13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2026-06-30, filed 2026-07-27, with 138 holding rows worth $468,836,776.
- Accession
- 0001420506-26-001309
- Filer
- CIK 1287978
- Filed
- 2026-07-27
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2026
A holdings report, 138 entries on the cover page, a total value of $468,836,776 stated on the cover page (in dollars after the unit check, H1), rows summing to $468,836,776 with VALUE read as dollars as filed, 13F file number 028-10896. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 75,000 | $56,007,750 | dollars as filed | put |
| Vanguard S&P 500 ETF | 922908363 | COM | 69,593 | $47,796,851 | dollars as filed | |
| VTI | 922908769 | COM | 69,521 | $25,725,522 | dollars as filed | |
| PGIM | 69344A834 | MUTUAL FUNDS - | 493,638 | $25,308,817 | dollars as filed | |
| SPY | 78462F103 | SHS | 26,424 | $19,732,740 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 47,770 | $14,352,384 | dollars as filed | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 67,361 | $14,332,487 | dollars as filed | |
| ISHARES TR | 46432F388 | MSCI USA VALUE | 68,959 | $13,778,686 | dollars as filed | |
| Invesco S&P 500 Momentum ETF | 46138E339 | SHS | 71,185 | $11,499,252 | dollars as filed | |
| VANECK ETF TRUST | 92189F676 | COM | 16,651 | $10,921,137 | dollars as filed | |
| ISHARES TR | 464288448 | INTL SEL DIV ETF | 259,436 | $10,748,446 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 26,610 | $9,802,592 | dollars as filed | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 12,717 | $9,523,268 | dollars as filed | |
| ISHARES TR | 464289438 | RUS TP200 GR ETF | 29,496 | $8,572,128 | dollars as filed | |
| ISHARES TR | 464287101 | S&P 100 ETF | 23,404 | $8,562,941 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138G649 | COM | 27,564 | $8,351,148 | dollars as filed | |
| Avantis International Small Cap Val ETF | 025072802 | SHS | 80,328 | $8,277,821 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 9,270 | $6,826,589 | dollars as filed | |
| SPDR SER TR STATE STR SPDR PORT S&P 500 ETF | 78464A854 | SHS | 77,516 | $6,812,110 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 22,000 | $6,609,900 | dollars as filed | put |
| ISHARES INC | 46434G764 | MSCI EMRG CHN | 62,176 | $6,360,609 | dollars as filed | |
| FUNDX INVT TR | 360876809 | FUNDX ETF | 64,774 | $5,868,827 | dollars as filed | |
| INVESCO S&P 500 TOP 50 ETF | 46137V233 | ETF | 86,797 | $5,314,596 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 13,256 | $4,737,297 | dollars as filed | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 21,440 | $4,328,666 | dollars as filed | |
| iShares MSCI USA Momentum Factor ETF | 46432F396 | SHS | 12,447 | $4,267,174 | dollars as filed | |
| DBX ETF TR | 233051143 | XTRACKRS S&P 500 | 54,115 | $3,726,388 | dollars as filed | |
| ISHARES TR | 464289867 | CORE 60 BALA ETF | 53,294 | $3,703,933 | dollars as filed | |
| Schwab U.S. Broad Market ETF | 808524102 | SHS | 121,340 | $3,514,019 | dollars as filed | |
| Vanguard Mega Cap Growth ETF | 921910816 | SHS | 37,073 | $3,259,106 | dollars as filed | |
| FUNDX INVT TR | 360876874 | CONSERVATIVE ETF | 64,454 | $3,188,695 | dollars as filed | |
| ISHARES TR | 464289875 | CORE 40 MODE ETF | 62,530 | $3,119,634 | dollars as filed | |
| SERIES PORTFOLIOS TR | 81752T528 | ELDRIDGE BBB B | 116,451 | $3,076,638 | dollars as filed | |
| JANUS DETROIT STR TR | 47103U845 | HENDRSON AAA CL | 60,433 | $3,051,246 | dollars as filed | |
| Apple Inc | 037833100 | COM | 10,539 | $3,049,565 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524755 | FUNDAMENTAL INTL | 57,114 | $3,013,359 | dollars as filed | |
| iShares MSCI KLD 400 Social ETF | 464288570 | SHS | 20,139 | $2,867,592 | dollars as filed | |
| IJH | 464287507 | COM | 36,811 | $2,838,476 | dollars as filed | |
| ISHARES TR | 464288638 | ISHS 5-10YR INVT | 52,815 | $2,808,198 | dollars as filed | |
| ISHARES MORNINGSTAR GROWTH ETF | 464287119 | ETF | 23,568 | $2,757,927 | dollars as filed | |
| Schwab U.S. Large-Cap Growth ETF | 808524300 | SHS | 80,612 | $2,727,910 | dollars as filed | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 24,597 | $2,372,090 | dollars as filed | |
