Stocks/Funds/CIK 1287978

BASSO CAPITAL MANAGEMENT, L.P.

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1287978
Assets
$163M
+40.2% YoY
Holdings
137
Lifetime alpha vs market
+44.55% annual
Average hold time
1.6 yr
median 1.0 yr

Quarterly history

Cum return +1103% vs S&P +91% · α +1012% lifetimeAUM $163M · peak $1.0BFlow $-12M (-7%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-11.56%
trims when stocks drop
when a holding falls −10%+
Middle response
+1.96%
steady accumulation
Rally response
-6.36%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
VOOVanguard S&P 500 ETF$33M20.1%3.5 yr
SPYState Street SPDR S&P 50$17M10.7%+17.6%4.8 yr
VTIVanguard Total Stock Mar$16M9.9%3.5 yr
GLDSPDR Gold Shares$10M6.3%3.5 yr
IWMiShares Russell 2000 ETF$10M6.2%2.0 yr
RSPInvesco S&P 500 Equal We$9M5.7%3.5 yr
PAAAPGIM AAA CLO ETF$9M5.3%1.0 yr
MPLXMPLX Lp$4M2.5%+15.4%3.5 yr
ETEnergy Transfer LP$4M2.3%+12.1%3.5 yr
SLViShares Silver Trust$4M2.3%2.0 yr
EMXCiShares MSCI Emerging Ma$3M2.0%2.8 yr
GOOGLAlphabet Inc.$3M2.0%4.3 yr
UUPInvesco DB US Dollar Ind$3M1.6%0.3 yr
EPDEnterprise Products Part$2M1.5%+18.7%3.5 yr
OKEONEOK, Inc.$2M1.4%-3.8%3.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management77.9%+0.9pp$127M
Oil & Gas Midstream13.8%-4.1pp$23M
Internet Content & Information2.2%+1.7pp$4M
Asset Management - Leveraged1.9%+1.7pp$3M
Information Technology Services0.6%+0.0pp$1M
Unknown0.4%+0.3pp$1M
Asset Management - Cryptocurrency0.4%-0.9pp$1M
Oil & Gas Refining & Marketing0.3%-0.1pp$0M
Asset Management - Global0.2%-0.4pp$0M
Specialty Retail0.2%-0.0pp$0M
Country
US98.4%-0.7pp
CA0.8%-0.0pp
Unknown0.4%+0.3pp
GB0.2%+0.2pp
DK0.2%
Top 5: 53.1% · Top 10: 71.3% · Top 25: 87.9%

Winners

TickerPrev $PnLYoY %
SPY$15M+0.00B17.6%
MPLX$4M+0.00B15.4%
WMB$2M+0.00B25.8%
ET$4M+0.00B12.1%
EPD$2M+0.00B18.7%

Losers

TickerPrev $PnLYoY %
OKE$3M-0.00B-3.8%
HESM$1M-0.00B-0.4%
IBM$1M-0.00B-0.1%

Top buys this quarter · 15

OWL Blue Owl Capital Inc.new+$0M
AAPL Apple Inc.+$0M
WM Waste Management, Inc.new+$0M
AMZN Amazon.com, Inc.+$0M
ET Energy Transfer LP+$0M
DIS The Walt Disney Company+$0M
TSLX Sixth Street Specialty Lendingnew+$0M
BA The Boeing Companynew+$0M
SOLS Solstice Advanced Materials Innew+$0M
AMLP Alerian MLP ETF+$0M

Top sells this quarter · 15

MSFT Microsoft Corporation$1M
SPY State Street SPDR S&P 500 ETF $0M
FSK FS KKR Capital Corp.$0M
NVDA NVIDIA Corporation$0M
WHF WhiteHorse Finance, Inc.$0M
IBM International Business Machine$0M
META Meta Platforms, Inc.$0M
NVO Novo Nordisk A/S$0M
MCD McDonald's Corporationexit$0M
EPD Enterprise Products Partners L$2M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$163M137+17.32%+17.59%-0.27%-0.01B
2025-12-31$168M115+14.02%+17.72%-3.70%+0.01B
2025-09-30$149M78+15.11%+17.52%-2.41%+0.01B
2025-06-30$135M77+17.40%+14.94%+2.45%+0.02B
2025-03-31$117M70+19.29%+8.30%+10.99%-0.00B
2024-12-31$115M74+30.37%+24.89%+5.48%-0.00B
2024-09-30$108M72+32.61%+36.04%-3.43%-0.01B
2024-06-30$108M70+25.54%+24.49%+1.05%+0.00B
2024-03-31$103M65+27.56%+29.62%-2.06%+0.00B
2023-12-31$92M66+22.47%+26.18%-3.71%-0.00B
2023-09-30$86M66+20.69%+21.57%-0.88%+0.00B
2023-06-30$84M79+230.23%+19.42%+210.81%-0.02B
2023-03-31$96M68+253.02%-7.82%+260.84%+0.00B
2022-12-31$87M62+7.14%+7.56%-0.43%-0.35B
2022-09-30$411M413+171.86%-4.93%+176.79%-2.17B
2022-06-30$951M607+13.50%-16.11%+29.61%-0.22B