Basso Capital Management, L.P. holds a focused book of 135 reported positions worth $405.9M as of Q2 2026 (disclosed Jul 27, 2026, a ~27-day 13F lag). This quarter they opened Ishares Msci USA Value Facto and trimmed SS SPDR S&P 500 ETF Trust-US. Their largest long position is Vanguard S&P 500 ETF at 12% of the reported non-option book. They also disclosed $62.9M in put options (a bearish bet), shown separately below and excluded from the non-option book. Cloning the disclosed picks since 2024 would be +30% (+15.5%/yr). That is a simulation of the disclosed long book, not audited returns.
Growth of $10,000 cloning Basso Capital Management, L.P.'s disclosed long 13F book, rebalanced on each filing date (so it reflects each quarter's actual reporting lag, ~27 days for the latest filing, with no look-ahead), total-return basis (dividends reinvested), derived from end-of-day prices. “Their reported book” values the same picks from quarter-end, before they were public. S&P 500 is SPY total return over the same window. Excludes shorts, cash, options and non-13F holdings. Not investment advice.
Top-heavy: focused book
Share of the disclosed book in its largest positions. A higher top-5 share means a more concentrated, higher-conviction portfolio.
9% mapped to company sectors
+7 sectors below the cut, 1% together
Direct operating-company sectors from our SIC-based security master. ETF/fund and unclassified holdings stay visible separately; this is not ETF look-through exposure.
Estimated $ traded · quarter-end prices (an exit at the prior quarter-end), no cost basis
Other tracked managers holding the same core names as Basso Capital Management, L.P.
| Manager / fund | Shared names | Their $ in those |
|---|---|---|
| Swiss Re Ltd | 11 / 80 | $1.0B |
| Constellation Investments, Inc. | 8 / 80 | $2.7B |
| MKP Capital Management, L.L.C. | 8 / 80 | $3.1B |
| Ackerman Asset Management, LLC | 12 / 80 | $134.2M |
| Ashford Advisors, LLC | 8 / 80 | $369.1M |
| Fortune 45 LLC | 11 / 80 | $174.1M |
| Potomac Fund Management Inc | 14 / 80 | $2.9B |
| GR Financial Group, LLC | 11 / 80 | $531.1M |
Ranked by the share of each fund's own book sitting in the names it shares with Basso Capital Management, L.P.: only funds sharing at least a tenth of the book qualify. Index giants, bank custody books and market makers are excluded. They hold everything, so their overlap says nothing.
Bars show each position's share of the portfolio. Click a row for its position history.
| # | Security | Value | Shares | % Port | Last move | History |
|---|---|---|---|---|---|---|
| 1 | Vanguard Index FDS S&P 500 ETF SHS | $47.8M | 69.6K | 11.8% | ▲+27% Added · +15K sh | |
| 2 | Vanguard Index FDS TOTAL STK MKT | $25.7M | 69.5K | 6.3% | ▲+38% Added · +19K sh | |
| 3 | Pgim ETF TR AAA CLO ETF | $25.3M | 493.6K | 6.2% | ▲+190% Added · +324K sh | |
| 4 | State STR SPDR S&P 500 ETF T TR UNIT | $19.7M | 26.4K | 4.9% | ▼−1.4% Reduced · −381 sh | |
| 5 | Ishares TR RUSSELL 2000 ETF | $14.4M | 47.8K | 3.5% | ▲+18% Added · +7K sh | |
