Basso Capital Management, L.P. holds a focused book of 135 stocks worth $405.9M as of Q2 2026 (disclosed Jul 27, 2026, a ~45-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 equity book. They also disclosed $62.9M in put options (a bearish bet), shown separately below and excluded from the equity book. Cloning the disclosed picks since 2024 would be +25% (+14.0%/yr). That is a simulation of the disclosed long book, not audited returns.
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Use Arkolith to show BASSO CAPITAL MANAGEMENT, L.P.'s latest holdings, largest changes, and filing provenance.
Growth of $10,000 cloning Basso Capital Management, L.P.'s disclosed long 13F book, rebalanced on each filing date (so it reflects the ~45-day reporting lag, 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
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, no cost basis
Other tracked managers holding the same core names as Basso Capital Management, L.P.
| Manager / fund | Shared names | Their $ in those |
|---|---|---|
| MORGAN STANLEY | 78 / 80 | $343.2B |
| ROYAL BANK OF CANADA | 77 / 80 | $94.5B |
| UBS Group AG | 77 / 80 | $93.8B |
| OSAIC HOLDINGS, INC. | 77 / 80 | $15.3B |
| LPL Financial LLC | 76 / 80 | $78.6B |
| COMMONWEALTH EQUITY SERVICES, LLC | 76 / 80 | $16.4B |
| JPMORGAN CHASE & CO | 75 / 80 | $239.4B |
| WELLS FARGO & COMPANY/MN | 75 / 80 | $117.6B |
Ranked by how many of Basso Capital Management, L.P.'s top 80 disclosed names each fund also holds: a cross-fund conviction signal from the latest 13F of every tracked manager.
Bars show each stock'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 |
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 equity book, weighting, concentration and sector figures above.
As-of date vs the date the SEC received each filing
| Quarter | As of | Filed | Positions | Value | Form |
|---|---|---|---|---|---|
| Q2 2026 | Jun 30, 2026 | Jul 27, 2026 | 138 | $468.8M | 13F-HR |
| Q1 2026 | Mar 31, 2026 | May 15, 2026 | 137 | $163.4M | 13F-HR |
| Q4 2025 | Dec 31, 2025 | Feb 17, 2026 | 115 | $167.9M | 13F-HR |
| Q3 2025 | Sep 30, 2025 | Nov 13, 2025 | 78 | $149.4M | 13F-HR |
| Q2 2025 | Jun 30, 2025 | Aug 13, 2025 | 77 | $134.9M | 13F-HR |
| Q1 2025 | Mar 31, 2025 | May 12, 2025 | 72 | $117.5M | 13F-HR |
| Q4 2024 | Dec 31, 2024 | Feb 10, 2025 | 75 | $115.6M | 13F-HR |
| Q3 2024 | Sep 30, 2024 | Nov 12, 2024 | 73 | $108.7M | 13F-HR |
Holdings from SEC EDGAR 13F-HR filings, updated quarterly ~45 days after quarter-end. Public domain. The book and weighting are long equity only; 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.