BASSO CAPITAL MANAGEMENT, L.P.
Holdings as of 2026-06-30, filed 2026-07-27
This is history, not a current position. These holdings describe 2026-06-30, and the report became public 27 days later. The portfolio has changed since.
Aggregates
computed from the positions belowPositions reported
138
Value reported by manager
$468.8M
Sum of our stored positions
$468.8M
should match the line above
Disclosure lag
27 d
quarter end to filing
Top 5 concentration
37.2%
of the positions shown
New positions
0
vs previous quarter
Exited
0
vs previous quarter
Option positions
3
puts and calls
Positions
138 largest shown| Issuer | Class | Value | Shares | Type | CUSIP |
|---|---|---|---|---|---|
| STATE STR SPDR S&P 500 ETF T | TR UNIT | $56M | 75,000 | Put | 78462F103 |
| VANGUARD INDEX FDS | S&P 500 ETF SHS | $47.8M | 69,593 | — | 922908363 |
| VANGUARD INDEX FDS | TOTAL STK MKT | $25.7M | 69,521 | — | 922908769 |
| PGIM ETF TR | AAA CLO ETF | $25.3M | 493,638 | — | 69344A834 |
| STATE STR SPDR S&P 500 ETF T | TR UNIT | $19.7M | 26,424 | — | 78462F103 |
| ISHARES TR | RUSSELL 2000 ETF | $14.4M | 47,770 | — | 464287655 |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | $14.3M | 67,361 | — | 46137V357 |
| ISHARES TR | MSCI USA VALUE | $13.8M | 68,959 | — | 46432F388 |
| INVESCO EXCH TRADED FD TR II | S&P 500 MOMNTM | $11.5M | 71,185 | — | 46138E339 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | $10.9M | 16,651 | — | 92189F676 |
| ISHARES TR | INTL SEL DIV ETF | $10.7M | 259,436 | — | 464288448 |
| SPDR GOLD TR | GOLD SHS | $9.8M | 26,610 | — | 78463V107 |
| ISHARES TR | CORE S&P500 ETF | $9.5M | 12,717 | — | 464287200 |
| ISHARES TR | RUS TP200 GR ETF | $8.6M | 29,496 | — | 464289438 |
| ISHARES TR | S&P 100 ETF | $8.6M | 23,404 | — | 464287101 |
| INVESCO EXCH TRADED FD TR II | NASDAQ 100 ETF | $8.4M | 27,564 | — | 46138G649 |
| AMERICAN CENTY ETF TR | INTL SMCP VLU | $8.3M | 80,328 | — | 025072802 |
| INVESCO QQQ TR | UNIT SER 1 | $6.8M | 9,270 | — | 46090E103 |
| SPDR SERIES TRUST | ST STR P500ETF | $6.8M | 77,516 | — | 78464A854 |
| ISHARES TR | RUSSELL 2000 ETF | $6.6M | 22,000 | Put | 464287655 |
| ISHARES INC | MSCI EMRG CHN | $6.4M | 62,176 | — | 46434G764 |
| FUNDX INVT TR | FUNDX ETF | $5.9M | 64,774 | — | 360876809 |
| INVESCO EXCHANGE TRADED FD T | S&P 500 TOP 50 | $5.3M | 86,797 | — | 46137V233 |
| ALPHABET INC | CAP STK CL A | $4.7M | 13,256 | — | 02079K305 |
| ISHARES INC | MSCI STH KOR ETF | $4.3M | 21,440 | — | 464286772 |
| ISHARES TR | MSCI USA MMENTM | $4.3M | 12,447 | — | 46432F396 |
| DBX ETF TR | XTRACKRS S&P 500 | $3.7M | 54,115 | — | 233051143 |
| ISHARES TR | CORE 60 BALA ETF | $3.7M | 53,294 | — | 464289867 |
