2026 Q2 Portfolio Activity
In 2026 Q2, BASSO CAPITAL MANAGEMENT, L.P. maintained a portfolio of 221 distinct positions. The most significant new addition was ISHARES TR, now representing 2.94% of the total fund value. They heavily accumulated shares in ISHARES TR, increasing the position by 7701.3%. The fund also reduced its exposure to ISHARES RUSSELL 2000 ETF by 45.7%.
Position History
hover any row below to update
Loading…
Total Positions
221
Quarter
2026 Q2
Top Holding
SPY (11.9%)
Top 10 Concentration
51.1%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
Showing 1-50 of 221
BASSO CAPITAL MANAGEMENT, L.P. Full Holdings List — 2026 Q2
| Stock | History | Sector / Type | Port % | Prev % | Rank / Prev | Conviction | Change | % Change | Influence | Shares | Mkt Value | Avg Cost | Price Held | 1st Owned | Source | Source Date | Date Reported | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
SPY
PUT
STATE STR SPDR ...
|
PUT Option | 11.95% | — |
#1
Prev: #—
|
9.5 |
—
|
75,000 | — |
NEW
|
75,000 | $56,007,750 | 2005 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
VOO
VANGUARD INDEX ...
|
ETF | 10.19% | 20.10% |
#2
1
Prev: #1
|
8.0 |
—
|
14,618 | 26.6% |
P
S
|
69,593 | $47,796,851 | 2022 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
VTI
VANGUARD INDEX ...
|
ETF | 5.49% | 9.92% |
#3
Prev: #3
|
5.7 |
—
|
18,990 | 37.6% |
P
S
|
69,521 | $25,725,522 | 2022 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
PAAA
PGIM ETF TR
|
ETF | 5.40% | 5.32% |
#4
3
Prev: #7
|
5.7 |
—
|
323,695 | 190.5% |
P
S
|
493,638 | $25,308,817 | 2025 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SPY
STATE STR SPDR ...
|
ETF | 4.21% | 10.67% |
#5
3
Prev: #2
|
2.7 |
—
|
-381 | -1.4% |
P
S
|
26,424 | $19,732,740 | 2005 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IWM
ISHARES TR
|
ETF | 3.06% | 6.15% |
#6
1
Prev: #5
|
3.2 |
—
|
7,248 | 17.9% |
P
S
|
47,770 | $14,352,384 | 2006 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
RSP
INVESCO EXCHANG...
|
Unknown | 3.06% | 5.69% |
#7
1
Prev: #6
|
3.7 |
—
|
18,892 | 39.0% |
P
S
|
67,361 | $14,332,487 | 2022 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
VLUE
ISHARES TR
|
ETF | 2.94% | — |
#8
Prev: #—
|
4.7 |
—
|
68,959 | — |
NEW
|
68,959 | $13,778,686 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SPMO
INVESCO EXCH TR...
|
Bond/Debt | 2.45% | — |
#9
Prev: #—
|
4.5 |
—
|
71,185 | — |
NEW
|
71,185 | $11,499,252 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SMH
VANECK ETF TRUS...
|
ETF | 2.33% | — |
#10
Prev: #—
|
4.4 |
—
|
16,651 | — |
NEW
|
16,651 | $10,921,137 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IDV
ISHARES TR
|
Bond/Debt | 2.29% | — |
#11
Prev: #—
|
4.4 |
—
|
259,436 | — |
NEW
|
259,436 | $10,748,446 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
GLD
SPDR GOLD TR
|
ETF | 2.09% | 6.30% |
#12
8
Prev: #4
|
2.8 |
—
|
2,699 | 11.3% |
P
S
|
26,610 | $9,802,592 | 2010 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IVV
ISHARES TR
|
ETF | 2.03% | — |
#13
Prev: #—
|
4.3 |
—
|
12,717 | — |
NEW
|
12,717 | $9,523,268 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IWY
ISHARES TR
|
ETF | 1.83% | — |
#14
Prev: #—
|
4.2 |
—
|
29,496 | — |
NEW
|
29,496 | $8,572,128 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
OEF
ISHARES TR
|
ETF | 1.83% | 0.06% |
#15
65
Prev: #80
|
3.7 |
—
|
23,104 | 7701.3% |
P
S
|
23,404 | $8,562,941 | 2007 Q3 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
QQQM
INVESCO EXCH TR...
