Basso Capital Management, L.P. Portfolio Stock Holdings
According to the SEC 13F filed on July 27, 2026, Basso Capital Management, L.P. disclosed 128 stock positions valued at approximately $405.91M as of quarter-end June 30, 2026. The largest holdings include VANGUARD INDEX FDS, VANGUARD INDEX FDS, and PGIM ETF TR.
- Report Period
- June 30, 2026
- No. of Stocks
- 128
- Portfolio Value
- $405.91M
Holdings by Sector
Basso Capital Management, L.P. Portfolio Holdings in Q2 2026
| Company | Symbol | Sector | Portfolio % | Shares | Change (Shares) | Change % | Value |
|---|---|---|---|---|---|---|---|
| VANGUARD INDEX FDS | VOO | Other | 11.78% | 69,593 | +14,618 | +26.59% | $47,796,851 |
| VANGUARD INDEX FDS | VTI | Other | 6.34% | 69,521 | +18,990 | +37.58% | $25,725,522 |
| PGIM ETF TR | PAAA | Other | 6.24% | 493,638 | +323,695 | +190.47% | $25,308,817 |
| STATE STR SPDR S&P 500 ETF T | SPY | Other | 4.86% | 26,424 | -381 | -1.42% | $19,732,740 |
| ISHARES TR | IWM | Other | 3.54% | 47,770 | +7,248 | +17.89% | $14,352,384 |
| INVESCO EXCHANGE TRADED FD T | RSP | Other | 3.53% | 67,361 | +18,892 | +38.98% | $14,332,487 |
| ISHARES TR | VLUE | Other | 3.39% | 68,959 | +68,959 | +100.00% | $13,778,686 |
| INVESCO EXCH TRADED FD TR II | SPMO | Other | 2.83% | 71,185 | +71,185 | +100.00% | $11,499,252 |
| VANECK ETF TRUST | SMH | Other | 2.69% | 16,651 | +16,651 | +100.00% | $10,921,137 |
| ISHARES TR | IDV | Other | 2.65% | 259,436 | +259,436 | +100.00% | $10,748,446 |
| SPDR GOLD TR | GLD | Other | 2.41% | 26,610 | +2,699 | +11.29% | $9,802,592 |
| ISHARES TR | IVV | Other | 2.35% | 12,717 | +12,717 | +100.00% | $9,523,268 |
| ISHARES TR | IWY | Other | 2.11% | 29,496 | +29,496 | +100.00% | $8,572,128 |
| ISHARES TR | OEF | Other | 2.11% | 23,404 | +23,104 | +7701.33% | $8,562,941 |
| INVESCO EXCH TRADED FD TR II | QQQM | Other | 2.06% | 27,564 | +24,697 | +861.42% | $8,351,148 |
| AMERICAN CENTY ETF TR | AVDV | Other | 2.04% | 80,328 | +80,328 | +100.00% | $8,277,821 |
| INVESCO QQQ TR | QQQ | Other | 1.68% | 9,270 | +8,025 | +644.58% | $6,826,589 |
| SPDR SERIES TRUST | SPLG | Other | 1.68% | 77,516 | +76,934 | +13218.90% | $6,812,110 |
| ISHARES INC | EMXC | Other | 1.57% | 62,176 | +20,044 | +47.57% | $6,360,609 |
| INVESCO EXCHANGE TRADED FD T | XLG | Other | 1.31% | 86,797 | +86,797 | +100.00% | $5,314,596 |
| ALPHABET INC | GOOGL | Communication Services | 1.17% | 13,256 | +1,915 | +16.89% | $4,737,297 |
| ISHARES INC | EWY | Other | 1.07% | 21,440 | +11,348 | +112.45% | $4,328,666 |
| ISHARES TR | MTUM | Other | 1.05% | 12,447 | +12,447 | +100.00% | $4,267,174 |
| DBX ETF TR | SNPE | Other | 0.92% | 54,115 | +54,115 | +100.00% | $3,726,388 |
| ISHARES TR | AOR | Other | 0.91% | 53,294 | +53,294 | +100.00% | $3,703,933 |
| SCHWAB STRATEGIC TR | SCHB | Other | 0.87% | 121,340 | +119,710 | +7344.17% | $3,514,019 |
| VANGUARD WORLD FD | MGK | Other | 0.80% | 37,073 | +37,073 | +100.00% | $3,259,106 |
| ISHARES TR | AOM | Other | 0.77% | 62,530 | +62,530 | +100.00% | $3,119,634 |
| SERIES PORTFOLIOS TR | CLOZ | Other | 0.76% | 116,451 | +72,392 | +164.31% | $3,076,638 |
| JANUS DETROIT STR TR | JAAA | Other | 0.75% | 60,433 | +57,314 | +1837.58% | $3,051,246 |
Showing 30 of 128 holdings in the latest reporting period.
Basso Capital Management, L.P. Options Holdings in Q2 2026
Showing 3 of 3 options positions in the latest reporting period.
Notional value represents the total exposure of the options position.