
IWM ISHARES RUSSELL 2000 ETF 6.2%
Value $10.05M Shares 40,522 Est. Cost $245.64 Unrealized
RSP INVESCO S&P 500 EQUAL WEIGHT ETF 5.7%
Value $9.302M Shares 48,469 Est. Cost $164.67 Unrealized
PAAA PGIM AAA CLO ETF 5.3%
Value $8.698M Shares 169,943 Est. Cost $51.38 Unrealized
MPLX MPLX LP COM UNIT REP LTD 2.5%
Value $4.063M Shares 71,200 Est. Cost $33.27 Unrealized
ET ENERGY TRANSFER L P COM UT LTD PTN 2.3%
Value $3.807M Shares 197,250 Est. Cost $12.26 Unrealized
SLV ISHARES SILVER TRUST 2.3%
Value $3.793M Shares 55,660 Est. Cost $36.28 Unrealized
EMXC ISHARES MSCI EMERGING MARKETS EX CHINA ETF 2.0%
Value $3.314M Shares 42,132 Est. Cost $67.36 Unrealized
GOOGL ALPHABET INC CAP STK CL A 2.0%
Value $3.261M Shares 11,341 Est. Cost $175.64 Unrealized +84.1%
UUP INVESCO DB US DOLLAR INDEX BULLISH FUND 1.6%
Value $2.635M Shares 94,850 Est. Cost $27.78 Unrealized
EPD ENTERPRISE PRODS PARTNERS L P COM 1.5%
Value $2.374M Shares 62,739 Est. Cost $24.12 Unrealized
OKE ONEOK INC NEW COM 1.4%
Value $2.292M Shares 25,352 Est. Cost $58.08 Unrealized +35.2%
WMB WILLIAMS COS INC COM 1.4%
Value $2.216M Shares 30,450 Est. Cost $28.24 Unrealized +135.0%
WES WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT 1.1%
Value $1.735M Shares 42,150 Est. Cost $27.13 Unrealized
TRGP TARGA RES CORP COM 1.0%
Value $1.636M Shares 6,525 Est. Cost $100.61 Unrealized +100.5%
EWY ISHARES MSCI SOUTH KOREA ETF 0.8%
Value $1.241M Shares 10,092 Est. Cost $95.11 Unrealized
PAA PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 0.7%
Value $1.21M Shares 54,200 Est. Cost $12.17 Unrealized
CLOZ ELDRIDGE BBB-B CLO ETF 0.7%
Value $1.13M Shares 44,059 Est. Cost $26.74 Unrealized
HESM HESS MIDSTREAM LP CL A SHS 0.7%
Value $1.127M Shares 29,000 Est. Cost $29.94 Unrealized +17.5%
LNG CHENIERE ENERGY INC COM NEW 0.7%
Value $1.078M Shares 3,800 Est. Cost $172.82 Unrealized +21.4%
XOP STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF 0.6%
Value $950K Shares 5,225 Est. Cost $181.83 Unrealized
IBM INTERNATIONAL BUSINESS MACHS COM 0.6%
Value $942K Shares 3,886 Est. Cost $250.00 Unrealized +13.6%
IJH ISHARES CORE S&P MID-CAP ETF 0.5%
Value $844K Shares 12,502 Est. Cost $66.76 Unrealized
TRP TC ENERGY CORP COM 0.5%
Value $837K Shares 13,370 Est. Cost $36.81 Unrealized +58.2%
IBIT ISHARES BITCOIN TRUST ETF 0.4%
Value $734K Shares 19,100 Est. Cost $52.13 Unrealized
QQQ INVESCO QQQ TRUST SERIES I 0.4%
Value $719K Shares 1,245 Est. Cost $492.91 Unrealized
QQQM INVESCO NASDAQ 100 ETF 0.4%
Value $681K Shares 2,867 Est. Cost $219.34 Unrealized
