BASSO CAPITAL MANAGEMENT, L.P.
Sector Allocation
- Other80.5%$326.7M
- Financials15.2%$61.7M
- Technology2.5%$10.2M
- Industrials0.8%$3.2M
- Consumer Discretionary0.4%$1.7M
- Healthcare0.2%$816,403
- Consumer Staples0.2%$637,884
- Materials0.1%$400,622
- Communication Services0.1%$364,157
- Real Estate0.1%$270,768
AUM History
13fpro.ai/research/fund/basso-capital-management-l-p-1287978
Conviction and streaks
Diversifying · top 10 = 47.8%From the fund's last 12 quarters of 13F filings: positions held longest at size, and names it added to or trimmed several quarters running.
Largest positions — Q2 2026
- VANGUARD$47.8M
- VANGUARD$25.7M
- PGIM$25.3M
SPY
$19.7M- ISHARES$14.4M
IVZ
$14.3M- ISHARES$13.8M
IVZ
$11.5M- VANECK$10.9M
- ISHARES$10.7M
GLD
$9.8M- ISHARES$9.5M
- ISHARES$8.6M
- ISHARES$8.6M
IVZ
$8.4M- AMERICAN$8.3M
QQQ
$6.8M- SPDR$6.8M
- ISHARES$6.4M
- FUNDX$5.9M
Top 20 stock positions. Options are left out: 13F reports them at the underlying's value.
13fpro.ai/research/fund/basso-capital-management-l-p-1287978
BASSO CAPITAL MANAGEMENT, L.P. 13F holdings — Q2 2026
$468.8M portfolio (+186.9% QoQ) · 138 holdings · Q2 2026 13F · top 10 are 48% of the stock portfolio
Includes $62.9M of put/call options ($62.9M puts, $0 calls), which 13F rules report at the value of the underlying shares, not the premium at risk. Stocks alone: $405.9M. Weights use the stock portfolio.
- 1
VANGUARD INDEX FDS - S&P 500 ETF SHS
$47.8M
11.8% of stocks
+27%This quarter—Since filed—HeldAIQuality—Est. buy— - 2
VANGUARD INDEX FDS - TOTAL STK MKT
$25.7M
6.3% of stocks
+38%This quarter—Since filed—HeldAIQuality—Est. buy— - 3
PGIM ETF TR - AAA CLO ETF
$25.3M
6.2% of stocks
+190%This quarter—Since filed—HeldAIQuality—Est. buy— $19.7M
4.9% of stocks
-1%This quarter+3.6%Since filed10+ qtrsHeld- 5
ISHARES TR - RUSSELL 2000 ETF
$14.4M
3.5% of stocks
+18%This quarter—Since filed—HeldAIQuality—Est. buy— $14.3M
3.5% of stocks
+39%This quarter-5.3%Since filed10+ qtrsHeld- 7
ISHARES TR - MSCI USA VALUE
$13.8M
3.4% of stocks
NewThis quarter—Since filedNew this quarterHeldAIQuality—Est. buy— $11.5M
2.8% of stocks
NewThis quarter-5.3%Since filedNew this quarterHeld- 9
VANECK ETF TRUST - SEMICONDUCTR ETF
$10.9M
2.7% of stocks
NewThis quarter—Since filedNew this quarterHeldAIQuality—Est. buy— - 10
ISHARES TR - INTL SEL DIV ETF
$10.7M
2.6% of stocks
NewThis quarter—Since filedNew this quarterHeldAIQuality—Est. buy—
| # | Company | Value | Weight | This quarter | Since filed | Held | AI quality | Est. buy | |
