Q2 2026 · 13F-HR
BASSO CAPITAL MANAGEMENT, L.P.holdings as filed
Filed 2026-07-27 · accession 0001420506-26-001309
$468.8M
Reported value
138
Positions
2026-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | STATE STR SPDR S&P 500 ETF T | $56.0M | 11.9% | 75,000 | PUT | SOLE |
| 922908363 | VOO | VANGUARD INDEX FDS | $47.8M | 10.2% | 69,593 | Common | SOLE |
| 922908769 | VTI | VANGUARD INDEX FDS | $25.7M | 5.49% | 69,521 | Common | SOLE |
| 69344A834 | PAAA | PGIM ETF TR | $25.3M | 5.40% | 493,638 | Common | SOLE |
| 78462F103 | SPY | STATE STR SPDR S&P 500 ETF T | $19.7M | 4.21% | 26,424 | Common | SOLE |
| 464287655 | IWM | ISHARES TR | $14.4M | 3.06% | 47,770 | Common | SOLE |
| 46137V357 | RSP | INVESCO EXCHANGE TRADED FD T | $14.3M | 3.06% | 67,361 | Common | SOLE |
| 46432F388 | VLUE | ISHARES TR | $13.8M | 2.94% | 68,959 | Common | SOLE |
| 46138E339 | SPMO | INVESCO EXCH TRADED FD TR II | $11.5M | 2.45% | 71,185 | Common | SOLE |
| 92189F676 | SMH | VANECK ETF TRUST | $10.9M | 2.33% | 16,651 | Common | SOLE |
| 464288448 | IDV | ISHARES TR | $10.7M | 2.29% | 259,436 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD TR | $9.8M | 2.09% | 26,610 | Common | SOLE |
| 464287200 | IVV | ISHARES TR | $9.5M | 2.03% | 12,717 | Common | SOLE |
| 464289438 | IWY | ISHARES TR | $8.6M | 1.83% | 29,496 | Common | SOLE |
| 464287101 | OEF | ISHARES TR | $8.6M | 1.83% | 23,404 | Common | SOLE |
| 46138G649 | QQQM | INVESCO EXCH TRADED FD TR II | $8.4M | 1.78% | 27,564 | Common | SOLE |
| 025072802 | AVDV | AMERICAN CENTY ETF TR | $8.3M | 1.77% | 80,328 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TR | $6.8M | 1.46% | 9,270 | Common | SOLE |
| 78464A854 | SPYM | SPDR SERIES TRUST | $6.8M | 1.45% | 77,516 | Common | SOLE |
| 464287655 | IWM | ISHARES TR | $6.6M | 1.41% | 22,000 | PUT | SOLE |
| 46434G764 | EMXC | ISHARES INC | $6.4M | 1.36% | 62,176 | Common | SOLE |
| 360876809 | XCOR | FUNDX INVT TR | $5.9M | 1.25% | 64,774 | Common | SOLE |
| 46137V233 | XLG | INVESCO EXCHANGE TRADED FD T | $5.3M | 1.13% | 86,797 | Common | SOLE |
| 02079K305 | GOOGL | ALPHABET INC | $4.7M | 1.01% | 13,256 | Common | SOLE |
| 464286772 | EWY | ISHARES INC | $4.3M | 0.92% | 21,440 | Common | SOLE |
| 46432F396 | MTUM | ISHARES TR | $4.3M | 0.91% | 12,447 | Common | SOLE |
| 233051143 | SNPE | DBX ETF TR | $3.7M | 0.79% | 54,115 | Common | SOLE |
| 464289867 | AOR | ISHARES TR | $3.7M | 0.79% | 53,294 | Common | SOLE |
| 808524102 | SCHB | SCHWAB STRATEGIC TR | $3.5M | 0.75% | 121,340 | Common | SOLE |
| 921910816 | MGK | VANGUARD WORLD FD | $3.3M | 0.70% | 37,073 | Common | SOLE |
| 360876874 | XRLX | FUNDX INVT TR | $3.2M | 0.68% | 64,454 | Common | SOLE |
| 464289875 | AOM | ISHARES TR | $3.1M | 0.67% | 62,530 | Common | SOLE |
| 81752T528 | CLOZ | SERIES PORTFOLIOS TR | $3.1M | 0.66% | 116,451 | Common | SOLE |
| 47103U845 | JAAA | JANUS DETROIT STR TR | $3.1M | 0.65% | 60,433 | Common | SOLE |
