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Livermore
Livermore
ZHEN

Basso Capital Management, L.P.

SEC CIK
0001287978
Latest filing
Jul 27, 2026

The latest 13F from Basso Capital Management, L.P. covers Q2 2026 (filed Jul 27, 2026): 135 long positions worth $405.9M. The top 10 holdings make up 47.8% of the portfolio, and the largest is Vanguard S&P 500 ETF at 11.8%. Livermore has 22 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q2 2026

Share counts compared with Q1 2026: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.

Full comparison
New
81
Est. +$164.0M
Added
39
Est. +$99.3M
Reduced
7
Est. −$2.74M
Sold out
83
Est. −$33.0M

Top 5 holdings

Share of this quarter's portfolio value

  1. Vanguard S&P 500 ETF922908363
    11.8%$47.8M
  2. Vanguard Morningstar Total Stock Market ETF922908769
    6.3%$25.7M
  3. Pgim ETF Tr69344A834
    6.2%$25.3M
  4. SPYSPDR S&P 500 ETF Trust
    4.9%$19.7MHistory
  5. iShares Russell 2000 ETF464287655
    3.5%$14.4M

Share of portfolio

Top 5 holdings and the other 130 positions, by share of portfolio value

  1. Vanguard S&P 500 ETF11.8%
  2. Vanguard Morningstar Total Stock Market ETF6.3%
  3. Pgim ETF Tr6.2%
  4. SPY4.9%
  5. iShares Russell 2000 ETF3.5%
  6. Other 130 positions67.3%

Biggest buys

New and added positions, by estimated amount bought

  1. Pgim ETF Tr69344A834
    +$16.6MAdded
  2. iShares Tr46432F388
    +$13.8MNew
  3. Invesco Exch Traded FD Tr II46138E339
    +$11.5MNew
  4. VanEck Semiconductor ETF92189F676
    +$10.9MNew
  5. iShares Tr464288448
    +$10.7MNew

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. iShares Tr46432F388
    +3.39 pp0.0% → 3.4%
  2. Invesco Exch Traded FD Tr II46138E339
    +2.83 pp0.0% → 2.8%
  3. VanEck Semiconductor ETF92189F676
    +2.69 pp0.0% → 2.7%
  4. iShares Tr464288448
    +2.65 pp0.0% → 2.6%
  5. iShares Core S&P 500 ETF464287200
    +2.35 pp0.0% → 2.3%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. MPLXMPLX LP
    −$4.06MSold outHistory
  2. ETEnergy Transfer LP
    −$3.81MSold outHistory
  3. UUPInvesco DB US Dollar Index Bullish Fund
    −$2.63MSold outHistory
  4. EPDEnterprise Products Partners L.P.
    −$2.37MSold outHistory
  5. OKEONEOK Inc
    −$2.29MSold outHistory

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. SPYSPDR S&P 500 ETF Trust
    −5.81 pp10.7% → 4.9%History
  2. MPLXMPLX LP
    −2.49 pp2.5% → 0.0%History
  3. ETEnergy Transfer LP
    −2.33 pp2.3% → 0.0%History
  4. SLViShares Silver Trust
    −2.06 pp2.3% → 0.3%History
  5. UUPInvesco DB US Dollar Index Bullish Fund
    −1.61 pp1.6% → 0.0%History

Metrics

13F metrics for Q2 2026, computed only from the numbers in the filings. Definitions below.

Portfolio value
$405.9M
+$242.5M (+148.4%) vs. prior quarter
Positions
135
−2 vs. prior quarter
Top 10 concentration
47.8%
Top 10 as share of value
Turnover
12.6%
Q2 2026, one quarter
Average holding period
7.0 quarters
Weighted by value

How these are calculated

  • Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
  • Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
  • Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
  • Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.

13F filings by quarter

22 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $1.03B (Q1 2022)