|---|---|---|---|---|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS - S&P 500 ETF SHS | $47.8M | 11.8% | +27% | — | — | — | — | |
| 2 | VANGUARD INDEX FDS - TOTAL STK MKT | $25.7M | 6.3% | +38% | — | — | — | — | |
| 3 | PGIM ETF TR - AAA CLO ETF | $25.3M | 6.2% | +190% | — | — | — | — | |
| 4 | $19.7M | 4.9% | -1% | +3.6% | 10+ qtrsTrimmed 2 qtrs in a row | — | Estimated buy price is Pro: unlock with a free trial | ||
| 5 | ISHARES TR - RUSSELL 2000 ETF | $14.4M | 3.5% | +18% | — | — | — | — | |
| 6 | $14.3M | 3.5% | +39% | -5.3% | 10+ qtrs | — | Estimated buy price is Pro: unlock with a free trial | ||
| 7 | ISHARES TR - MSCI USA VALUE | $13.8M | 3.4% | New | — | New this quarter | — | — | |
| 8 | $11.5M | 2.8% | New | -5.3% | New this quarter | — | Estimated buy price is Pro: unlock with a free trial | ||
| 9 | VANECK ETF TRUST - SEMICONDUCTR ETF | $10.9M | 2.7% | New | — | New this quarter | — | — | |
| 10 | ISHARES TR - INTL SEL DIV ETF | $10.7M | 2.6% | New | — | New this quarter | — | — |
All holdings — BASSO CAPITAL MANAGEMENT, L.P. (Q2 2026)
138 disclosed positions from the Form 13F-HR on SEC EDGAR, with quarter-over-quarter share changes. Largest by value first; the ten above are not repeated.
| # | Company | Held | Source | |||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 11 | SPDR S&P 500 ETF TRUST | — | $56.0M | — | 75K | New | — | — | 13F | |
| 12 | SPDR GOLD TRUSTetf/fund | Financials | $9.8M | 2.4% | 27K | +11% | 10+ qtrs | — | 13F | |
| 13 | — | ISHARES TR - CORE S&P500 ETFetf/fund | — | $9.5M | 2.4% | 13K | New | — | — | 13F |
| 14 | — | ISHARES TR - RUS TP200 GR ETFetf/fund | — | $8.6M | 2.1% | 29K | New | — | — | 13F |
| 15 | — | ISHARES TR - S&P 100 ETFetf/fund | — | $8.6M | 2.1% | 23K | +7701% | — | — | 13F |
| 16 | Invesco Ltd.etf/fund | Financials | $8.4M | 2.1% | 28K | +861% | 10+ qtrs | — | 13F | |
| 17 | — | AMERICAN CENTY ETF TR - INTL SMCP VLUetf/fund | — | $8.3M | 2.0% | 80K | New | — | — | 13F |
| 18 | INVESCO QQQ TRUST, SERIES 1etf/fund | — | $6.8M | 1.7% | 9,270 | +645% | 10+ qtrs | — | 13F | |
| 19 | — | SPDR SERIES TRUST - ST STR P500ETFetf/fund | — | $6.8M | 1.7% | 78K | New | — | — | 13F |
| 20 | — PUT | ISHARES TR - RUSSELL 2000 ETF | — | $6.6M | — | 22K | New | — | — | 13F |
| 21 | — | ISHARES INC - MSCI EMRG CHNetf/fund | — | $6.4M | 1.6% | 62K | +48% | — | — | 13F |
| 22 | — | FUNDX INVT TR - FUNDX ETFetf/fund | — | $5.9M | 1.4% | 65K | New | — | — | 13F |