| 037833100 | AAPL | APPLE INC | $3.0M | 0.65% | 10,539 | Common | SOLE |
| 808524755 | FNDF | SCHWAB STRATEGIC TR | $3.0M | 0.64% | 57,114 | Common | SOLE |
| 464288570 | DSI | ISHARES TR | $2.9M | 0.61% | 20,139 | Common | SOLE |
| 464287507 | IJH | ISHARES TR | $2.8M | 0.61% | 36,811 | Common | SOLE |
| 464288638 | IGIB | ISHARES TR | $2.8M | 0.60% | 52,815 | Common | SOLE |
| 464287119 | ILCG | ISHARES TR | $2.8M | 0.59% | 23,568 | Common | SOLE |
| 808524300 | SCHG | SCHWAB STRATEGIC TR | $2.7M | 0.58% | 80,612 | Common | SOLE |
| 464288281 | EMB | ISHARES TR | $2.4M | 0.51% | 24,597 | Common | SOLE |
| 922908736 | VUG | VANGUARD INDEX FDS | $2.3M | 0.48% | 26,170 | Common | SOLE |
| 46138E743 | PXF | INVESCO EXCH TRADED FD TR II | $2.2M | 0.48% | 29,466 | Common | SOLE |
| 464288802 | SUSA | ISHARES TR | $2.2M | 0.47% | 14,234 | Common | SOLE |
| 092528504 | CLOA | BLACKROCK ETF TRUST II | $2.2M | 0.46% | 41,745 | Common | SOLE |
| 808524201 | SCHX | SCHWAB STRATEGIC TR | $2.1M | 0.45% | 71,613 | Common | SOLE |
| 464287226 | AGG | ISHARES TR | $1.9M | 0.40% | 19,182 | Common | SOLE |
| 464289883 | AOK | ISHARES TR | $1.7M | 0.36% | 40,858 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $1.5M | 0.32% | 4,653 | Common | SOLE |
| 92189H656 | CLOB | VANECK ETF TRUST | $1.5M | 0.32% | 30,052 | Common | SOLE |
| 46137V266 | RPG | INVESCO EXCHANGE TRADED FD T | $1.5M | 0.32% | 23,593 | Common | SOLE |
| 464288646 | IGSB | ISHARES TR | $1.3M | 0.27% | 24,375 | Common | SOLE |
| 78468R531 | EFIV | SPDR SERIES TRUST | $1.3M | 0.27% | 17,261 | Common | SOLE |
| 92206C680 | VONG | VANGUARD SCOTTSDALE FDS | $1.3M | 0.27% | 9,786 | Common | SOLE |
| 907818108 | UNP | UNION PAC CORP | $1.2M | 0.26% | 4,434 | Common | SOLE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $1.2M | 0.25% | 26,314 | Common | SOLE |
| 78464A870 | XBI | SPDR SERIES TRUST | $1.2M | 0.25% | 7,514 | Common | SOLE |
| 46137V134 | PBW | INVESCO EXCHANGE TRADED FD T | $1.1M | 0.24% | 28,505 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP | $1.1M | 0.23% | 2,927 | Common | SOLE |
| 46428Q109 | SLV | ISHARES SILVER TR | $1.1M | 0.23% | 20,027 | Common | SOLE |
| 464288869 | IWC | ISHARES TR | $1.1M | 0.23% | 5,347 | Common | SOLE |
| 315912808 | ONEQ | FIDELITY COMWLTH TR | $1.0M | 0.22% | 9,910 | Common | SOLE |
| 459200101 | IBM | INTERNATIONAL BUSINESS MACHS | $998,577 | 0.21% | 3,551 | Common | SOLE |
| 921910725 | VSGX | VANGUARD WORLD FD | $957,285 | 0.20% | 11,626 | Common | SOLE |
| 360876882 | XNAV | FUNDX INVT TR | $951,709 | 0.20% | 9,757 | Common | SOLE |
| 084670702 | BRK/B | BERKSHIRE HATHAWAY INC DEL | $946,738 | 0.20% | 1,892 | Common | SOLE |
| 464287150 | ITOT | ISHARES TR | $932,725 | 0.20% | 5,678 | Common | SOLE |
| 69374H881 | COWZ | PACER FDS TR | $923,235 | 0.20% | 14,843 | Common | SOLE |