FBTC FIDELITY WISE ORIGIN BITCOIN FUND 0.4%
Value $640K Shares 10,850 Est. Cost $80.12 Unrealized
DFUV DIMENSIONAL US MARKETWIDE VALUE ETF 0.3%
Value $572K Shares 11,800 Est. Cost $33.48 Unrealized
COM DIREXION AUSPICE BROAD COMMODITY STRATEGY ETF 0.3%
Value $564K Shares 16,803 Est. Cost $33.57 Unrealized
SCHD SCHWAB US DIVIDEND EQUITY ETF 0.3%
Value $538K Shares 17,534 Est. Cost $27.43 Unrealized
CPER UNITED STATES COPPER INDEX FUND 0.3%
Value $513K Shares 14,905 Est. Cost $33.54 Unrealized
BXSL BLACKSTONE SECD LENDING FD COMMON STOCK 0.3%
Value $479K Shares 20,200 Est. Cost $25.71 Unrealized -1.0%
ITOT ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF 0.3%
Value $472K Shares 3,312 Est. Cost $148.69 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.3%
Value $462K Shares 6,140 Est. Cost $75.23 Unrealized
VGSH VANGUARD SHORT-TERM TREASURY ETF 0.3%
Value $461K Shares 7,880 Est. Cost $58.66 Unrealized
WHF WHITEHORSE FIN INC COM 0.3%
Value $444K Shares 60,000 Est. Cost $12.63 Unrealized -46.8%
VG VENTURE GLOBAL INC COM CL A 0.2%
Value $394K Shares 25,000 Est. Cost $8.31 Unrealized +7.0%
GSLC TR ACTIVEBETA US LARGE CAP EQUITY ETF 0.2%
Value $370K Shares 2,958 Est. Cost $132.37 Unrealized
SUN SUNOCO LP/SUNOCO FIN CORP COM UT REP LP 0.2%
Value $369K Shares 5,680 Est. Cost $56.14 Unrealized
URA GLOBAL X URANIUM ETF 0.2%
Value $339K Shares 7,000 Est. Cost $37.79 Unrealized
GOOG ALPHABET INC CAP STK CL C 0.2%
Value $324K Shares 1,129 Est. Cost $229.80 Unrealized +40.8%
DGRO ISHARES CORE DIVIDEND GROWTH ETF 0.2%
Value $316K Shares 4,500 Est. Cost $69.42 Unrealized
FSK FS KKR CAP CORP COM 0.2%
Value $305K Shares 30,000 Est. Cost $11.47 Unrealized +20.3%
NVO NOVO-NORDISK A S ADR 0.2%
Value $294K Shares 8,000 Est. Cost $53.95 Unrealized
LIN LINDE PLC SHS 0.2%
Value $293K Shares 592 Est. Cost $427.28 Unrealized +7.7%
AMZN AMAZON COM INC COM 0.2%
Value $285K Shares 1,367 Est. Cost $158.80 Unrealized +42.8%
DABS DOUBLELINE ABS ETF 0.2%
Value $279K Shares 5,500 Est. Cost $50.76 Unrealized
VTV VANGUARD VALUE ETF 0.2%
Value $268K Shares 1,366 Est. Cost $191.79 Unrealized
VO VANGUARD MID-CAP ETF 0.2%
Value $249K Shares 867 Est. Cost $203.81 Unrealized
MSFT MICROSOFT CORP COM 0.2%
Value $248K Shares 671 Est. Cost $377.85 Unrealized +15.0%
VXF VANGUARD EXTENDED MARKET ETF 0.2%
Value $247K Shares 1,198 Est. Cost $132.86 Unrealized
XLE STATE STREET ENERGY SELECT SECTOR SPDR ETF 0.1%
Value $242K Shares 3,943 Est. Cost $66.60 Unrealized
PBA PEMBINA PIPELINE CORP COM 0.1%