| 23 | Invesco Ltd. | Financials | $5.3M | 1.3% | 87K | New | 10+ qtrs | — | 13F | |
| 24 | Alphabet Inc. | Technology | $4.7M | 1.2% | 13K | +17% | 10+ qtrs | 77.7 | 13F | |
| 25 | — | ISHARES INC - MSCI STH KOR ETFetf/fund | — | $4.3M | 1.1% | 21K | +112% | — | — | 13F |
| 26 | — | ISHARES TR - MSCI USA MMENTM | — | $4.3M | 1.1% | 12K | New | |||
| 27 | — | DBX ETF TR - XTRACKRS S&P 500 | — | $3.7M | 0.9% | 54K | New | |||
| 28 | — | ISHARES TR - CORE 60 BALA ETF | — | $3.7M | 0.9% | 53K | New | |||
| 29 | — | SCHWAB STRATEGIC TR - US BRD MKT ETF | — | $3.5M | 0.9% | 121K | +7344% | |||
| 30 | — | VANGUARD WORLD FD - MEGA GRWTH IND | — | $3.3M | 0.8% | 37K | New | |||
| 31 | — | FUNDX INVT TR - CONSERVATIVE ETF | — | $3.2M | 0.8% | 64K | New | |||
| 32 | — | ISHARES TR - CORE 40 MODE ETF | — | $3.1M | 0.8% | 63K | New | |||
| 33 | — | SERIES PORTFOLIOS TR - ELDRIDGE BBB B | — | $3.1M | 0.8% | 116K | +164% | |||
| 34 | — | JANUS DETROIT STR TR - HENDRSON AAA CL | — | $3.1M | 0.8% | 60K | +1838% | |||
| 35 | $AAPL | Apple Inc. | Technology | $3.0M | 0.8% | 11K | +1552% | |||
| 36 | — | SCHWAB STRATEGIC TR - FUNDAMENTAL INTL | — | $3.0M | 0.7% | 57K | New | |||
| 37 | — | ISHARES TR - ESG MSCI KLD ETF | — | $2.9M | 0.7% | 20K | New | |||
| 38 | — | ISHARES TR - CORE S&P MCP ETF | — | $2.8M | 0.7% | 37K | +194% | |||
| 39 | — | ISHARES TR - ISHS 5-10YR INVT | — | $2.8M | 0.7% | 53K | New | |||
| 40 | — | ISHARES TR - MORNINGSTAR GRWT | — | $2.8M | 0.7% | 24K | New | |||
| 41 | — | SCHWAB STRATEGIC TR - US LCAP GR ETF | — | $2.7M | 0.7% | 81K | New | |||
| 42 | — | ISHARES TR - JPMORGAN USD EMG | — | $2.4M | 0.6% | 25K | New | |||
| 43 | — | VANGUARD INDEX FDS - GROWTH ETF | — | $2.3M | 0.6% | 26K | New | |||
| 44 | $IVZ | Invesco Ltd. | Financials | $2.2M | 0.6% | 29K | New | |||
| 45 | — | ISHARES TR - ESG OPTIMIZED | — | $2.2M | 0.5% | 14K | New | |||
| 46 | — | BLACKROCK ETF TRUST II - ISHARES AAA CLO | — | $2.2M | 0.5% | 42K | New | |||
| 47 | — | SCHWAB STRATEGIC TR - US LRG CAP ETF | — | $2.1M | 0.5% | 72K | New | |||
| 48 | — | ISHARES TR - CORE US AGGBD ET | — | $1.9M | 0.5% | 19K | New | |||
| 49 | — | ISHARES TR - CORE 30 70 ETF | — | $1.7M | 0.4% | 41K | New | |||
| 50 | $JPM | JPMORGAN CHASE & CO | Financials | $1.5M | 0.4% | 4,653 | +670% | |||
| 51 | — | VANECK ETF TRUST - AA BB CLO ETF | — | $1.5M | 0.4% | 30K | New | |||
| 52 | $IVZ | Invesco Ltd. | Financials | $1.5M | 0.4% | 24K | New | |||
