# BASSO CAPITAL MANAGEMENT, L.P.

> Institutional holdings reported to the SEC as of Q2 2026 on Form 13F. CIK 1287978. Source: https://holderbook.com/funds/1287978-basso-capital-management-l-p/

- Reported value: $468.8M
- Positions: 136
- Weight of the ten largest: 54.8%
- Filed: 2026-07-27

A 13F reports long US equity positions only. Short positions, bonds, foreign listings, private holdings and cash are not visible, so this is not the manager's whole book.

## Holdings

| Security | Ticker | Value | Shares | Weight | Quarters held |
|---|---|---|---|---|---|
| STATE STR SPDR S&P 500 ETF T | [SPY](https://holderbook.com/stocks/SPY/) | $75.7M | 26,424 | 16.2% | 20 |
| VANGUARD INDEX FDS | [VOO](https://holderbook.com/stocks/VOO/) | $47.8M | 69,593 | 10.2% | 15 |
| VANGUARD INDEX FDS | [VTI](https://holderbook.com/stocks/VTI/) | $25.7M | 69,521 | 5.5% | 15 |
| PGIM ETF TR | [PAAA](https://holderbook.com/stocks/PAAA/) | $25.3M | 493,638 | 5.4% | 5 |
| ISHARES TR | [IWM](https://holderbook.com/stocks/IWM/) | $21.0M | 47,770 | 4.5% | 8 |
| INVESCO EXCHANGE TRADED FD T | [RSP](https://holderbook.com/stocks/RSP/) | $14.3M | 67,361 | 3.1% | 15 |
| ISHARES TR | [VLUE](https://holderbook.com/stocks/VLUE/) | $13.8M | 68,959 | 2.9% | 1 |
| INVESCO EXCH TRADED FD TR II | [SPMO](https://holderbook.com/stocks/SPMO/) | $11.5M | 71,185 | 2.5% | 1 |
| VANECK ETF TRUST | [SMH](https://holderbook.com/stocks/SMH/) | $10.9M | 16,651 | 2.3% | 1 |
| ISHARES TR | [IDV](https://holderbook.com/stocks/IDV/) | $10.7M | 259,436 | 2.3% | 1 |
| SPDR GOLD TR | [GLD](https://holderbook.com/stocks/GLD/) | $9.8M | 26,610 | 2.1% | 15 |
| ISHARES TR | [IVV](https://holderbook.com/stocks/IVV/) | $9.5M | 12,717 | 2.0% | 1 |
| ISHARES TR | [IWY](https://holderbook.com/stocks/IWY/) | $8.6M | 29,496 | 1.8% | 1 |
| ISHARES TR | [OEF](https://holderbook.com/stocks/OEF/) | $8.6M | 23,404 | 1.8% | 3 |
| INVESCO EXCH TRADED FD TR II | [QQQM](https://holderbook.com/stocks/QQQM/) | $8.4M | 27,564 | 1.8% | 9 |
| AMERICAN CENTY ETF TR | [AVDV](https://holderbook.com/stocks/AVDV/) | $8.3M | 80,328 | 1.8% | 1 |
| INVESCO QQQ TR | [QQQ](https://holderbook.com/stocks/QQQ/) | $6.8M | 9,270 | 1.5% | 12 |
| SPDR SERIES TRUST | [SPYM](https://holderbook.com/stocks/SPYM/) | $6.8M | 77,516 | 1.5% | 7 |
| ISHARES INC | [EMXC](https://holderbook.com/stocks/EMXC/) | $6.4M | 62,176 | 1.4% | 12 |
| FUNDX INVT TR | [XCOR](https://holderbook.com/stocks/XCOR/) | $5.9M | 64,774 | 1.3% | 1 |
| INVESCO EXCHANGE TRADED FD T | [XLG](https://holderbook.com/stocks/XLG/) | $5.3M | 86,797 | 1.1% | 1 |
| ALPHABET INC | [GOOGL](https://holderbook.com/stocks/GOOGL/) | $4.7M | 13,256 | 1.0% | 15 |
| ISHARES INC | [EWY](https://holderbook.com/stocks/EWY/) | $4.3M | 21,440 | 0.9% | 4 |
| ISHARES TR | [MTUM](https://holderbook.com/stocks/MTUM/) | $4.3M | 12,447 | 0.9% | 1 |
| DBX ETF TR | [SNPE](https://holderbook.com/stocks/SNPE/) | $3.7M | 54,115 | 0.8% | 1 |
| ISHARES TR | [AOR](https://holderbook.com/stocks/AOR/) | $3.7M | 53,294 | 0.8% | 1 |
| SCHWAB STRATEGIC TR | [SCHB](https://holderbook.com/stocks/SCHB/) | $3.5M | 121,340 | 0.7% | 2 |
| VANGUARD WORLD FD | [MGK](https://holderbook.com/stocks/MGK/) | $3.3M | 37,073 | 0.7% | 1 |
| FUNDX INVT TR | [XRLX](https://holderbook.com/stocks/XRLX/) | $3.2M | 64,454 | 0.7% | 1 |
| ISHARES TR | [AOM](https://holderbook.com/stocks/AOM/) | $3.1M | 62,530 | 0.7% | 1 |
