BASSO CAPITAL MANAGEMENT, L.P.

Filed: 7/27/2026ACC: 0001420506-26-001309

📋 What this filing means

BASSO CAPITAL MANAGEMENT, L.P. filed this quarterly 13F‑HR report disclosing 136 equity positions with a total reported market value of $468.84M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

136

Positions

$468.84M

Total AUM (reported)

3.79M

Total Shares

Allocation by class

TR UNIT$75.74M16.2%

S&P 500 ETF SHS$47.80M10.2%

TOTAL STK MKT$25.73M5.5%

AAA CLO ETF$25.31M5.4%

RUSSELL 2000 ETF$20.96M4.5%

COM$15.09M3.2%

S&P500 EQL WGT$14.33M3.1%

Portfolio Concentration

Top 3$149.26M31.8%

4–10$107.55M22.9%

11–25$101.33M21.6%

Rest$110.69M23.6%

Top 3 weight

31.8%

Top 10 weight

54.8%

Voting Authority Distribution

Total shares with voting rights: 3.79M

Sole

Full voting authority

3.79M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole136

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings136

Rows:

STATE STR SPDR S&P 500 ETF T

SOLE

TR UNIT

Shares101.42K

TypeSH

Market value$75.74M

16.15%

Sole

101.42K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

S&P 500 ETF SHS

Shares69.59K

TypeSH

Market value$47.80M

10.19%

Sole

69.59K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

TOTAL STK MKT

Shares69.52K

TypeSH

Market value$25.73M

5.49%

Sole

69.52K

Shared

0.00

None

0.00

PGIM ETF TR

SOLE

AAA CLO ETF

Shares493.64K

TypeSH

Market value$25.31M

5.40%

Sole

493.64K

Shared

0.00

None

0.00

ISHARES TR

SOLE

RUSSELL 2000 ETF

Shares69.77K

TypeSH

Market value$20.96M

4.47%

Sole

69.77K

Shared

0.00

None

0.00

INVESCO EXCHANGE TRADED FD T

SOLE

S&P500 EQL WGT

Shares67.36K

TypeSH

Market value$14.33M

3.06%

Sole

67.36K

Shared

0.00

None

0.00

ISHARES TR

SOLE

MSCI USA VALUE

Shares68.96K

TypeSH

Market value$13.78M

2.94%

Sole

68.96K

Shared

0.00

None

0.00

INVESCO EXCH TRADED FD TR II

SOLE

S&P 500 MOMNTM

Shares71.19K

TypeSH

Market value$11.50M

2.45%

Sole

71.19K

Shared

0.00

None

0.00

VANECK ETF TRUST

SOLE

SEMICONDUCTR ETF

Shares16.65K

TypeSH

Market value$10.92M

2.33%

Sole

16.65K

Shared

0.00

None

0.00

ISHARES TR

SOLE

INTL SEL DIV ETF

Shares259.44K

TypeSH

Market value$10.75M

2.29%

Sole

259.44K

Shared

0.00

None

0.00

SPDR GOLD TR

SOLE

GOLD SHS

Shares26.61K

TypeSH

Market value$9.80M

2.09%

Sole

26.61K

Shared

0.00

None

0.00

ISHARES TR

SOLE

CORE S&P500 ETF

Shares12.72K

TypeSH

Market value$9.52M

2.03%

Sole

12.72K

Shared

0.00

None

0.00

ISHARES TR

SOLE

RUS TP200 GR ETF

Shares29.50K

TypeSH

Market value$8.57M

1.83%

Sole

29.50K

Shared

0.00

None

0.00

ISHARES TR

SOLE

S&P 100 ETF

Shares23.40K

TypeSH

Market value$8.56M

1.83%

Sole

23.40K

Shared

0.00

None

0.00

INVESCO EXCH TRADED FD TR II

SOLE

NASDAQ 100 ETF

Shares27.56K

TypeSH

Market value$8.35M

1.78%

Sole

27.56K

Shared

0.00

None

0.00

AMERICAN CENTY ETF TR

SOLE

INTL SMCP VLU

