BASSO CAPITAL MANAGEMENT, L.P.

PrivateCIK: 1287978
Location

STAMFORD, CT

136
Positions
$468.84M
Total AUM (reported)
3.79M
Total Shares

Allocation by class

TOTAL AUM$468.84M136 positions
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 331.8%4–1022.9%11–2521.6%Rest23.6%TOP 1054.8%0%100%
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

shares

% of voting shares100.0%
Shared

Joint voting authority

0.00

shares

% of voting shares0.0%
None

No voting authority

0.00

shares

% 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
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