| SERIES PORTFOLIOS TR | [CLOZ](https://holderbook.com/stocks/CLOZ/) | $3.1M | 116,451 | 0.7% | 5 |
| JANUS DETROIT STR TR | [JAAA](https://holderbook.com/stocks/JAAA/) | $3.1M | 60,433 | 0.7% | 3 |
| APPLE INC | [AAPL](https://holderbook.com/stocks/AAPL/) | $3.0M | 10,539 | 0.7% | 3 |
| SCHWAB STRATEGIC TR | [FNDF](https://holderbook.com/stocks/FNDF/) | $3.0M | 57,114 | 0.6% | 1 |
| ISHARES TR | [DSI](https://holderbook.com/stocks/DSI/) | $2.9M | 20,139 | 0.6% | 1 |
| ISHARES TR | [IJH](https://holderbook.com/stocks/IJH/) | $2.8M | 36,811 | 0.6% | 7 |
| ISHARES TR | [IGIB](https://holderbook.com/stocks/IGIB/) | $2.8M | 52,815 | 0.6% | 1 |
| ISHARES TR | [ILCG](https://holderbook.com/stocks/ILCG/) | $2.8M | 23,568 | 0.6% | 1 |
| SCHWAB STRATEGIC TR | [SCHG](https://holderbook.com/stocks/SCHG/) | $2.7M | 80,612 | 0.6% | 7 |
| ISHARES TR | [EMB](https://holderbook.com/stocks/EMB/) | $2.4M | 24,597 | 0.5% | 1 |
| VANGUARD INDEX FDS | [VUG](https://holderbook.com/stocks/VUG/) | $2.3M | 26,170 | 0.5% | 1 |
| INVESCO EXCH TRADED FD TR II | [PXF](https://holderbook.com/stocks/PXF/) | $2.2M | 29,466 | 0.5% | 1 |
| ISHARES TR | [SUSA](https://holderbook.com/stocks/SUSA/) | $2.2M | 14,234 | 0.5% | 1 |
| BLACKROCK ETF TRUST II | [CLOA](https://holderbook.com/stocks/CLOA/) | $2.2M | 41,745 | 0.5% | 1 |
| SCHWAB STRATEGIC TR | [SCHX](https://holderbook.com/stocks/SCHX/) | $2.1M | 71,613 | 0.4% | 1 |
| ISHARES TR | [AGG](https://holderbook.com/stocks/AGG/) | $1.9M | 19,182 | 0.4% | 1 |
| ISHARES TR | [AOK](https://holderbook.com/stocks/AOK/) | $1.7M | 40,858 | 0.4% | 1 |
| JPMORGAN CHASE & CO | [JPM](https://holderbook.com/stocks/JPM/) | $1.5M | 4,653 | 0.3% | 13 |
| VANECK ETF TRUST | [CLOB](https://holderbook.com/stocks/CLOB/) | $1.5M | 30,052 | 0.3% | 1 |
| INVESCO EXCHANGE TRADED FD T | [RPG](https://holderbook.com/stocks/RPG/) | $1.5M | 23,593 | 0.3% | 1 |
| ISHARES TR | [IGSB](https://holderbook.com/stocks/IGSB/) | $1.3M | 24,375 | 0.3% | 1 |
| SPDR SERIES TRUST | [EFIV](https://holderbook.com/stocks/EFIV/) | $1.3M | 17,261 | 0.3% | 1 |
| VANGUARD SCOTTSDALE FDS | [VONG](https://holderbook.com/stocks/VONG/) | $1.3M | 9,786 | 0.3% | 1 |
| UNION PAC CORP | [UNP](https://holderbook.com/stocks/UNP/) | $1.2M | 4,434 | 0.3% | 1 |
| SELECT SECTOR SPDR TR | [XLU](https://holderbook.com/stocks/XLU/) | $1.2M | 26,314 | 0.3% | 8 |
| SPDR SERIES TRUST | [XBI](https://holderbook.com/stocks/XBI/) | $1.2M | 7,514 | 0.3% | 1 |
| INVESCO EXCHANGE TRADED FD T | [PBW](https://holderbook.com/stocks/PBW/) | $1.1M | 28,505 | 0.2% | 1 |
| MICROSOFT CORP | [MSFT](https://holderbook.com/stocks/MSFT/) | $1.1M | 2,927 | 0.2% | 15 |
| ISHARES SILVER TR | [SLV](https://holderbook.com/stocks/SLV/) | $1.1M | 20,027 | 0.2% | 9 |
| ISHARES TR | [IWC](https://holderbook.com/stocks/IWC/) | $1.1M | 5,347 | 0.2% | 2 |
| FIDELITY COMWLTH TR | [ONEQ](https://holderbook.com/stocks/ONEQ/) | $1.0M | 9,910 | 0.2% | 1 |
| INTERNATIONAL BUSINESS MACHS | [IBM](https://holderbook.com/stocks/IBM/) | $998.6K | 3,551 | 0.2% | 6 |
| VANGUARD WORLD FD | [VSGX](https://holderbook.com/stocks/VSGX/) | $957.3K | 11,626 | 0.2% | 1 |
| FUNDX INVT TR | [XNAV](https://holderbook.com/stocks/XNAV/) | $951.7K | 9,757 | 0.2% | 1 |
| BERKSHIRE HATHAWAY INC DEL | [BRKB](https://holderbook.com/stocks/BRKB/) | $946.7K | 1,892 | 0.2% | 6 |
| ISHARES TR | [ITOT](https://holderbook.com/stocks/ITOT/) | $932.7K | 5,678 | 0.2% | 3 |