| 53 | — | ISHARES TR - ISHS 1-5YR INVS | — | $1.3M | 0.3% | 24K | New | |||
| 54 | — | SPDR SERIES TRUST - SPDR S&P 500 ESG | — | $1.3M | 0.3% | 17K | New | |||
| 55 | — | VANGUARD SCOTTSDALE FDS - VNG RUS1000GRW | — | $1.3M | 0.3% | 9,786 | New | |||
| 56 | $UNP | UNION PACIFIC CORP | Industrials | $1.2M | 0.3% | 4,434 | New | |||
| 57 | — | SELECT SECTOR SPDR TR - ST STR UTIL ETF | — | $1.2M | 0.3% | 26K | +1226% | |||
| 58 | — | SPDR SERIES TRUST - ST STR SP BIOT | — | $1.2M | 0.3% | 7,514 | New | |||
| 59 | — | INVESCO EXCHANGE TRADED FD T - WILDERHIL CLAN | — | $1.1M | 0.3% | 29K | New | |||
| 60 | $MSFT | MICROSOFT CORP | Technology | $1.1M | 0.3% | 2,927 | +336% | |||
| 61 | $SLV | iShares Silver Trust | Financials | $1.1M | 0.3% | 20K | -64% | |||
| 62 | — | ISHARES TR - MICRO-CAP ETF | — | $1.1M | 0.3% | 5,347 | +289% | |||
| 63 | — | FIDELITY COMWLTH TR - NASDAQ COMPSIT | — | $1.0M | 0.3% | 9,910 | New | |||
| 64 | $IBM | INTERNATIONAL BUSINESS MACHINES CORP | Technology | $999K | 0.3% | 3,551 | -9% | |||
| 65 | — | VANGUARD WORLD FD - ESG INTL STK ETF | — | $957K | 0.2% | 12K | New | |||
| 66 | — | FUNDX INVT TR - AGGRESSIVE ETF | — | $952K | 0.2% | 9,757 | New | |||
| 67 | $BRK.B | BERKSHIRE HATHAWAY INC | Financials | $947K | 0.2% | 1,892 | +445% | |||
| 68 | — | ISHARES TR - CORE S&P TTL STK | — | $933K | 0.2% | 5,678 | +71% | |||
| 69 | — | PACER FDS TR - US CASH COWS 100 | — | $923K | 0.2% | 15K | New | |||
| 70 | $HD | HOME DEPOT, INC. | Consumer Discretionary | $787K | 0.2% | 2,232 | +2526% | |||
| 71 | $OWL | BLUE OWL CAPITAL INC. | Financials | $744K | 0.2% | 85K | +750% | |||
| 72 | — | ISHARES TR - ISHARES SEMICDTR | — | $725K | 0.2% | 1,132 | +77% | |||
| 73 | $CPER | United States Commodity Index Funds Trust | Financials | $721K | 0.2% | 19K | +28% | |||
| 74 | — | INVESCO EXCH TRADED FD TR II - ESG NASDAQ 100 | — | $704K | 0.2% | 14K | New | |||
| 75 | — | MORGAN STANLEY ETF TRUST - CALVE INDEX ETF | — | $694K | 0.2% | 8,168 | New | |||
| 76 | — | DIMENSIONAL ETF TRUST - US MKTWIDE VALUE | — | $649K | 0.2% | 12K | — | |||
| 77 | $RTX | RTX Corp | Industrials | $647K | 0.2% | 3,411 | New | |||
| 78 | — | ETF SER SOLUTIONS - DEFIA QUANT ETF | — | $647K | 0.2% | 3,912 | New | |||
| 79 | $PG | PROCTER & GAMBLE Co | Consumer Staples | $638K | 0.2% | 4,350 | +4250% | |||
| 80 | — | J P MORGAN EXCHANGE TRADED F - JPMORGAN DIVER | — | $635K | 0.2% | 4,528 | New | |||
| 81 | $BXSL | Blackstone Secured Lending Fund | Other | $615K | 0.1% | 26K | +28% | |||
