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Basso Capital Management, L.P.

CIK:0001287978
Hedge Fund
$2B AUM
77 holdings
Stamford, CT, United States
Founded:1994
8 employees
Latest filing:Jun 30, 2025

Basso Capital Management, L.P. is a hedge fund and asset management firm headquartered in Stamford, Connecticut. The firm was founded in 1994 and is part of the Basso Capital Group, which operates globally with offices in Fort Lauderdale, San Francisco, and London, and partnerships in Zurich and Singapore. Basso Capital is registered as an investment adviser and manages investments for institutional and high-net-worth clients. As of its latest reporting, the firm has around 8 employees.

Investment Strategy

Basso Capital Management focuses on a multi-strategy investment approach, emphasizing event-driven and relative value strategies. The firm manages diversified portfolios with an emphasis on converting complex corporate actions, capital structure arbitrage, and other inefficiencies in public markets into investment opportunities. Their philosophy is centered on risk-adjusted returns and capital preservation, leveraging a combination of fundamental research and sophisticated hedging techniques across geographies and asset classes.

Top Buys
P
PAAAPGIM AAA CLO ETF
+$4.6M
V
VBILVANGUARD 0-3 MONTH TREASURY BILL ETF
+$3.8M
V
VOOVANGUARD S&P 500 ETF
+$3.0M
V
VTIVANGUARD TOTAL STOCK MARKET ETF
+$1.6M
S
SPYSPDR S&P 500 ETF TRUST
+$1.6M
Top Sells
Q
QQQMINVESCO NASDAQ 100 ETF
-$2.1M
C
CPERUNITED STATES COPPER INDEX FUND
-$663.1K
O
OKEONEOK INC NEW COM
-$509.0K
A
ARGTGLOBAL X MSCI ARGENTINA ETF
-$349.2K
F
FXYINVESCO CURRENCYSHARES JAPANESE YEN TRUST
-$263.8K

Top Holdings

V
VOOVANGUARD S&P 500 ETF
+23.0%$31.1M
S
SPYSPDR S&P 500 ETF TRUST
+12.4%$16.8M
V
VTIVANGUARD TOTAL STOCK MARKET ETF
+10.6%$14.3M
R
RSPINVESCO S&P 500 EQUAL WEIGHT ETF
+9.4%$12.7M
G
GLDSPDR GOLD SHARES
+5.3%$7.2M

Equity Positions (76)

TickerSecurityWeightMarket ValueSharesAvg CostPriceChange (QoQ)
V
VOO
VANGUARD S&P 500 ETF23.03%$31.1M54,698$399.62$568.03+$3.0M
S
SPY
SPDR S&P 500 ETF TRUST12.42%$16.8M27,126$403.56$617.85+$1.6M
V
VTI
VANGUARD TOTAL STOCK MARKET ETF10.62%$14.3M47,154$210.23$303.93+$1.6M
R
RSP
INVESCO S&P 500 EQUAL WEIGHT ETF9.44%$12.7M70,087$163.34$181.74+$597.3K
G
GLD
SPDR GOLD SHARES5.34%$7.2M23,648$196.36$304.83+$682.0K

Industry Allocation

COMMODITY CONTRACTS BROKERS & DEALERS
+9.6%
NATURAL GAS TRANSMISSION
+8.2%
PIPE LINES (NO NATURAL GAS)
+3.5%
NATURAL GAS TRANSMISISON & DISTRIBUTION
+1.8%
SERVICES-COMPUTER PROGRAMMING, DATA PROCESSING, ETC.
+0.9%