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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) |
|---|---|---|---|---|---|
| GLOBAL X FDS | GLOBAL X URANIUM | 37954Y871 | — | 12,500 shares | $498,125 |
| ISHARES INC | MSCI SINGPOR ETF | 46434G780 | — | 14,950 shares | $497,237 |
| COSTCO WHOLESALE CORPORATION | COM | 22160K105 | — | 546 shares | $496,767 |
| ETF SER SOLUTIONS | DEFIA QUANT ETF | 26922A420 | — | 3,268 shares | $495,459 |
| ISHARES TR | EAFE VALUE ETF | 464288877 | — | 6,067 shares | $480,142 |
| CVB FINL CORP | COM | 126600105 | — | 21,137 shares | $456,771 |
| ISHARES TR | MSCI EAFE ETF | 464287465 | — | 4,276 shares | $444,225 |
| BLACKROCK TAX MUNICPAL BD TR | SHS | 09248X100 | — | 30,000 shares | $432,000 |
| INVESCO EXCHANGE TRADED FD T | S&P500 EQL TEC | 46137V282 | — | 6,552 shares | $431,504 |
| GOLDMAN SACHS ETF TR | ACTIVEBETA US LG | 381430503 | — | 2,958 shares | $429,028 |
| NVIDIA CORPORATION | COM | 67066G104 | — | 1,848 shares | $422,074 |
| PROCTER & GAMBLE CO | COM | 742718109 | — | 2,850 shares | $414,048 |
| VANGUARD SPECIALIZED FUNDS | DIV APP ETF | 921908844 | — | 1,755 shares | $409,459 |
| FRANKLIN TEMPLETON HOLDINGS | RESPBLY SRCD GLD | 35473M105 | — | 7,400 shares | $408,984 |
| VANGUARD INDEX FDS | MRNGSTR SML CAP | 922908751 | — | 1,401 shares | $398,535 |
| JOHNSON CONTROLS INTERNATION | SHS | G51502105 | — | 2,506 shares | $372,517 |
| ALPHABET INC | CAP STK CL C | 02079K107 | — | 1,078 shares | $367,217 |
| WHITEHORSE FIN INC | COM | 96524V106 | — | 52,500 shares | $366,975 |
| LINDE PLC | SHS | G54950103 | — | 772 shares | $366,430 |
| VANGUARD INDEX FDS | MRNGSTR VAL ETF | 922908744 | — | 1,636 shares | $353,507 |
| PRUDENTIAL FINL INC | COM | 744320102 | — | 3,042 shares | $345,471 |
| GE VERNOVA INC | COM | 36828A101 | — | 360 shares | $341,856 |
| ISHARES TR | CORE DIV GRWTH | 46434V621 | — | 4,500 shares | $339,255 |
| STATE STR SPDR S&P MIDCAP 40 | UTSER1 S&PDCRP | 78467Y107 | — | 511 shares | $335,579 |
| FS KKR CAP CORP | COM | 302635206 | — | 30,000 shares | $329,700 |
| ARES CAPITAL CORP | COM | 04010L103 | — | 17,141 shares | $327,393 |
| SELECT SECTOR SPDR TR | ST STR CARE ETF | 81369Y209 | — | 1,895 shares | $319,156 |
| EA SERIES TRUST | FREEDOM 100 EM | 02072L607 | — | 4,533 shares | $317,129 |
| INVESCO EXCH TRADED FD TR II | S&P500 LOW VOL | 46138E354 | — | 4,459 shares | $314,397 |
| AMERICAN EXPRESS CO | COM | 025816109 | — | 1,003 shares | $305,012 |
| NOVO-NORDISK A S | ADR | 670100205 | — | 8,000 shares | $303,280 |
| META PLATFORMS INC | CL A | 30303M102 | — | 418 shares | $302,956 |
| PIMCO ETF TR | ENHAN SHRT MA AC | 72201R833 | — | 2,880 shares | $289,584 |
| WISDOMTREE TR | JAPN HEDGE EQT | 97717W851 | — | 1,550 shares | $279,853 |
| ISHARES TR | MSCI INTL QUALTY | 46434V456 | — | 5,633 shares | $278,675 |
| CHARLES SCHWAB CORP (THE) | COM | 808513105 | — | 2,850 shares | $278,559 |
| ISHARES TR | US OIL GS EX ETF | 464288851 | — | 2,073 shares | $273,636 |
| CAPITAL GROUP DIVIDEND VALUE | SHS CREAT UNIT | 14020W106 | — | 5,494 shares | $268,386 |
| JOHNSON & JOHNSON | COM | 478160104 | — | 999 shares | $264,472 |
| INVESCO EXCH TRADED FD TR II | INTL BUYBACK | 46138E644 | — | 4,218 shares | $250,170 |
| S&P GLOBAL INC | COM | 78409V104 | — | 630 shares | $248,516 |
| SUN LIFE FINANCIAL INC. | COM | 866796105 | — | 3,163 shares | $246,619 |
| ISHARES TR | MSCI EAFE MIN VL | 46429B689 | — | 2,646 shares | $241,104 |
| ISHARES TR | CORE 80 20 ETF | 464289859 | — | 2,445 shares | $237,845 |
| PACER FDS TR | US SM CAP CA ETF | 69374H857 | — | 4,457 shares | $237,471 |
| GE AEROSPACE | COM NEW | 369604301 | — | 743 shares | $232,031 |
| BANK OF AMER CORP | COM | 060505104 | — | 4,239 shares | $230,729 |
| BRISTOL-MYERS SQUIBB CO | COM | 110122108 | — | 3,656 shares | $228,134 |
| ISHARES TR | GLOBAL 100 ETF | 464287572 | — | 1,584 shares | $228,112 |
| CHEVRON CORPORATION | COM | 166764100 | — | 1,104 shares | $225,448 |
| ISHARES TR | MSCI GBL SUS DEV | 46435G532 | — | 2,500 shares | $218,428 |
| ISHARES TR | S&P 500 GRWT ETF | 464287309 | — | 1,522 shares | $216,520 |
| KRANESHARES TRUST | CSI CHI INTERNET | 500767306 | — | 8,662 shares | $212,300 |
| ISHARES TR | TRUST ISHARE 0-1 | 464288679 | — | 1,900 shares | $209,608 |
| J P MORGAN EXCHANGE TRADED F | US MOMENTUM | 46641Q779 | — | 2,500 shares | $208,375 |
| INVESCO EXCHANGE TRADED FD T | S&P500 QUALITY | 46137V241 | — | 2,467 shares | $207,402 |
| TESLA INC | COM | 88160R101 | — | 582 shares | $206,569 |
| DOUBLELINE ETF TRUST | ASSE BA SECS ETF | 25861R808 | — | 4,113 shares | $204,695 |
| SELECT SECTOR SPDR TR | ST STR UTIL ETF | 81369Y886 | — | 5,100 shares | $201,144 |
| STUBHUB HLDGS INC | CL A | 86384P109 | — | 28,295 shares | $157,886 |