Basso Capital Management, L.P.
In its 13F for Q2 2026 (holdings as of June 30, 2026, filed July 27, 2026), Basso Capital Management, L.P. reported 135 stock positions worth $405.9 million. Its top holding was Vanguard S&P 500 ETF (VOO) at 11.8% of the portfolio, followed by VG Morningstar TS MKT ETF-US (VTI, 6.3%) and Pgim Aaa Clo ETF (PAAA, 6.2%). Compared with Q1 2026, it opened 81 new positions, sold out of 83, added to 39 and reduced 7. The biggest buy was a new position in iShares MSCI USA Value Facto (VLUE) and the biggest sale SS SPDR S&P 500 ETF Trust-US (SPY, shares −1%).
- Most Recent 13F
- Q2 2026
- Location
- STAMFORD, CT
- CIK
- 0001287978
- Portfolio Value
- $405.9M (Q2 2026)
- SEC Filing
- 0001420506-26-001309 ↗ filed Jul 27, 2026
Holdings Value
Holdings 135 stocks · $405.9M
| VOO Vanguard S&P 500 ETF | 11.78% | 69,593 | $47.8M | Add +26.6% |
| VTI VG Morningstar TS MKT ETF-US | 6.34% | 69,521 | $25.7M | Add +37.6% |
| PAAA Pgim Aaa Clo ETF | 6.24% | 493,638 | $25.3M | Add +190.5% |
| SPY SS SPDR S&P 500 ETF Trust-US | 4.86% | 26,424 | $19.7M | Reduce -1.4% |
| IWM iShares Russell 2000 ETF | 3.54% | 47,770 | $14.4M | Add +17.9% |
| RSP Invesco S&P 500 Equal Weight | 3.53% | 67,361 | $14.3M | Add +39.0% |
| VLUE iShares MSCI USA Value Facto | 3.39% | 68,959 | $13.8M | New |
| SPMO Invesco S&P 500 Momentum ETF | 2.83% | 71,185 | $11.5M | New |
| SMH Vaneck Semiconductor ETF | 2.69% | 16,651 | $10.9M | New |
| IDV iShares International Select | 2.65% | 259,436 | $10.7M | New |
| GLD SPDR Gold Shares | 2.42% | 26,610 | $9.8M | Add +11.3% |
| IVV iShares Core S&P 500 ETF | 2.35% | 12,717 | $9.5M | New |
| IWY iShares Russell Top 200 Grow | 2.11% | 29,496 | $8.6M | New |
| OEF iShares S&P 100 ETF | 2.11% | 23,404 | $8.6M | Add +7701.3% |
| QQQM Invesco Nasdaq 100 ETF | 2.06% | 27,564 | $8.4M | Add +861.4% |
| AVDV Avantis Intl S/C Value ETF | 2.04% | 80,328 | $8.3M | New |
| QQQ Invesco QQQ Trust Series 1 | 1.68% | 9,270 | $6.8M | Add +644.6% |
| SPYM Ste STR SPDR PT S&P 500 ETF | 1.68% | 77,516 | $6.8M | Add +13218.9% |
| EMXC iShares MSCI Emr MRK Ex Chna | 1.57% | 62,176 | $6.4M | Add +47.6% |
| XCOR Fundx ETF | 1.45% | 64,774 | $5.9M | New |
| XLG Invesco S&P 500 Top 50 ETF | 1.31% | 86,797 | $5.3M | New |
| GOOGL Alphabet Inc. Class A | 1.17% | 13,256 | $4.7M | Add +16.9% |
| EWY iShares MSCI South Korea ETF | 1.07% | 21,440 | $4.3M | Add +112.5% |
| MTUM iShares MSCI USA Momentum Fa | 1.05% | 12,447 | $4.3M | New |
| SNPE Xtrckr S&P 500 Scor&scrn ETF | 0.92% | 54,115 | $3.7M | New |
| AOR iShares Core 60/40 Balanced | 0.91% | 53,294 | $3.7M | New |
| SCHB Schwab US Broad Market ETF | 0.87% | 121,340 | $3.5M | Add +7344.2% |
| MGK Vngrd Mrgstr MG CP GR ETF-Ui | 0.80% | 37,073 | $3.3M | New |
| XRLX Fundx Conservative ETF | 0.79% | 64,454 | $3.2M | New |
| AOM iShares Core 40/60 Moderate | 0.77% | 62,530 | $3.1M | New |
| CLOZ Eldridge BBB-B Clo ETF | 0.76% | 116,451 | $3.1M | Add +164.3% |
