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

0$100.0M$200.0M$300.0M$400.0M$500.0M Q1 2024: $106.0M Q1 2024 Q2 2024: $110.9M Q2 2024 Q3 2024: $108.7M Q3 2024 Q4 2024: $115.6M Q4 2024 Q1 2025: $117.5M Q1 2025 Q2 2025: $134.9M Q2 2025 Q3 2025: $149.4M Q3 2025 Q4 2025: $167.9M Q4 2025 Q1 2026: $163.4M Q1 2026 Q2 2026: $405.9M $405.9M Q2 2026

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
STUB Stubhub Holdings Inc. Class A 0.09% 28,295 $364K No change
WHF Whitehorse Finance Inc. 0.09% 52,500 $352K Reduce -12.5%
HYS PIMCO 0-5 Year H/Y Corp. Bond 0.09% 3,750 $351K New
CALI Ishrs SH-TRM Ca Muni Act ETF 0.09% 6,830 $345K New
BBN BlackRock Taxable Muni BND 0.08% 21,306 $345K New
AXP American Express Co. 0.08% 1,001 $339K New
FSK FS KKR Capital Corp. 0.08% 30,000 $315K No change
NVDA Nvidia Corp. 0.08% 1,570 $314K Add +533.1%
SPGI S&P Global Inc. 0.08% 750 $305K New
DABS Doubleline Asset-Backed ETF 0.07% 6,008 $304K Add +9.2%
VTV Vanguard Mrngstr Val ETF-Aui 0.07% 1,366 $298K No change
AOA iShares Core 80/20 Aggressiv 0.07% 2,878 $281K New
IQLT iShares MSCI International Q 0.07% 5,633 $279K New
BIV Vanguard Intermediate-Term B 0.07% 3,633 $279K New
FGDL Franklin Resp Sourced Gold 0.07% 5,197 $277K New
GE General Electric filed as GE AEROSPACE 0.07% 742 $277K New
WELL Welltower Inc. 0.07% 1,193 $271K New
SPLV Invesco S&P 500 Low Volatili 0.07% 3,559 $267K New
SCHW Schwab (charles) Corp. 0.06% 2,850 $263K New
MINT PIMCO Enhanced Short Maturit 0.06% 2,582 $260K New
MCD McDonald's Corp. 0.06% 952 $257K New
BAC Bank of America Corp. 0.06% 4,200 $239K New
TSLA Tesla Inc. 0.06% 560 $236K New
FRDM Freedom 100 Emeging MRKT ETF 0.06% 3,216 $234K New
EFAV iShares MSCI Eafe Min Vol Fa 0.06% 2,646 $232K New
SDG Ish MSCI Glob Sust Deve Goal 0.06% 2,500 $224K New
JNJ Johnson & Johnson 0.05% 875 $222K Add +169.2%
CAT Caterpillar Inc. 0.05% 208 $221K New
GEV GE Vernova Inc. 0.05% 185 $217K New
CARR Carrier Global Corp. 0.05% 2,933 $215K New
KWEB Kranesh Csi China Internet 0.05% 8,662 $212K New
BMY Bristol-Myers Squibb Co. 0.05% 3,656 $211K Add +130.8%
SHV iShares 0-1 Year Treasury Bo 0.05% 1,900 $210K New
IVW iShares S&P 500 Growth ETF 0.05% 1,522 $209K No change
EWW iShares MSCI Mexico ETF 0.05% 2,771 $209K Reduce -54.9%

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

QuarterPositions13F Reported ValueTop Holdings
Q2 2026 135$405.9MVOO, VTI, PAAA, SPY, IWM
Q1 2026 137$163.4MVOO, SPY, VTI, GLD, IWM
Q4 2025 115$167.9MVOO, SPY, VTI, GLD, IWM
Q3 2025 78$149.4MVOO, SPY, VTI, RSP, GLD
Q2 2025 77$134.9MVOO, SPY, VTI, RSP, GLD
Q1 2025 72$117.5MVOO, SPY, VTI, RSP, GLD
Q4 2024 75$115.6MVOO, SPY, RSP, VTI, GLD
Q3 2024 73$108.7MVOO, SPY, VTI, RSP, GLD
Q2 2024 75$110.9MVOO, SPY, VTI, RSP, GLD
Q1 2024 70$106.0MVOO, SPY, VTI, RSP, GLD