Value $224K Shares 5,001 Est. Cost $28.92 Unrealized +41.8%
IWC ISHARES MICRO-CAP ETF 0.1%
Value $219K Shares 1,375 Est. Cost $159.61 Unrealized
SOXX ISHARES SEMICONDUCTOR ETF 0.1%
Value $211K Shares 641 Est. Cost $284.59 Unrealized
USO UNITED STATES OIL FUND LP 0.1%
Value $210K Shares 1,650 Est. Cost $127.25 Unrealized
VPU VANGUARD UTILITIES ETF 0.1%
Value $179K Shares 902 Est. Cost $150.12 Unrealized
SU SUNCOR ENERGY INC NEW COM 0.1%
Value $178K Shares 2,700 Est. Cost $28.97 Unrealized +78.8%
JPM JPMORGAN CHASE & CO COM 0.1%
Value $178K Shares 604 Est. Cost $138.93 Unrealized +124.2%
STUB STUBHUB HLDGS INC CL A 0.1%
Value $177K Shares 28,295 Est. Cost $12.05 Unrealized 0.0%
IVW ISHARES S&P 500 GROWTH ETF 0.1%
Value $172K Shares 1,522 Est. Cost $116.29 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL CL B NEW 0.1%
Value $166K Shares 347 Est. Cost $497.09 Unrealized -0.7%
AAPL APPLE INC COM 0.1%
Value $162K Shares 638 Est. Cost $265.63 Unrealized -1.1%
JAAA JANUS HENDERSON AAA CLO ETF 0.1%
Value $157K Shares 3,119 Est. Cost $50.58 Unrealized
MO ALTRIA GROUP INC COM 0.1%
Value $153K Shares 2,315 Est. Cost $52.94 Unrealized +19.1%
HECA HEDGEYE CAPITAL ALLOCATION ETF 0.1%
Value $141K Shares 4,900 Est. Cost $28.87 Unrealized
KO COCA COLA CO COM 0.1%
Value $122K Shares 1,606 Est. Cost $69.40 Unrealized +7.7%
DIS DISNEY WALT CO COM 0.1%
Value $120K Shares 1,250 Est. Cost $109.45 Unrealized 0.0%
ED CONSOLIDATED EDISON INC COM 0.1%
Value $118K Shares 1,042 Est. Cost $91.19 Unrealized +15.5%
CNQ CANADIAN NAT RES LTD MED TERM COM 0.1%
Value $117K Shares 2,400 Est. Cost $30.56 Unrealized +21.7%
PSX PHILLIPS 66 COM 0.1%
Value $111K Shares 612 Est. Cost $91.37 Unrealized +61.0%
QUAL ISHARES MSCI USA QUALITY FACTOR ETF 0.1%
Value $109K Shares 568 Est. Cost $198.62 Unrealized
VHT VANGUARD HEALTH CARE ETF 0.1%
Value $108K Shares 398 Est. Cost $248.05 Unrealized
ABBV ABBVIE INC COM 0.1%
Value $103K Shares 472 Est. Cost $227.54 Unrealized -2.2%
BMY BRISTOL-MYERS SQUIBB CO COM 0.1%
Value $96,070 Shares 1,584 Est. Cost $47.53 Unrealized +20.8%
OEF ISHARES S&P 100 ETF 0.1%
Value $95,421 Shares 300 Est. Cost $342.97 Unrealized
OWL BLUE OWL CAPITAL INC COM CL A 0.1%
Value $91,300 Shares 10,000 Est. Cost $13.73 Unrealized 0.0%
XLU STATE STREET UTILITIES SELECT SECTOR SPDR ETF 0.1%
Value $91,046 Shares 1,984 Est. Cost $57.27 Unrealized
SOBO SOUTH BOW CORP COM 0.1%
Value $89,098 Shares 2,674 Est. Cost $22.97 Unrealized +24.0%
AEE AMEREN CORP COM 0.1%
