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Portfolio (Quarterly) Guide ↗

BASSO CAPITAL MANAGEMENT, L.P.

· CIK 0001287978
13F Portfolio $469M AUM 138 positions Filed Jul 27, 2026 EDGAR ↗ ← All Funds
Q2 2026 · All 138 New
Page 3 of 7  ·  138 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
41 SCHG SCHWAB STRATEGIC TR 80,612.0 $2.7M 0.58% NEW $33.84 +4.4%
42 EMB ISHARES TR 24,597.0 $2.4M 0.51% NEW $96.44 -1.2%
43 VUG VANGUARD INDEX FDS 26,170.0 $2.3M 0.48% NEW $86.14 +1.5%
44 PXF INVESCO EXCH TRADED FD TR II 29,466.0 $2.2M 0.47% NEW $75.64 +5.5%
45 SUSA ISHARES TR 14,234.0 $2.2M 0.47% NEW $154.30 +2.2%
46 CLOA BLACKROCK ETF TRUST II 41,745.0 $2.2M 0.46% NEW $51.91 +0.1%
47 SCHX SCHWAB STRATEGIC TR 71,613.0 $2.1M 0.45% NEW $29.43 +2.6%
48 AGG ISHARES TR 19,182.0 $1.9M 0.41% NEW $98.98 -1.1%
49 AOK ISHARES TR 40,858.0 $1.7M 0.36% NEW $41.48 -0.1%
50 JPM JPMORGAN CHASE & CO Financial Services 4,653.0 $1.5M 0.33% NEW $327.33 +8.6%
51 CLOB VANECK ETF TRUST 30,052.0 $1.5M 0.32% NEW $50.51 -0.1%
52 RPG INVESCO EXCHANGE TRADED FD T 23,593.0 $1.5M 0.32% NEW $63.85 -9.7%
53 IGSB ISHARES TR 24,375.0 $1.3M 0.27% NEW $52.41 -0.4%
54 EFIV SPDR SERIES TRUST 17,261.0 $1.3M 0.27% NEW $72.93 +2.9%
55 VONG VANGUARD SCOTTSDALE FDS 9,786.0 $1.3M 0.27% NEW $127.81 -1.8%
56 UNP UNION PAC CORP Industrials 4,434.0 $1.2M 0.26% NEW $272.00 +13.7%
57 XLU SELECT SECTOR SPDR TR 26,314.0 $1.2M 0.25% NEW $45.34 -4.6%
58 XBI SPDR SERIES TRUST 7,514.0 $1.2M 0.25% NEW $158.25 +6.7%
59 PBW INVESCO EXCHANGE TRADED FD T 28,505.0 $1.1M 0.24% NEW $39.01 -16.0%
60 MSFT MICROSOFT CORP Technology 2,927.0 $1.1M 0.23% NEW $373.02 +31.2%
Page 3 of 7  ·  138 positions

Period Price is the implied market price on the last day of the reporting period, calculated as reported value ÷ shares held. It is not the fund's purchase price or cost basis — the fund may have initiated or added to the position at any point during the quarter at a different price. Since Period shows the price change from that quarter-end snapshot to today's last price — it reflects stock movement after the report date, not the fund's actual return.

Sector Allocation
Financial Services 72.4%
Technology 8.8%
Communication Services 7.6%
Industrials 4.7%
Consumer Cyclical 2.7%
Healthcare 1.3%
Consumer Defensive 1.0%
Basic Materials 0.6%
Real Estate 0.4%
Utilities 0.3%