BASSO CAPITAL MANAGEMENT, L.P.

CIK

1287978

Location

STAMFORD, CT

Portfolio Value

Small $468,837,117

Diversification

Diversified

Filing Date

Global Rank

#3,993 / 8,795 ▲ 2601 · as of Jun 2026

Top Industry

Asset Management 51.6%

Period ended 3 months ago

Filed Jul 27, 2026 · 2mo

26 quarters · since Mar 2020

Clone Performance

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Portfolio Concentration

83 tracked positions · as of Jun 30, 2026 · Δ vs Mar 31, 2026

Top Position

20.9%

−12.3 pts

Top 5

63.5%

−0.5 pts

Top 10

77.7%

+0.9 pts

HHI

1,081

Diversified−333

Portfolio Trend

26 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2026

Sector	% Portfolio	Value	Positions
Unclassified	90.3%	$423,568,338	46
Financial Services	5.9%	$27,460,970	13
Technology	1.2%	$5,767,431	5
Communication Services	1.1%	$5,101,452	2
Industrials	0.7%	$3,150,658	7
Consumer Cyclical	0.4%	$1,662,587	4
Healthcare	0.2%	$816,401	3
Consumer Defensive	0.1%	$637,884	1
Basic Materials	0.1%	$400,621	1
Real Estate	0.1%	$270,775	1

Last Quarter's Activity

Export CSV

Jun 30, 2026 vs Mar 31, 2026

Added To

Positions the filer increased

25 positions

Ticker	Company	Δ Shares	Shares	Value
AAXJ	iShares MSCI All Country Asia ex Japan ETF	+707,952	783,772	$98,003,505
FNDA	Schwab Fundamental U.S. Small Company ETF	+328,357	348,213	$11,918,823
AAAD	PGIM AAA CLO Aggregate Duration ETF	+323,695	493,638	$25,308,820
ABI	VictoryShares Pioneer Asset-Based Income ETF	+157,787	206,256	$22,265,372
IVZ	Invesco Ltd.	+117,486	120,353	$20,997,164
BWX	State Street SPDR Bloomberg International Treasury Bond ETF	+83,536	85,030	$8,001,196
OWL	Blue Owl Capital Inc.	+75,000	85,000	$743,750
SPY	Spdr S&P 500 ETF Trust	+74,619	101,424	$75,740,400
ADPV	Adaptiv Select ETF	+72,392	116,451	$3,076,635
VB	Vanguard Morningstar Small-Cap ETF	+60,259	167,998	$76,483,298
JA	Janus Henderson AA-A CLO ETF	+57,314	60,433	$3,051,262
EDV	Vanguard World Funds Extended Duration ETF	+47,289	48,699	$4,216,371
AFK	VanEck Africa Index ETF	+45,874	46,703	$12,439,180
XLBI	State Street Materials Select Sector SPDR Premium Income ETF	+19,892	26,314	$1,193,076
BKF	iShares MSCI BIC ETF	+14,730	64,947	$6,569,177
—		+11,887	17,261	$1,258,844
AAPL	Apple Inc.	+9,901	10,539	$3,049,565
QQQ	Invesco Qqq Trust, Series 1	+8,025	9,270	$6,826,428
BXSL	Blackstone Secured Lending Fund	+5,740	25,940	$615,037
PG	PROCTER & GAMBLE Co	+4,250	4,350	$637,884
USCI	United States Commodity Index Funds Trust	+4,210	19,115	$721,208
JPM	Jpmorgan Chase & Co	+4,049	4,653	$1,523,066
—		+3,348	3,912	$646,966
GLD	Spdr Gold Trust	+2,699	26,610	$9,802,591
MSFT	Microsoft Corp	+2,256	2,927	$1,091,829
No positions match the current search.

Trimmed

Positions the filer reduced

5 positions

Ticker	Company	Δ Shares	Shares	Value
SLV	iShares Silver Trust	−35,633	20,027	$1,070,843
WHF	WhiteHorse Finance, Inc.	−7,500	52,500	$351,750
FBTC	Fidelity Wise Origin Bitcoin Fund	−2,500	8,350	$426,267
IBIT	iShares Bitcoin Trust ETF	−777	18,323	$609,972
IBM	International Business Machines Corp	−335	3,551	$998,576
No positions match the current search.