| 6 | Invesco Exchange Traded FD T S&P500 EQL WGT | $14.3M | 67.4K | 3.5% | ▲+39% Added · +19K sh | |
| 7 | Ishares TR MSCI USA VALUE | $13.8M | 69.0K | 3.4% | ▲New New position | |
| 8 | Invesco Exch Traded FD TR II S&P 500 MOMNTM | $11.5M | 71.2K | 2.8% | ▲New New position | |
| 9 | Vaneck ETF Trust SEMICONDUCTR ETF | $10.9M | 16.7K | 2.7% | ▲New New position | |
| 10 | Ishares TR INTL SEL DIV ETF | $10.7M | 259.4K | 2.6% | ▲New New position | |
| 11 | SPDR Gold TR GOLD SHS | $9.8M | 26.6K | 2.4% | ▲+11% Added · +3K sh | |
| 12 | Ishares TR CORE S&P500 ETF | $9.5M | 12.7K | 2.3% | ▲New New position | |
| 13 | Ishares TR RUS TP200 GR ETF | $8.6M | 29.5K | 2.1% | ▲New New position | |
| 14 | Ishares TR S&P 100 ETF | $8.6M | 23.4K | 2.1% | ▲78× Added · +23K sh | |
| 15 | Invesco Exch Traded FD TR II NASDAQ 100 ETF | $8.4M | 27.6K | 2.1% | ▲+861% Added · +25K sh | |
| 16 | American Centy ETF TR INTL SMCP VLU | $8.3M | 80.3K | 2.0% | ▲New New position | |
| 17 | Invesco QQQ TR UNIT SER 1 | $6.8M | 9.3K | 1.7% | ▲+645% Added · +8K sh | |
| 18 | SPDR Series Trust ST STR P500ETF | $6.8M | 77.5K | 1.7% | ▲133× Added · +77K sh | |
| 19 | Ishares Inc MSCI EMRG CHN | $6.4M | 62.2K | 1.6% | ▲+48% Added · +20K sh | |
| 20 | Fundx Invt TR FUNDX ETF | $5.9M | 64.8K | 1.4% | ▲New New position | |
| 21 | Invesco Exchange Traded FD T S&P 500 TOP 50 | $5.3M | 86.8K | 1.3% | ▲New New position | |
| 22 | Alphabet Inc CAP STK CL A | $4.7M | 13.3K | 1.2% | ▲+17% Added · +2K sh | |
| 23 | Ishares Inc MSCI STH KOR ETF | $4.3M | 21.4K | 1.1% | ▲+112% Added · +11K sh | |
| 24 | Ishares TR MSCI USA MMENTM | $4.3M | 12.4K | 1.1% | ▲New New position | |
| 25 | DBX ETF TR XTRACKRS S&P 500 | $3.7M | 54.1K | 0.9% | ▲New New position | |
| 26 | Ishares TR CORE 60 BALA ETF | $3.7M | 53.3K | 0.9% | ▲New New position | |
| 27 | Schwab Strategic TR US BRD MKT ETF | $3.5M | 121.3K | 0.9% | ▲74× Added · +120K sh | |
| 28 | Vanguard World FD MEGA GRWTH IND | $3.3M | 37.1K | 0.8% | ▲New New position | |
| 29 | Fundx Invt TR CONSERVATIVE ETF | $3.2M | 64.5K | 0.8% | ▲New New position | |
| 30 | Ishares TR CORE 40 MODE ETF | $3.1M | 62.5K | 0.8% | ▲New New position | |
| 31 | Series Portfolios TR ELDRIDGE BBB B | $3.1M | 116.5K | 0.8% | ▲+164% Added · +72K sh | |
| 32 | Janus Detroit STR TR HENDRSON AAA CL | $3.1M | 60.4K | 0.8% | ▲19× Added · +57K sh | |
| 33 | Apple Inc COM | $3.0M | 10.5K | 0.8% | ▲17× Added · +10K sh | |
| 34 | Schwab Strategic TR FUNDAMENTAL INTL | $3.0M | 57.1K | 0.7% | ▲New New position | |
| 35 | Ishares TR ESG MSCI KLD ETF | $2.9M | 20.1K | 0.7% | ▲New New position | |
| 36 | Ishares TR CORE S&P MCP ETF | $2.8M | 36.8K | 0.7% | ▲+194% Added · +24K sh | |
| 37 | Ishares TR ISHS 5-10YR INVT | $2.8M | 52.8K | 0.7% | ▲New New position | |
| 38 | Ishares TR MORNINGSTAR GRWT | $2.8M | 23.6K | 0.7% | ▲New New position | |
| 39 | Schwab Strategic TR US LCAP GR ETF | $2.7M | 80.6K | 0.7% | ▲116× Added · +80K sh | |
| 40 | Ishares TR JPMORGAN USD EMG | $2.4M | 24.6K | 0.6% | ▲New New position | |
