BASSO CAPITAL MANAGEMENT, L.P. — 13F holdings

BASSO CAPITAL MANAGEMENT, L.P. reported 138 holdings worth $469M in its 13F filing for Q2 2026, filed July 27, 2026.

Largest positions

  1. SPY SPDR S&P 500 ETF TR — $75.7M (16.2%)
  2. VOO VANGUARD INDEX FDS — $47.8M (10.2%)
  3. VTI VANGUARD INDEX FDS — $25.7M (5.5%)
  4. PAAA PGIM ETF TR — $25.3M (5.4%)
  5. IWM ISHARES TR — $21.0M (4.5%)
  6. RSP INVESCO EXCHANGE TRADED FD T — $14.3M (3.1%)
  7. VLUE ISHARES TR — $13.8M (2.9%)
  8. SPMO INVESCO EXCH TRADED FD TR II — $11.5M (2.5%)
  9. SMH VANECK ETF TRUST — $10.9M (2.3%)
  10. IDV ISHARES TR — $10.7M (2.3%)