BASSO CAPITAL MANAGEMENT, L.P.
CIK 1287978 · View on SEC EDGAR ↗
- Portfolio value
- $468.8M
- Positions
- 138
- As of
- June 30, 2026
#3,934 of 9,443 by 13F value · top 41.7%
Portfolio value QoQ: +186.9% 13F does not disclose cash
- Top 10 holdings weight
- 51.07%
- Top 25 holdings weight
- 74.69%
- Positions above 1%
- 24
- Effective number of positions
- 24.2
Based on 13F long-equity holdings only (cash, bonds, shorts not disclosed)
Turnover Q2 2026: 11.31% Est. buys $326,258,563 · sells $35,751,621
Median holding: 2.0 quarters Tracked Q4 2024–Q2 2026 · 56.6% still held
- New positions
- 84
- Increased
- 39
- Decreased
- 7
- Closed
- 83
Put-notional exposure: 13.4% puts 13F reports option positions at underlying notional value — may include hedges, not necessarily bearish bets
On this page
- Sector breakdown How the portfolio splits across market sectors.
- Portfolio Every stock this institution reports holding, from its latest 13F.
- High-conviction bets The holdings this manager is most concentrated in.
- Biggest new bets Brand-new positions opened in the latest quarter.
- Top moves The biggest position increases and decreases this quarter.
- Exited positions Positions the manager fully sold out of last quarter.
Sector breakdown
Consumer Discretionary
2.4%
Technology
1.2%
Communication Services
1.1%
Industrials
0.7%
Financial Services
0.6%
Financials
0.5%
Retail
0.2%
Healthcare
0.2%
Consumer products
0.1%
Materials
0.1%
Real Estate
0.1%
Other/Unmapped
92.8%
Full portfolio 138 positions
| Type | Streak | 8Q trend | |||||
|---|---|---|---|---|---|---|---|
| SPY SPY | $56,007,750 | 11.95% | 75,000 | Put option | Up ×1 | ||
| VOO | $47,796,851 | 10.19% | 69,593 | $14,946,540 | Up ×6 | ||
| VTI | $25,725,522 | 5.49% | 69,521 | $9,514,560 | Up ×6 | ||
| PAAA | $25,308,817 | 5.40% | 493,638 | $16,611,134 | Up ×4 | ||
| SPY SPY | $19,732,740 | 4.21% | 26,424 | $2,300,376 | Down ×2 | ||
| IWM | $14,352,384 | 3.06% | 47,770 | $4,302,928 | Up ×4 | ||
| RSP | $14,332,487 | 3.06% | 67,361 | $5,030,317 | Up ×2 | ||
| VLUE | $13,778,686 | 2.94% | 68,959 | Up ×1 | |||
| SPMO | $11,499,252 | 2.45% | 71,185 | Up ×1 | |||
| SMH SMH | $10,921,137 | 2.33% | 16,651 | Up ×1 | |||
| IDV | $10,748,446 | 2.29% | 259,436 | Up ×1 | |||
| GLD | $9,802,592 | 2.09% | 26,610 | $-486,072 | Up ×1 | ||
| IVV | $9,523,268 | 2.03% | 12,717 | Up ×1 | |||
| IWY | $8,572,128 | 1.83% | 29,496 | Up ×1 | |||
| OEF | $8,562,941 | 1.83% | 23,404 | $8,467,520 | Up ×1 | ||
| QQQM Invesco NASDAQ 100 ETF | $8,351,148 | 1.78% | 27,564 | $7,669,891 | Up ×1 | ||
| AVDV | $8,277,821 | 1.77% | 80,328 | Up ×1 | |||
| QQQ Invesco QQQ Trust, Series 1 | $6,826,589 | 1.46% | 9,270 | $6,108,000 | Up ×1 | ||
| SPYM | $6,812,110 | 1.45% | 77,516 | $6,767,564 | Up ×1 | ||