| 41 | Vanguard Index FDS GROWTH ETF | $2.3M | 26.2K | 0.6% | ▲New New position | |
| 42 | Invesco Exch Traded FD TR II RAFI DVLPD MRKTS | $2.2M | 29.5K | 0.5% | ▲New New position | |
| 43 | Ishares TR ESG OPTIMIZED | $2.2M | 14.2K | 0.5% | ▲New New position | |
| 44 | BlackRock ETF Trust II ISHARES AAA CLO | $2.2M | 41.7K | 0.5% | ▲New New position | |
| 45 | Schwab Strategic TR US LRG CAP ETF | $2.1M | 71.6K | 0.5% | ▲New New position | |
| 46 | Ishares TR CORE US AGGBD ET | $1.9M | 19.2K | 0.5% | ▲New New position | |
| 47 | Ishares TR CORE 30 70 ETF | $1.7M | 40.9K | 0.4% | ▲New New position | |
| 48 | JPMorgan Chase & Co COM | $1.5M | 4.7K | 0.4% | ▲+670% Added · +4K sh | |
| 49 | Vaneck ETF Trust AA BB CLO ETF | $1.5M | 30.1K | 0.4% | ▲New New position | |
| 50 | Invesco Exchange Traded FD T S&P500 PUR GWT | $1.5M | 23.6K | 0.4% | ▲New New position |
This fund page is the Follow view. The Build view lets your agent pull holdings, quarter changes, overlap, and source filings through API or MCP.
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Use Arkolith to show BASSO CAPITAL MANAGEMENT, L.P.'s latest holdings, largest changes, and filing provenance.
Put / call positions from the 13F — totals include every disclosed option leg
| Type | Underlying | Notional value | Underlying shares |
|---|---|---|---|
| PUT · bearish | SS SPDR S&P 500 ETF TRUST-USSPY | $56.0M | 75K |
| PUT · bearish | ISHARES RUSSELL 2000 ETFIWM | $6.6M | 22K |
| PUT · bearish | SALESFORCE INCCRM | $313K | 2K |
13F filers disclose option positions at the market value of the underlying the contracts reference, not the premium paid. A put is a bearish bet (it gains if the stock falls); a call is bullish. “Underlying shares” is the share count the contracts control, not a share holding. These legs are excluded from the non-option book, weighting, concentration and sector figures above.
As-of date vs the date the SEC received each filing
Reported 13F total per quarter. Raw filing totals can include option notional.
| Quarter | As of | Filed | Lag | Positions | Value | Form |
|---|---|---|---|---|---|---|
| Q2 2026 | Jun 30, 2026 | Jul 27, 2026 | 27d | 138 | $468.8M | 13F-HR |
| Q1 2026 | Mar 31, 2026 | May 15, 2026 | 45d | 137 | $163.4M | 13F-HR |
| Q4 2025 | Dec 31, 2025 | Feb 17, 2026 | 48d | 115 | $167.9M | 13F-HR |
| Q3 2025 | Sep 30, 2025 | Nov 13, 2025 | 44d | 78 | $149.4M | 13F-HR |
| Q2 2025 | Jun 30, 2025 | Aug 13, 2025 | 44d | 77 | $134.9M | 13F-HR |
| Q1 2025 | Mar 31, 2025 | May 12, 2025 | 42d | 72 | $117.5M | 13F-HR |
| Q4 2024 | Dec 31, 2024 | Feb 10, 2025 | 41d | 75 | $115.6M | 13F-HR |
| Q3 2024 | Sep 30, 2024 | Nov 12, 2024 | 43d | 73 | $108.7M | 13F-HR |
Holdings from SEC EDGAR 13F-HR filings, updated quarterly, filed up to 45 days after quarter-end. Public domain. Book totals and portfolio weights cover reported non-option positions, which can include notes and warrants. Disclosed put/call options are listed separately and excluded from those totals. The performance line is a simulation of the disclosed long book, not an audited return.