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BCM
Basso Capital Management Portfolio holdings
AUM
$469M
Turnover
75.57%
1-Year Est. Return
32.23%
This Fund
S&P 500
This Quarter Est. Return
+16.58%
1 Year Est. Return
+32.23%
3 Year Est. Return
+85.51%
5 Year Est. Return
+126.61%
10 Year Est. Return
+179.99%
AUM
$469M
AUM Growth
+$305M
(+187%)
Cap. Flow
+$217M
Cap. Flow % of AUM
Cap. Flow %
46.28%
Top 10 Holdings %
Top 10 Hldgs %
51.07%
Holding
221
New
84
Increased
39
Reduced
7
Closed
83
Avg Time Held
Equity + Options
0.6
years
Top 10 Avg Time Held
Equity + Options
1.5
years
Top 20 Avg Time Held
Equity + Options
0.9
years
Avg Time Held Equity only
0.6
years
Top 10 Avg Time Held Equity only
1.5
years
Top 20 Avg Time Held Equity only
0.9
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PGIM AAA CLO ETF
PAAA
|
+$16.6M |
| 2 |
iShares MSCI USA Value Factor ETF
VLUE
|
+$12.4M |
| 3 |
iShares International Select Dividend ETF
IDV
|
+$11.4M |
| 4 |
Invesco S&P 500 Momentum ETF
SPMO
|
+$10M |
| 5 |
Vanguard S&P 500 ETF
VOO
|
+$9.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MPLX
MPLX
|
+$4.06M |
| 2 |
Energy Transfer Partners
ET
|
+$3.81M |
| 3 |
Invesco DB US Dollar Index Bullish Fund
UUP
|
+$2.63M |
| 4 |
Enterprise Products Partners
EPD
|
+$2.37M |
| 5 |
iShares Silver Trust
SLV
|
+$2.36M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.96% |
| 2 | Financials | 1.31% |
| 3 | Technology | 1.16% |
| 4 | Communication Services | 1.09% |
| 5 | Industrials | 0.67% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$817B
| $56M | 11.95% |
+75,000
| New | +$54.4M |
2026 Q2
0 quarters
|
|
|
2
Vanguard S&P 500 ETF
VOO
$1.04T
| $47.8M | 10.19% |
69,593
+14,618
| +27% | +$9.7M |
2022 Q4
14 quarters
|
|
3
Vanguard Morningstar Total Stock Market ETF
VTI
$692B
| $25.7M | 5.49% |
69,521
+18,990
| +38% | +$6.79M |
2022 Q4
14 quarters
|
|
|
4
PGIM AAA CLO ETF
PAAA
$14.4B
| $25.3M | 5.4% |
493,638
+323,695
| +190% | +$16.6M |
2025 Q2
4 quarters
|
|
|
5
State Street SPDR S&P 500 ETF Trust
SPY
$817B
| $19.7M | 4.21% |
26,424
-381
| -1% | -$276K |
2022 Q2
16 quarters
|
|
6
iShares Russell 2000 ETF
IWM
$77.8B
| $14.4M | 3.06% |
47,770
+7,248
| +18% | +$2.04M |
2024 Q3
7 quarters
|
|
7
Invesco S&P 500 Equal Weight ETF
RSP
$98.6B
| $14.3M | 3.06% |
67,361
+18,892
| +39% | +$3.87M |
2022 Q4
14 quarters
|
|
|
8
iShares MSCI USA Value Factor ETF
VLUE
$9.05B
| $13.8M | 2.94% |
+68,959
| New | +$12.4M |
2026 Q2
0 quarters
|
|
|
9
Invesco S&P 500 Momentum ETF
SPMO
$21.9B
| $11.5M | 2.45% |
+71,185
| New | +$10M |
2026 Q2
0 quarters
|
|
10
VanEck Semiconductor ETF
SMH
$66.5B
| $10.9M | 2.33% |
+16,651
| New | +$9.09M |
2026 Q2
0 quarters
|
|
|
11
iShares International Select Dividend ETF
IDV
$8.25B
| $10.7M | 2.29% |
+259,436
| New | +$11.4M |
2026 Q2
0 quarters
|
|
12
SPDR Gold Trust
GLD
$140B
| $9.8M | 2.09% |
26,610
+2,699
| +11% | +$1.12M |
2022 Q4
14 quarters
|
|
13
