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BASSO CAPITAL MANAGEMENT, L.P.
Period ended Sep 30, 2026 · Latest filing Oct 30, 2026
These quarterly holdings are delayed and may not include all assets or short positions.
Values are from the reporting date, not current prices or purchase costs.
The same security may appear in multiple rows.
Source: SEC
Reported portfolio value
Quarter-end reported holdings; not current value or investment performance.
View reported values
- Sep 30, 2026: $464,829,806
More quarters will appear as history becomes available.
Top holdings
Top 10 at Sep 30, 2026. Matching entries are combined; security classes and options remain separate. Shares exclude principal amounts; option shares reflect the reported underlying amount.
View top holdings values
- VANGUARD INDEX FDS · S&P 500 ETF SHS · 922908363 · shares: $54,561,569
- STATE STR SPDR S&P 500 ETF T · TR UNIT · 78462F103 · shares · PUT: $34,699,665
- VANGUARD INDEX FDS · MRNGSTR TTL STK · 922908769 · shares: $26,644,147
- PGIM ETF TR · AAA CLO ETF · 69344A834 · shares: $22,926,588
- STATE STR SPDR S&P 500 ETF T · TR UNIT · 78462F103 · shares: $20,471,628
- INVESCO EXCHANGE TRADED FD T · S&P500 EQL WGT · 46137V357 · shares: $17,236,437
- ISHARES TR · MSCI USA VALUE · 46432F388 · shares: $14,063,730
- ISHARES TR · RUSSELL 2000 ETF · 464287655 · shares: $12,332,912
- INVESCO EXCH TRADED FD TR II · S&P 500 MOMNTM · 46138E339 · shares: $11,934,677
- SPDR GOLD TR · GOLD SHS · 78463V107 · shares: $10,436,920
Reported holdings
160 reported entries| Issuer | Class | CUSIP | Type | Shares / principal | Reported value (USD) |
|---|---|---|---|---|---|
| VANGUARD INDEX FDS | S&P 500 ETF SHS | 922908363 | — | 77,849 shares | $54,561,569 |
| VANGUARD INDEX FDS | MRNGSTR TTL STK | 922908769 | — | 71,195 shares | $26,644,147 |
| PGIM ETF TR | AAA CLO ETF | 69344A834 | — | 446,999 shares | $22,926,588 |
| STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | — | 26,843 shares | $20,471,628 |
| STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | PUT | 25,500 shares | $19,447,065 |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL WGT | 46137V357 | — | 82,860 shares | $17,236,437 |
| STATE STR SPDR S&P 500 ETF T | TR UNIT | 78462F103 | PUT | 20,000 shares | $15,252,600 |
| ISHARES TR | MSCI USA VALUE | 46432F388 | — | 71,029 shares | $14,063,730 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | — | 44,381 shares | $12,332,912 |
| INVESCO EXCH TRADED FD TR II | S&P 500 MOMNTM | 46138E339 | — | 78,735 shares | $11,934,677 |
| SPDR GOLD TR | GOLD SHS | 78463V107 | — | 27,405 shares | $10,436,920 |
| ISHARES TR | CORE S&P500 ETF | 464287200 | — | 13,391 shares | $10,255,165 |
| VANECK ETF TRUST | SEMICONDUCTR ETF | 92189F676 | — | 15,187 shares | $9,248,977 |
| ISHARES TR | S&P 100 ETF | 464287101 | — | 22,948 shares | $8,768,106 |
| INVESCO EXCH TRADED FD TR II | NASDAQ 100 ETF | 46138G649 | — | 28,080 shares | $8,554,434 |
| ISHARES TR | RUS TP200 GR ETF | 464289438 | — | 27,099 shares | $7,991,766 |
| SPDR SERIES TRUST | ST STR P500ETF | 78464A854 | — | 78,398 shares | $7,037,008 |
| INVESCO QQQ TR | UNIT SER 1 | 46090E103 | — | 9,203 shares | $6,808,287 |
| ISHARES TR | MSCI USA MMENTM | 46432F396 | — | 20,591 shares | $6,534,272 |