New Positions

Positions the filer opened this quarter

25 positions

Ticker	Company	Shares	Value
—		60,297	$11,222,534
FFOX	FundX Future Fund Opportunities ETF	138,985	$10,009,207
ACSG	American Century Small Cap Growth Insights ETF	80,328	$8,277,800
—		97,030	$5,679,614
ASHR	Xtrackers Harvest CSI 300 China A-Shares ETF	54,115	$3,726,358
BCLO	iShares BBB-B CLO Active ETF	48,575	$2,512,136
BAB	Invesco Taxable Municipal Bond ETF	33,025	$2,495,377
UNP	Union Pacific Corp	4,434	$1,206,048
ONEQ	Fidelity Nasdaq Composite Index ETF	9,910	$1,022,910
AAAP	Pacer Barings CLO Market Flex ETF	14,843	$923,234
CDEI	Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF	8,168	$694,386
RTX	RTX Corp	3,411	$647,169
BBAG	JPMorgan BetaBuilders U.S. Aggregate Bond ETF	4,528	$634,961
BILZ	PIMCO Ultra Short Government Active ETF	6,332	$610,991
NCLO	Nuveen AA-BBB CLO ETF	4,943	$578,627
HFXI	NYLI FTSE International Equity Currency Neutral ETF	14,337	$524,734
BCHP	Principal Focused Blue Chip ETF	6,617	$490,498
CVBF	Cvb Financial Corp	21,181	$477,631
ACYN	FT Vest Laddered Autocallable Barrier & Income ETF	7,461	$457,508
JCI	Johnson Controls International plc	2,506	$366,151
BBN	BlackRock Taxable Municipal Bond Trust	21,306	$344,518
AXP	American Express Co	1,001	$338,588
CRM	Salesforce, Inc.	2,000	$313,320
SPGI	S&P Global Inc.	750	$305,444
BIV	Vanguard Intermediate-Term Bond ETF	3,633	$278,651
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
MPLX	Mplx LP	71,200	$4,063,384
ET	Energy Transfer LP	197,250	$3,806,925
UUP	Invesco DB US Dollar Index Bullish Fund	94,850	$2,634,933
EPD	Enterprise Products Partners L.P.	62,739	$2,374,043
OKE	Oneok Inc /New/	25,352	$2,291,567
WMB	Williams Companies, Inc.	30,450	$2,216,151
WES	Western Midstream Partners, LP	42,150	$1,735,315
TRGP	Targa Resources Corp.	6,525	$1,636,013
PAA	Plains All American Pipeline LP	54,200	$1,210,286
HESM	Hess Midstream LP	29,000	$1,127,230
LNG	Cheniere Energy, Inc.	3,800	$1,078,288
TRP	Tc Energy Corp	13,370	$836,962
AGNG	Global X Funds Global X Aging Population ETF	9,621	$439,489
VG	Venture Global, Inc.	25,000	$394,000
SUN	Sunoco LP	5,680	$369,029
—		1,198	$246,548
PBA	Pembina Pipeline Corp	5,001	$223,844
USO	United States Oil Fund, LP	1,650	$209,962
SU	Suncor Energy Inc	2,700	$178,497
MO	Altria Group, Inc.	2,315	$152,766
KO	Coca Cola Co	1,606	$122,136
DIS	Walt Disney Co	1,250	$120,475
ED	Consolidated Edison Inc	1,042	$117,933
CNQ	CANADIAN NATURAL RESOURCES Ltd	2,400	$116,952
PSX	Phillips 66	612	$111,494
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

83 tracked positions · $468,837,117 total · filing declares 138 positions · $468,836,776 · as of Jun 30, 2026

All sectors Basic Materials Communication Services Consumer Cyclical Consumer Defensive Financial Services Healthcare Industrials Real Estate Technology

