Basso Capital Management, L.P. Portfolio Stock Holdings
According to the SEC 13F filed on October 30, 2026, Basso Capital Management, L.P. disclosed 157 stock positions valued at approximately $427.35M as of quarter-end September 30, 2026. The largest holdings include VANGUARD INDEX FDS, VANGUARD INDEX FDS, and PGIM ETF TR.
- Report Period
- September 30, 2026
- No. of Stocks
- 157
- Portfolio Value
- $427.35M
Holdings by Sector
Basso Capital Management, L.P. Portfolio Holdings in Q3 2026
| Company | Symbol | Sector | Portfolio % | Shares | Change (Shares) | Change % | Value |
|---|---|---|---|---|---|---|---|
| VANGUARD INDEX FDS | VOO | Other | 12.77% | 77,849 | +8,256 | +11.86% | $54,561,569 |
| VANGUARD INDEX FDS | VTI | Other | 6.23% | 71,195 | +1,674 | +2.41% | $26,644,147 |
| PGIM ETF TR | PAAA | Other | 5.36% | 446,999 | -46,639 | -9.45% | $22,926,588 |
| STATE STR SPDR S&P 500 ETF T | SPY | Other | 4.79% | 26,843 | +419 | +1.59% | $20,471,628 |
| INVESCO EXCHANGE TRADED FD T | RSP | Other | 4.03% | 82,860 | +15,499 | +23.01% | $17,236,437 |
| ISHARES TR | VLUE | Other | 3.29% | 71,029 | +2,070 | +3.00% | $14,063,730 |
| ISHARES TR | IWM | Other | 2.89% | 44,381 | -3,389 | -7.09% | $12,332,912 |
| INVESCO EXCH TRADED FD TR II | SPMO | Other | 2.79% | 78,735 | +7,550 | +10.61% | $11,934,677 |
| SPDR GOLD TR | GLD | Other | 2.44% | 27,405 | +795 | +2.99% | $10,436,920 |
| ISHARES TR | IVV | Other | 2.40% | 13,391 | +674 | +5.30% | $10,255,165 |
| VANECK ETF TRUST | SMH | Other | 2.16% | 15,187 | -1,464 | -8.79% | $9,248,977 |
| ISHARES TR | OEF | Other | 2.05% | 22,948 | -456 | -1.95% | $8,768,106 |
| INVESCO EXCH TRADED FD TR II | QQQM | Other | 2.00% | 28,080 | +516 | +1.87% | $8,554,434 |
| ISHARES TR | IWY | Other | 1.87% | 27,099 | -2,397 | -8.13% | $7,991,766 |
| SPDR SERIES TRUST | SPLG | Other | 1.65% | 78,398 | +882 | +1.14% | $7,037,008 |
| INVESCO QQQ TR | QQQ | Other | 1.59% | 9,203 | -67 | -0.72% | $6,808,287 |
| ISHARES TR | MTUM | Other | 1.53% | 20,591 | +8,144 | +65.43% | $6,534,272 |
| ISHARES TR | IWN | Other | 1.50% | 30,573 | +30,573 | +100.00% | $6,403,536 |
| FUNDX INVT TR | XCOR | Other | 1.42% | 67,576 | +2,802 | +4.33% | $6,058,873 |
| INVESCO EXCHANGE TRADED FD T | XLG | Other | 1.27% | 85,351 | -1,446 | -1.67% | $5,429,207 |
| SERIES PORTFOLIOS TR | CLOZ | Other | 1.24% | 200,913 | +84,462 | +72.53% | $5,284,023 |
| FIDELITY COVINGTON TRUST | FELV | Other | 1.01% | 104,783 | +104,783 | +100.00% | $4,334,881 |
| JANUS DETROIT STR TR | JAAA | Other | 1.01% | 85,136 | +24,703 | +40.88% | $4,296,790 |
| ALPHABET INC | GOOGL | Communication Services | 0.94% | 11,700 | -1,556 | -11.74% | $4,025,751 |
| ISHARES TR | IDV | Other | 0.92% | 92,768 | -166,668 | -64.24% | $3,913,888 |
| ISHARES TR | AOR | Other | 0.88% | 55,175 | +1,881 | +3.53% | $3,780,612 |
| DBX ETF TR | SNPE | Other | 0.88% | 53,568 | -547 | -1.01% | $3,745,989 |
| SCHWAB STRATEGIC TR | SCHB | Other | 0.86% | 125,787 | +4,447 | +3.66% | $3,686,830 |
| APPLE INC | AAPL | Technology | 0.84% | 10,724 | +185 | +1.76% | $3,571,392 |
| SCHWAB STRATEGIC TR | FNDF | Other | 0.82% | 65,029 | +7,915 | +13.86% | $3,495,315 |
Showing 30 of 157 holdings in the latest reporting period.
Basso Capital Management, L.P. Options Holdings in Q3 2026