| ISHARES TR | RUS 2000 VAL ETF | 464287630 | — | 30,573 shares | $6,403,536 |
| FUNDX INVT TR | FUNDX ETF | 360876809 | — | 67,576 shares | $6,058,873 |
| INVESCO EXCHANGE TRADED FD T | S&P 500 TOP 50 | 46137V233 | — | 85,351 shares | $5,429,207 |
| SERIES PORTFOLIOS TR | ELDRIDGE BBB B | 81752T528 | — | 200,913 shares | $5,284,023 |
| FIDELITY COVINGTON TRUST | ENHANCED LARGE | 31609A107 | — | 104,783 shares | $4,334,881 |
| JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 | — | 85,136 shares | $4,296,790 |
| ALPHABET INC | CAP STK CL A | 02079K305 | — | 11,700 shares | $4,025,751 |
| ISHARES TR | INTL SEL DIV ETF | 464288448 | — | 92,768 shares | $3,913,888 |
| ISHARES TR | CORE 60 BALA ETF | 464289867 | — | 55,175 shares | $3,780,612 |
| DBX ETF TR | XTRACKRS S&P 500 | 233051143 | — | 53,568 shares | $3,745,989 |
| SCHWAB STRATEGIC TR | US BRD MKT ETF | 808524102 | — | 125,787 shares | $3,686,830 |
| APPLE INC | COM | 037833100 | — | 10,724 shares | $3,571,392 |
| SCHWAB STRATEGIC TR | FUNDAMENTAL INTL | 808524755 | — | 65,029 shares | $3,495,315 |
| ISHARES TR | CORE 40 MODE ETF | 464289875 | — | 66,833 shares | $3,257,452 |
| VANGUARD WORLD FD | MRNGSTR MEGA CAP | 921910816 | — | 34,238 shares | $3,172,170 |
| FUNDX INVT TR | CONSERVATIVE ETF | 360876874 | — | 63,670 shares | $3,123,250 |
| ISHARES TR | CORE S&P MCP ETF | 464287507 | — | 42,606 shares | $3,065,489 |
| VANECK ETF TRUST | IG FLOA RATE ETF | 92189F486 | — | 118,378 shares | $3,029,300 |
| FIRST TR EXCHANGE-TRADED FD | SENIOR LN FD | 33738D309 | — | 67,037 shares | $2,987,852 |
| ISHARES TR | ESG MSCI KLD ETF | 464288570 | — | 20,364 shares | $2,976,810 |
| SCHWAB STRATEGIC TR | US LCAP GR ETF | 808524300 | — | 80,452 shares | $2,890,640 |
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | PUT | 10,000 shares | $2,778,900 |
| AMERICAN CENTY ETF TR | INTL SMCP VLU | 025072802 | — | 24,522 shares | $2,682,205 |
| BLACKROCK ETF TRUST II | ISHARES AAA CLO | 092528504 | — | 48,270 shares | $2,504,354 |
| ISHARES TR | MORNINGSTAR GRWT | 464287119 | — | 21,148 shares | $2,473,682 |
| ISHARES INC | MSCI EMRG CHN | 46434G764 | — | 23,994 shares | $2,377,289 |
| VANGUARD INDEX FDS | MRNGSTR GRWT ETF | 922908736 | — | 26,170 shares | $2,358,158 |
| INVESCO EXCH TRADED FD TR II | RAFI DVLPD MRKTS | 46138E743 | — | 30,866 shares | $2,352,922 |
| SCHWAB STRATEGIC TR | US LRG CAP ETF | 808524201 | — | 77,977 shares | $2,339,312 |
| INVESCO EXCHANGE TRADED FD T | LARGE CAP VALUE | 46137V738 | — | 29,601 shares | $2,258,549 |
| ISHARES TR | ESG OPTIMIZED | 464288802 | — | 14,234 shares | $2,215,949 |
| UNITED STS COMMODITY INDEX F | CM REP COPP FD | 911718104 | — | 55,415 shares | $2,204,409 |
| ISHARES TR | ISHS 5-10YR INVT | 464288638 | — | 42,821 shares | $2,156,014 |
| ISHARES TR | CORE 30 70 ETF | 464289883 | — | 40,000 shares | $1,613,181 |
| MICROSOFT CORP | COM | 594918104 | — | 3,032 shares | $1,555,227 |
| JPMORGAN CHASE & CO | COM | 46625H100 | — | 4,684 shares | $1,549,768 |
| VANECK ETF TRUST | AA BB CLO ETF | 92189H656 | — | 30,167 shares | $1,520,034 |
| SELECT SECTOR SPDR TR | ST STR TECHN ETF | 81369Y803 | — | 7,153 shares | $1,400,238 |
| SPDR SERIES TRUST | SPDR S&P 500 ESG | 78468R531 | — | 17,334 shares | $1,283,737 |
| ENTERPRISE PRODS PARTNERS L | COM | 293792107 | — | 35,860 shares | $1,276,975 |
