Q2 2026 13F · SEC CIK 1287978

Basso Capital Management, L.P.

Wealth managerFiled 2026-07-27 for Q2 2026. Open the filing ↗ · All SEC filings ↗

Reported 13F value: $405.9M
Reported positions: 135
Top holdings a year, 3 yrs: +17.8%
Assets under management: $2.6B

Basso Capital Management, L.P. is a wealth manager that reported 135 positions worth $405.9M in its Q2 2026 13F, filed 2026-07-27. Its largest holdings were Vanguard S&p 500 ETF (VOO, 11.8%), Vanguard Index Fds (VTI, 6.3%), Pgim ETF Tr (PAAA, 6.2%). A portfolio copying its top holdings returned 17.8% a year over the last 3 years, against 20.4% for the S&P 500.

Basso Capital Management, L.P. holdings largest 50 of 135 positions.

Weights are shares of the filer's total reported 13F value, compared with Q1 2026. Share changes may reflect splits; weight changes also reflect price moves. A 13F shows long US-listed positions only, up to 135 days after the fact.

Basso Capital Management, L.P. 13F holdings
Stock	% of 13F value	Q1 2026	Shares	Share change	Reported value
VOOVanguard S&p 500 ETF	11.8%	20.1%	69,593	+26.6%	$47.8M
VTIVanguard Index Fds	6.3%	9.9%	69,521	+37.6%	$25.7M
PAAAPgim ETF Tr	6.2%	5.3%	493,638	+190.5%	$25.3M
SPYSpdr S&p 500 ETF Tr	4.9%	10.7%	26,424	-1.4%	$19.7M
IWMIshares	3.5%	6.2%	47,770	+17.9%	$14.4M
RSPInvesco S&p 500 Equal Weight ETF	3.5%	5.7%	67,361	+39.0%	$14.3M
VLUEIshares	3.4%	—	68,959	—	$13.8M
SPMOInvesco Exch Traded Fd Tr II	2.8%	—	71,185	—	$11.5M
SMHVaneck Semiconductor ETF	2.7%	—	16,651	—	$10.9M
IDVIshares Tr	2.6%	—	259,436	—	$10.7M
GLDSpdr Gold Shares	2.4%	6.3%	26,610	+11.3%	$9.8M
IVVIshares Core S&p 500 ETF	2.3%	—	12,717	—	$9.5M
IWYIshares Russell Top 200 Growth ETF	2.1%	—	29,496	—	$8.6M
OEFIshares S&p 100 ETF	2.1%	—	23,404	—	$8.6M
QQQMInvesco Nasdaq 100 ETF	2.1%	0.4%	27,564	+861.4%	$8.4M
AVDVAvantis International Small Cap Value Et	2.0%	—	80,328	—	$8.3M
QQQInvesco Qqq Tr	1.7%	0.4%	9,270	+644.6%	$6.8M
SPLGSpdr Series Trust	1.7%	—	77,516	—	$6.8M
EMXCIshares Inc	1.6%	2.0%	62,176	+47.6%	$6.4M
XCORFundX ETF	1.4%	—	64,774	—	$5.9M
XLGInvesco S&P 500 Top 50 ETF Total	1.3%	—	86,797	—	$5.3M
GOOGLAlphabet Inc	1.2%	2.0%	13,256	+16.9%	$4.7M
EWYIshares Inc	1.1%	0.8%	21,440	+112.4%	$4.3M
MTUMIshares Msci USA Momentum Factor ETF	1.1%	—	12,447	—	$4.3M
SNPEDbx ETF Tr	0.9%	—	54,115	—	$3.7M
AORIshares Tr	0.9%	—	53,294	—	$3.7M
SCHBSchwb US Broad	0.9%	—	121,340	—	$3.5M
MGKVanguard World Fd	0.8%	—	37,073	—	$3.3M
XRLXFundx Invt Tr	0.8%	—	64,454	—	$3.2M
AOMIshares Tr	0.8%	—	62,530	—	$3.1M
CLOZEldridge Bbb-B Clo ETF	0.8%	0.7%	116,451	+164.3%	$3.1M
JAAAJanus Detroit Str Tr	0.8%	—	60,433	—	$3.1M
AAPLApple Inc	0.8%	—	10,539	—	$3.0M
FNDFSchwab Strategic Tr	0.7%	—	57,114	—	$3.0M
DSIiShares ESG MSCI KLD 400 ETF	0.7%	—	20,139	—	$2.9M
IJHIshares Tr	0.7%	0.5%	36,811	+194.4%	$2.8M
IGIBIshares Tr	0.7%	—	52,815	—	$2.8M
JKEIshares Tr	0.7%	—	23,568	—	$2.8M
SCHGSchwab U.s. Large-Cap Growth ETF	0.7%	—	80,612	—	$2.7M
EMBIshares Tr	0.6%	—	24,597	—	$2.4M
VUGVanguard Indx Fd	0.6%	—	26,170	—	$2.3M
PXFInvesco Tr II Rafi ETF Developed Marke	0.5%	—	29,466	—	$2.2M
SUSAiShares MSCI USA ESG Select ETF	0.5%	—	14,234	—	$2.2M
CLOABlackrock ETF Trust II	0.5%	—	41,745	—	$2.2M
SCHXSchwab Stratgc Tr	0.5%	—	71,613	—	$2.1M
AGGIshares Tr	0.5%	—	19,182	—	$1.9M
AOKIshares Tr	0.4%	—	40,858	—	$1.7M
JPMJpmorgan Chase & Co	0.4%	—	4,653	—	$1.5M
CLOBVaneck	0.4%	—	30,052	—	$1.5M
RPGInvesco Exchange Traded Fd T	0.4%	—	23,593	—	$1.5M

What Basso Capital Management, L.P. bought and sold in Q2 2026, against Q1 2026.

