Basso Capital Management, L.P.
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.
Latest 13F Filing Activity
Basso Capital Management, L.P. filed their most recent 13F report on Jun 30, 2025 disclosing 76 equity positions with a total 13F market value of $135M. The fund increased holdings in Pgim Aaa Clo Etf, Vanguard 0-3 Month Treasury Bill Etf, Vanguard S&P 500 Etf among other positions. Basso Capital Management, L.P. reduced exposure to Invesco Nasdaq 100 Etf, United States Copper Index Fund, Oneok Inc. New Com among others.
Top Holdings
Equity Positions (76)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
V VOO | VANGUARD S&P 500 ETF | 23.03% | $31.1M | 54,698 | $399.62 | $568.03 | +$3.0M |
S SPY | SPDR S&P 500 ETF TRUST | 12.42% | $16.8M | 27,126 | $403.56 | $617.85 | +$1.6M |
V VTI | VANGUARD TOTAL STOCK MARKET ETF | 10.62% | $14.3M | 47,154 | $210.23 | $303.93 | +$1.6M |
R RSP | INVESCO S&P 500 EQUAL WEIGHT ETF | 9.44% | $12.7M | 70,087 | $163.34 | $181.74 | +$597.3K |
G GLD | SPDR GOLD SHARES | 5.34% | $7.2M | 23,648 | $196.36 | $304.83 | +$682.0K |
Industry Allocation
Investment Team (5)
| Name | Role | Location | |
|---|---|---|---|
 | Co-Chief Investment Officer | San Francisco, CA , United States | |
J Jenner Stagg | Chief Investment Officer | Stamford, CT , United States | |
M Michael Dooher | Senior Trader | Stamford, CT , United States | |
T Tara Merlone | Associate | Fairfield, CT , United States | |
D David Scharf | Portfolio Manager | New York, NY , United States |