BASSO CAPITAL MANAGEMENT L P
Q3 2026 Form 13-F
STAMFORD, CONNECTICUT
CIK 0001287978
· CRD 132311
· SEC-registered investment adviser
$464.8M Reported Value Total
BASSO CAPITAL MANAGEMENT, L.P. reports 115 total accounts under management (AUM). There are 111 discretionary accounts valued at $960,086,914, and 4 non-discretionary accounts valued at $1,598,000,000.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
6 funds
· $2.1B gross asset value
Hedge Fund: $2.1B · Private Equity Fund: $0
Source: Form ADV filed 2026-05-29
Reported value
$464.8M
Quarter over quarter
+0.1%
Holdings
157
Top-10 concentration
48.5%
Key People
Form ADV owners & control persons
Howard Irwin Fischer
MEMBER
Dwight Carlton Nelson
FOUNDING MANAGING PARTNER
Stephen Mitchell Bowley
CHIEF FINANCIAL OFFICER
Filing Navigation
Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.
13F Metrics
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Q3 2026 13F record
Q3 2026 13F filing summary
| Period of report | September 30, 2026 |
|---|---|
| Filed | October 30, 2026 |
| Form | 13F-HR |
| Reported value | $464.8M |
| Positions | 157 |
| Change in reported value | -0.9% |
| New positions | 36 |
| Exited positions | 14 |
| Position turnover | 29.2% |
| Top-10 concentration | 48.5% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q3 2026 13F
Filed Oct 30, 2026
|
157 | $464.8M |
|
Q2 2026 13F
Filed Jul 27, 2026
|
135 | $468.8M |
|
Q1 2026 13F
Filed May 15, 2026
|
137 | $163.4M |
|
Q4 2025 13F
Filed Feb 17, 2026
|
115 | $167.9M |
|
Q3 2025 13F
Filed Nov 13, 2025
|
78 | $149.4M |
|
Q2 2025 13F
Filed Aug 13, 2025
|
77 | $134.9M |
|
Q1 2025 13F
Filed May 12, 2025
|
72 | $117.5M |
|
Q4 2024 13F
Filed Feb 10, 2025
|
75 | $115.6M |
|
Q3 2024 13F
Filed Nov 12, 2024
|
73 | $108.7M |
|
Q2 2024 13F
Filed Aug 14, 2024
|
75 | $110.9M |
|
Q1 2024 13F
Filed May 13, 2024
|
70 | $106.0M |
|
Q4 2023 13F
Filed Feb 14, 2024
|
73 | $96.1M |
|
Q3 2023 13F
Filed Nov 14, 2023
|
74 | $90.3M |
|
Q2 2023 13F
Filed Aug 14, 2023
|
89 | $90.4M |
|
Q1 2023 13F
Filed May 15, 2023
|
79 | $103.4M |
|
Q4 2022 13F
Filed Feb 14, 2023
|
74 | $93.1M |
|
Q3 2022 13F
Filed Nov 14, 2022
|
390 | $413.8M |
|
Q2 2022 13F
Filed Aug 11, 2022
|
600 | $953.1M |
|
Q1 2022 13F
Filed May 13, 2022
|
664 | $1.0B |
|
Q4 2021 13F
Filed Feb 14, 2022
|
547 | $908.5M |
34 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q3 2026
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | VOO VANGUARD INDEX FDS | $54.6M | 11.74% |
| 2 | SPY P STATE STR SPDR S&P 500 ETF T | $34.7M | 7.47% |
| 3 | VTI VANGUARD INDEX FDS | $26.6M | 5.73% |
| 4 | PAAA PGIM ETF TR | $22.9M | 4.93% |
| 5 | SPY STATE STR SPDR S&P 500 ETF T | $20.5M | 4.4% |
| 6 | RSP INVESCO EXCHANGE TRADED FD T | $17.2M | 3.71% |
| 7 | VLUE ISHARES TR | $14.1M | 3.03% |
| 8 | IWM ISHARES TR | $12.3M | 2.65% |
| 9 | SPMO INVESCO EXCH TRADED FD TR II | $11.9M | 2.57% |
| 10 | GLD SPDR GOLD TR | $10.4M | 2.25% |
| 11 | IVV ISHARES TR | $10.3M | 2.21% |
| 12 | SMH VANECK ETF TRUST | $9.2M | 1.99% |
| 13 | OEF ISHARES TR | $8.8M | 1.89% |
| 14 | QQQM INVESCO EXCH TRADED FD TR II | $8.6M | 1.84% |
| 15 | IWY ISHARES TR | $8.0M | 1.72% |
| 16 | SPYM SPDR SERIES TRUST | $7.0M | 1.51% |
| 17 | QQQ INVESCO QQQ TR | $6.8M | 1.46% |
| 18 | MTUM ISHARES TR | $6.5M | 1.41% |
| 19 | IWN ISHARES TR | $6.4M | 1.38% |
| 20 | XCOR FUNDX INVT TR | $6.1M | 1.3% |
Values as reported on the Q3 2026 Form 13F. Every position is in the holdings table below.