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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 7 of 7  ·  138 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
121 SPLV INVESCO EXCH TRADED FD TR II 3,559.0 $267K 0.06% NEW $74.90 +1.0%
122 SCHW SCHWAB CHARLES CORP Financial Services 2,850.0 $263K 0.06% NEW $92.27 +21.9%
123 MINT PIMCO ETF TR 2,582.0 $260K 0.06% NEW $100.81 -0.1%
124 MCD MCDONALDS CORP Consumer Cyclical 952.0 $257K 0.06% NEW $270.31 -0.2%
125 BAC BANK OF AMER CORP Financial Services 4,200.0 $239K 0.05% NEW $56.98 +9.2%
126 TSLA TESLA INC Consumer Cyclical 560.0 $236K 0.05% NEW $420.60 -15.7%
127 FRDM EA SERIES TRUST 3,216.0 $234K 0.05% NEW $72.90 -5.6%
128 EFAV ISHARES TR 2,646.0 $232K 0.05% NEW $87.71 +8.1%
129 SDG ISHARES TR 2,500.0 $224K 0.05% NEW $89.43 +5.2%
130 JNJ JOHNSON & JOHNSON Healthcare 875.0 $222K 0.05% NEW $253.97 +7.4%
131 CAT CATERPILLAR INC Industrials 208.0 $221K 0.05% NEW $1064.90 -23.7%
132 GEV GE VERNOVA INC Utilities 185.0 $217K 0.05% NEW $1174.86 -19.8%
133 CARR CARRIER GLOBAL CORPORATION Industrials 2,933.0 $215K 0.05% NEW $73.35 -19.7%
134 KWEB KRANESHARES TRUST 8,662.0 $212K 0.04% NEW $24.47 +7.8%
135 BMY BRISTOL-MYERS SQUIBB CO Healthcare 3,656.0 $211K 0.04% NEW $57.62 +17.4%
136 SHV ISHARES TR 1,900.0 $210K 0.04% NEW $110.35 -0.0%
137 IVW ISHARES TR 1,522.0 $209K 0.04% NEW $137.53 +0.9%
138 EWW ISHARES INC 2,771.0 $209K 0.04% NEW $75.27 +2.9%
Page 7 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%