| VANGUARD SCOTTSDALE FDS | VNG RUS1000GRW | 92206C680 | — | 9,786 shares | $1,261,709 |
| PACER FDS TR | US CASH COWS 100 | 69374H881 | — | 18,490 shares | $1,234,373 |
| UNION PAC CORP | COM | 907818108 | — | 4,437 shares | $1,207,441 |
| SPDR SERIES TRUST | ST STR SP BIOT | 78464A870 | — | 7,514 shares | $1,184,811 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 | — | 23,714 shares | $1,122,621 |
| FIDELITY COMWLTH TR | NASDAQ COMPSIT | 315912808 | — | 10,289 shares | $1,088,988 |
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | — | 2,134 shares | $1,062,731 |
| BLACKROCK ETF TRUST | ISHA SYST AL ETF | 09290C665 | — | 34,240 shares | $1,022,406 |
| BLUE OWL CAPITAL INC | COM CL A | 09581B103 | — | 112,000 shares | $1,018,080 |
| ISHARES INC | EM MKT SM-CP ETF | 464286475 | — | 13,505 shares | $1,016,386 |
| ISHARES TR | CORE US AGGBD ET | 464287226 | — | 10,675 shares | $1,009,215 |
| ISHARES INC | MSCI STH KOR ETF | 464286772 | — | 5,328 shares | $973,777 |
| VANGUARD WORLD FD | ESG INTL STK ETF | 921910725 | — | 11,620 shares | $942,033 |
| ISHARES TR | CORE S&P TTL STK | 464287150 | — | 5,628 shares | $935,824 |
| EXXONMOBIL HOLDINGS CORP | COM SHS | 30233Q108 | — | 5,699 shares | $927,505 |
| FUNDX INVT TR | AGGRESSIVE ETF | 360876882 | — | 9,708 shares | $896,924 |
| BLACKROCK ETF TRUST II | ISHA SH TERM ETF | 092528884 | — | 17,640 shares | $878,648 |
| ISHARES TR | ISHS 1-5YR INVS | 464288646 | — | 17,087 shares | $875,367 |
| ISHARES TR | RUS 1000 ETF | 464287622 | — | 2,079 shares | $864,983 |
| INVESCO EXCH TRADED FD TR II | ESG NASDAQ 100 | 46138G540 | — | 15,790 shares | $818,484 |
| BLACKSTONE INC | COM | 09260D107 | — | 6,868 shares | $769,888 |
| PIMCO ETF TR | 0-5 HIGH YIELD | 72201R783 | — | 8,500 shares | $769,082 |
| ISHARES SILVER TR | ISHARES | 46428Q109 | — | 14,000 shares | $763,140 |
| PUTNAM ETF TRUST | FOCUSED LAR CAP | 746729300 | — | 14,454 shares | $760,569 |
| ISHARES TR | MICRO-CAP ETF | 464288869 | — | 3,962 shares | $732,178 |
| ISHARES TR | ISHARES SEMICDTR | 464287523 | — | 1,229 shares | $698,840 |
| BLACKSTONE SECD LENDING FD | COMMON STOCK | 09261X102 | — | 28,600 shares | $685,828 |
| MORGAN STANLEY ETF TRUST | CALVE INDEX ETF | 61774R106 | — | 8,168 shares | $678,981 |
| USCF ETF TR | SUMMERHAVEN K1 | 90290T809 | — | 20,869 shares | $651,113 |
| DIMENSIONAL ETF TRUST | US MKTWIDE VALUE | 25434V724 | — | 11,800 shares | $649,000 |
| RTX CORPORATION | COM | 75513E101 | — | 3,411 shares | $633,252 |
| ISHARES TR | RUS 1000 GRW ETF | 464287614 | — | 4,952 shares | $620,288 |
| JANUS DETROIT STR TR | B-BBB CLO ETF | 47103U753 | — | 13,085 shares | $617,743 |
| J P MORGAN EXCHANGE TRADED F | JPMORGAN DIVER | 46641Q407 | — | 4,528 shares | $614,540 |
| SCHWAB STRATEGIC TR | US DIVIDEND EQ | 808524797 | — | 18,730 shares | $609,298 |
| FIDELITY WISE ORIGIN BITCOIN | SHS | 315948109 | — | 8,350 shares | $606,544 |
| NUSHARES ETF TR | NUVEEN ESG LRGCP | 67092P201 | — | 4,943 shares | $561,970 |
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | — | 2,533 shares | $557,083 |
| SPDR SERIES TRUST | STATE STRET SPDR | 78468R440 | — | 14,050 shares | $551,041 |
| AMAZON COM INC | COM | 023135106 | — | 2,038 shares | $507,817 |
| PRINCIPAL EXCHANGE TRADED FD | US MEGA CP ETF | 74255Y870 | — | 6,617 shares | $507,605 |