Value $87,496 Shares 796 Est. Cost $77.30 Unrealized +35.4%
META META PLATFORMS INC CL A 0.1%
Value $85,820 Shares 150 Est. Cost $710.70 Unrealized -7.8%
MOAT VANECK MORNINGSTAR WIDE MOAT ETF 0.0%
Value $80,164 Shares 829 Est. Cost $91.19 Unrealized
JNJ JOHNSON & JOHNSON COM 0.0%
Value $79,443 Shares 325 Est. Cost $197.01 Unrealized +15.7%
GD GENERAL DYNAMICS CORP COM 0.0%
Value $78,941 Shares 230 Est. Cost $340.86 Unrealized +4.0%
AVGO BROADCOM INC COM 0.0%
Value $74,282 Shares 240 Est. Cost $357.00 Unrealized -6.4%
MS MORGAN STANLEY COM NEW 0.0%
Value $73,069 Shares 444 Est. Cost $166.47 Unrealized +7.9%
XLV STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF 0.0%
Value $72,572 Shares 495 Est. Cost $151.34 Unrealized
BP BP PLC SPONSORED ADR 0.0%
Value $70,500 Shares 1,500 Est. Cost $35.29 Unrealized
HACK AMPLIFY CYBERSECURITY ETF 0.0%
Value $66,530 Shares 886 Est. Cost $75.09 Unrealized
IWV ISHARES RUSSELL 3000 ETF 0.0%
Value $66,352 Shares 179 Est. Cost $370.68 Unrealized
PM PHILIP MORRIS INTL INC COM 0.0%
Value $64,317 Shares 389 Est. Cost $83.71 Unrealized +110.1%
IAU ISHARES GOLD TRUST 0.0%
Value $57,040 Shares 647 Est. Cost $88.16 Unrealized
ETR ENTERGY CORP NEW COM 0.0%
Value $56,854 Shares 506 Est. Cost $94.54 Unrealized +3.0%
PEP PEPSICO INC COM 0.0%
Value $54,662 Shares 352 Est. Cost $160.89 Unrealized -3.8%
WM WASTE MGMT INC DEL COM 0.0%
Value $53,081 Shares 231 Est. Cost $226.07 Unrealized 0.0%
AMLP ALERIAN MLP ETF 0.0%
Value $52,640 Shares 1,000 Est. Cost $52.64 Unrealized
KIE STATE STREET SPDR S&P INSURANCE ETF 0.0%
Value $50,160 Shares 912 Est. Cost $55.00 Unrealized
IYW ISHARES U.S. TECHNOLOGY ETF 0.0%
Value $48,983 Shares 270 Est. Cost $199.68 Unrealized
EWS ISHARES MSCI SINGAPORE ETF 0.0%
Value $47,269 Shares 1,675 Est. Cost $28.01 Unrealized
SPYM STATE STREET SPDR PORTFOLIO S&P 500 ETF 0.0%
Value $44,546 Shares 582 Est. Cost $68.94 Unrealized
NVDA NVIDIA CORPORATION COM 0.0%
Value $43,251 Shares 248 Est. Cost $182.18 Unrealized +2.4%
AIQ GLOBAL X ARTIFICIAL INTELLIGENCE & TECHNOLOGY ETF 0.0%
Value $41,350 Shares 886 Est. Cost $46.67 Unrealized
SCHB SCHWAB U.S. BROAD MARKET ETF 0.0%
Value $40,913 Shares 1,630 Est. Cost $25.10 Unrealized
HON HONEYWELL INTL INC COM 0.0%
Value $38,877 Shares 172 Est. Cost $195.03 Unrealized +15.8%
SIXG DEFIANCE CONNECTIVE TECHNOLOGIES ETF 0.0%
Value $38,451 Shares 564 Est. Cost $68.18 Unrealized
VIG VANGUARD DIVIDEND APPRECIATION ETF 0.0%
Value $37,851 Shares 176 Est. Cost $215.06 Unrealized
SO SOUTHERN CO COM 0.0%