| Vanguard Growth | 922908736 | COM | 26,170 | $2,254,264 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E743 | RAFI DVLPD MRKTS | 29,466 | $2,228,788 | dollars as filed | |
| ISHARES TR | 464288802 | ESG OPTIMIZED | 14,234 | $2,196,306 | dollars as filed | |
| iShares AAA CLO Active ETF | 092528504 | COM | 41,745 | $2,166,983 | dollars as filed | |
| Schwab U.S. Large-Cap ETF | 808524201 | SHS | 71,613 | $2,107,571 | dollars as filed | |
| iShares Core US Aggregate Bond ETF | 464287226 | SHS | 19,182 | $1,898,634 | dollars as filed | |
| ISHARES TR | 464289883 | CORE 30 70 ETF | 40,858 | $1,694,770 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 4,653 | $1,523,066 | dollars as filed | |
| VANECK ETF TRUST | 92189H656 | AA BB CLO ETF | 30,052 | $1,517,968 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V266 | S&P500 PUR GWT | 23,593 | $1,506,442 | dollars as filed | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 24,375 | $1,277,494 | dollars as filed | |
| SPDR S&P 500 ESG ETF | 78468R531 | SHS | 17,261 | $1,258,834 | dollars as filed | |
| VANGUARD SCOTTSDALE FDS | 92206C680 | COM | 9,786 | $1,250,749 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 4,434 | $1,206,048 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 26,314 | $1,193,077 | dollars as filed | |
| SPDR SER TR | 78464A870 | S&P BIOTECH | 7,514 | $1,189,094 | dollars as filed | |
| INVESCO EXCHANGE TRADED FD T | 46137V134 | WILDERHIL CLAN | 28,505 | $1,111,999 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 2,927 | $1,091,830 | dollars as filed | |
| iShares Silver Trust | 46428Q109 | COM | 20,027 | $1,070,844 | dollars as filed | |
| ISHARES MICRO-CAP ETF | 464288869 | ETF | 5,347 | $1,069,614 | dollars as filed | |
| FIDELITY COMWLTH TR | 315912808 | COM | 9,910 | $1,022,910 | dollars as filed | |
| International Business Machines Corporation | 459200101 | COM | 3,551 | $998,577 | dollars as filed | |
| Vanguard ESG International Stock ETF | 921910725 | SHS | 11,626 | $957,285 | dollars as filed | |
| FUNDX INVT TR | 360876882 | AGGRESSIVE ETF | 9,757 | $951,709 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 1,892 | $946,738 | dollars as filed | |
| iShares Core S&P Total U.S. Stock Market ETF | 464287150 | SHS | 5,678 | $932,725 | dollars as filed | |
| PACER FDS TR | 69374H881 | US CASH COWS 100 | 14,843 | $923,235 | dollars as filed | |
| Home Depot, Inc | 437076102 | COM | 2,232 | $787,182 | dollars as filed | |
| BLUE OWL CAPITAL INC COM CL A | 09581B103 | Stock | 85,000 | $743,750 | dollars as filed | |
| ISHARES TR | 464287523 | COM | 1,132 | $725,320 | dollars as filed | |
| UNITED STS COMMODITY INDEX F | 911718104 | CM REP COPP FD | 19,115 | $721,209 | dollars as filed | |
| INVESCO ESG NASDAQ 100 ETF | 46138G540 | ETF | 13,739 | $703,849 | dollars as filed | |
| MORGAN STANLEY ETF TRUST | 61774R106 | CALVE INDEX ETF | 8,168 | $694,384 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V724 | US MKTWIDE VALUE | 11,800 | $649,118 | dollars as filed | |
| Raytheon Technologies Corporation | 75513E101 | COM | 3,411 | $647,169 | dollars as filed | |
| ETF SER SOLUTIONS | 26922A420 | DEFIA QUANT ETF | 3,912 | $647,013 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 4,350 | $637,884 | dollars as filed | |
| J P MORGAN EXCHANGE TRADED F | 46641Q407 | JPMORGAN DIVER | 4,528 | $634,960 | dollars as filed | |
| BLACKSTONE SECD LENDING FD | 09261X102 | COMMON STOCK | 25,940 | $615,037 | dollars as filed | |
| ISHARESRUSSELL1000GROWTHETF | 464287614 | STOK | 4,952 | $614,890 | dollars as filed | |
| IShares Bitcoin Trust Registered | 46438F101 | SHS | 18,323 | $609,973 | dollars as filed | |
| NUVEEN ESG LARGE-CAP GROWTH ETF | 67092P201 | ETF | 4,943 | $578,628 | dollars as filed | |
| SCHD | 808524797 | COM | 17,534 | $556,003 | dollars as filed | |
| NEW YORK LIFE INVESTMENTS ET | 45409B107 | NYLI HEDGE MULTI | 14,337 | $524,734 | dollars as filed | |
| PRINCIPAL EXCHANGE-TRA | 74255Y870 | USMC | 6,617 | $490,496 | dollars as filed | |
| CVB FINL CORP COM | 126600105 | Stock | 21,181 | $477,632 | dollars as filed | |
| iShares Core Dividend Growth ETF | 46434V621 | SHS | 6,170 | $467,624 | dollars as filed | |
| iShares MSCI EAFE Value ETF | 464288877 | SHS | 6,067 | $464,429 | dollars as filed | |