| IWM | $6,609,900 | 1.41% | 22,000 | Put option | Up ×1 | ||
| EMXC iShares MSCI Emerging Markets ex China ETF | $6,360,609 | 1.36% | 62,176 | $3,046,506 | Up ×5 | ||
| XCOR | $5,868,827 | 1.25% | 64,774 | Up ×1 | |||
| XLG | $5,314,596 | 1.13% | 86,797 | Up ×1 | |||
| GOOGL Alphabet Inc. - Class A Common Stock | $4,737,297 | 1.01% | 13,256 | $1,476,079 | Up ×1 | ||
| EWY | $4,328,666 | 0.92% | 21,440 | $3,087,249 | Up ×1 | ||
| MTUM | $4,267,174 | 0.91% | 12,447 | Up ×1 | |||
| SNPE | $3,726,388 | 0.79% | 54,115 | Up ×1 | |||
| AOR | $3,703,933 | 0.79% | 53,294 | Up ×1 | |||
| SCHB | $3,514,019 | 0.75% | 121,340 | $3,473,106 | Up ×1 | ||
| MGK | $3,259,106 | 0.70% | 37,073 | Up ×1 | |||
| XRLX | $3,188,695 | 0.68% | 64,454 | Up ×1 | |||
| AOM | $3,119,634 | 0.67% | 62,530 | Up ×1 | |||
| CLOZ | $3,076,638 | 0.66% | 116,451 | $1,946,515 | Up ×1 | ||
| JAAA | $3,051,246 | 0.65% | 60,433 | $2,894,142 | Up ×1 | ||
| AAPL Apple Inc. - Common Stock | $3,049,565 | 0.65% | 10,539 | $2,887,647 | Up ×2 | ||
| FNDF | $3,013,359 | 0.64% | 57,114 | Up ×1 | |||
| DSI | $2,867,592 | 0.61% | 20,139 | Up ×1 | |||
| IJH | $2,838,476 | 0.61% | 36,811 | $1,994,216 | Up ×2 | ||
| IGIB iShares 5-10 Year Investment Grade Corporate Bond ETF | $2,808,198 | 0.60% | 52,815 | Up ×1 | |||
| ILCG | $2,757,927 | 0.59% | 23,568 | Up ×1 | |||
| SCHG | $2,727,910 | 0.58% | 80,612 | $2,707,752 | Up ×1 | ||
| EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | $2,372,090 | 0.51% | 24,597 | Up ×1 | |||
| VUG | $2,254,264 | 0.48% | 26,170 | Up ×1 | |||
| PXF | $2,228,788 | 0.48% | 29,466 | Up ×1 | |||
| SUSA | $2,196,306 | 0.47% | 14,234 | Up ×1 | |||
| CLOA iShares AAA CLO Active ETF | $2,166,983 | 0.46% | 41,745 | Up ×1 | |||
| SCHX | $2,107,571 | 0.45% | 71,613 | Up ×1 | |||
| AGG | $1,898,634 | 0.40% | 19,182 | Up ×1 | |||
| AOK | $1,694,770 | 0.36% | 40,858 | Up ×1 | |||
| JPM JP Morgan Chase & Co. Common Stock | $1,523,066 | 0.32% | 4,653 | $1,345,393 | Up ×1 | ||
| CLOB | $1,517,968 | 0.32% | 30,052 | ||||
| RPG | $1,506,442 | 0.32% | 23,593 | Up ×1 | |||
| IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | $1,277,494 | 0.27% | 24,375 | Up ×1 | |||
| EFIV | $1,258,834 | 0.27% | 17,261 | Up ×1 | |||
| VONG Vanguard Russell 1000 Growth ETF | $1,250,749 | 0.27% | 9,786 | Up ×1 | |||
| UNP Union Pacific Corporation Common Stock | $1,206,048 | 0.26% | 4,434 | Up ×1 | |||
| XLU XLU | $1,193,077 | 0.25% | 26,314 | $1,102,031 | Up ×3 | ||
| XBI XBI | $1,189,094 | 0.25% | 7,514 | Up ×1 | |||
| PBW | $1,111,999 | 0.24% | 28,505 | Up ×1 | |||
| MSFT Microsoft Corporation - Common Stock | $1,091,830 | 0.23% | 2,927 | $843,446 | Up ×1 | ||
| SLV | $1,070,844 | 0.23% | 20,027 | $-2,721,828 | Down ×2 | ||