| 82 | — | ISHARES TR - RUS 1000 GRW ETF | — | $615K | 0.1% | 4,952 | New | |||
| 83 | $IBIT | iShares Bitcoin Trust ETF | Financials | $610K | 0.1% | 18K | -4% | |||
| 84 | — | NUSHARES ETF TR - NUVEEN ESG LRGCP | — | $579K | 0.1% | 4,943 | New | |||
| 85 | — | SCHWAB STRATEGIC TR - US DIVIDEND EQ | — | $556K | 0.1% | 18K | — | |||
| 86 | — | NEW YORK LIFE INVESTMENTS ET - HEDGE MULTI STRA | — | $525K | 0.1% | 14K | New | |||
| 87 | — | PRINCIPAL EXCHANGE TRADED FD - US MEGA CP ETF | — | $490K | 0.1% | 6,617 | New | |||
| 88 | $CVBF | CVB FINANCIAL CORP | Financials | $478K | 0.1% | 21K | New | |||
| 89 | — | ISHARES TR - CORE DIV GRWTH | — | $468K | 0.1% | 6,170 | +37% | |||
| 90 | — | ISHARES TR - EAFE VALUE ETF | — | $464K | 0.1% | 6,067 | New | |||
| 91 | — | ISHARES TR - CALIF MUN BD ETF | — | $463K | 0.1% | 8,035 | New | |||
| 92 | — | FIRST TR EXCHANGE-TRADED FD - NAS CLNEDG GREEN | — | $458K | 0.1% | 7,461 | New | |||
| 93 | — | ISHARES TR - CORE HIGH DV ETF | — | $454K | 0.1% | 17K | New | |||
| 94 | — | VANGUARD SPECIALIZED FUNDS - DIV APP ETF | — | $451K | 0.1% | 1,905 | +982% | |||
| 95 | $IVZ | Invesco Ltd. | Financials | $443K | 0.1% | 7,865 | New | |||
| 96 | $FBTC | Fidelity Wise Origin Bitcoin Fund | Financials | $426K | 0.1% | 8,350 | -23% | |||
| 97 | — | GOLDMAN SACHS ETF TR - ACTIVEBETA US LG | — | $420K | 0.1% | 2,958 | — | |||
| 98 | — | VANGUARD INDEX FDS - SMALL CP ETF | — | $408K | 0.1% | 1,348 | New | |||
| 99 | $LIN | LINDE PLC | Materials | $401K | 0.1% | 772 | +30% | |||
| 100 | $NVO | NOVO NORDISK A S | Healthcare | $384K | 0.1% | 8,000 | — | |||
| 101 | $AMZN | AMAZON COM INC | Consumer Discretionary | $383K | 0.1% | 1,605 | +17% | |||
| 102 | $JCI | Johnson Controls International plc | Industrials | $366K | 0.1% | 2,506 | New | |||
| 103 | $STUB | StubHub Holdings, Inc. | Communication Services | $364K | 0.1% | 28K | — | |||
| 104 | $WHF | WhiteHorse Finance, Inc. | Other | $352K | 0.1% | 53K | -13% | |||
| 105 | — | PIMCO ETF TR - 0-5 HIGH YIELD | — | $351K | 0.1% | 3,750 | New | |||
| 106 | — | BLACKROCK ETF TRUST II - ISHA SH TERM ETF | — | $345K | 0.1% | 6,830 | New | |||
| 107 | $BBN | BlackRock Taxable Municipal Bond Trust | — | $345K | 0.1% | 21K | New | |||
| 108 | $AXP | AMERICAN EXPRESS CO | Financials | $339K | 0.1% | 1,001 | New | |||
| 109 | $FSK | FS KKR Capital Corp | Other | $315K | 0.1% | 30K | — | |||
| 110 | $NVDA | NVIDIA CORP | Technology | $314K | 0.1% | 1,570 | +533% | |||
