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BASSO CAPITAL MANAGEMENT, L.P. — 13F Holdings & Portfolio

CIK 1287978 · latest 13F-HR filed 2026-07-27

Backtest portfolio

BASSO CAPITAL MANAGEMENT, L.P. manages $468.8M in 13F-reported U.S. long-equity assets across 138 reported positions as of its 2026-06-30 13F-HR filing. Its largest disclosed positions are SPY (11.95%), VOO (10.19%), VTI (5.49%). Quarter over quarter (versus its 2026-03-31 filing) the fund opened 81 new positions, exited 83, added to 46, and trimmed 5.

AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.

Filer Information
Address
1266 EAST MAIN STREET
4TH FLOOR
STAMFORD, CT 06902
Phone
(203) 352-6100
Filing Manager
BASSO CAPITAL MANAGEMENT, L.P.
STAMFORD, CT
Signatory
Brent Wofsey
Chief Compliance Officer
Loading holdings…
AUM

$468.8M

Long-equity book

Holdings

138

Distinct positions

Period

2026-06-30

Filed 2026-07-27

Q/Q Activity

+81 / −83 / ↑46 / ↓5

vs 2026-03-31

Firm Profile & Key People
Name Title / Status Ownership Type

Top Adds (vs prior quarter)

  • PGIM ETF TR$16.6M +191.0%
  • VANGUARD INDEX FDS$14.9M +45.5%
  • VANGUARD INDEX FDS$9.5M +58.7%
  • ISHARES TR$8.5M +8873.9%
  • INVESCO EXCH TRADED FD TR II$7.7M +1125.8%
Show all 46 →

Top Trims

  • ISHARES SILVER TR-$2.7M -71.8%
  • ISHARES INC-$253.3K -54.8%
  • FIDELITY WISE ORIGIN BITCOIN-$214.2K -33.4%
  • ISHARES BITCOIN TRUST ETF-$123.8K -16.9%
  • WHITEHORSE FIN INC-$92.2K -20.8%
Show all 5 →

New Positions

  • ISHARES TR$13.8M
  • INVESCO EXCH TRADED FD TR II$11.5M
  • VANECK ETF TRUST$10.9M
  • ISHARES TR$10.7M
  • ISHARES TR$9.5M
Show all 81 →

Exited Positions

  • MPLX LP COM UNIT REP LTD$4.1M
  • ENERGY TRANSFER L P COM UT LTD PTN$3.8M
  • INVESCO DB US DOLLAR INDEX BULLISH FUND$2.6M
  • ENTERPRISE PRODS PARTNERS L P COM$2.4M
  • ONEOK INC NEW COM$2.3M
Show all 83 →
All Holdings

Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).