| PACER FDS TR | [COWZ](https://holderbook.com/stocks/COWZ/) | $923.2K | 14,843 | 0.2% | 1 |
| HOME DEPOT INC | [HD](https://holderbook.com/stocks/HD/) | $787.2K | 2,232 | 0.2% | 3 |
| BLUE OWL CAPITAL INC | [OWL](https://holderbook.com/stocks/OWL/) | $743.8K | 85,000 | 0.2% | 2 |
| ISHARES TR | [SOXX](https://holderbook.com/stocks/SOXX/) | $725.3K | 1,132 | 0.2% | 14 |
| UNITED STS COMMODITY INDEX F | [CPER](https://holderbook.com/stocks/CPER/) | $721.2K | 19,115 | 0.2% | 7 |
| INVESCO EXCH TRADED FD TR II | [QQMG](https://holderbook.com/stocks/QQMG/) | $703.8K | 13,739 | 0.2% | 1 |
| MORGAN STANLEY ETF TRUST | [CVIE](https://holderbook.com/stocks/CVIE/) | $694.4K | 8,168 | 0.1% | 1 |
| DIMENSIONAL ETF TRUST | [DFUV](https://holderbook.com/stocks/DFUV/) | $649.1K | 11,800 | 0.1% | 15 |
| RTX CORPORATION | [RTX](https://holderbook.com/stocks/RTX/) | $647.2K | 3,411 | 0.1% | 1 |
| ETF SER SOLUTIONS | [QTUM](https://holderbook.com/stocks/QTUM/) | $647.0K | 3,912 | 0.1% | 1 |
| PROCTER & GAMBLE CO | [PG](https://holderbook.com/stocks/PG/) | $637.9K | 4,350 | 0.1% | 3 |
| J P MORGAN EXCHANGE TRADED F | [JPUS](https://holderbook.com/stocks/JPUS/) | $635.0K | 4,528 | 0.1% | 1 |
| BLACKSTONE SECD LENDING FD | [BXSL](https://holderbook.com/stocks/BXSL/) | $615.0K | 25,940 | 0.1% | 3 |
| ISHARES TR | [IWF](https://holderbook.com/stocks/IWF/) | $614.9K | 4,952 | 0.1% | 1 |
| ISHARES BITCOIN TRUST ETF | [IBIT](https://holderbook.com/stocks/IBIT/) | $610.0K | 18,323 | 0.1% | 9 |
| NUSHARES ETF TR | [NULG](https://holderbook.com/stocks/NULG/) | $578.6K | 4,943 | 0.1% | 1 |
| SCHWAB STRATEGIC TR | [SCHD](https://holderbook.com/stocks/SCHD/) | $556.0K | 17,534 | 0.1% | 3 |
| NEW YORK LIFE INVESTMENTS ET | [QAI](https://holderbook.com/stocks/QAI/) | $524.7K | 14,337 | 0.1% | 1 |
| PRINCIPAL EXCHANGE TRADED FD | [USMC](https://holderbook.com/stocks/USMC/) | $490.5K | 6,617 | 0.1% | 1 |
| CVB FINL CORP | [CVBF](https://holderbook.com/stocks/CVBF/) | $477.6K | 21,181 | 0.1% | 1 |
| ISHARES TR | [DGRO](https://holderbook.com/stocks/DGRO/) | $467.6K | 6,170 | 0.1% | 3 |
| ISHARES TR | [EFV](https://holderbook.com/stocks/EFV/) | $464.4K | 6,067 | 0.1% | 1 |
| ISHARES TR | [CMF](https://holderbook.com/stocks/CMF/) | $463.1K | 8,035 | 0.1% | 1 |
| FIRST TR EXCHANGE-TRADED FD | [QCLN](https://holderbook.com/stocks/QCLN/) | $457.5K | 7,461 | 0.1% | 1 |
| ISHARES TR | [HDV](https://holderbook.com/stocks/HDV/) | $454.1K | 16,567 | 0.1% | 1 |
| VANGUARD SPECIALIZED FUNDS | [VIG](https://holderbook.com/stocks/VIG/) | $450.8K | 1,905 | 0.1% | 2 |
| INVESCO EXCH TRADED FD TR II | [IPKW](https://holderbook.com/stocks/IPKW/) | $443.0K | 7,865 | 0.1% | 1 |
| FIDELITY WISE ORIGIN BITCOIN | [FBTC](https://holderbook.com/stocks/FBTC/) | $426.3K | 8,350 | 0.1% | 9 |
| GOLDMAN SACHS ETF TR | [GSLC](https://holderbook.com/stocks/GSLC/) | $419.7K | 2,958 | 0.1% | 3 |
| VANGUARD INDEX FDS | [VB](https://holderbook.com/stocks/VB/) | $408.5K | 1,348 | 0.1% | 1 |
| LINDE PLC | [LIN](https://holderbook.com/stocks/LIN/) | $400.6K | 772 | 0.1% | 3 |
| NOVO-NORDISK A S | [NVO](https://holderbook.com/stocks/NVO/) | $383.5K | 8,000 | 0.1% | 4 |
| AMAZON COM INC | [AMZN](https://holderbook.com/stocks/AMZN/) | $382.5K | 1,605 | 0.1% | 13 |
| JOHNSON CONTROLS INTERNATION | [JCI](https://holderbook.com/stocks/JCI/) | $366.2K | 2,506 | 0.1% | 1 |