| 437076102 | HD | HOME DEPOT INC | $787,182 | 0.17% | 2,232 | Common | SOLE |
| 09581B103 | OWL | BLUE OWL CAPITAL INC | $743,750 | 0.16% | 85,000 | Common | SOLE |
| 464287523 | SOXX | ISHARES TR | $725,320 | 0.15% | 1,132 | Common | SOLE |
| 911718104 | CPER | UNITED STS COMMODITY INDEX F | $721,209 | 0.15% | 19,115 | Common | SOLE |
| 46138G540 | QQMG | INVESCO EXCH TRADED FD TR II | $703,849 | 0.15% | 13,739 | Common | SOLE |
| 61774R106 | CVIE | MORGAN STANLEY ETF TRUST | $694,384 | 0.15% | 8,168 | Common | SOLE |
| 25434V724 | DFUV | DIMENSIONAL ETF TRUST | $649,118 | 0.14% | 11,800 | Common | SOLE |
| 75513E101 | RTX | RTX CORPORATION | $647,169 | 0.14% | 3,411 | Common | SOLE |
| 26922A420 | QTUM | ETF SER SOLUTIONS | $647,013 | 0.14% | 3,912 | Common | SOLE |
| 742718109 | PG | PROCTER & GAMBLE CO | $637,884 | 0.14% | 4,350 | Common | SOLE |
| 46641Q407 | JPUS | J P MORGAN EXCHANGE TRADED F | $634,960 | 0.14% | 4,528 | Common | SOLE |
| 09261X102 | BXSL | BLACKSTONE SECD LENDING FD | $615,037 | 0.13% | 25,940 | Common | SOLE |
| 464287614 | IWF | ISHARES TR | $614,890 | 0.13% | 4,952 | Common | SOLE |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST ETF | $609,973 | 0.13% | 18,323 | Common | SOLE |
| 67092P201 | NULG | NUSHARES ETF TR | $578,628 | 0.12% | 4,943 | Common | SOLE |
| 808524797 | SCHD | SCHWAB STRATEGIC TR | $556,003 | 0.12% | 17,534 | Common | SOLE |
| 45409B107 | QAI | NEW YORK LIFE INVESTMENTS ET | $524,734 | 0.11% | 14,337 | Common | SOLE |
| 74255Y870 | USMC | PRINCIPAL EXCHANGE TRADED FD | $490,496 | 0.10% | 6,617 | Common | SOLE |
| 126600105 | CVBF | CVB FINL CORP | $477,632 | 0.10% | 21,181 | Common | SOLE |
| 46434V621 | DGRO | ISHARES TR | $467,624 | 0.10% | 6,170 | Common | SOLE |
| 464288877 | EFV | ISHARES TR | $464,429 | 0.10% | 6,067 | Common | SOLE |
| 464288356 | CMF | ISHARES TR | $463,137 | 0.10% | 8,035 | Common | SOLE |
| 33733E500 | QCLN | FIRST TR EXCHANGE-TRADED FD | $457,533 | 0.10% | 7,461 | Common | SOLE |
| 46429B663 | HDV | ISHARES TR | $454,101 | 0.10% | 16,567 | Common | SOLE |
| 921908844 | VIG | VANGUARD SPECIALIZED FUNDS | $450,761 | 0.10% | 1,905 | Common | SOLE |
| 46138E644 | IPKW | INVESCO EXCH TRADED FD TR II | $443,031 | 0.09% | 7,865 | Common | SOLE |
| 315948109 | FBTC | FIDELITY WISE ORIGIN BITCOIN | $426,268 | 0.09% | 8,350 | Common | SOLE |
| 381430503 | GSLC | GOLDMAN SACHS ETF TR | $419,711 | 0.09% | 2,958 | Common | SOLE |
| 922908751 | VB | VANGUARD INDEX FDS | $408,474 | 0.09% | 1,348 | Common | SOLE |
| G54950103 | LIN | LINDE PLC | $400,622 | 0.09% | 772 | Common | SOLE |
| 670100205 | NVO | NOVO-NORDISK A S | $383,520 | 0.08% | 8,000 | Common | SOLE |
| 023135106 | AMZN | AMAZON COM INC | $382,536 | 0.08% | 1,605 | Common | SOLE |
| G51502105 | JCI | JOHNSON CONTROLS INTERNATION | $366,152 | 0.08% | 2,506 | Common | SOLE |
| 86384P109 | STUB | STUBHUB HLDGS INC | $364,157 | 0.08% | 28,295 | Common | SOLE |