| 111 | $CRM PUT | Salesforce, Inc. | Technology | $313K | — | 2,000 | New | |||
| 112 | $SPGI | S&P Global Inc. | Financials | $305K | 0.1% | 750 | New | |||
| 113 | — | DOUBLELINE ETF TRUST - ASSE BA SECS ETF | — | $304K | 0.1% | 6,008 | +9% | |||
| 114 | — | VANGUARD INDEX FDS - VALUE ETF | — | $298K | 0.1% | 1,366 | — | |||
| 115 | — | ISHARES TR - CORE 80 20 ETF | — | $281K | 0.1% | 2,878 | New | |||
| 116 | — | ISHARES TR - MSCI INTL QUALTY | — | $279K | 0.1% | 5,633 | New | |||
| 117 | — | VANGUARD BD INDEX FDS - INTERMED TERM | — | $279K | 0.1% | 3,633 | New | |||
| 118 | $FGDL | Franklin Templeton Holdings Trust | Financials | $277K | 0.1% | 5,197 | New | |||
| 119 | $GE | GENERAL ELECTRIC CO | Industrials | $277K | 0.1% | 742 | New | |||
| 120 | $WELL | WELLTOWER INC. | Real Estate | $271K | 0.1% | 1,193 | New | |||
| 121 | $IVZ | Invesco Ltd. | Financials | $267K | 0.1% | 3,559 | New | |||
| 122 | $SCHW | SCHWAB CHARLES CORP | Financials | $263K | 0.1% | 2,850 | New | |||
| 123 | — | PIMCO ETF TR - ENHAN SHRT MA AC | — | $260K | 0.1% | 2,582 | New | |||
| 124 | $MCD | MCDONALDS CORP | Consumer Discretionary | $257K | 0.1% | 952 | New | |||
| 125 | $BAC | BANK OF AMERICA CORP /DE/ | Financials | $239K | 0.1% | 4,200 | New | |||
| 126 | $TSLA | Tesla, Inc. | Consumer Discretionary | $236K | 0.1% | 560 | New | |||
| 127 | — | EA SERIES TRUST - FREEDOM 100 EM | — | $234K | 0.1% | 3,216 | New | |||
| 128 | — | ISHARES TR - MSCI EAFE MIN VL | — | $232K | 0.1% | 2,646 | New | |||
| 129 | — | ISHARES TR - MSCI GBL SUS DEV | — | $224K | 0.1% | 2,500 | New | |||
| 130 | $JNJ | JOHNSON & JOHNSON | Healthcare | $222K | 0.1% | 875 | +169% | |||
| 131 | $CAT | CATERPILLAR INC | Industrials | $221K | 0.1% | 208 | New | |||
| 132 | $GEV | GE Vernova Inc. | Industrials | $217K | 0.1% | 185 | New | |||
| 133 | $CARR | CARRIER GLOBAL Corp | Industrials | $215K | 0.1% | 2,933 | New | |||
| 134 | — | KRANESHARES TRUST - CSI CHI INTERNET | — | $212K | 0.1% | 8,662 | New | |||
| 135 | $BMY | BRISTOL MYERS SQUIBB CO | Healthcare | $211K | 0.1% | 3,656 | +131% | |||
| 136 | — | ISHARES TR - TRUST ISHARE 0-1 | — | $210K | 0.1% | 1,900 | New | |||
| 137 | — | ISHARES TR - S&P 500 GRWT ETF | — | $209K | 0.1% | 1,522 | — | |||
| 138 | — | ISHARES INC - MSCI MEXICO ETF | — | $209K | 0.1% | 2,771 | -55% |
What changed in Q2 2026
Against the previous quarter's 13F: 78 new, 39 added to, 7 trimmed, 82 sold out. Share-count changes; largest moves by dollar size first.
