§ 13F · FUND PROFILE
BASSO CAPITAL MANAGEMENT, L.P..
AUM · $469M (13F)Positions · 138Turnover · n/a · Q2Filed · Jul 27, 2026
CONCENTRATION
n/a
Top 10 holdings
NEW BUYS
0
+$164M deployed
EXITS
0
No exits
SECTOR SHIFT
n/a
No prior quarter data
§ 01 · TOP HOLDINGS
The book · Q2 2026
FILED JUL 27, 2026
| # | Ticker | Name | Shares | $ value | % port | Δ Q2 |
|---|---|---|---|---|---|---|
| 1 | SPY | STATE STR SPDR S&P 500 ETF T | 75K | $56M | 11.9% | +278% |
| 2 | VOO | VANGUARD INDEX FDS | 70K | $48M | 10.2% | +27% |
| 3 | VTI | VANGUARD INDEX FDS | 70K | $26M | 5.5% | +38% |
| 4 | PAAA | PGIM ETF TR | 494K | $25M | 5.4% | +190% |
| 5 | SPY | STATE STR SPDR S&P 500 ETF T | 26K | $20M | 4.2% | — |
| 6 | IWM | ISHARES TR | 48K | $14M | 3.1% | +72% |
| 7 | RSP | INVESCO EXCHANGE TRADED FD T | 67K | $14M | 3.1% | +39% |
| 8 | VLUE | ISHARES TR | 69K | $14M | 2.9% | NEW |
| 9 | SPMO | INVESCO EXCH TRADED FD TR II | 71K | $11M | 2.5% | NEW |
| 10 | SMH | VANECK ETF TRUST | 17K | $11M | 2.3% | NEW |
§ 02 · SECTOR ALLOCATION
Where the money is
Sector data pending
§ 03 · THE BASSO SIGNAL
AC read
BASSO CAPITAL MANAGEMENT, L.P. is a Other fund managing $469 million in assets. The fund runs a portfolio of 138 positions.
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