Funds · 13F filer · Stamford, CT

Basso Capital Management, L.P.

$405.9M in 135 U.S. stocks and ETFs at the end of June 30, 2026, as reported to the SEC.1

1y return+17.6%S&P 500 +20.9%
3y return+59.3%S&P 500 +68.5%

These returns are for its stock picks as disclosed on Form 13F: last quarter's holdings, valued at this quarter's prices. They miss trades within each quarter, short positions, options, bonds, cash and fees, so they aren't the returns its clients got.

$100 invested in its stock picks

Since December 31, 2022: $176 against $195 in the S&P 500.2

Basso Capital Management, L.P.S&P 500 (SPY)
$100$19520222026

Top holdings

At the end of June 30, 2026. Change is in shares since the quarter before.2

StockValueShare of portfolioChange
VOOVanguard Index Fds$47.8M11.8%+26.6%
VTIVanguard Index Fds$25.7M6.3%+37.6%
PAAAPgim Etf Tr$25.3M6.2%+190.5%
SPYState Str Spdr S&p 500 Etf T$19.7M4.9%−1.4%
IWMIshares Tr$14.4M3.5%+17.9%
RSPInvesco Exchange Traded Fd T$14.3M3.5%+39.0%
VLUEIshares Tr$13.8M3.4%New
SPMOInvesco Exch Traded Fd Tr II$11.5M2.8%New
SMHVaneck Etf Trust$10.9M2.7%New
IDVIshares Tr$10.7M2.6%New
GLDSpdr Gold Tr$9.8M2.4%+11.3%
IVVIshares Tr$9.5M2.3%New
IWYIshares Tr$8.6M2.1%New
OEFIshares Tr$8.6M2.1%+7701.3%
QQQMInvesco Exch Traded Fd Tr II$8.4M2.1%+861.4%
AVDVAmerican Centy Etf Tr$8.3M2.0%New
QQQInvesco Qqq Tr$6.8M1.7%+644.6%
SPYMSpdr Series Trust$6.8M1.7%+13218.9%
EMXCIshares Inc$6.4M1.6%+47.6%
XCORFundx Invt Tr$5.9M1.4%New
XLGInvesco Exchange Traded Fd T$5.3M1.3%New
GOOGLAlphabet Inc$4.7M1.2%+16.9%
EWYIshares Inc$4.3M1.1%+112.4%
MTUMIshares Tr$4.3M1.1%New
SNPEDbx Etf Tr$3.7M0.9%New

Best picks still held

How each current holding has done since the quarter it first appeared in its filings (up to six years back).

StockHeld sinceReturn sinceNow worth
GOOGLAlphabet IncDecember 31, 2022+305.0%$4.7M
EWYIshares IncSeptember 30, 2025+152.1%$4.3M
GLDSpdr Gold TrDecember 31, 2022+117.2%$9.8M
QQQInvesco Qqq TrSeptember 30, 2023+105.5%$6.8M
EMXCIshares IncSeptember 30, 2023+105.3%$6.4M
SPYState Str Spdr S&p 500 Etf TJune 30, 2022+97.9%$19.7M
VOOVanguard Index FdsDecember 31, 2022+95.5%$47.8M
VTIVanguard Index FdsDecember 31, 2022+93.5%$25.7M
QQQMInvesco Exch Traded Fd Tr IIJune 30, 2024+53.7%$8.4M
RSPInvesco Exchange Traded Fd TDecember 31, 2022+50.6%$14.3M

Sold off last quarter

  • MPLXMplx LP Com Unit Rep Ltd was $4.1M
  • ETEnergy Transfer L P Com Ut Ltd Ptn was $3.8M
  • UUPInvesco Db Us Dollar Index Bullish Fund was $2.6M
  • EPDEnterprise Prods Partners L P Com was $2.4M
  • Oneok Inc New ComCUSIP 682680103 was $2.3M
  • WMBWilliams Cos Inc Com was $2.2M
  • WESWestern Midstream Partners LP Com Unit LP Int was $1.7M
  • TRGPTarga Res Corp Com was $1.6M
  • PAAPlains All Amern Pipeline L P Unit Ltd Partn was $1.2M
  • HESMHess Midstream LP Cl A Shs was $1.1M

Quarter by quarter

QuarterIts picksS&P 500
June 30, 2026+9.0%+14.8%
March 31, 2026−0.1%−4.6%
December 31, 2025+2.4%+2.4%
September 30, 2025+5.4%+7.8%
June 30, 2025+7.0%+10.5%
March 31, 2025−1.5%−4.6%
December 31, 2024+2.2%+2.1%
September 30, 2024+5.1%+5.4%
June 30, 2024+2.7%+4.0%
March 31, 2024+8.9%+10.0%
December 31, 2023+8.7%+11.2%
September 30, 2023−1.6%−3.6%
June 30, 2023+5.6%+8.3%
March 31, 2023+4.9%+7.0%
September 30, 2022+0.7%−5.3%
June 30, 2022−0.1%−16.5%
March 31, 2022−0.1%−4.9%
December 31, 2021+0.3%+10.7%
September 30, 2021+0.1%+0.3%

Sources

Every number on this page points here. Each one links to the public record.

  1. 1
    CIK 1287978
  2. 2
    Filed July 27, 2026 · accession 0001420506-26-001309