Basso Capital Management, L.P. Portfolio Stock Holdings
Basso Capital Management, L.P. disclosed 135 stock positions valued at approximately $405.9 million in its latest SEC 13F filing. The largest holdings include VANGUARD INDEX FDS, VANGUARD INDEX FDS, and PGIM ETF TR. The filing reflects positions held as of June 30, 2026 and was filed on July 27, 2026.
- Report Period
- June 30, 2026
- No. of Stocks
- 135
- Portfolio Value
- $405.9M
Holdings by Sector
Basso Capital Management, L.P. Portfolio Holdings in Q2 2026
127 holdings in the latest reporting period.
Page 1 of 2
| 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 |
| APPLE INC | AAPL | Technology | 0.75% | 10,539 | +9,901 | +1551.88% | $3,049,565 |
| SCHWAB STRATEGIC TR | FNDF | Other | 0.74% | 57,114 | +57,114 | +100.00% | $3,013,359 |
| ISHARES TR | DSI | Other | 0.71% | 20,139 | +20,139 | +100.00% | $2,867,592 |
| ISHARES TR | IJH | Other | 0.70% | 36,811 | +24,309 | +194.44% | $2,838,476 |
| ISHARES TR | IGIB | Other | 0.69% | 52,815 | +52,815 | +100.00% | $2,808,198 |
| ISHARES TR | ILCG | Other | 0.68% | 23,568 | +23,568 | +100.00% | $2,757,927 |
| SCHWAB STRATEGIC TR | SCHG | Other | 0.67% | 80,612 | +79,920 | +11549.13% | $2,727,910 |
| ISHARES TR | EMB | Other | 0.58% | 24,597 | +24,597 | +100.00% | $2,372,090 |
| VANGUARD INDEX FDS | VUG | Other | 0.56% | 26,170 | +26,170 | +100.00% | $2,254,264 |
| INVESCO EXCH TRADED FD TR II | PXF | Other | 0.55% | 29,466 | +29,466 | +100.00% | $2,228,788 |
| ISHARES TR | SUSA | Other | 0.54% | 14,234 | +14,234 | +100.00% | $2,196,306 |
| BLACKROCK ETF TRUST II | CLOA | Other | 0.53% | 41,745 | +41,745 | +100.00% | $2,166,983 |
| SCHWAB STRATEGIC TR | SCHX | Other | 0.52% | 71,613 | +71,613 | +100.00% | $2,107,571 |
| ISHARES TR | AGG | Other | 0.47% | 19,182 | +19,182 | +100.00% | $1,898,634 |
| ISHARES TR | AOK | Other | 0.42% | 40,858 | +40,858 | +100.00% | $1,694,770 |
| JPMORGAN CHASE & CO | JPM | Financial Services | 0.38% | 4,653 | +4,049 | +670.36% | $1,523,066 |
| INVESCO EXCHANGE TRADED FD T | RPG | Other | 0.37% | 23,593 | +23,593 | +100.00% | $1,506,442 |
| ISHARES TR | IGSB | Other | 0.31% | 24,375 | +24,375 | +100.00% | $1,277,494 |
| SPDR SERIES TRUST | EFIV | Other | 0.31% | 17,261 | +17,261 | +100.00% | $1,258,834 |
| VANGUARD SCOTTSDALE FDS | VONG | Other | 0.31% | 9,786 | +9,786 | +100.00% | $1,250,749 |
| UNION PAC CORP | UNP | Industrials | 0.30% | 4,434 | +4,434 | +100.00% | $1,206,048 |
| SELECT SECTOR SPDR TR | XLU | Other | 0.29% | 26,314 | +24,330 | +1226.31% | $1,193,077 |
| SPDR SERIES TRUST | XBI | Other | 0.29% | 7,514 | +7,514 | +100.00% | $1,189,094 |
| INVESCO EXCHANGE TRADED FD T | PBW | Other | 0.27% | 28,505 | +28,505 | +100.00% | $1,111,999 |
| MICROSOFT CORP | MSFT | Technology | 0.27% | 2,927 | +2,256 | +336.21% | $1,091,830 |
| ISHARES SILVER TR | SLV | Other | 0.26% | 20,027 | -35,633 | -64.02% | $1,070,844 |
| ISHARES TR | IWC | Other | 0.26% | 5,347 | +3,972 | +288.87% | $1,069,614 |
| FIDELITY COMWLTH TR | ONEQ | Other | 0.25% | 9,910 | +9,910 | +100.00% | $1,022,910 |
| INTERNATIONAL BUSINESS MACHS | IBM | Technology | 0.25% | 3,551 | -335 | -8.62% | $998,577 |
| VANGUARD WORLD FD | VSGX | Other | 0.24% | 11,626 | +11,626 | +100.00% | $957,285 |
| BERKSHIRE HATHAWAY INC DEL | BRK-B | Financial Services | 0.23% | 1,892 | +1,545 | +445.24% | $946,738 |
| ISHARES TR | ITOT | Other | 0.23% | 5,678 | +2,366 | +71.44% | $932,725 |
| PACER FDS TR | COWZ | Other | 0.23% | 14,843 | +14,843 | +100.00% | $923,235 |
| HOME DEPOT INC | HD | Consumer Cyclical | 0.19% | 2,232 | +2,147 | +2525.88% | $787,182 |
