Basso Capital Management
Basso Capital Management reported 157 stocks worth $427M in its 13F filing for Q3 2026, filed Oct 30, 2026. Its largest holdings are VOO (12.8%), VTI (6.2%) and PAAA (5.4%). Compared with Q2 2026, the fund opened new positions in IWN, FELV and FLTR, added to VOO, VTI and SPY, trimmed PAAA, IWM and SMH and sold out of EMB, RPG and PBW.
Holdings
| # | Stock | Value | Weight | Shares | Change | Shares, 8 qtrs | Held |
|---|---|---|---|---|---|---|---|
| 1 |  VOO Vanguard S&P 500 ETF | $54.6M | 12.8% | 78K | +8,256 (+12%) | 8 of 8 | |
| 2 |  VTI Vanguard Total Stock Market ETF | $26.6M | 6.2% | 71K | +1,674 (+2%) | 8 of 8 | |
| 3 |  PAAA Pgim Aaa Clo ETF | $22.9M | 5.4% | 447K | −47K (−9%) | 6 of 8 | |
| 4 |  SPY Spdr S&P 500 ETF TR | $20.5M | 4.8% | 27K | +419 (+2%) | 8 of 8 | |
| 5 |  RSP Invesco Exchange Traded FD T | $17.2M | 4.0% | 83K | +15K (+23%) | 8 of 8 | |
| 6 |  VLUE Ishares TR | $14.1M | 3.3% | 71K | +2,070 (+3%) | 2 of 8 | |
| 7 |  IWM Ishares TR | $12.3M | 2.9% | 44K | −3,389 (−7%) | 8 of 8 | |
| 8 |  SPMO Invesco S&P | $11.9M | 2.8% | 79K | +7,550 (+11%) | 2 of 8 | |
| 9 |  GLD Spdr Gold TR | $10.4M | 2.4% | 27K | +795 (+3%) | 8 of 8 | |
| 10 |  IVV Ishares TR | $10.3M | 2.4% | 13K | +674 (+5%) | 2 of 8 |
Positions at Sep 30, 2026, as reported. Change is against the fund's Q2 2026 filing; weight is the share of the fund's reported stocks.
Sold out
held in Q2 2026, gone in Q3 2026| Stock | Value last quarter | Shares sold |
|---|---|---|
 EMB Ishares TR | $2.4M | 25K |
 RPG Invesco Exchange Traded FD T | $1.5M | 24K |
 PBW Invesco Exchange Traded FD T | $1.1M | 29K |
 HD Home Depot Inc | $787K | 2,232 |
 QAI New York Life Investments ET | $525K | 14K |
🔒 Free account: see all 14.
Options
valued at the underlying sharesReported value
last 8 quartersThe value of the US stocks the fund reported, at quarter end prices. It moves with the market as well as with buying and selling.
Filings for Q3 2026
straight from the SEC| Filed | Form | Quarter | |
|---|---|---|---|
| Oct 30, 2026 | 13F-HR | Q3 2026 | SEC filing ↗ |
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All hedge fund holdings →Basso Capital Management 13F FAQ
What does Basso Capital Management own?
Basso Capital Management reported 157 stocks worth $427M in its 13F filing for Q3 2026, filed Oct 30, 2026. Its largest holdings are VOO (12.8%), VTI (6.2%) and PAAA (5.4%). The table above lists every position in the filing (the top 10 without an account).
What did Basso Capital Management buy and sell in Q3 2026?
Compared with Q2 2026: 36 new positions, 55 added to, 36 trimmed and 14 sold out. New positions include IWN, FELV and FLTR. It sold all of EMB, RPG and PBW.
When will Basso Capital Management file its next 13F?
Holdings as of Dec 31, 2026 are due by Feb 15, 2027. The filing appears on this page within minutes of reaching the SEC.
How much is Basso Capital Management's portfolio worth?
The Q3 2026 filing reports $427M in US stocks ($465M including options). That leaves out cash, bonds, short positions and most foreign holdings, so the fund's total assets are usually larger.
For informational and educational purposes only. Not investment advice, and not a recommendation to buy or sell any security. Holdings come from the fund's SEC Form 13F filings as reported and show positions at the end of the quarter, up to 45 days before the filing. The fund may have changed its positions since. A 13F leaves out short positions, cash, bonds and most foreign holdings. See all hedge fund holdings.