|
ETF | 1.78% | 0.42% |
#16
14
Prev: #30
|
3.7 |
—
|
24,697 | 861.4% |
P
S
|
27,564 | $8,351,148 | 2024 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AVDV
AMERICAN CENTY ...
|
Bond/Debt | 1.77% | — |
#17
Prev: #—
|
4.2 |
—
|
80,328 | — |
NEW
|
80,328 | $8,277,821 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
QQQ
INVESCO QQQ TR
|
ETF | 1.46% | 0.44% |
#18
11
Prev: #29
|
3.6 |
—
|
8,025 | 644.6% |
P
S
|
9,270 | $6,826,589 | 2006 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SPLG
SPDR SERIES TRU...
|
ETF | 1.45% | 0.03% |
#19
85
Prev: #104
|
3.6 |
—
|
76,934 | 13218.9% |
P
S
|
77,516 | $6,812,110 | 2024 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IWM
PUT
ISHARES TR
|
PUT Option | 1.41% | — |
#20
Prev: #—
|
4.1 |
—
|
22,000 | — |
NEW
|
22,000 | $6,609,900 | 2006 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
EMXC
ISHARES INC
|
ETF | 1.36% | 2.03% |
#21
10
Prev: #11
|
3.0 |
—
|
20,044 | 47.6% |
P
S
|
62,176 | $6,360,609 | 2023 Q3 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
XCOR
FUNDX INVT TR
|
ETF | 1.25% | — |
#22
Prev: #—
|
4.0 |
—
|
64,774 | — |
NEW
|
64,774 | $5,868,827 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
XLG
INVESCO EXCHANG...
|
Unknown | 1.13% | — |
#23
Prev: #—
|
4.0 |
—
|
86,797 | — |
NEW
|
86,797 | $5,314,596 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
GOOGL
ALPHABET INC
|
Communication Services | 1.01% | 2.00% |
#24
12
Prev: #12
|
2.4 |
—
|
1,915 | 16.9% |
P
S
|
13,256 | $4,737,297 | 2015 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
EWY
ISHARES INC
|
ETF | 0.92% | 0.76% |
#25
6
Prev: #19
|
3.4 |
—
|
11,348 | 112.4% |
P
S
|
21,440 | $4,328,666 | 2008 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
MTUM
ISHARES TR
|
Bond/Debt | 0.91% | — |
#26
Prev: #—
|
3.9 |
—
|
12,447 | — |
NEW
|
12,447 | $4,267,174 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SNPE
DBX ETF TR
|
ETF | 0.79% | — |
#27
Prev: #—
|
3.8 |
—
|
54,115 | — |
NEW
|
54,115 | $3,726,388 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AOR
ISHARES TR
|
ETF | 0.79% | — |
#28
Prev: #—
|
3.8 |
—
|
53,294 | — |
NEW
|
53,294 | $3,703,933 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SCHB
SCHWAB STRATEGI...
|
ETF | 0.75% | 0.03% |
#29
78
Prev: #107
|
3.3 |
—
|
119,710 | 7344.2% |
P
S
|
121,340 | $3,514,019 | 2026 Q1 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
MGK
VANGUARD WORLD ...
|
Warrant | 0.70% | — |
#30
Prev: #—
|
3.8 |
—
|
37,073 | — |
NEW
|
37,073 | $3,259,106 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
XRLX
FUNDX INVT TR
|
ETF | 0.68% | — |
#31
Prev: #—
|
3.8 |
—
|
64,454 | — |
NEW
|
64,454 | $3,188,695 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AOM
ISHARES TR
|
ETF | 0.67% | — |
#32
Prev: #—
|
3.8 |
—
|
62,530 | — |
NEW
|
62,530 | $3,119,634 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
CLOZ
SERIES PORTFOLI...