| BLUE OWL CAPITAL INC | OWL | Financial Services | 0.18% | 85,000 | +75,000 | +750.00% | $743,750 |
| ISHARES TR | SOXX | Other | 0.18% | 1,132 | +491 | +76.60% | $725,320 |
| UNITED STS COMMODITY INDEX F | CPER | Other | 0.18% | 19,115 | +4,210 | +28.25% | $721,209 |
| INVESCO EXCH TRADED FD TR II | QQMG | Other | 0.17% | 13,739 | +13,739 | +100.00% | $703,849 |
| MORGAN STANLEY ETF TRUST | CVIE | Other | 0.17% | 8,168 | +8,168 | +100.00% | $694,384 |
| DIMENSIONAL ETF TRUST | DFUV | Other | 0.16% | 11,800 | - | - | $649,118 |
| RTX CORPORATION | RTX | Industrials | 0.16% | 3,411 | +3,411 | +100.00% | $647,169 |
| ETF SER SOLUTIONS | QTUM | Other | 0.16% | 3,912 | +3,912 | +100.00% | $647,013 |
| PROCTER & GAMBLE CO | PG | Consumer Defensive | 0.16% | 4,350 | +4,250 | +4250.00% | $637,884 |
| J P MORGAN EXCHANGE TRADED F | JPUS | Other | 0.16% | 4,528 | +4,528 | +100.00% | $634,960 |
| BLACKSTONE SECD LENDING FD | BXSL | Financial Services | 0.15% | 25,940 | +5,740 | +28.42% | $615,037 |
| ISHARES TR | IWF | Other | 0.15% | 4,952 | +4,952 | +100.00% | $614,890 |
| ISHARES BITCOIN TRUST ETF | IBIT | Other | 0.15% | 18,323 | -777 | -4.07% | $609,973 |
| NUSHARES ETF TR | NULG | Other | 0.14% | 4,943 | +4,943 | +100.00% | $578,628 |
| SCHWAB STRATEGIC TR | SCHD | Other | 0.14% | 17,534 | - | - | $556,003 |
| NEW YORK LIFE INVESTMENTS ET | QAI | Other | 0.13% | 14,337 | +14,337 | +100.00% | $524,734 |
| PRINCIPAL EXCHANGE TRADED FD | USMC | Other | 0.12% | 6,617 | +6,617 | +100.00% | $490,496 |
| CVB FINL CORP | CVBF | Financial Services | 0.12% | 21,181 | +21,181 | +100.00% | $477,632 |
| ISHARES TR | DGRO | Other | 0.12% | 6,170 | +1,670 | +37.11% | $467,624 |
| ISHARES TR | EFV | Other | 0.11% | 6,067 | +6,067 | +100.00% | $464,429 |
| ISHARES TR | CMF | Other | 0.11% | 8,035 | +8,035 | +100.00% | $463,137 |
| FIRST TR EXCHANGE-TRADED FD | QCLN | Other | 0.11% | 7,461 | +7,461 | +100.00% | $457,533 |
| ISHARES TR | HDV | Other | 0.11% | 16,567 | +16,567 | +100.00% | $454,101 |
| VANGUARD SPECIALIZED FUNDS | VIG | Other | 0.11% | 1,905 | +1,729 | +982.39% | $450,761 |
| INVESCO EXCH TRADED FD TR II | IPKW | Other | 0.11% | 7,865 | +7,865 | +100.00% | $443,031 |
| FIDELITY WISE ORIGIN BITCOIN | FBTC | Other | 0.11% | 8,350 | -2,500 | -23.04% | $426,268 |
| GOLDMAN SACHS ETF TR | GSLC | Other | 0.10% | 2,958 | - | - | $419,711 |
| VANGUARD INDEX FDS | VB | Other | 0.10% | 1,348 | +1,348 | +100.00% | $408,474 |
| LINDE PLC | LIN | Other | 0.10% | 772 | +180 | +30.41% | $400,622 |
| NOVO-NORDISK A S | NVO | Healthcare | 0.09% | 8,000 | - | - | $383,520 |
| AMAZON COM INC | AMZN | Consumer Cyclical | 0.09% | 1,605 | +238 | +17.41% | $382,536 |
| JOHNSON CONTROLS INTERNATION | JCI | Industrials | 0.09% | 2,506 | +2,506 | +100.00% | $366,152 |
| WHITEHORSE FIN INC | WHF | Financial Services | 0.09% | 52,500 | -7,500 | -12.50% | $351,750 |
| PIMCO ETF TR | HYS | Other | 0.09% | 3,750 | +3,750 | +100.00% | $350,700 |
| BLACKROCK TAX MUNICPAL BD TR | BBN | Financial Services | 0.08% | 21,306 | +21,306 | +100.00% | $344,519 |
| AMERICAN EXPRESS CO | AXP | Financial Services | 0.08% | 1,001 | +1,001 | +100.00% | $338,588 |
Basso Capital Management, L.P. Options Holdings in Q2 2026
3 options positions in the latest reporting period.
Page 1 of 1
| Quarter | Symbol | Company | Option | Contracts | Notional Value |
|---|---|---|---|---|---|
| Q2 2026 | SPY | SPDR S&P 500 | PUT | 75,000 | $56,007,750 |
| Q2 2026 | IWM | iShares Russell 2000 ETF | PUT | 22,000 | $6,609,900 |
| Q2 2026 | CRM | Salesforce, Inc. | PUT | 2,000 | $313,320 |
Notional value represents the total exposure of the options position.