BASSO CAPITAL MANAGEMENT, L.P.
CIK 1287978
13F filing for Q2 2026・No. 4,055
- Holdings
- US$468.84M
- Quarter change
- +US$305.43M
- Entries
- 138
- Net bought (estimate)
- +US$227.58M
The quarter change is the holdings' value against the quarter before, price moves included — not what was bought or sold; each institution's page estimates that.
Net bought (estimate)
Each stock's change in shares at the quarter-end price, added up: a new position counts as bought, one sold out as sold, shares held long only. Splits are compared split-adjusted; corporate actions under a new CUSIP are not estimated. An estimate from the filings, not actual trades.
- New 81
- Sold out 83
- Cut 7
- Added 39
- Corporate actions 0
- Unchanged 8
Largest holdings
135 stocks worth US$405.91M, options and bonds left out.
| Stock | This quarter | Shares | Value | Weight |
|---|---|---|---|---|
| VOOVanguard S&P 500 ETFS&P 500 ETF SHS | Added | 69,593 | US$47.8M | 11.78% |
| VANGUARD INDEX FDSTOTAL STK MKT | Added | 69,521 | US$25.73M | 6.34% |
| PGIM ETF TRAAA CLO ETF | Added | 493,638 | US$25.31M | 6.24% |
| SPYSTATE STR SPDR S&P 500 ETF TTR UNIT | Cut | 26,424 | US$19.73M | 4.86% |
| IWMISHARES TRRUSSELL 2000 ETF | Added | 47,770 | US$14.35M | 3.54% |
| RSPINVESCO EXCHANGE TRADED FD TS&P500 EQL WGT | Added | 67,361 | US$14.33M | 3.53% |
| ISHARES TRMSCI USA VALUE | New | 68,959 | US$13.78M | 3.39% |
| INVESCO EXCH TRADED FD TR IIS&P 500 MOMNTM | New | 71,185 | US$11.5M | 2.83% |
| SMHVANECK ETF TRUSTSEMICONDUCTR ETF | New | 16,651 | US$10.92M | 2.69% |
| ISHARES TRINTL SEL DIV ETF | New | 259,436 | US$10.75M | 2.65% |
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Filings
The quarter's original 13F filings (SEC).
- 13F-HRFiled July 27, 2026SEC ↗
13F covers long positions in US-listed securities only; the data is SEC's, filed within 45 days of the quarter's end.