| JAAA Janus Henderson Aaa Clo ETF | 0.75% | 60,433 | $3.1M | Add +1837.6% |
| AAPL Apple Inc. | 0.75% | 10,539 | $3.0M | Add +1551.9% |
| FNDF Schwab Fndmn Intl LRG Co. ETF | 0.74% | 57,114 | $3.0M | New |
| DSI iShares ESG MSCI KLD 400 ETF | 0.71% | 20,139 | $2.9M | New |
| IJH iShares Core S&P Midcap ETF | 0.70% | 36,811 | $2.8M | Add +194.4% |
| IGIB iShares 5-10Y Inv Grade Corp. | 0.69% | 52,815 | $2.8M | New |
| ILCG iShares Morningstar Growth E | 0.68% | 23,568 | $2.8M | New |
| SCHG Schwab US Large-Cap Growth | 0.67% | 80,612 | $2.7M | Add +11549.1% |
| EMB iShares JP Morgan Usd Emergi | 0.58% | 24,597 | $2.4M | New |
| VUG Vanguard Mrngstar GR ETF-Sui | 0.56% | 26,170 | $2.3M | New |
| PXF Invesco Rafi Developed Marke | 0.55% | 29,466 | $2.2M | New |
| SUSA iShares ESG Optimized MSCI U | 0.54% | 14,234 | $2.2M | New |
| CLOA iShares Aaa Clo Act ETF-Usdi | 0.53% | 41,745 | $2.2M | New |
| SCHX Schwab US Large-Cap ETF | 0.52% | 71,613 | $2.1M | New |
| AGG iShares Core U.S. Aggregate | 0.47% | 19,182 | $1.9M | New |
| AOK iShares Core 30/70 Conservat | 0.42% | 40,858 | $1.7M | New |
| JPM JPMorgan Chase & Co. | 0.38% | 4,653 | $1.5M | Add +670.4% |
| CLOB Vaneck Aa-BB Clo ETF | 0.37% | 30,052 | $1.5M | New |
| RPG Invesco S&P 500 Pure Growth | 0.37% | 23,593 | $1.5M | New |
| IGSB iShares 1-5Y Inv Grade Corp. | 0.31% | 24,375 | $1.3M | New |
| EFIV SS SPDR S&P 500 ESG ETF | 0.31% | 17,261 | $1.3M | New |
| VONG Vanguard Russell 1000 Growth | 0.31% | 9,786 | $1.3M | New |
| UNP Union Pacific Corp. | 0.30% | 4,434 | $1.2M | New |
| XLU St Sr Utl SL SE SPDR ETF-Usd | 0.29% | 26,314 | $1.2M | Add +1226.3% |
| XBI SS SPDR S&P Biotech ETF | 0.29% | 7,514 | $1.2M | New |
| PBW Invesco Wilderhill Clean Ene | 0.27% | 28,505 | $1.1M | New |
| MSFT Microsoft Corp. | 0.27% | 2,927 | $1.1M | Add +336.2% |
| SLV iShares Silver Trust | 0.26% | 20,027 | $1.1M | Reduce -64.0% |
| IWC iShares Micro-Cap ETF | 0.26% | 5,347 | $1.1M | Add +288.9% |
| ONEQ Fidelity Nasdaq Comp Indx | 0.25% | 9,910 | $1.0M | New |
| IBM Intl Business Machines Corp. filed as INTERNATIONAL BUSINESS MACHS | 0.25% | 3,551 | $999K | Reduce -8.6% |
| VSGX Vanguard ESG Intl Stock ETF | 0.24% | 11,626 | $957K | New |
| XNAV Fundx Aggressive ETF | 0.23% | 9,757 | $952K | New |
| BRK.B Berkshire Hathaway Inc. Class B | 0.23% | 1,892 | $947K | Add +445.2% |
| ITOT iShares Core S&P Total U.S. | 0.23% | 5,678 | $933K | Add +71.4% |
| COWZ Pacer US Cash Cows 100 ETF | 0.23% | 14,843 | $923K | New |
| HD Home Depot Inc. | 0.19% | 2,232 | $787K | Add +2525.9% |
| OWL Blue Owl Capital Inc. | 0.18% | 85,000 | $744K | Add +750.0% |
| SOXX iShares Semiconductor ETF | 0.18% | 1,132 | $725K | Add +76.6% |
| CPER United States Copper Index | 0.18% | 19,115 | $721K | Add +28.3% |
| QQMG Invesco ESG Nasdaq 100 | 0.17% | 13,739 | $704K | New |
| CVIE Cal Intl Responsible Index | 0.17% | 8,168 | $694K | New |