| SCHWAB STRATEGIC TR | US BRD MKT ETF | $3.5M | 121,340 | — | 808524102 |
| VANGUARD WORLD FD | MEGA GRWTH IND | $3.3M | 37,073 | — | 921910816 |
| FUNDX INVT TR | CONSERVATIVE ETF | $3.2M | 64,454 | — | 360876874 |
| ISHARES TR | CORE 40 MODE ETF | $3.1M | 62,530 | — | 464289875 |
| SERIES PORTFOLIOS TR | ELDRIDGE BBB B | $3.1M | 116,451 | — | 81752T528 |
| JANUS DETROIT STR TR | HENDRSON AAA CL | $3.1M | 60,433 | — | 47103U845 |
| APPLE INC | COM | $3M | 10,539 | — | 037833100 |
| SCHWAB STRATEGIC TR | FUNDAMENTAL INTL | $3M | 57,114 | — | 808524755 |
| ISHARES TR | ESG MSCI KLD ETF | $2.9M | 20,139 | — | 464288570 |
| ISHARES TR | CORE S&P MCP ETF | $2.8M | 36,811 | — | 464287507 |
| ISHARES TR | ISHS 5-10YR INVT | $2.8M | 52,815 | — | 464288638 |
| ISHARES TR | MORNINGSTAR GRWT | $2.8M | 23,568 | — | 464287119 |
| SCHWAB STRATEGIC TR | US LCAP GR ETF | $2.7M | 80,612 | — | 808524300 |
| ISHARES TR | JPMORGAN USD EMG | $2.4M | 24,597 | — | 464288281 |
| VANGUARD INDEX FDS | GROWTH ETF | $2.3M | 26,170 | — | 922908736 |
| INVESCO EXCH TRADED FD TR II | RAFI DVLPD MRKTS | $2.2M | 29,466 | — | 46138E743 |
| ISHARES TR | ESG OPTIMIZED | $2.2M | 14,234 | — | 464288802 |
| BLACKROCK ETF TRUST II | ISHARES AAA CLO | $2.2M | 41,745 | — | 092528504 |
| SCHWAB STRATEGIC TR | US LRG CAP ETF | $2.1M | 71,613 | — | 808524201 |
| ISHARES TR | CORE US AGGBD ET | $1.9M | 19,182 | — | 464287226 |
| ISHARES TR | CORE 30 70 ETF | $1.7M | 40,858 | — | 464289883 |
| JPMORGAN CHASE & CO | COM | $1.5M | 4,653 | — | 46625H100 |
| VANECK ETF TRUST | AA BB CLO ETF | $1.5M | 30,052 | — | 92189H656 |
| INVESCO EXCHANGE TRADED FD T | S&P500 PUR GWT | $1.5M | 23,593 | — | 46137V266 |
| ISHARES TR | ISHS 1-5YR INVS | $1.3M | 24,375 | — | 464288646 |
| SPDR SERIES TRUST | SPDR S&P 500 ESG | $1.3M | 17,261 | — | 78468R531 |
| VANGUARD SCOTTSDALE FDS | VNG RUS1000GRW | $1.3M | 9,786 | — | 92206C680 |
| UNION PAC CORP | COM | $1.2M | 4,434 | — | 907818108 |
| SELECT SECTOR SPDR TR | ST STR UTIL ETF | $1.2M | 26,314 | — | 81369Y886 |
| SPDR SERIES TRUST | ST STR SP BIOT | $1.2M | 7,514 | — | 78464A870 |
| INVESCO EXCHANGE TRADED FD T | WILDERHIL CLAN | $1.1M | 28,505 | — | 46137V134 |
| MICROSOFT CORP | COM | $1.1M | 2,927 | — | 594918104 |
| ISHARES SILVER TR | ISHARES | $1.1M | 20,027 | — | 46428Q109 |
| ISHARES TR | MICRO-CAP ETF | $1.1M | 5,347 | — | 464288869 |
| FIDELITY COMWLTH TR | NASDAQ COMPSIT | $1M | 9,910 | — | 315912808 |
| INTERNATIONAL BUSINESS MACHS | COM | $998.6K | 3,551 | — | 459200101 |
| VANGUARD WORLD FD | ESG INTL STK ETF | $957.3K | 11,626 | — | 921910725 |