iShares Core S&P 500 ETF
IVV
$884B
| $9.5M | 2.03% |
+12,717
| New | +$9.26M |
2026 Q2
0 quarters
|
|
14
iShares Russell Top 200 Growth ETF
IWY
$16.3B
| $8.57M | 1.83% |
+29,496
| New | +$8.33M |
2026 Q2
0 quarters
|
|
15
iShares S&P 100 ETF
OEF
$20.5B
| $8.56M | 1.83% |
23,404
+23,104
| +7,701% | +$8.28M |
2025 Q4
2 quarters
|
|
16
Invesco NASDAQ 100 ETF
QQQM
$107B
| $8.35M | 1.78% |
27,564
+24,697
| +861% | +$7M |
2024 Q2
8 quarters
|
|
17
Avantis International Small Cap Value ETF
AVDV
$20B
| $8.28M | 1.77% |
+80,328
| New | +$8.55M |
2026 Q2
0 quarters
|
|
18
Invesco QQQ Trust
QQQ
$485B
| $6.83M | 1.46% |
9,270
+8,025
| +645% | +$5.52M |
2023 Q3
11 quarters
|
|
19
State Street SPDR Portfolio S&P 500 ETF
SPYM
$183B
| $6.81M | 1.45% |
77,516
+76,934
| +13,219% | +$6.56M |
2024 Q4
6 quarters
|
|
|
20
PUT
iShares Russell 2000 ETF
IWM
$77.8B
| $6.61M | 1.41% |
+22,000
| New | +$6.18M |
2026 Q2
0 quarters
|
|
21
iShares MSCI Emerging Markets ex China ETF
EMXC
$24.8B
| $6.36M | 1.36% |
62,176
+20,044
| +48% | +$1.89M |
2023 Q3
11 quarters
|
|
22
FundX ETF
XCOR
$181M
| $5.87M | 1.25% |
+64,774
| New | +$5.6M |
2026 Q2
0 quarters
|
|
23
Invesco S&P 500 Top 50 ETF
XLG
$11.8B
| $5.31M | 1.13% |
+86,797
| New | +$5.3M |
2026 Q2
0 quarters
|
|
24
Alphabet (Google) Class A
GOOGL
$4.21T
| $4.74M | 1.01% |
13,256
+1,915
| +17% | +$689K |
2022 Q4
14 quarters
|
|
25
iShares MSCI South Korea ETF
EWY
$22.5B
| $4.33M | 0.92% |
21,440
+11,348
| +112% | +$2M |
2025 Q3
3 quarters
|
|
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Basso Capital Management's Q2 2026 Portfolio in Review
As of Q2 2026, Basso Capital Management held 221 positions worth $469M, up 187% from $163M the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Basso Capital Management deployed $217M of net new capital in Q2 2026, opening 84 new positions and adding to 39 existing holdings. Its largest new stake was iShares MSCI USA Value Factor ETF: 68,959 shares worth $13.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 80% a quarter earlier, followed by Financials and Technology.
On the sell side, the largest reduction was iShares Silver Trust, an estimated $2.36M trimmed.
- Basso Capital Management's largest Q2 2026 buy was iShares MSCI USA Value Factor ETF: 68,959 shares worth $13.8M.
- Basso Capital Management added most to PGIM AAA CLO ETF in Q2 2026, an estimated $16.6M increase.
- Basso Capital Management's biggest Q2 2026 reduction was iShares Silver Trust, cutting an estimated $2.36M.
- Basso Capital Management fully exited MPLX in Q2 2026, selling an estimated $4.06M.
- Basso Capital Management's ten largest holdings make up 51% of its $469M portfolio in Q2 2026.
- Basso Capital Management opened 84 new positions and closed 83 in Q2 2026.
- Basso Capital Management's portfolio value rose 187% quarter-over-quarter to $469M.
Based on Basso Capital Management's 13F filing for Q2 2026, filed 27 Jul 2026.