| DFUV Dimensional US Marketwide Va | 0.16% | 11,800 | $649K | No change |
| RTX RTX Corp. | 0.16% | 3,411 | $647K | New |
| QTUM Defiance Quantum ETF | 0.16% | 3,912 | $647K | New |
| PG The Procter & Gamble Co. | 0.16% | 4,350 | $638K | Add +4250.0% |
| JPUS JPMorgan Div Ret US Eq ETF | 0.16% | 4,528 | $635K | New |
| BXSL Blackstone Secured Lending F | 0.15% | 25,940 | $615K | Add +28.4% |
| IWF iShares Russell 1000 Growth | 0.15% | 4,952 | $615K | New |
| IBIT iShares Bitcoin Trust ETF | 0.15% | 18,323 | $610K | Reduce -4.1% |
| NULG Nuveen ESG LRG-Cap GRW ETF | 0.14% | 4,943 | $579K | New |
| SCHD Schwab US DVD Equity ETF | 0.14% | 17,534 | $556K | No change |
| QAI Nylim HDG MLT-STR TRC ETF-Ui filed as NEW YORK LIFE INVESTMENTS ET | 0.13% | 14,337 | $525K | New |
| USMC Principal US Mega-Cap ETF | 0.12% | 6,617 | $490K | New |
| CVBF CVB Financial Corp. | 0.12% | 21,181 | $478K | New |
| DGRO iShares Core Dividend Growth | 0.12% | 6,170 | $468K | Add +37.1% |
| EFV iShares MSCI Eafe Value ETF | 0.11% | 6,067 | $464K | New |
| CMF iShares California Muni Bond | 0.11% | 8,035 | $463K | New |
| QCLN First Trust Nasdaq Clean Edg | 0.11% | 7,461 | $458K | New |
| HDV iShares Core High Dividend E | 0.11% | 16,567 | $454K | New |
| VIG Vanguard Dividend Apprec ETF | 0.11% | 1,905 | $451K | Add +982.4% |
| IPKW Invesco International Buybac | 0.11% | 7,865 | $443K | New |
| FBTC Fidelity Wise Origin Bitcoin | 0.10% | 8,350 | $426K | Reduce -23.0% |
| GSLC Goldman Activebeta US LC ETF | 0.10% | 2,958 | $420K | No change |
| VB Vanguard Most SM-Cap ETF-Usd | 0.10% | 1,348 | $408K | New |
| LIN Linde PLC | 0.10% | 772 | $401K | Add +30.4% |
| NVO Novo-Nordisk A/S-Spons ADR | 0.09% | 8,000 | $384K | No change |
| AMZN Amazon.com Inc. | 0.09% | 1,605 | $383K | Add +17.4% |
| JCI Johnson Controls Internation | 0.09% | 2,506 | $366K | New |
Options reported separately and not counted above: SPY puts ($56.0M), IWM puts ($6.6M), CRM puts ($313K).
Portfolio Sells Q1 2026 → Q2 2026
| SPY SS SPDR S&P 500 ETF Trust-US | Reduce -1.4% | 4.86% | −5.81 |
| MPLX MPLX LP | Sold out | 0.00% | −2.49 |
| ET Energy Transfer LP | Sold out | 0.00% | −2.33 |
| SLV iShares Silver Trust | Reduce -64.0% | 0.26% | −2.06 |
| UUP Invesco DB US Dollar Index B | Sold out | 0.00% | −1.61 |
| EPD Enterprise Products Partners | Sold out | 0.00% | −1.45 |
| OKE Oneok Inc. | Sold out | 0.00% | −1.40 |
| WMB Williams Cos Inc. | Sold out | 0.00% | −1.36 |
| WES Western Midstream Partners L | Sold out | 0.00% | −1.06 |
| TRGP Targa Resources Corp. | Sold out | 0.00% | −1.00 |
| PAA Plains All Amer Pipeline LP | Sold out | 0.00% | −0.74 |
| HESM Hess Midstream LP Class A | Sold out | 0.00% | −0.69 |
| LNG Cheniere Energy Inc. | Sold out | 0.00% | −0.66 |
| XOP SS SPDR S&P Og Exp & Prod | Sold out | 0.00% | −0.58 |
| TRP TC Energy Corp. | Sold out | 0.00% | −0.51 |
| COM Direxion Auspice BRD Cmdty | Sold out | 0.00% | −0.35 |
| IBM Intl Business Machines Corp. | Reduce -8.6% | 0.25% | −0.33 |
