BASSO CAPITAL MANAGEMENT, L.P.
Q2 2026 13F Holdings
- Locationstamford, CT
- Num holdings
138
- Value ($000)
$468,837
- Date Filed 07/27/2026
- Form type13F-HR
- CIK 0001287978
- All SEC filings
- NoteHoldings aggregated across “other managers” listed in original SEC filing, see here for detailed holdings broken out by other managers
Compare Q2 2026 toSelect Quarter
Issuer Name | Class | CUSIP | VALUE | % | Shares | Principal | Option Type |
|---|---|---|---|---|---|---|---|
STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | $56.01M | 12 % | 75,000 | put | |
VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | $47.8M | 10 % | 69,593 | ||
VANGUARD INDEX FDS | TOTAL STK MKT | 922908769 | $25.73M | 6 % | 69,521 | ||
PGIM ETF TR | AAA CLO ETF | 69344A834 | $25.31M | 5 % | 493,638 | ||
STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | $19.73M | 4 % | 26,424 | ||
ISHARES TR | RUSSELL 2000 ETF | 464287655 | $14.35M | 3 % | 47,770 | ||
INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | $14.33M | 3 % | 67,361 | ||
ISHARES TR | MSCI USA VALUE | 46432F388 | $13.78M | 3 % | 68,959 | ||
INVESCO EXCH TRADED FD TR II | S&P 500 MOMNTM | 46138E339 | $11.5M | 3 % | 71,185 | ||
VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | $10.92M | 2 % | 16,651 |
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