| IWC | $1,069,614 | 0.23% | 5,347 | $850,150 | Up ×1 | ||
| ONEQ Fidelity Nasdaq Composite Index ETF | $1,022,910 | 0.22% | 9,910 | Up ×1 | |||
| IBM International Business Machines Corporation Common Stock | $998,577 | 0.21% | 3,551 | $56,649 | Down ×3 | ||
| VSGX | $957,285 | 0.20% | 11,626 | Up ×1 | |||
| XNAV | $951,709 | 0.20% | 9,757 | Up ×1 | |||
| BRKB | $946,738 | 0.20% | 1,892 | $780,456 | Up ×1 | ||
| ITOT | $932,725 | 0.20% | 5,678 | $460,997 | Up ×1 | ||
| COWZ | $923,235 | 0.20% | 14,843 | Up ×1 | |||
| HD Home Depot, Inc. (The) Common Stock | $787,182 | 0.17% | 2,232 | $759,226 | Up ×1 | ||
| OWL Blue Owl Capital Inc. Class A Common Stock | $743,750 | 0.16% | 85,000 | $652,450 | Up ×1 | ||
| SOXX SOXX | $725,320 | 0.15% | 1,132 | $514,649 | Up ×1 | ||
| CPER | $721,209 | 0.15% | 19,115 | $208,030 | Up ×1 | ||
| QQMG Invesco ESG NASDAQ 100 ETF | $703,849 | 0.15% | 13,739 | Up ×1 | |||
| CVIE | $694,384 | 0.15% | 8,168 | Up ×1 | |||
| DFUV | $649,118 | 0.14% | 11,800 | $77,290 | |||
| RTX RTX Corporation Common Stock | $647,169 | 0.14% | 3,411 | Up ×1 | |||
| QTUM Defiance Quantum ETF | $647,013 | 0.14% | 3,912 | Up ×1 | |||
| PG Procter & Gamble Company (The) Common Stock | $637,884 | 0.14% | 4,350 | $623,440 | Up ×1 | ||
| JPUS | $634,960 | 0.14% | 4,528 | Up ×1 | |||
| BXSL Blackstone Secured Lending Fund Common Shares of Beneficial Interest | $615,037 | 0.13% | 25,940 | $136,499 | Up ×2 | ||
| IWF | $614,890 | 0.13% | 4,952 | Up ×1 | |||
| IBIT iShares Bitcoin Trust ETF | $609,973 | 0.13% | 18,323 | $-123,849 | Down ×3 | ||
| NULG | $578,628 | 0.12% | 4,943 | Up ×1 | |||
| SCHD | $556,003 | 0.12% | 17,534 | $18,060 | |||
| QAI | $524,734 | 0.11% | 14,337 | Up ×1 | |||
| USMC Principal U.S. Mega-Cap ETF | $490,496 | 0.10% | 6,617 | Up ×1 | |||
| CVBF CVB Financial Corporation - Common Stock | $477,632 | 0.10% | 21,181 | Up ×1 | |||
| DGRO | $467,624 | 0.10% | 6,170 | $151,814 | Up ×1 | ||
| EFV | $464,429 | 0.10% | 6,067 | Up ×1 | |||
| CMF | $463,137 | 0.10% | 8,035 | Up ×1 | |||
| QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | $457,533 | 0.10% | 7,461 | Up ×1 | |||
| HDV | $454,101 | 0.10% | 16,567 | Up ×1 | |||
| VIG | $450,761 | 0.10% | 1,905 | $412,910 | Up ×1 | ||
| IPKW Invesco International BuyBack Achievers ETF | $443,031 | 0.09% | 7,865 | Up ×1 | |||
| FBTC | $426,268 | 0.09% | 8,350 | $-214,208 | Down ×3 | ||
| GSLC | $419,711 | 0.09% | 2,958 | $49,576 | |||
| VB | $408,474 | 0.09% | 1,348 | Up ×1 | |||
| LIN Linde plc - Ordinary Shares | $400,622 | 0.09% | 772 | $107,132 | Up ×1 | ||
| NVO Novo Nordisk A/S Common Stock | $383,520 | 0.08% | 8,000 | $89,520 | |||
| No matches | |||||||
Conviction holdings
Positions increased for 3+ consecutive quarters.