## What the disclosed book did

Not the fund's return. This is the change in value of the positions disclosed on Form 13F, had they been left untouched, against SPY over the same quarter ends.

| Quarter | Book | Market | Difference | Priced |
|---|---|---|---|---|
| Q2 2026 | +9.0% | +14.8% | -5.8% | 100% |
| Q1 2026 | -0.1% | -4.6% | +4.6% | 100% |
| Q4 2025 | +2.4% | +2.4% | +0.0% | 100% |
| Q3 2025 | +5.4% | +7.8% | -2.4% | 100% |
| Q2 2025 | +7.1% | +10.5% | -3.4% | 99% |
| Q1 2025 | -1.6% | -4.6% | +3.0% | 99% |
| Q4 2024 | +2.2% | +2.1% | +0.1% | 99% |
| Q3 2024 | +5.1% | +5.4% | -0.3% | 98% |

## Quarter by quarter

| Quarter | Value | Positions |
|---|---|---|
| Q2 2026 | $468.8M | 136 |
| Q1 2026 | $163.4M | 137 |
| Q4 2025 | $167.9M | 115 |
| Q3 2025 | $149.4M | 78 |
| Q2 2025 | $134.9M | 77 |
| Q1 2025 | $117.5M | 72 |
| Q4 2024 | $115.6M | 75 |
| Q3 2024 | $108.7M | 73 |
| Q2 2024 | $110.9M | 75 |
| Q1 2024 | $106.0M | 70 |
| Q4 2023 | $96.1M | 73 |
| Q3 2023 | $90.3M | 74 |