Basso Capital Management, L.P. ETF holdings
Stamford, CT
Reported $381.9M in 100 ETFs in its Form 13F for June 30, 2026.
ETF value
$381.9M
ETFs held
100
Change from prior quarter
+193.7%
With price moves
ETFs as a share of its 13F
94.1%
of $405.9M
Top 10 of 100 ETF holdings
| Ticker | Fund | Value | Shares | Change |
|---|---|---|---|---|
| VOO | Vanguard S&P 500 ETF | $47.8M | 69,593 | +14,618 shares |
| VTI | Vanguard Morningstar Total Stock Market ETF | $25.7M | 69,521 | +18,990 shares |
| PAAA | PGIM AAA CLO ETF | $25.3M | 493,638 | +323,695 shares |
| SPY | State Street SPDR S&P 500 ETF Trust | $19.7M | 26,424 | −381 shares |
| IWM | iShares Russell 2000 ETF | $14.4M | 47,770 | +7,248 shares |
| RSP | Invesco S&P 500 Equal Weight ETF | $14.3M | 67,361 | +18,892 shares |
| VLUE | iShares MSCI USA Value Factor ETF | $13.8M | 68,959 | New position |
| SPMO | Invesco S&P 500 Momentum ETF | $11.5M | 71,185 | New position |
| SMH | VanEck Semiconductor ETF | $10.9M | 16,651 | New position |
| IDV | iShares International Select Dividend ETF | $10.7M | 259,436 | New position |
90 more ETF positions
The full list comes with the Advisors and Institutions package.
Sign up to see them allFrom SEC Form 13F. Change compares June 30, 2026 with March 31, 2026. SEC filer ID (CIK) 0001287978. Filings on SEC EDGAR.
Frequently asked questions
What ETFs does Basso Capital Management, L.P. own?
Basso Capital Management, L.P. reported 100 ETF positions worth $381.9M in its Form 13F for June 30, 2026. The largest was VOO, at $47.8M.
Where does this data come from?
From the firm's own quarterly Form 13F filing with the SEC. It shows long positions at quarter end and can include holdings run for clients, so it isn't necessarily the firm's own money.
How current is it?
13F filings are due 45 days after each quarter ends. The next set is due around mid-November.