Value $35,712 Shares 370 Est. Cost $90.89 Unrealized -1.5%
SDIV GLOBAL X SUPERDIVIDEND ETF 0.0%
Value $35,490 Shares 1,405 Est. Cost $25.26 Unrealized
CVX CHEVRON CORPORATION COM 0.0%
Value $35,173 Shares 170 Est. Cost $151.40 Unrealized +13.5%
VIS VANGUARD INDUSTRIALS ETF 0.0%
Value $34,344 Shares 110 Est. Cost $312.22 Unrealized
LMT LOCKHEED MARTIN CORP COM 0.0%
Value $30,824 Shares 51 Est. Cost $476.18 Unrealized +26.2%
HD HOME DEPOT INC COM 0.0%
Value $27,956 Shares 85 Est. Cost $364.59 Unrealized +3.4%
LLY ELI LILLY & CO COM 0.0%
Value $25,754 Shares 28 Est. Cost $955.55 Unrealized +9.6%
IJR ISHARES CORE S&P SMALL CAP ETF 0.0%
Value $25,111 Shares 202 Est. Cost $120.18 Unrealized
EMR EMERSON ELEC CO COM 0.0%
Value $24,239 Shares 185 Est. Cost $132.37 Unrealized +12.2%
AZO AUTOZONE INC COM 0.0%
Value $23,644 Shares 7 Est. Cost $3777.86 Unrealized -4.0%
ORCL ORACLE CORP COM 0.0%
Value $22,214 Shares 151 Est. Cost $238.05 Unrealized -28.8%
SCHG SCHWAB U.S. LARGE-CAP GROWTH ETF 0.0%
Value $20,158 Shares 692 Est. Cost $27.87 Unrealized
SHE STATE STREET SPDR MSCI USA GENDER DIVERSITY ETF 0.0%
Value $19,044 Shares 149 Est. Cost $127.81 Unrealized
TSLX SIXTH STREET SPECIALTY LENDING COM 0.0%
Value $18,380 Shares 1,000 Est. Cost $20.83 Unrealized 0.0%
SHLD GLOBAL X DEFENSE TECH ETF 0.0%
Value $18,064 Shares 255 Est. Cost $70.84 Unrealized
DYNF ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF 0.0%
Value $16,989 Shares 292 Est. Cost $51.25 Unrealized
PG PROCTER & GAMBLE CO COM 0.0%
Value $14,444 Shares 100 Est. Cost $147.17 Unrealized +3.1%
MA MASTERCARD INCORPORATED CL A 0.0%
Value $10,993 Shares 22 Est. Cost $558.95 Unrealized -3.6%
UNH UNITEDHEALTH GROUP INC COM 0.0%
Value $9,741 Shares 36 Est. Cost $337.21 Unrealized -8.5%
XLP STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF 0.0%
Value $8,198 Shares 100 Est. Cost $77.68 Unrealized
EEMS ISHARES MSCI EMERGING MARKETS SMALL CAP ETF 0.0%
Value $7,264 Shares 105 Est. Cost $57.42 Unrealized
LIT GLOBAL X LITHIUM & BATTERY TECH ETF 0.0%
Value $5,576 Shares 75 Est. Cost $74.35 Unrealized
BA BOEING CO COM 0.0%
Value $4,976 Shares 25 Est. Cost $238.54 Unrealized 0.0%
SOLS SOLSTICE ADVANCED MATLS INC COM SHS 0.0%
Value $3,199 Shares 42 Est. Cost $65.21 Unrealized 0.0%
FEZ STATE STREET SPDR EURO STOXX 50 ETF 0.0%
Value $1,242 Shares 20 Est. Cost $62.10 Unrealized
FETH FIDELITY ETHEREUM FUND ETF 0.0%
Value $1,044 Shares 50 Est. Cost $41.55 Unrealized
ETHA ISHARES ETHEREUM TRUST ETF 0.0%
Value $792 Shares 50 Est. Cost $15.84 Unrealized