Share counts are as reported in 13F filings (not split-adjusted)
| Security | Value | % of portfolio | Streak |
|---|---|---|---|
| VOO | $47,796,851 | 10.19% | up ×6 |
| VTI | $25,725,522 | 5.49% | up ×6 |
| PAAA | $25,308,817 | 5.40% | up ×4 |
| IWM | $14,352,384 | 3.06% | up ×4 |
| EMXC | $6,360,609 | 1.36% | up ×5 |
| XLU | $1,193,077 | 0.25% | up ×3 |
Biggest new bets
New positions opened this quarter, largest first.
| Security | Value | Shares | % of portfolio |
|---|---|---|---|
| SPY | $56,007,750 | 75,000 | 11.95% |
| VLUE | $13,778,686 | 68,959 | 2.94% |
| SPMO | $11,499,252 | 71,185 | 2.45% |
| SMH | $10,921,137 | 16,651 | 2.33% |
| IDV | $10,748,446 | 259,436 | 2.29% |
| IVV | $9,523,268 | 12,717 | 2.03% |
| IWY | $8,572,128 | 29,496 | 1.83% |
| AVDV | $8,277,821 | 80,328 | 1.77% |
| IWM | $6,609,900 | 22,000 | 1.41% |
| XCOR | $5,868,827 | 64,774 | 1.25% |
| XLG | $5,314,596 | 86,797 | 1.13% |
| MTUM | $4,267,174 | 12,447 | 0.91% |
| SNPE | $3,726,388 | 54,115 | 0.79% |
| AOR | $3,703,933 | 53,294 | 0.79% |
| MGK | $3,259,106 | 37,073 | 0.70% |
Top movers (QoQ)
| Security | Action | Shares Δ | Value Δ |
|---|---|---|---|
| PAAA | Bought more | +324K | +$16.6M |
| VOO | Bought more | +15K | +$14.9M |
| VTI | Bought more | +19K | +$9.5M |
| RSP | Bought more | +19K | +$5.0M |
| IWM | Bought more | +7K | +$4.3M |
| EWY | Bought more | +11K | +$3.1M |
| EMXC | Bought more | +20K | +$3.0M |
| SLV | Trimmed | -36K | -$2.7M |
| SPY | Trimmed | -381 | +$2.3M |
| IJH | Bought more | +24K | +$2.0M |
8 positions hidden (data completeness check)
Exited positions
Includes corporate events (mergers, delistings) — not all exits are sells
Closed positions reflect 13F reporting changes; for index managers these are often mechanical (delisting, M&A, index rebalancing), not active decisions.
| Security | Quarter | Shares before | Value before | Price since exit |
|---|---|---|---|---|
| MPLX | June 30, 2026 | 71,200 | $4,063,384 | 4.0% |
| ET | June 30, 2026 | 197,250 | $3,806,925 | 11.1% |
| VBIL | Sept. 30, 2025 | 50,000 | $3,777,500 | |
| UUP | June 30, 2026 | 94,850 | $2,634,933 | No longer tracked |
| EPD | June 30, 2026 | 62,739 | $2,374,044 | 4.7% |
| OKE | June 30, 2026 | 25,352 | $2,291,567 | 9.0% |
| WMB | June 30, 2026 | 30,450 | $2,216,151 | -3.9% |
| WES | June 30, 2026 | 42,150 | $1,735,316 | 11.1% |
| TRGP | June 30, 2026 | 6,525 | $1,636,013 | 14.2% |
| PPLT | March 31, 2026 | 8,286 | $1,544,759 | No longer tracked |
| FLIN | March 31, 2025 | 38,750 | $1,468,625 | No longer tracked |
| PAA | June 30, 2026 | 54,200 | $1,210,286 | 11.9% |
| HESM | June 30, 2026 | 29,000 | $1,127,230 | 4.2% |
| FEZ | Sept. 30, 2025 | 18,135 | $1,083,204 | No longer tracked |
