Basso Capital Management, L.P. reported 44 positions worth $42.32M for the quarter ended Sep 30, 2026, up 16.8% on the prior quarter. It opened 10 new positions, added to 18, trimmed 6 and exited 5. Its largest holding is Spdr Gold Trust at 24.7% of the portfolio.
Reported 13F market value at each quarter end. A change mixes trading with price moves in the positions held.
Dollar value of shares bought and sold each quarter, at that quarter’s price. It counts trading only, not price changes.
How many positions were opened, added to, trimmed or closed each quarter.
Share of reported value in each sector at every quarter end.
| Holding | Change | Change % | Trade Value | Weight |
|---|---|---|---|---|
| CPER United States Commodity Index Funds Trust | +36.3K | +189.9% | $1.44M | 5.21% |
| EPD Enterprise Products Partners L.P. | +35.9K | – | $1.28M | 3.02% |
| XOM ExxonMobil Holdings Corp | +5,699 | – | $927.51K | 2.19% |
| BX Blackstone Inc. | +6,868 | – | $769.89K | 1.82% |
| COST Costco Wholesale Corp | +546 | – | $496.77K | 1.17% |
| GOOG Alphabet Inc. | +1,078 | – | $367.22K | 0.868% |
| PRU Prudential Financial Inc | +3,042 | – | $345.47K | 0.816% |
| ARCC Ares Capital Corp | +17.1K | – | $327.39K | 0.774% |
| META Meta Platforms, Inc. | +418 | – | $302.96K | 0.716% |
| GLD Spdr Gold Trust | +795 | +3.0% | $302.77K | 24.66% |
| Holding | Change | Change % | Trade Value | Weight |
|---|---|---|---|---|
| HD Home Depot, Inc. | -2,232 | -100.0% | $787.18K | Exited |
| GOOGL Alphabet Inc. | -1,556 | -11.7% | $535.39K | 9.51% |
| SLV iShares Silver Trust | -6,027 | -30.1% | $328.53K | 1.8% |
| WELL Welltower Inc. | -1,193 | -100.0% | $270.77K | Exited |
| MCD Mcdonalds Corp | -952 | -100.0% | $257.34K | Exited |
| IBM International Business Machines Corp | -1,018 | -28.7% | $223.89K | 1.32% |
| CAT Caterpillar Inc | -208 | -100.0% | $221.50K | Exited |
| PG PROCTER & GAMBLE Co | -1,500 | -34.5% | $217.92K | 0.978% |
| CARR CARRIER GLOBAL Corp | -2,933 | -100.0% | $215.14K | Exited |
| SPGI S&P Global Inc. | -120 | -16.0% | $47.34K | 0.587% |
| Holding | Shares | Trade Value | Weight |
|---|---|---|---|
| EPD Enterprise Products Partners L.P. | +35.9K | $1.28M | 3.02% |
| XOM ExxonMobil Holdings Corp | +5,699 | $927.51K | 2.19% |
| BX Blackstone Inc. | +6,868 | $769.89K | 1.82% |
| COST Costco Wholesale Corp | +546 | $496.77K | 1.17% |
| GOOG Alphabet Inc. | +1,078 | $367.22K | 0.868% |
| PRU Prudential Financial Inc | +3,042 | $345.47K | 0.816% |
| ARCC Ares Capital Corp | +17.1K | $327.39K | 0.774% |
| META Meta Platforms, Inc. | +418 | $302.96K | 0.716% |
| SLF Sun Life Financial Inc | +3,163 | $246.62K | 0.583% |
| CVX Chevron Corp | +1,104 | $225.45K | 0.533% |
| # | Activity | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| 1 | GLD Spdr Gold Trust | Financial Services | 27.4K | $10.44M | 24.66% | +795 | +3.0% | Added | 0.01% |
| 2 | GOOGL Alphabet Inc. | Technology | 11.7K | $4.03M | 9.51% | -1,556 | -11.7% | Reduced | 0% |
| 3 | AAPL Apple Inc. | Technology | 10.7K | $3.57M | 8.44% | +185 | +1.8% | Added | 0% |
| 4 | CPER United States Commodity Index Funds Trust | Others | 55.4K | $2.20M | 5.21% | +36.3K | +189.9% | Added | 0% |
| 5 | MSFT Microsoft Corp | Technology | 3,032 | $1.56M | 3.67% | +105 | +3.6% | Added | 0% |
| 6 | JPM Jpmorgan Chase & Co | Financial Services | 4,684 | $1.55M | 3.66% | +31 | +0.7% | Added | 0% |
| 7 | EPD Enterprise Products Partners L.P. | Energy | 35.9K | $1.28M | 3.02% | +35.9K | – | New | 0% |
| 8 | UNP Union Pacific Corp | Industrials | 4,437 | $1.21M | 2.85% | +3 | +0.1% | Added | 0% |
| 9 | IBIT iShares Bitcoin Trust ETF | Others | 23.7K | $1.12M | 2.65% | +5,391 | +29.4% | Added | 0% |
| 10 | BRK-B Berkshire Hathaway Inc | Financial Services | 2,134 | $1.06M | 2.51% | +242 | +12.8% | Added | 0% |
| 11 | OWL Blue Owl Capital Inc. | Financial Services | 112.0K | $1.02M | 2.41% | +27.0K | +31.8% | Added | 0.02% |
| 12 | XOM ExxonMobil Holdings Corp | Energy | 5,699 | $927.51K | 2.19% | +5,699 | – | New | 0% |
| 13 | BX Blackstone Inc. | Financial Services | 6,868 | $769.89K | 1.82% | +6,868 | – | New | 0% |
| 14 | SLV iShares Silver Trust | Others | 14.0K | $763.14K | 1.8% | -6,027 | -30.1% | Reduced | 0% |
| 15 | BXSL Blackstone Secured Lending Fund | Financial Services | 28.6K | $685.83K | 1.62% | +2,660 | +10.3% | Added | 0.01% |
Tip. Select a row to see that position’s full history at Basso Capital Management.
As of its Q3 2026 13F filing, Basso Capital Management, L.P.’s five largest positions were Spdr Gold Trust (GLD) at 24.7%, Alphabet Inc. (GOOGL) at 9.5%, Apple Inc. (AAPL) at 8.4%, United States Commodity Index Funds Trust (CPER) at 5.2%, Microsoft Corp (MSFT) at 3.7% of the reported portfolio.
Basso Capital Management, L.P. reported a 13F portfolio worth $42.32M across 44 positions for Q3 2026. That is up 16.8% from the previous quarter.
Its largest purchases by value were United States Commodity Index Funds Trust ($1.44M), Enterprise Products Partners L.P. ($1.28M), ExxonMobil Holdings Corp ($927.51K). It opened 10 new positions.
Its largest sales by value were Home Depot, Inc. ($787.18K), Alphabet Inc. ($535.39K), iShares Silver Trust ($328.53K). It exited 5 positions entirely.
From the Form 13F-HR reports Basso Capital Management, L.P. files with the SEC each quarter, within 45 days of quarter end. A 13F lists long positions in US-listed equities and options; it excludes short positions, cash, bonds and most non-US holdings.
13F data reflects long positions in US-listed equities and options as reported to the SEC up to 45 days after quarter end. It excludes short positions, cash, bonds and most non-US securities, so it is not a complete picture of a manager’s assets.