Showing 1–50 of 83 positions by value · page 1 of 2

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
AAXJ	iShares MSCI All Country Asia ex Japan ETF PUT + SHARES	Added	783,772	+707,952	$98,003,505	—	20.90%
VB	Vanguard Morningstar Small-Cap ETF	Added	167,998	+60,259	$76,483,298	+54.9%	16.31%
SPY	Spdr S&P 500 ETF Trust PUT + SHARES	Added	101,424	+74,619	$75,740,400	+334.5%	16.15%
AAAD	PGIM AAA CLO Aggregate Duration ETF	Added	493,638	+323,695	$25,308,820	+191.0%	5.40%
ABI	VictoryShares Pioneer Asset-Based Income ETF	Added	206,256	+157,787	$22,265,372	+139.4%	4.75%
IVZ	Invesco Ltd. Financial Services	Added	120,353	+117,486	$20,997,164	+2982.1%	4.48%
AFK	VanEck Africa Index ETF	Added	46,703	+45,874	$12,439,180	+15417.2%	2.65%
FNDA	Schwab Fundamental U.S. Small Company ETF	Added	348,213	+328,357	$11,918,823	+1889.7%	2.54%
		NEW	60,297	NEW	$11,222,534	NEW	2.39%
FFOX	FundX Future Fund Opportunities ETF	NEW	138,985	NEW	$10,009,207	NEW	2.13%
GLD	Spdr Gold Trust	Added	26,610	+2,699	$9,802,591	−4.7%	2.09%
ACSG	American Century Small Cap Growth Insights ETF	NEW	80,328	NEW	$8,277,800	NEW	1.77%
BWX	State Street SPDR Bloomberg International Treasury Bond ETF	Added	85,030	+83,536	$8,001,196	+8348.5%	1.71%
QQQ	Invesco Qqq Trust, Series 1	Added	9,270	+8,025	$6,826,428	+850.0%	1.46%
BKF	iShares MSCI BIC ETF	Added	64,947	+14,730	$6,569,177	+69.6%	1.40%
		NEW	97,030	NEW	$5,679,614	NEW	1.21%
GOOGL	Alphabet Inc. Communication Services	Added	13,256	+786	$4,737,296	+32.1%	1.01%
EDV	Vanguard World Funds Extended Duration ETF	Added	48,699	+47,289	$4,216,371	+1211.7%	0.90%
ASHR	Xtrackers Harvest CSI 300 China A-Shares ETF	NEW	54,115	NEW	$3,726,358	NEW	0.79%
ADPV	Adaptiv Select ETF	Added	116,451	+72,392	$3,076,635	+172.2%	0.66%
JA	Janus Henderson AA-A CLO ETF	Added	60,433	+57,314	$3,051,262	+1842.2%	0.65%
AAPL	Apple Inc. Technology	Added	10,539	+9,901	$3,049,565	+1783.4%	0.65%
BCLO	iShares BBB-B CLO Active ETF	NEW	48,575	NEW	$2,512,136	NEW	0.54%
BAB	Invesco Taxable Municipal Bond ETF	NEW	33,025	NEW	$2,495,377	NEW	0.53%
JPM	Jpmorgan Chase & Co Financial Services	Added	4,653	+4,049	$1,523,066	+757.2%	0.32%
		Added	17,261	+11,887	$1,258,844	+29.9%	0.27%
BNDW	Vanguard Total World Bond ETF	Added	9,786	+1,906	$1,250,748	+171.1%	0.27%
UNP	Union Pacific Corp Industrials	NEW	4,434	NEW	$1,206,048	NEW	0.26%
XLBI	State Street Materials Select Sector SPDR Premium Income ETF	Added	26,314	+19,892	$1,193,076	+194.5%	0.25%
MSFT	Microsoft Corp Technology	Added	2,927	+2,256	$1,091,829	+339.6%	0.23%
SLV	iShares Silver Trust	Reduced	20,027	-35,633	$1,070,843	−71.8%	0.23%
ONEQ	Fidelity Nasdaq Composite Index ETF	NEW	9,910	NEW	$1,022,910	NEW	0.22%
IBM	International Business Machines Corp Technology	Reduced	3,551	-335	$998,576	+6.0%	0.21%
BRK-B	Berkshire Hathaway Inc Financial Services	Added	1,892	+1,545	$946,737	+469.4%	0.20%
AAAP	Pacer Barings CLO Market Flex ETF	NEW	14,843	NEW	$923,234	NEW	0.20%
HD	Home Depot, Inc. Consumer Cyclical	Added	2,232	+2,147	$787,181	+2715.9%	0.17%
OWL	Blue Owl Capital Inc. Financial Services	Added	85,000	+75,000	$743,750	+714.6%	0.16%
USCI	United States Commodity Index Funds Trust	Added	19,115	+4,210	$721,208	+40.5%	0.15%
CDEI	Calvert US Large-Cap Diversity, Equity and Inclusion Index ETF	NEW	8,168	NEW	$694,386	NEW	0.15%
DCOR	Dimensional US Core Equity 1 ETF	Held	11,800	0	$649,118	+13.5%	0.14%
RTX	RTX Corp Industrials	NEW	3,411	NEW	$647,169	NEW	0.14%
		Added	3,912	+3,348	$646,966	+1582.6%	0.14%
PG	PROCTER & GAMBLE Co Consumer Defensive	Added	4,350	+4,250	$637,884	+4316.3%	0.14%
BBAG	JPMorgan BetaBuilders U.S. Aggregate Bond ETF	NEW	4,528	NEW	$634,961	NEW	0.14%
BXSL	Blackstone Secured Lending Fund Financial Services	Added	25,940	+5,740	$615,037	+28.5%	0.13%
BILZ	PIMCO Ultra Short Government Active ETF	NEW	6,332	NEW	$610,991	NEW	0.13%
IBIT	iShares Bitcoin Trust ETF	Reduced	18,323	-777	$609,972	−16.9%	0.13%
NCLO	Nuveen AA-BBB CLO ETF	NEW	4,943	NEW	$578,627	NEW	0.12%
HFXI	NYLI FTSE International Equity Currency Neutral ETF	NEW	14,337	NEW	$524,734	NEW	0.11%
BCHP	Principal Focused Blue Chip ETF	NEW	6,617	NEW	$490,498	NEW	0.10%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.