| IBIT iShares Bitcoin Trust ETF | Reduce -4.1% | 0.15% | −0.30 |
| FBTC Fidelity Wise Origin Bitcoin | Reduce -23.0% | 0.10% | −0.29 |
| VGSH Vanguard Short-Term Treasury | Sold out | 0.00% | −0.28 |
| VG Venture Global Inc. Class A | Sold out | 0.00% | −0.24 |
| EWW iShares MSCI Mexico ETF | Reduce -54.9% | 0.05% | −0.23 |
| SUN Sunoco LP | Sold out | 0.00% | −0.23 |
| URA Global X Uranium ETF | Sold out | 0.00% | −0.21 |
| GOOG Alphabet Inc. Class C | Sold out | 0.00% | −0.20 |
| WHF Whitehorse Finance Inc. | Reduce -12.5% | 0.09% | −0.19 |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | Sold out | 0.00% | −0.15 |
| VXF Vanguard Extended Market ETF | Sold out | 0.00% | −0.15 |
| XLE SS Energy Select Sector | Sold out | 0.00% | −0.15 |
| PBA Pembina Pipeline Corp. | Sold out | 0.00% | −0.14 |
| USO United States Oil Fund LP | Sold out | 0.00% | −0.13 |
| VPU Vanguard Utilities ETF | Sold out | 0.00% | −0.11 |
| SU Suncor Energy Inc. | Sold out | 0.00% | −0.11 |
| MO Altria Group Inc. | Sold out | 0.00% | −0.09 |
| HECA Hedgeye Capital Allocat ETF | Sold out | 0.00% | −0.09 |
| KO The Coca-Cola Co. | Sold out | 0.00% | −0.07 |
| DIS The Walt Disney Co. | Sold out | 0.00% | −0.07 |
| ED Consolidated Edison Inc. | Sold out | 0.00% | −0.07 |
| CNQ Canadian Natural Resources | Sold out | 0.00% | −0.07 |
| PSX Phillips 66 | Sold out | 0.00% | −0.07 |
| QUAL iShares MSCI USA Quality Fac | Sold out | 0.00% | −0.07 |
| VHT Vanguard Health Care ETF | Sold out | 0.00% | −0.07 |
| ABBV Abbvie Inc. | Sold out | 0.00% | −0.06 |
| SOBO South Bow Corp. | Sold out | 0.00% | −0.05 |
| AEE Ameren Corporation | Sold out | 0.00% | −0.05 |
| META Meta Platforms Inc. Class A | Sold out | 0.00% | −0.05 |
| MOAT Vaneck Morningstar Wide Moat | Sold out | 0.00% | −0.05 |
| GD General Dynamics Corp. | Sold out | 0.00% | −0.05 |
| AVGO Broadcom Inc. | Sold out | 0.00% | −0.05 |
| MS Morgan Stanley | Sold out | 0.00% | −0.04 |
Portfolio Buys Q1 2026 → Q2 2026
| VLUE iShares MSCI USA Value Facto | New | 3.39% | +3.39 |
| SPMO Invesco S&P 500 Momentum ETF | New | 2.83% | +2.83 |
| SMH Vaneck Semiconductor ETF | New | 2.69% | +2.69 |
| IDV iShares International Select | New | 2.65% | +2.65 |
| IVV iShares Core S&P 500 ETF | New | 2.35% | +2.35 |
| IWY iShares Russell Top 200 Grow | New | 2.11% | +2.11 |
| OEF iShares S&P 100 ETF | Add +7701.3% | 2.11% | +2.05 |
| AVDV Avantis Intl S/C Value ETF | New | 2.04% | +2.04 |
| SPYM Ste STR SPDR PT S&P 500 ETF | Add +13218.9% | 1.68% | +1.65 |
| QQQM Invesco Nasdaq 100 ETF | Add +861.4% | 2.06% | +1.64 |
| XCOR Fundx ETF | New | 1.45% | +1.45 |
| XLG Invesco S&P 500 Top 50 ETF | New | 1.31% | +1.31 |
| QQQ Invesco QQQ Trust Series 1 | Add +644.6% | 1.68% | +1.24 |
| MTUM iShares MSCI USA Momentum Fa | New | 1.05% | +1.05 |
| SNPE Xtrckr S&P 500 Scor&scrn ETF | New | 0.92% | +0.92 |
| AOR iShares Core 60/40 Balanced | New | 0.91% | +0.91 |