| ISHARES TR | 464288356 | CALIF MUN BD ETF | 8,035 | $463,137 | dollars as filed | |
| FIRST TR EXCHANGE-TRADED FD | 33733E500 | NAS CLNEDG GREEN | 7,461 | $457,533 | dollars as filed | |
| ISHARES TR | 46429B663 | CORE HIGH DV ETF | 16,567 | $454,101 | dollars as filed | |
| Vanguard Dividend Appreciation ETF | 921908844 | SHS | 1,905 | $450,761 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E644 | INTL BUYBACK | 7,865 | $443,031 | dollars as filed | |
| Fidelity Wise Origin Bitcoin Fund | 315948109 | SHS | 8,350 | $426,268 | dollars as filed | |
| GOLDMAN SACHS ETF TR | 381430503 | ACTIVEBETA US LG | 2,958 | $419,711 | dollars as filed | |
| Vanguard Small-Cap ETF | 922908751 | SHS | 1,348 | $408,474 | dollars as filed | |
| Linde plc | G54950103 | COM | 772 | $400,622 | dollars as filed | |
| NOVO-NORDISK A S ADR | 670100205 | ADR | 8,000 | $383,520 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 1,605 | $382,536 | dollars as filed | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 2,506 | $366,152 | dollars as filed | |
| STUBHUB HOLDINGS INC CLASS A | 86384P109 | COMMON STOCK | 28,295 | $364,157 | dollars as filed | |
| WHITEHORSE FINANCE INC | 96524V106 | COM | 52,500 | $351,750 | dollars as filed | |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 3,750 | $350,700 | dollars as filed | |
| ISHARES SHORT-TERM CALIFORNIA MUNI ACTIVE ETF | 092528884 | ETF | 6,830 | $345,154 | dollars as filed | |
| BLACKROCK TAX MUNICPAL BD TR | 09248X100 | SHS | 21,306 | $344,519 | dollars as filed | |
| American Express Company | 025816109 | COM | 1,001 | $338,588 | dollars as filed | |
| FS KKR CAP CORP | 302635206 | COM | 30,000 | $315,000 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 1,570 | $314,141 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 2,000 | $313,320 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 750 | $305,445 | dollars as filed | |
| DOUBLELINE ETF TRUST | 25861R808 | ASSE BA SECS ETF | 6,008 | $304,491 | dollars as filed | |
| Vanguard Value ETF | 922908744 | SHS | 1,366 | $297,692 | dollars as filed | |
| iShares Core Aggressive Allocation ETF | 464289859 | SHS | 2,878 | $280,913 | dollars as filed | |
| ISHARES TR | 46434V456 | MSCI INTL QUALTY | 5,633 | $279,125 | dollars as filed | |
| Vanguard Intermediate-Term Bond ETF | 921937819 | SHS | 3,633 | $278,651 | dollars as filed | |
| FRANKLIN TEMPLETON HOLDINGS | 35473M105 | RESPBLY SRCD GLD | 5,197 | $277,364 | dollars as filed | |
| General Electric Company | 369604301 | COM | 742 | $277,308 | dollars as filed | |
| WELLTOWER INC COM | 95040Q104 | REIT | 1,193 | $270,768 | dollars as filed | |
| INVESCO EXCH TRADED FD TR II | 46138E354 | S&P500 LOW VOL | 3,559 | $266,561 | dollars as filed | |
| Charles Schwab Corp | 808513105 | COM | 2,850 | $262,970 | dollars as filed | |
| PIMCO ETF TR | 72201R833 | ENHAN SHRT MA AC | 2,582 | $260,291 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 952 | $257,335 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 4,200 | $239,316 | dollars as filed | |
| Tesla Motors, Inc | 88160R101 | COM | 560 | $235,536 | dollars as filed | |
| EA SERIES TRUST | 02072L607 | FREEDOM 100 EM | 3,216 | $234,446 | dollars as filed | |
| ISHARES MSCI EAFE MIN VOL FACTOR ETF | 46429B689 | ETF | 2,646 | $232,081 | dollars as filed | |
| ISHARES TR | 46435G532 | MSCI GBL SUS DEV | 2,500 | $223,577 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 875 | $222,224 | dollars as filed | |
| Caterpillar Inc. | 149123101 | COM | 208 | $221,499 | dollars as filed | |
| GE Vernova Inc. | 36828A101 | COM | 185 | $217,349 | dollars as filed | |
| CARRIER GLOBAL CORPORATION COM | 14448C104 | Stock | 2,933 | $215,136 | dollars as filed | |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 8,662 | $211,953 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 3,656 | $210,659 | dollars as filed | |
| iShares Short Treasury Bond ETF | 464288679 | SHS | 1,900 | $209,665 | dollars as filed | |
| iShares S&P 500 Growth ETF | 464287309 | SHS | 1,522 | $209,321 | dollars as filed | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 2,771 | $208,573 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001420506-26-001309 | this filing | 2026-07-27 | acceptance time not in the bulk data set |