| LNG | June 30, 2026 | 3,800 | $1,078,288 | 17.0% |
| XOP | June 30, 2026 | 5,225 | $950,062 | No longer tracked |
| BBJP | March 31, 2026 | 13,945 | $919,115 | No longer tracked |
| BXSL | March 31, 2025 | 26,250 | $848,138 | -23.5% |
| TRP | June 30, 2026 | 13,370 | $836,962 | -4.4% |
| EPI | March 31, 2025 | 17,500 | $792,225 | No longer tracked |
| COPX | March 31, 2025 | 17,650 | $673,877 | No longer tracked |
| COM | June 30, 2026 | 16,803 | $564,077 | No longer tracked |
| KBA | Dec. 31, 2025 | 16,695 | $502,019 | No longer tracked |
| VGSH | June 30, 2026 | 7,880 | $461,295 | |
| VG | June 30, 2026 | 25,000 | $394,000 | 28.3% |
| PALL | March 31, 2026 | 2,690 | $391,072 | No longer tracked |
| SUN | June 30, 2026 | 5,680 | $369,030 | 12.8% |
| FXE | Dec. 31, 2025 | 3,400 | $368,458 | No longer tracked |
| URA | June 30, 2026 | 7,000 | $339,010 | No longer tracked |
| GOOG | June 30, 2026 | 1,129 | $323,865 | -4.0% |
| VO | June 30, 2026 | 867 | $248,985 | No longer tracked |
| VXF | June 30, 2026 | 1,198 | $246,548 | No longer tracked |
| XLE | June 30, 2026 | 3,943 | $241,548 | No longer tracked |
| PBA | June 30, 2026 | 5,001 | $223,845 | 6.7% |
| KWEB | March 31, 2026 | 6,500 | $221,325 | No longer tracked |
| USO | June 30, 2026 | 1,650 | $209,963 | No longer tracked |
| STIP | Dec. 31, 2025 | 2,000 | $206,736 | No longer tracked |
| VPU | June 30, 2026 | 902 | $178,722 | No longer tracked |
| SU | June 30, 2026 | 2,700 | $178,497 | 27.1% |
| FLIN | Sept. 30, 2025 | 4,100 | $163,303 | No longer tracked |
| DFAT | Sept. 30, 2025 | 3,000 | $161,880 | No longer tracked |
| MO | June 30, 2026 | 2,315 | $152,767 | -7.2% |
| ENLC | March 31, 2025 | 10,000 | $141,500 | No longer tracked |
| HECA | June 30, 2026 | 4,900 | $141,463 | No longer tracked |
| ITB | March 31, 2025 | 1,309 | $135,338 | No longer tracked |
| KO | June 30, 2026 | 1,606 | $122,136 | 11.5% |
| DIS | June 30, 2026 | 1,250 | $120,475 | 11.3% |
| ED | June 30, 2026 | 1,042 | $117,934 | -2.4% |
| CNQ | June 30, 2026 | 2,400 | $116,952 | 29.7% |
| PSX | June 30, 2026 | 612 | $111,494 | 43.8% |
| QUAL | June 30, 2026 | 568 | $108,948 | No longer tracked |
| VHT | June 30, 2026 | 398 | $108,387 | No longer tracked |
| DIS | March 31, 2025 | 969 | $107,898 | 8.5% |
| ABBV | June 30, 2026 | 472 | $102,655 | 4.8% |
| SOBO | June 30, 2026 | 2,674 | $89,098 | 9.0% |
| AEE | June 30, 2026 | 796 | $87,496 | -4.0% |
| META | June 30, 2026 | 150 | $85,820 | -2.6% |
| MOAT | June 30, 2026 | 829 | $80,164 | No longer tracked |
| GD | June 30, 2026 | 230 | $78,941 | 9.5% |
| AVGO | June 30, 2026 | 240 | $74,282 | -1.3% |
| MS | June 30, 2026 | 444 | $73,069 | 1.3% |
| XLV | June 30, 2026 | 495 | $72,572 | No longer tracked |