New positions

Q1 2026's filing was too long to tell new positions apart.

Added to

QQQM Invesco Nasdaq 100 ETF+861.4% shares
QQQ Invesco Qqq Tr+644.6% shares
IJH Ishares Tr+194.4% shares
PAAA Pgim ETF Tr+190.5% shares
CLOZ Eldridge Bbb-B Clo ETF+164.3% shares
EWY Ishares Inc+112.4% shares
EMXC Ishares Inc+47.6% shares
RSP Invesco S&p 500 Equal Weight ETF+39.0% shares

Reduced

No position shrank by more than 5%.

Left the top 50

MPLX Mplx LPwas 2.5%
ETPC Energy Transfer L Pwas 2.3%
SLV Ishares Silver Trwas 2.3%
UUP Invesco Db US Dlr Index Trwas 1.6%
EPD Enterprise Prods Partners Lwas 1.5%
OKE Oneok Incwas 1.4%
WMB Williams Companieswas 1.4%
WES Western Midstream Partners LPwas 1.1%

Share counts compared with the Q1 2026 13F; a split also changes share counts. The latest filing lists more than 50 positions, so a position that left the top 50 may still be held.

How the holdings did against the S&P 500.

1 year: +18.4% /yr; S&P 500 +20.1%
3 years: +17.8% /yr; S&P 500 +20.4%
5 years: +12.6% /yr; S&P 500 +11.6%

A portfolio of the filer's 20 largest 13F positions, weighted by value and rebuilt each quarter on the day the filing became public. 13Fs show long US-listed positions only, so this is an estimate of the stock picks, not the fund's reported returns.

Reported 13F value by quarter.

13F value by quarter
Quarter	13F value	Positions
Q2 2026	$405.9M	135
Q1 2026	$163.4M	137
Q4 2025	$167.9M	115
Q3 2025	$149.4M	78
Q2 2025	$134.9M	77
Q1 2025	$117.5M	72
Q4 2024	$115.6M	75
Q3 2024	$108.7M	73
Q2 2024	$110.9M	75
Q1 2024	$106.0M	70
Q4 2023	$96.1M	73
Q3 2023	$90.3M	74

Questions about Basso Capital Management, L.P.'s portfolio

What stocks does Basso Capital Management, L.P. own?

Basso Capital Management, L.P.'s latest 13F, for Q2 2026 and filed Jul 27, 2026, lists 135 positions worth $405.9M. The largest are Vanguard S&p 500 ETF (VOO) at 11.8%, Vanguard Index Fds (VTI) at 6.3%, Pgim ETF Tr (PAAA) at 6.2%, Spdr S&p 500 ETF Tr (SPY) at 4.9% and Ishares (IWM) at 3.5%.

What did Basso Capital Management, L.P. buy last quarter?

In Q2 2026, Basso Capital Management, L.P. added Invesco Nasdaq 100 ETF (QQQM) (+861.4% shares), Invesco Qqq Tr (QQQ) (+644.6% shares) and Ishares Tr (IJH) (+194.4% shares), compared with its Q1 2026 filing.

What did Basso Capital Management, L.P. sell last quarter?

In Q2 2026, Basso Capital Management, L.P. cut from its top 50 Mplx LP (MPLX), cut from its top 50 Energy Transfer L P (ETPC), cut from its top 50 Ishares Silver Tr (SLV), cut from its top 50 Invesco Db US Dlr Index Tr (UUP) and cut from its top 50 Enterprise Prods Partners L (EPD), compared with its Q1 2026 filing.

How has Basso Capital Management, L.P.'s portfolio performed?

A portfolio copying Basso Capital Management, L.P.'s 20 largest 13F holdings each quarter, from the day each filing was public, returned +17.8% a year over the last 3 years, against +20.4% for the S&P 500. Over 1 year: +18.4% against +20.1%. Over 5 years: +12.6% a year against +11.6%.

When is Basso Capital Management, L.P.'s next 13F filing due?

13F filings are due 45 days after each quarter ends. Basso Capital Management, L.P.'s filing for the quarter ending Sep 30, 2026 is due by Nov 14, 2026; this page updates the day after it is published.

How much money does Basso Capital Management, L.P. manage?

Basso Capital Management, L.P. reported $2.6B of regulatory assets under management on its latest SEC Form ADV. Its 13F, which covers only US-listed stocks and options, totals $405.9M.