# Issuer Symbol CUSIP Value Weight Shares Type
1 STATE STR SPDR S&P 500 ETF T Put SPY 78462F103 $56.0M 11.95% 75,000 SH
2 VANGUARD INDEX FDS VOO 922908363 $47.8M 10.19% 69,593 SH
3 VANGUARD INDEX FDS VTI 922908769 $25.7M 5.49% 69,521 SH
4 PGIM ETF TR PAAA 69344A834 $25.3M 5.40% 493,638 SH
5 STATE STR SPDR S&P 500 ETF T SPY 78462F103 $19.7M 4.21% 26,424 SH
6 ISHARES TR IWM 464287655 $14.4M 3.06% 47,770 SH
7 INVESCO EXCHANGE TRADED FD T RSP 46137V357 $14.3M 3.06% 67,361 SH
8 ISHARES TR VLUE 46432F388 $13.8M 2.94% 68,959 SH
9 INVESCO EXCH TRADED FD TR II SPMO 46138E339 $11.5M 2.45% 71,185 SH
10 VANECK ETF TRUST SMH 92189F676 $10.9M 2.33% 16,651 SH
11 ISHARES TR IDV 464288448 $10.7M 2.29% 259,436 SH
12 SPDR GOLD TR GLD 78463V107 $9.8M 2.09% 26,610 SH
13 ISHARES TR IVV 464287200 $9.5M 2.03% 12,717 SH
14 ISHARES TR IWY 464289438 $8.6M 1.83% 29,496 SH
15 ISHARES TR OEF 464287101 $8.6M 1.83% 23,404 SH
16 INVESCO EXCH TRADED FD TR II QQQM 46138G649 $8.4M 1.78% 27,564 SH
17 AMERICAN CENTY ETF TR AVDV 025072802 $8.3M 1.77% 80,328 SH
18 INVESCO QQQ TR QQQ 46090E103 $6.8M 1.46% 9,270 SH
19 SPDR SERIES TRUST SPYM 78464A854 $6.8M 1.45% 77,516 SH
20 ISHARES TR Put IWM 464287655 $6.6M 1.41% 22,000 SH
21 ISHARES INC EMXC 46434G764 $6.4M 1.36% 62,176 SH
22 FUNDX INVT TR XCOR 360876809 $5.9M 1.25% 64,774 SH
23 INVESCO EXCHANGE TRADED FD T XLG 46137V233 $5.3M 1.13% 86,797 SH
24 ALPHABET INC GOOGL 02079K305 $4.7M 1.01% 13,256 SH
25 ISHARES INC EWY 464286772 $4.3M 0.92% 21,440 SH
26 ISHARES TR MTUM 46432F396 $4.3M 0.91% 12,447 SH
27 DBX ETF TR SNPE 233051143 $3.7M 0.79% 54,115 SH
28 ISHARES TR AOR 464289867 $3.7M 0.79% 53,294 SH
29 SCHWAB STRATEGIC TR SCHB 808524102 $3.5M 0.75% 121,340 SH
30 VANGUARD WORLD FD MGK 921910816 $3.3M 0.70% 37,073 SH
31 FUNDX INVT TR XRLX 360876874 $3.2M 0.68% 64,454 SH
32 ISHARES TR AOM 464289875 $3.1M 0.67% 62,530 SH
33 SERIES PORTFOLIOS TR CLOZ 81752T528 $3.1M 0.66% 116,451 SH
34 JANUS DETROIT STR TR JAAA 47103U845 $3.1M 0.65% 60,433 SH
35 APPLE INC AAPL 037833100 $3.0M 0.65% 10,539 SH
36 SCHWAB STRATEGIC TR FNDF 808524755 $3.0M 0.64% 57,114 SH
37 ISHARES TR DSI 464288570 $2.9M 0.61% 20,139 SH
38 ISHARES TR IJH 464287507 $2.8M 0.61% 36,811 SH
39 ISHARES TR IGIB 464288638 $2.8M 0.60% 52,815 SH
40 ISHARES TR ILCG 464287119 $2.8M 0.59% 23,568 SH
41 SCHWAB STRATEGIC TR SCHG 808524300 $2.7M 0.58% 80,612 SH
42 ISHARES TR EMB 464288281 $2.4M 0.51% 24,597 SH
43 VANGUARD INDEX FDS VUG 922908736 $2.3M 0.48% 26,170 SH
44 INVESCO EXCH TRADED FD TR II PXF 46138E743 $2.2M 0.48% 29,466 SH
45 ISHARES TR SUSA 464288802 $2.2M 0.47% 14,234 SH
46 BLACKROCK ETF TRUST II CLOA 092528504 $2.2M 0.46% 41,745 SH
47 SCHWAB STRATEGIC TR SCHX 808524201 $2.1M 0.45% 71,613 SH
48 ISHARES TR AGG 464287226 $1.9M 0.40% 19,182 SH
49 ISHARES TR AOK 464289883 $1.7M 0.36% 40,858 SH
50 JPMORGAN CHASE & CO JPM 46625H100 $1.5M 0.32% 4,653 SH
Filing History
Period Filed AUM Holdings Accession
2026-06-30 2026-07-27 $468.8M 138 0001420506-26-001309
2026-03-31 2026-05-15 $163.4M 137 0001013594-26-000590
2025-12-31 2026-02-17 $167.9M 115 0001013594-26-000243
2025-09-30 2025-11-13 $149.4M 78 0001013594-25-001389