|
Unknown | 0.66% | 0.69% |
#33
12
Prev: #21
|
3.3 |
—
|
72,392 | 164.3% |
P
S
|
116,451 | $3,076,638 | 2025 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
JAAA
JANUS DETROIT S...
|
ETF | 0.65% | 0.10% |
#34
34
Prev: #68
|
3.3 |
—
|
57,314 | 1837.6% |
P
S
|
60,433 | $3,051,246 | 2025 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AAPL
APPLE INC
|
Technology | 0.65% | 0.10% |
#35
32
Prev: #67
|
3.3 |
—
|
9,901 | 1551.9% |
P
S
|
10,539 | $3,049,565 | 2005 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
FNDF
SCHWAB STRATEGI...
|
Bond/Debt | 0.64% | — |
#36
Prev: #—
|
3.8 |
—
|
57,114 | — |
NEW
|
57,114 | $3,013,359 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
DSI
ISHARES TR
|
ETF | 0.61% | — |
#37
Prev: #—
|
3.7 |
—
|
20,139 | — |
NEW
|
20,139 | $2,867,592 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IJH
ISHARES TR
|
ETF | 0.61% | 0.52% |
#38
12
Prev: #26
|
3.2 |
—
|
24,309 | 194.4% |
P
S
|
36,811 | $2,838,476 | 2022 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
IGIB
ISHARES TR
|
ETF | 0.60% | — |
#39
Prev: #—
|
3.7 |
—
|
52,815 | — |
NEW
|
52,815 | $2,808,198 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
ILCG
ISHARES TR
|
Warrant | 0.59% | — |
#40
Prev: #—
|
3.7 |
—
|
23,568 | — |
NEW
|
23,568 | $2,757,927 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SCHG
SCHWAB STRATEGI...
|
ETF | 0.58% | 0.01% |
#41
81
Prev: #122
|
3.2 |
—
|
79,920 | 11549.1% |
P
S
|
80,612 | $2,727,910 | 2024 Q4 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
EMB
ISHARES TR
|
ETF | 0.51% | — |
#42
Prev: #—
|
3.7 |
—
|
24,597 | — |
NEW
|
24,597 | $2,372,090 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
VUG
VANGUARD INDEX ...
|
Warrant | 0.48% | — |
#43
Prev: #—
|
3.7 |
—
|
26,170 | — |
NEW
|
26,170 | $2,254,264 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
PXF
INVESCO EXCH TR...
|
Unknown | 0.48% | — |
#44
Prev: #—
|
3.7 |
—
|
29,466 | — |
NEW
|
29,466 | $2,228,788 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SUSA
ISHARES TR
|
ETF | 0.47% | — |
#45
Prev: #—
|
3.7 |
—
|
14,234 | — |
NEW
|
14,234 | $2,196,306 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
CLOA
BLACKROCK ETF T...
|
ETF | 0.46% | — |
#46
Prev: #—
|
3.7 |
—
|
41,745 | — |
NEW
|
41,745 | $2,166,983 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
SCHX
SCHWAB STRATEGI...
|
ETF | 0.45% | — |
#47
Prev: #—
|
3.7 |
—
|
71,613 | — |
NEW
|
71,613 | $2,107,571 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AGG
ISHARES TR
|
ETF | 0.40% | — |
#48
Prev: #—
|
3.7 |
—
|
19,182 | — |
NEW
|
19,182 | $1,898,634 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
AOK
ISHARES TR
|
ETF | 0.36% | — |
#49
Prev: #—
|
3.6 |
—
|
40,858 | — |
NEW
|
40,858 | $1,694,770 | 2026 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 | |||
|
JPM
JPMORGAN CHASE ...
|
Financial Services | 0.32% | 0.11% |
#50
13
Prev: #63
|
3.1 |
—
|
4,049 | 670.4% |
P
S
|
4,653 | $1,523,066 | 2006 Q2 | 13F Filing | 2026-06-30 | 2026-07-27 |
Showing 1-50 of 221 holdings