| PAAA Pgim Aaa Clo ETF | Add +190.5% | 6.24% | +0.91 |
| SCHB Schwab US Broad Market ETF | Add +7344.2% | 0.87% | +0.84 |
| MGK Vngrd Mrgstr MG CP GR ETF-Ui | New | 0.80% | +0.80 |
| XRLX Fundx Conservative ETF | New | 0.79% | +0.79 |
| AOM iShares Core 40/60 Moderate | New | 0.77% | +0.77 |
| FNDF Schwab Fndmn Intl LRG Co. ETF | New | 0.74% | +0.74 |
| DSI iShares ESG MSCI KLD 400 ETF | New | 0.71% | +0.71 |
| IGIB iShares 5-10Y Inv Grade Corp. | New | 0.69% | +0.69 |
| ILCG iShares Morningstar Growth E | New | 0.68% | +0.68 |
| SCHG Schwab US Large-Cap Growth | Add +11549.1% | 0.67% | +0.66 |
| JAAA Janus Henderson Aaa Clo ETF | Add +1837.6% | 0.75% | +0.66 |
| AAPL Apple Inc. | Add +1551.9% | 0.75% | +0.65 |
| EMB iShares JP Morgan Usd Emergi | New | 0.58% | +0.58 |
| VUG Vanguard Mrngstar GR ETF-Sui | New | 0.56% | +0.56 |
| PXF Invesco Rafi Developed Marke | New | 0.55% | +0.55 |
| SUSA iShares ESG Optimized MSCI U | New | 0.54% | +0.54 |
| CLOA iShares Aaa Clo Act ETF-Usdi | New | 0.53% | +0.53 |
| SCHX Schwab US Large-Cap ETF | New | 0.52% | +0.52 |
| AGG iShares Core U.S. Aggregate | New | 0.47% | +0.47 |
| AOK iShares Core 30/70 Conservat | New | 0.42% | +0.42 |
| CLOB Vaneck Aa-BB Clo ETF | New | 0.37% | +0.37 |
| RPG Invesco S&P 500 Pure Growth | New | 0.37% | +0.37 |
| IGSB iShares 1-5Y Inv Grade Corp. | New | 0.31% | +0.31 |
| EFIV SS SPDR S&P 500 ESG ETF | New | 0.31% | +0.31 |
| VONG Vanguard Russell 1000 Growth | New | 0.31% | +0.31 |
| EWY iShares MSCI South Korea ETF | Add +112.5% | 1.07% | +0.31 |
| UNP Union Pacific Corp. | New | 0.30% | +0.30 |
| XBI SS SPDR S&P Biotech ETF | New | 0.29% | +0.29 |
| PBW Invesco Wilderhill Clean Ene | New | 0.27% | +0.27 |
| JPM JPMorgan Chase & Co. | Add +670.4% | 0.38% | +0.27 |
| ONEQ Fidelity Nasdaq Comp Indx | New | 0.25% | +0.25 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | Add +1226.3% | 0.29% | +0.24 |
| VSGX Vanguard ESG Intl Stock ETF | New | 0.24% | +0.24 |
| XNAV Fundx Aggressive ETF | New | 0.23% | +0.23 |
Options Activity Q1 2026 → Q2 2026
| SPY SS SPDR S&P 500 ETF Trust-US | put | New | 75,000 | $56.0M |
| IWM iShares Russell 2000 ETF | put | New | 22,000 | $6.6M |
| CRM Salesforce Inc. | put | New | 2,000 | $313K |
Calls and puts are listed by the shares they cover; their value is not part of the stock holdings above.
All Filings
| Quarter | Positions | 13F Reported Value | Top Holdings |
|---|---|---|---|
| Q2 2026 | 135 | $405.9M | VOO, VTI, PAAA, SPY, IWM |
| Q1 2026 | 137 | $163.4M | VOO, SPY, VTI, GLD, IWM |
| Q4 2025 | 115 | $167.9M | VOO, SPY, VTI, GLD, IWM |
| Q3 2025 | 78 | $149.4M | VOO, SPY, VTI, RSP, GLD |
| Q2 2025 | 77 | $134.9M | VOO, SPY, VTI, RSP, GLD |
| Q1 2025 | 72 | $117.5M | VOO, SPY, VTI, RSP, GLD |
| Q4 2024 | 75 | $115.6M | VOO, SPY, RSP, VTI, GLD |
| Q3 2024 | 73 | $108.7M | VOO, SPY, VTI, RSP, GLD |
| Q2 2024 | 75 | $110.9M | VOO, SPY, VTI, RSP, GLD |
| Q1 2024 | 70 | $106.0M | VOO, SPY, VTI, RSP, GLD |