Q1 2021: $648.3MQ2 2021: $780.5MQ3 2021: $849.3MQ4 2021: $905.9MQ1 2022: $1.03BQ2 2022: $952.9MQ3 2022: $413.6MQ4 2022: $93.1MQ1 2023: $103.4MQ2 2023: $90.4MQ3 2023: $90.3MQ4 2023: $96.1MQ1 2024: $106.0MQ2 2024: $110.9MQ3 2024: $108.7MQ4 2024: $115.6MQ1 2025: $117.5MQ2 2025: $134.9MQ3 2025: $149.4MQ4 2025: $167.9MQ1 2026: $163.4MQ2 2026: $405.9M
Q1 2021Q2 2026
13F filings of Basso Capital Management, L.P. by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q2 2026Jul 27, 2026135$405.9MVanguard S&P 500 ETFVanguard Morningstar Total Stock Market ETFPgim ETF Trvs. Q1 2026SEC
Q1 2026May 15, 2026137$163.4MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q4 2025SEC
Q4 2025Feb 17, 2026115$167.9MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q3 2025SEC
Q3 2025Nov 13, 202578$149.4MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q2 2025SEC
Q2 2025Aug 13, 202577$134.9MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q1 2025SEC
Q1 2025May 12, 202572$117.5MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q4 2024SEC
Q4 2024Feb 10, 202575$115.6MVanguard S&P 500 ETFSPYInvesco Exchange Traded FD Tvs. Q3 2024SEC
Q3 2024Nov 12, 202473$108.7MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q2 2024SEC
Q2 2024Aug 14, 202475$110.9MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q1 2024SEC
Q1 2024May 13, 202470$106.0MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q4 2023SEC
Q4 2023Feb 14, 202473$96.1MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q3 2023SEC
Q3 2023Nov 14, 202374$90.3MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q2 2023SEC
Q2 2023Aug 14, 202389$90.4MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q1 2023SEC
Q1 2023May 15, 202379$103.4MVanguard S&P 500 ETFSPYVanguard Morningstar Total Stock Market ETFvs. Q4 2022SEC
Q4 2022Feb 14, 202374$93.1MSPYVanguard Morningstar Total Stock Market ETFVanguard S&P 500 ETFvs. Q3 2022SEC
Q3 2022Nov 14, 2022423$413.6MGlenfarne Merger CorpMonument Circle Acquisitn CoOyster Enterprises Acq Corpvs. Q2 2022SEC
Q2 2022Aug 11, 2022612$952.9MTastemaker Acquisition CorpGoal Acquisitions CorpLead Edge Growth Oprtunts LTvs. Q1 2022SEC
Q1 2022May 13, 2022681$1.03BCascade Acquisition CorpTastemaker Acquisition CorpGoal Acquisitions Corpvs. Q4 2021SEC
Q4 2021Feb 14, 2022558$905.9MEve Holding, Inc.Tastemaker Acquisition CorpCascade Acquisition Corpvs. Q3 2021SEC
Q3 2021Nov 9, 2021492$849.3MEve Holding, Inc.Tastemaker Acquisition CorpCascade Acquisition Corpvs. Q2 2021SEC
Q2 2021Aug 13, 2021503$780.5MEve Holding, Inc.Tastemaker Acquisition CorpSeaport Global Acquisitn Corvs. Q1 2021SEC
Q1 2021May 10, 2021377$648.3MEast Stone Acquisition CorpMDH Acquisition CorpMudrick Capital Acqu Corp II–SEC

13D and 13G filings

Companies where Basso Capital Management, L.P. reports owning 5% or more on Schedule 13D or 13G, and its latest filings.

Current stakes of 5% or more

Basso Capital Management, L.P. does not currently report owning 5% or more of any company.

Latest filings

63 filings on file made by Basso Capital Management, L.P. or listing it as a reporting person; the latest 20 are shown.

Schedule 13D and 13G filings by Basso Capital Management, L.P.
CompanyFiled (ET)FormStakeChangeEvent dateFiling
EDTXEdtechX Holdings Acquisition Corp. IIFeb 10, 202313G/AOld format–––SEC
CDAQCompass Digital Acquisition Corp.Feb 10, 202313G/AOld format–––SEC
EVEXEve Holding, Inc.Feb 10, 202313G/AOld format–––SEC
Tastemaker Acquisition Corp.Feb 10, 202313G/AOld format–––SEC
FoxWayne Enterprises Acquisition Corp.Feb 10, 202313G/AOld format–––SEC
Tottenham Acquisition I LtdFeb 11, 20223:39 PM ET13G/AOld format–––SEC
EVEXEve Holding, Inc.Feb 11, 202213G/AOld format–––SEC
RDBXRedbox Entertainment Inc.Feb 11, 202213G/AOld format–––SEC
Mudrick Capital Acquisition Corp. IIFeb 11, 202213G/AOld format–––SEC
FoxWayne Enterprises Acquisition Corp.Feb 11, 202213G/AOld format–––SEC
EDTXEdtechX Holdings Acquisition Corp. IIFeb 11, 202213G/AOld format–––SEC
East Stone Acquisition CorpFeb 11, 202213G/AOld format–––SEC
SABSSAB Biotherapeutics, Inc.Feb 11, 202213G/AOld format–––SEC
HGASGlobal Gas CorpFeb 11, 202213G/AOld format–––SEC
CDAQCompass Digital Acquisition Corp.Feb 11, 202213G/AOld format–––SEC
SKYHSky Harbour Group CorpFeb 11, 202213G/AOld format–––SEC
BENEBenessere Capital Acquisition Corp.Feb 11, 202213G/AOld format–––SEC
Tastemaker Acquisition Corp.Feb 11, 202213G/AOld format–––SEC
MCOMmicromobility.com Inc.Feb 11, 202213G/AOld format–––SEC
ILLRTriller Group Inc.Feb 11, 202213G/AOld format–––SEC