New positions (78)
$SPYPUTSPDR S&P 500 ETF TRUST$56.0M
first bought this quarter
- ISHARES TR - MSCI USA VALUE$13.8M
first bought this quarter
- VANECK ETF TRUST - SEMICONDUCTR ETF$10.9M
first bought this quarter
- ISHARES TR - INTL SEL DIV ETF$10.7M
first bought this quarter
- ISHARES TR - CORE S&P500 ETF$9.5M
first bought this quarter
- ISHARES TR - RUS TP200 GR ETF$8.6M
first bought this quarter
+72 more in the Excel export
Added to (39)
- PGIM ETF TR - AAA CLO ETF+190%
now $25.3M
- VANGUARD INDEX FDS - S&P 500 ETF SHS+27%
now $47.8M
- ISHARES TR - S&P 100 ETF+7701%
now $8.6M
- VANGUARD INDEX FDS - TOTAL STK MKT+38%
now $25.7M
$QQQINVESCO QQQ TRUST, SERIES 1+645%
now $6.8M · held 10+ qtrs
$IVZInvesco Ltd.+39%
now $14.3M · held 10+ qtrs
+33 more in the Excel export
Trimmed (7)
$SLViShares Silver Trust-64%
now $1.1M · held 9 qtrs, 2 trims in a row
$SPYSPDR S&P 500 ETF TRUST-1%
now $19.7M · held 10+ qtrs, 2 trims in a row
- ISHARES INC - MSCI MEXICO ETF-55%
now $209K
$FBTCFidelity Wise Origin Bitcoin Fund-23%
now $426K · held 9 qtrs, 3 trims in a row
$IBMINTERNATIONAL BUSINESS MACHINES CORP-9%
now $999K · held 6 qtrs, 3 trims in a row
$WHFWhiteHorse Finance, Inc.-13%
now $352K · held 10+ qtrs, 4 trims in a row
+1 more in the Excel export
Sold out (82)
$MPLXMPLX LPwas $4.1M
held 9+ qtrs
$ETEnergy Transfer LPwas $3.8M
held 9+ qtrs
$UUPInvesco DB US Dollar Index Bullish Fundwas $2.6M
held 1 qtr
$EPDENTERPRISE PRODUCTS PARTNERS L.P.was $2.4M
held 9+ qtrs
$OKEONEOK INC /NEW/was $2.3M
held 9+ qtrs
$WMBWILLIAMS COMPANIES, INC.was $2.2M
+76 more in the Excel export
Holdings by quarter
Every 13F BASSO CAPITAL MANAGEMENT, L.P. has filed, 41 earlier quarters. Pick one to see what it held then.
Is it too late to follow BASSO CAPITAL MANAGEMENT, L.P.?
Q2 2026 13F filed with the SEC on Jul 27, 2026. Prices are closing prices as of Oct 26, 2026.
Average quality of BASSO CAPITAL MANAGEMENT, L.P.'s top 20 holdings: 71/100 (our AI quality score, weighted by position size; 13 of the 20 are scored)
Top 10 since filing
-1.5%
Value-weighted move of the 10 largest stock positions
Turnover
13%
Last quarter; 30% over the last 4
Top 10 weight
48%
Share of the stock portfolio in its 10 largest positions
Held 4+ quarters
88%
Share of portfolio value in positions held a year or more
Highest-quality names it owns(among its 100 largest positions)
The 8 highest-scoring companies in this portfolio are a Pro feature.
How these are measured
- Moves since the quarter-end and since the filing date use our own daily closing prices, from the close on (or just before) each date to the latest close.
- Turnover is the lesser of shares bought or sold in a quarter, valued at the quarter-end prices in the 13F, divided by the average of the two quarters' stock portfolio values.
- Quarters held and add/trim streaks count back only through quarters whose filed holdings add up to the filing's own cover-page total (back to Q1 2024 for this fund). A change counts as an add or a trim when the split-adjusted share count moves by more than 1%.
- Estimate, not the fund's reported cost. For each quarter in the current holding period in which the fund's share count rose (split-adjusted), we take that quarter's average daily close and weight it by the shares added; sales do not change an average cost. Quarters where the stock's price history and the 13F's own implied price disagree by more than 2x are left out.
- Put and call option rows report the value of the underlying shares, not a position the fund paid for, so they are left out of all of the above.
Portfolio Overview
BASSO CAPITAL MANAGEMENT, L.P. disclosed 138 positions worth $468.8M in its Form 13F-HR for Q2 2026 — $405.9M in common stock plus $62.9M of put/call option positions (reported at underlying notional value, not premium at risk). During the quarter the fund opened 78 new positions and exited 82 — including a new stake in $SPY and a full exit from $MPLX. The portfolio is most concentrated in Other (80.5% of disclosed assets). All figures are sourced directly from BASSO CAPITAL MANAGEMENT, L.P.’s Form 13F-HR filing with the SEC under CIK 1287978.
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