Shares80.33K

TypeSH

Market value$8.28M

1.77%

Sole

80.33K

Shared

0.00

None

0.00

INVESCO QQQ TR

SOLE

UNIT SER 1

Shares9.27K

TypeSH

Market value$6.83M

1.46%

Sole

9.27K

Shared

0.00

None

0.00

SPDR SERIES TRUST

SOLE

ST STR P500ETF

Shares77.52K

TypeSH

Market value$6.81M

1.45%

Sole

77.52K

Shared

0.00

None

0.00

ISHARES INC

SOLE

MSCI EMRG CHN

Shares62.18K

TypeSH

Market value$6.36M

1.36%

Sole

62.18K

Shared

0.00

None

0.00

FUNDX INVT TR

SOLE

FUNDX ETF

Shares64.77K

TypeSH

Market value$5.87M

1.25%

Sole

64.77K

Shared

0.00

None

0.00

INVESCO EXCHANGE TRADED FD T

SOLE

S&P 500 TOP 50

Shares86.80K

TypeSH

Market value$5.31M

1.13%

Sole

86.80K

Shared

0.00

None

0.00

ALPHABET INC

SOLE

CAP STK CL A

Shares13.26K

TypeSH

Market value$4.74M

1.01%

Sole

13.26K

Shared

0.00

None

0.00

ISHARES INC

SOLE

MSCI STH KOR ETF

Shares21.44K

TypeSH

Market value$4.33M

0.92%

Sole

21.44K

Shared

0.00

None

0.00

ISHARES TR

SOLE

MSCI USA MMENTM

Shares12.45K

TypeSH

Market value$4.27M

0.91%

Sole

12.45K

Shared

0.00

None

0.00

DBX ETF TR

SOLE

XTRACKRS S&P 500

Shares54.12K

TypeSH

Market value$3.73M

0.79%

Sole

54.12K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
STATE STR SPDR S&P 500 ETF TSOLE	TR UNIT	101.42K	SH	$75.74M 16.15%	101.42K
VANGUARD INDEX FDSSOLE	S&P 500 ETF SHS	69.59K	SH	$47.80M 10.19%	69.59K
VANGUARD INDEX FDSSOLE	TOTAL STK MKT	69.52K	SH	$25.73M 5.49%	69.52K
PGIM ETF TRSOLE	AAA CLO ETF	493.64K	SH	$25.31M 5.40%	493.64K
ISHARES TRSOLE	RUSSELL 2000 ETF	69.77K	SH	$20.96M 4.47%	69.77K
INVESCO EXCHANGE TRADED FD TSOLE	S&P500 EQL WGT	67.36K	SH	$14.33M 3.06%	67.36K
ISHARES TRSOLE	MSCI USA VALUE	68.96K	SH	$13.78M 2.94%	68.96K
INVESCO EXCH TRADED FD TR IISOLE	S&P 500 MOMNTM	71.19K	SH	$11.50M 2.45%	71.19K
VANECK ETF TRUSTSOLE	SEMICONDUCTR ETF	16.65K	SH	$10.92M 2.33%	16.65K
ISHARES TRSOLE	INTL SEL DIV ETF	259.44K	SH	$10.75M 2.29%	259.44K
SPDR GOLD TRSOLE	GOLD SHS	26.61K	SH	$9.80M 2.09%	26.61K
ISHARES TRSOLE	CORE S&P500 ETF	12.72K	SH	$9.52M 2.03%	12.72K
ISHARES TRSOLE	RUS TP200 GR ETF	29.50K	SH	$8.57M 1.83%	29.50K
ISHARES TRSOLE	S&P 100 ETF	23.40K	SH	$8.56M 1.83%	23.40K
INVESCO EXCH TRADED FD TR IISOLE	NASDAQ 100 ETF	27.56K	SH	$8.35M 1.78%	27.56K
AMERICAN CENTY ETF TRSOLE	INTL SMCP VLU	80.33K	SH	$8.28M 1.77%	80.33K
INVESCO QQQ TRSOLE	UNIT SER 1	9.27K	SH	$6.83M 1.46%	9.27K
SPDR SERIES TRUSTSOLE	ST STR P500ETF	77.52K	SH	$6.81M 1.45%	77.52K
ISHARES INCSOLE	MSCI EMRG CHN	62.18K	SH	$6.36M 1.36%	62.18K
FUNDX INVT TRSOLE	FUNDX ETF	64.77K	SH	$5.87M 1.25%	64.77K
INVESCO EXCHANGE TRADED FD TSOLE	S&P 500 TOP 50	86.80K	SH	$5.31M 1.13%	86.80K
ALPHABET INCSOLE	CAP STK CL A	13.26K	SH	$4.74M 1.01%	13.26K
ISHARES INCSOLE	MSCI STH KOR ETF	21.44K	SH	$4.33M 0.92%	21.44K
ISHARES TRSOLE	MSCI USA MMENTM	12.45K	SH	$4.27M 0.91%	12.45K
DBX ETF TRSOLE	XTRACKRS S&P 500	54.12K	SH	$3.73M 0.79%	54.12K

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