| 96524V106 | WHF | WHITEHORSE FIN INC | $351,750 | 0.08% | 52,500 | Common | SOLE |
| 72201R783 | HYS | PIMCO ETF TR | $350,700 | 0.07% | 3,750 | Common | SOLE |
| 092528884 | CALI | BLACKROCK ETF TRUST II | $345,154 | 0.07% | 6,830 | Common | SOLE |
| 09248X100 | BBN | BLACKROCK TAX MUNICPAL BD TR | $344,519 | 0.07% | 21,306 | Common | SOLE |
| 025816109 | AXP | AMERICAN EXPRESS CO | $338,588 | 0.07% | 1,001 | Common | SOLE |
| 302635206 | FSK | FS KKR CAP CORP | $315,000 | 0.07% | 30,000 | Common | SOLE |
| 67066G104 | NVDA | NVIDIA CORPORATION | $314,141 | 0.07% | 1,570 | Common | SOLE |
| 79466L302 | CRM | SALESFORCE INC | $313,320 | 0.07% | 2,000 | PUT | SOLE |
| 78409V104 | SPGI | S&P GLOBAL INC | $305,445 | 0.07% | 750 | Common | SOLE |
| 25861R808 | DABS | DOUBLELINE ETF TRUST | $304,491 | 0.06% | 6,008 | Common | SOLE |
| 922908744 | VTV | VANGUARD INDEX FDS | $297,692 | 0.06% | 1,366 | Common | SOLE |
| 464289859 | AOA | ISHARES TR | $280,913 | 0.06% | 2,878 | Common | SOLE |
| 46434V456 | IQLT | ISHARES TR | $279,125 | 0.06% | 5,633 | Common | SOLE |
| 921937819 | BIV | VANGUARD BD INDEX FDS | $278,651 | 0.06% | 3,633 | Common | SOLE |
| 35473M105 | FGDL | FRANKLIN TEMPLETON HOLDINGS | $277,364 | 0.06% | 5,197 | Common | SOLE |
| 369604301 | GE | GE AEROSPACE | $277,308 | 0.06% | 742 | Common | SOLE |
| 95040Q104 | WELL | WELLTOWER INC | $270,768 | 0.06% | 1,193 | Common | SOLE |
| 46138E354 | SPLV | INVESCO EXCH TRADED FD TR II | $266,561 | 0.06% | 3,559 | Common | SOLE |
| 808513105 | SCHW | SCHWAB CHARLES CORP | $262,970 | 0.06% | 2,850 | Common | SOLE |
| 72201R833 | MINT | PIMCO ETF TR | $260,291 | 0.06% | 2,582 | Common | SOLE |
| 580135101 | MCD | MCDONALDS CORP | $257,335 | 0.05% | 952 | Common | SOLE |
| 060505104 | BAC | BANK OF AMER CORP | $239,316 | 0.05% | 4,200 | Common | SOLE |
| 88160R101 | TSLA | TESLA INC | $235,536 | 0.05% | 560 | Common | SOLE |
| 02072L607 | FRDM | EA SERIES TRUST | $234,446 | 0.05% | 3,216 | Common | SOLE |
| 46429B689 | EFAV | ISHARES TR | $232,081 | 0.05% | 2,646 | Common | SOLE |
| 46435G532 | SDG | ISHARES TR | $223,577 | 0.05% | 2,500 | Common | SOLE |
| 478160104 | JNJ | JOHNSON & JOHNSON | $222,224 | 0.05% | 875 | Common | SOLE |
| 149123101 | CAT | CATERPILLAR INC | $221,499 | 0.05% | 208 | Common | SOLE |
| 36828A101 | GEV | GE VERNOVA INC | $217,349 | 0.05% | 185 | Common | SOLE |
| 14448C104 | CARR | CARRIER GLOBAL CORPORATION | $215,136 | 0.05% | 2,933 | Common | SOLE |
| 500767306 | KWEB | KRANESHARES TRUST | $211,953 | 0.05% | 8,662 | Common | SOLE |
| 110122108 | BMY | BRISTOL-MYERS SQUIBB CO | $210,659 | 0.04% | 3,656 | Common | SOLE |
| 464288679 | SHV | ISHARES TR | $209,665 | 0.04% | 1,900 | Common | SOLE |
| 464287309 | IVW | ISHARES TR | $209,321 | 0.04% | 1,522 | Common | SOLE |
| 464286822 | EWW | ISHARES INC | $208,573 | 0.04% | 2,771 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.