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 Index Fds (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 Index Fds	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
SPYState Str Spdr S&p 500 ETF T	4.9%	10.7%	26,424	-1.4%	$19.7M
IWMIshares Tr	3.5%	6.2%	47,770	+17.9%	$14.4M
RSPInvesco Exchange Traded Fd T	3.5%	5.7%	67,361	+39.0%	$14.3M
VLUEIshares Tr	3.4%	—	68,959	—	$13.8M
SPMOInvesco Exch Traded Fd Tr II	2.8%	—	71,185	—	$11.5M
SMHVaneck ETF Trust	2.7%	—	16,651	—	$10.9M
IDVIshares Tr	2.6%	—	259,436	—	$10.7M
GLDSpdr Gold Tr	2.4%	6.3%	26,610	+11.3%	$9.8M
IVVIshares Tr	2.3%	—	12,717	—	$9.5M
IWYIshares Tr	2.1%	—	29,496	—	$8.6M
OEFIshares Tr	2.1%	—	23,404	—	$8.6M
QQQMInvesco Exch Traded Fd Tr II	2.1%	0.4%	27,564	+861.4%	$8.4M
AVDVAmerican Centy ETF Tr	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 Exchange Traded Fd T	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 Tr	1.1%	—	12,447	—	$4.3M
SNPEDbx ETF Tr	0.9%	—	54,115	—	$3.7M
AORIshares Tr	0.9%	—	53,294	—	$3.7M
SCHBSchwab Strategic Tr	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
CLOZSeries Portfolios Tr	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 Tr	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 Strategic Tr	0.7%	—	80,612	—	$2.7M
EMBIshares Tr	0.6%	—	24,597	—	$2.4M
VUGVanguard Index Fds	0.6%	—	26,170	—	$2.3M
PXFInvesco Exch Traded Fd Tr II	0.5%	—	29,466	—	$2.2M
SUSAIshares Tr	0.5%	—	14,234	—	$2.2M
CLOABlackrock ETF Trust II	0.5%	—	41,745	—	$2.2M
SCHXSchwab Strategic 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 ETF Trust	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 Exch Traded Fd Tr II+861.4% shares
QQQ Invesco Qqq Tr+644.6% shares
IJH Ishares Tr+194.4% shares
PAAA Pgim ETF Tr+190.5% shares
CLOZ Series Portfolios Tr+164.3% shares
EWY Ishares Inc+112.4% shares
EMXC Ishares Inc+47.6% shares
RSP Invesco Exchange Traded Fd T+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 Inc Newwas 1.4%
WMB Williams Coswas 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, bought the trading day after each 13F was filed and held until the next one was: what copying this filer could have earned. 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 Index Fds (VOO) at 11.8%, Vanguard Index Fds (VTI) at 6.3%, Pgim ETF Tr (PAAA) at 6.2%, State Str Spdr S&p 500 ETF T (SPY) at 4.9% and Ishares Tr (IWM) at 3.5%.

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

In Q2 2026, Basso Capital Management, L.P. added Invesco Exch Traded Fd Tr II (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.