| FUNDX INVT TR | AGGRESSIVE ETF | $951.7K | 9,757 | — | 360876882 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | $946.7K | 1,892 | — | 084670702 |
| ISHARES TR | CORE S&P TTL STK | $932.7K | 5,678 | — | 464287150 |
| PACER FDS TR | US CASH COWS 100 | $923.2K | 14,843 | — | 69374H881 |
| HOME DEPOT INC | COM | $787.2K | 2,232 | — | 437076102 |
| BLUE OWL CAPITAL INC | COM CL A | $743.8K | 85,000 | — | 09581B103 |
| ISHARES TR | ISHARES SEMICDTR | $725.3K | 1,132 | — | 464287523 |
| UNITED STS COMMODITY INDEX F | CM REP COPP FD | $721.2K | 19,115 | — | 911718104 |
| INVESCO EXCH TRADED FD TR II | ESG NASDAQ 100 | $703.8K | 13,739 | — | 46138G540 |
| MORGAN STANLEY ETF TRUST | CALVE INDEX ETF | $694.4K | 8,168 | — | 61774R106 |
| DIMENSIONAL ETF TRUST | US MKTWIDE VALUE | $649.1K | 11,800 | — | 25434V724 |
| RTX CORPORATION | COM | $647.2K | 3,411 | — | 75513E101 |
| ETF SER SOLUTIONS | DEFIA QUANT ETF | $647K | 3,912 | — | 26922A420 |
| PROCTER & GAMBLE CO | COM | $637.9K | 4,350 | — | 742718109 |
| J P MORGAN EXCHANGE TRADED F | JPMORGAN DIVER | $635K | 4,528 | — | 46641Q407 |
| BLACKSTONE SECD LENDING FD | COMMON STOCK | $615K | 25,940 | — | 09261X102 |
| ISHARES TR | RUS 1000 GRW ETF | $614.9K | 4,952 | — | 464287614 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | $610K | 18,323 | — | 46438F101 |
| NUSHARES ETF TR | NUVEEN ESG LRGCP | $578.6K | 4,943 | — | 67092P201 |
| SCHWAB STRATEGIC TR | US DIVIDEND EQ | $556K | 17,534 | — | 808524797 |
| NEW YORK LIFE INVESTMENTS ET | HEDGE MULTI STRA | $524.7K | 14,337 | — | 45409B107 |
| PRINCIPAL EXCHANGE TRADED FD | US MEGA CP ETF | $490.5K | 6,617 | — | 74255Y870 |
| CVB FINL CORP | COM | $477.6K | 21,181 | — | 126600105 |
| ISHARES TR | CORE DIV GRWTH | $467.6K | 6,170 | — | 46434V621 |
| ISHARES TR | EAFE VALUE ETF | $464.4K | 6,067 | — | 464288877 |
| ISHARES TR | CALIF MUN BD ETF | $463.1K | 8,035 | — | 464288356 |
| FIRST TR EXCHANGE-TRADED FD | NAS CLNEDG GREEN | $457.5K | 7,461 | — | 33733E500 |
| ISHARES TR | CORE HIGH DV ETF | $454.1K | 16,567 | — | 46429B663 |
| VANGUARD SPECIALIZED FUNDS | DIV APP ETF | $450.8K | 1,905 | — | 921908844 |
| INVESCO EXCH TRADED FD TR II | INTL BUYBACK | $443K | 7,865 | — | 46138E644 |
| FIDELITY WISE ORIGIN BITCOIN | SHS | $426.3K | 8,350 | — | 315948109 |
| GOLDMAN SACHS ETF TR | ACTIVEBETA US LG | $419.7K | 2,958 | — | 381430503 |
| VANGUARD INDEX FDS | SMALL CP ETF | $408.5K | 1,348 | — | 922908751 |
| LINDE PLC | SHS | $400.6K | 772 | — | G54950103 |
| NOVO-NORDISK A S | ADR | $383.5K | 8,000 | — | 670100205 |
| AMAZON COM INC | COM | $382.5K | 1,605 | — | 023135106 |
| JOHNSON CONTROLS INTERNATION | SHS | $366.2K | 2,506 | — | G51502105 |
| STUBHUB HLDGS INC | CL A | $364.2K | 28,295 | — | 86384P109 |