| BP | June 30, 2026 | 1,500 | $70,500 | 22.4% |
| HACK | June 30, 2026 | 886 | $66,530 | No longer tracked |
| IWV | June 30, 2026 | 179 | $66,352 | No longer tracked |
| PM | June 30, 2026 | 389 | $64,317 | 4.9% |
| IAU | June 30, 2026 | 647 | $57,040 | No longer tracked |
| ETR | June 30, 2026 | 506 | $56,854 | -6.9% |
| MCD | March 31, 2026 | 183 | $55,930 | -13.6% |
| PEP | June 30, 2026 | 352 | $54,662 | 5.3% |
| GIS | June 30, 2025 | 904 | $54,050 | -24.1% |
| WM | June 30, 2026 | 231 | $53,081 | 0.5% |
| AMLP | June 30, 2026 | 1,000 | $52,640 | No longer tracked |
| KIE | June 30, 2026 | 912 | $50,160 | No longer tracked |
| GBDC | March 31, 2025 | 3,300 | $50,028 | -12.8% |
| IYW | June 30, 2026 | 270 | $48,983 | No longer tracked |
| PGX | June 30, 2025 | 4,258 | $47,775 | No longer tracked |
| EWS | June 30, 2026 | 1,675 | $47,269 | No longer tracked |
| AIQ | June 30, 2026 | 886 | $41,350 | |
| XLP | March 31, 2025 | 500 | $39,305 | No longer tracked |
| HON | June 30, 2026 | 172 | $38,877 | -1.9% |
| SIXG | June 30, 2026 | 564 | $38,451 | No longer tracked |
| SO | June 30, 2026 | 370 | $35,712 | -4.8% |
| SDIV | June 30, 2026 | 1,405 | $35,490 | No longer tracked |
| CVX | June 30, 2026 | 170 | $35,173 | 24.6% |
| VIS | June 30, 2026 | 110 | $34,344 | No longer tracked |
| LMT | June 30, 2026 | 51 | $30,824 | 11.6% |
| LLY | June 30, 2026 | 28 | $25,754 | 4.2% |
| IJR | June 30, 2026 | 202 | $25,111 | No longer tracked |
| DUK | March 31, 2026 | 212 | $24,849 | -6.7% |
| EMR | June 30, 2026 | 185 | $24,239 | 9.0% |
| AZO | June 30, 2026 | 7 | $23,644 | -7.5% |
| ORCL | June 30, 2026 | 151 | $22,214 | -0.1% |
| SHE | June 30, 2026 | 149 | $19,044 | No longer tracked |
| TSLX | June 30, 2026 | 1,000 | $18,380 | 9.7% |
| SHLD | June 30, 2026 | 255 | $18,064 | No longer tracked |
| DYNF | June 30, 2026 | 292 | $16,989 | No longer tracked |
| MA | June 30, 2026 | 22 | $10,993 | 12.0% |
| UNH | June 30, 2026 | 36 | $9,741 | -6.8% |
| CLOB | March 31, 2026 | 185 | $9,373 | No longer tracked |
| XLP | June 30, 2026 | 100 | $8,198 | No longer tracked |
| CSCO | March 31, 2026 | 100 | $7,703 | 43.1% |
| EEMS | June 30, 2026 | 105 | $7,264 | No longer tracked |
| LIT | June 30, 2026 | 75 | $5,576 | No longer tracked |
| BA | June 30, 2026 | 25 | $4,976 | -0.9% |
| AMLP | Sept. 30, 2025 | 100 | $4,886 | No longer tracked |
| SOLS | June 30, 2026 | 42 | $3,199 | -35.5% |
| ARGT | Sept. 30, 2025 | 25 | $2,118 | No longer tracked |
| INDA | Dec. 31, 2025 | 30 | $1,562 | No longer tracked |
| FEZ | June 30, 2026 | 20 | $1,242 | No longer tracked |
| FETH | June 30, 2026 | 50 | $1,044 | No longer tracked |
| ETHA | June 30, 2026 | 50 | $792 | |
| FXY | Sept. 30, 2025 | 10 | $639 | No longer tracked |