13F Insight
DOSSIER · 13F-HR · Q2 2026

BASSO CAPITAL MANAGEMENT, L.P.

$469M in tracked AUM across 138 positions as of Q2 2026.

BC
CIK 0001287978 · last filed Jun 30, 2026
Total AUM
$469M
as of Q2 2026
Holdings
138
—
positions
Whale Score
53
53
tracked
Activity
—
no data
changes this Q
AI Analysis · Q2 2026

Portfolio Overview

Basso Capital Management, L.P. has reported a significant shift in its portfolio composition for the quarter ended September 30, 2025. The total portfolio value contracted sharply by 43.8%, decreasing from $134.93 million to $75.86 million. This reduction is not solely attributable to market performance but is driven largely by substantial capital reallocation, evidenced by the liquidation of 25 positions and the initiation of 14 new ones.

The fund currently holds 39 pos...

Key Holdings

The portfolio is anchored by two major equity ETFs: SPDR S&P 500 ETF Trust (SPY) and Invesco S&P 500 Equal Weight ETF (RSP). Together, these constitute nearly 42% of the portfolio ($18.07M and $13.61M respectively). This dual allocation suggests a desire for S&P 500 exposure while mitigating the concentration risk inherent in market-cap-weighted indices (via RSP).

Analysis generated by 13F Insight from SEC Form 13F filing data · Q2 2026. Methodology

Quarter at a glance — Q2 2026

Position-change comparison pending.

No quarter-over-quarter changes available.

Top 10 holdings

By portfolio weight as of Q2 2026.

#HoldingValueSharesWeight
01
SPY
STATE STR SPDR S&P 500 ETF T
$76M101K16.2%02
VOO
VANGUARD INDEX FDS
$48M70K10.2%03
VTI
VANGUARD INDEX FDS
$26M70K5.5%04
PAAA
PGIM ETF TR
$25M494K5.4%05
IWM
ISHARES TR
$21M70K4.5%06
RSP
INVESCO EXCHANGE TRADED FD T
$14M67K3.1%07
VLUE
ISHARES TR
$14M69K2.9%08
SPMO
INVESCO EXCH TRADED FD TR II
$11M71K2.5%09
SMH
VANECK ETF TRUST
$11M17K2.3%10
IDV
ISHARES TR
$11M259K2.3%

Filing history

2026Q2Jun 30
$469M▲ 186.9%
138 positionsView →2026Q1Mar 31
$163M▼ 2.7%
137 positionsView →2025Q4Dec 31
$168M▲ 121.4%
115 positionsView →2025Q3Sep 30
$76M▼ 43.8%
39 positionsLocked2025Q2Jun 30
$135M▲ 14.9%
77 positionsLocked2025Q1Mar 31
$117M▲ 1.6%
72 positionsLocked2024Q4Dec 31
$116M▲ 6.4%
75 positionsLocked2024Q3Sep 30
$109M▼ 2.1%
73 positionsLocked2024Q2Jun 30
$111M▲ 4.7%
75 positionsLocked2024Q1Mar 31
$106M▲ 10.3%
70 positionsLocked2023Q4Dec 31
$96M▲ 6.3%
73 positionsLocked2023Q3Sep 30
$90M▼ 0.1%
75 positionsLocked
Showing 12 of 87