| WHITEHORSE FIN INC | COM | $351.8K | 52,500 | — | 96524V106 |
| PIMCO ETF TR | 0-5 HIGH YIELD | $350.7K | 3,750 | — | 72201R783 |
| BLACKROCK ETF TRUST II | ISHA SH TERM ETF | $345.2K | 6,830 | — | 092528884 |
| BLACKROCK TAX MUNICPAL BD TR | SHS | $344.5K | 21,306 | — | 09248X100 |
| AMERICAN EXPRESS CO | COM | $338.6K | 1,001 | — | 025816109 |
| FS KKR CAP CORP | COM | $315K | 30,000 | — | 302635206 |
| NVIDIA CORPORATION | COM | $314.1K | 1,570 | — | 67066G104 |
| SALESFORCE INC | COM | $313.3K | 2,000 | Put | 79466L302 |
| S&P GLOBAL INC | COM | $305.4K | 750 | — | 78409V104 |
| DOUBLELINE ETF TRUST | ASSE BA SECS ETF | $304.5K | 6,008 | — | 25861R808 |
| VANGUARD INDEX FDS | VALUE ETF | $297.7K | 1,366 | — | 922908744 |
| ISHARES TR | CORE 80 20 ETF | $280.9K | 2,878 | — | 464289859 |
| ISHARES TR | MSCI INTL QUALTY | $279.1K | 5,633 | — | 46434V456 |
| VANGUARD BD INDEX FDS | INTERMED TERM | $278.7K | 3,633 | — | 921937819 |
| FRANKLIN TEMPLETON HOLDINGS | RESPBLY SRCD GLD | $277.4K | 5,197 | — | 35473M105 |
| GE AEROSPACE | COM NEW | $277.3K | 742 | — | 369604301 |
| WELLTOWER INC | COM | $270.8K | 1,193 | — | 95040Q104 |
| INVESCO EXCH TRADED FD TR II | S&P500 LOW VOL | $266.6K | 3,559 | — | 46138E354 |
| SCHWAB CHARLES CORP | COM | $263K | 2,850 | — | 808513105 |
| PIMCO ETF TR | ENHAN SHRT MA AC | $260.3K | 2,582 | — | 72201R833 |
| MCDONALDS CORP | COM | $257.3K | 952 | — | 580135101 |
| BANK OF AMER CORP | COM | $239.3K | 4,200 | — | 060505104 |
| TESLA INC | COM | $235.5K | 560 | — | 88160R101 |
| EA SERIES TRUST | FREEDOM 100 EM | $234.4K | 3,216 | — | 02072L607 |
| ISHARES TR | MSCI EAFE MIN VL | $232.1K | 2,646 | — | 46429B689 |
| ISHARES TR | MSCI GBL SUS DEV | $223.6K | 2,500 | — | 46435G532 |
| JOHNSON & JOHNSON | COM | $222.2K | 875 | — | 478160104 |
| CATERPILLAR INC | COM | $221.5K | 208 | — | 149123101 |
| GE VERNOVA INC | COM | $217.3K | 185 | — | 36828A101 |
| CARRIER GLOBAL CORPORATION | COM | $215.1K | 2,933 | — | 14448C104 |
| KRANESHARES TRUST | CSI CHI INTERNET | $212K | 8,662 | — | 500767306 |
| BRISTOL-MYERS SQUIBB CO | COM | $210.7K | 3,656 | — | 110122108 |
| ISHARES TR | TRUST ISHARE 0-1 | $209.7K | 1,900 | — | 464288679 |
| ISHARES TR | S&P 500 GRWT ETF | $209.3K | 1,522 | — | 464287309 |
| ISHARES INC | MSCI MEXICO ETF | $208.6K | 2,771 | — | 464286822 |
Values are shown exactly as filed. Before 2023 managers reported in thousands of dollars and afterwards in whole dollars; the reporting unit is not always determinable from the document, so nothing is converted automatically.
Source: U.S. Securities and Exchange Commission, Form 13F · as of 2026-07-27