BASSO CAPITAL MANAGEMENT, L.P.

• VANGUARD
  $47.8M
• VANGUARD
  $25.7M
• PGIM
  $25.3M
• SPY
  $19.7M
• ISHARES
  $14.4M
• IVZ
  $14.3M
• ISHARES
  $13.8M
• IVZ
  $11.5M
• VANECK
  $10.9M
• ISHARES
  $10.7M
• GLD
  $9.8M
• ISHARES
  $9.5M
• ISHARES
  $8.6M
• ISHARES
  $8.6M
• IVZ
  $8.4M
• AMERICAN
  $8.3M
• QQQ
  $6.8M
• SPDR
  $6.8M
• ISHARES
  $6.4M
• FUNDX
  $5.9M

Top 20 stock positions. Options are left out: 13F reports them at the underlying's value.

13fpro.ai/research/fund/basso-capital-management-l-p-1287978

BASSO CAPITAL MANAGEMENT, L.P. 13F holdings — Q2 2026

$468.8M portfolio (+186.9% QoQ) · 138 holdings · Q2 2026 13F · top 10 are 48% of the stock portfolio

Includes $62.9M of put/call options ($62.9M puts, $0 calls), which 13F rules report at the value of the underlying shares, not the premium at risk. Stocks alone: $405.9M. Weights use the stock portfolio.

• 1

  VANGUARD INDEX FDS - S&P 500 ETF SHS

  $47.8M

  11.8% of stocks

  +27%This quarter—Since filed—Held
  AIQuality—Est. buy—
• 2

  VANGUARD INDEX FDS - TOTAL STK MKT

  $25.7M

  6.3% of stocks

  +38%This quarter—Since filed—Held
  AIQuality—Est. buy—
• 3

  PGIM ETF TR - AAA CLO ETF

  $25.3M

  6.2% of stocks

  +190%This quarter—Since filed—Held
  AIQuality—Est. buy—
• 4

  SPDR S&P 500 ETF TRUST

  $SPY

  $19.7M

  4.9% of stocks

  -1%This quarter+3.6%Since filed10+ qtrsHeld
  AIQuality—Est. buyEstimated buy price is Pro: unlock with a free trialTrimmed 2 qtrs in a row
• 5

  ISHARES TR - RUSSELL 2000 ETF

  $14.4M

  3.5% of stocks

  +18%This quarter—Since filed—Held
  AIQuality—Est. buy—
• 6

  Invesco Ltd.

  $IVZ

  $14.3M

  3.5% of stocks

  +39%This quarter-5.3%Since filed10+ qtrsHeld
  AIQuality—Est. buyEstimated buy price is Pro: unlock with a free trial
• 7

  ISHARES TR - MSCI USA VALUE

  $13.8M

  3.4% of stocks

  NewThis quarter—Since filedNew this quarterHeld
  AIQuality—Est. buy—
• 8

  Invesco Ltd.

  $IVZ

  $11.5M

  2.8% of stocks

  NewThis quarter-5.3%Since filedNew this quarterHeld
  AIQuality—Est. buyEstimated buy price is Pro: unlock with a free trial
• 9

  VANECK ETF TRUST - SEMICONDUCTR ETF

  $10.9M

  2.7% of stocks

  NewThis quarter—Since filedNew this quarterHeld
  AIQuality—Est. buy—
• 10

  ISHARES TR - INTL SEL DIV ETF

  $10.7M

  2.6% of stocks

  NewThis quarter—Since filedNew this quarterHeld
  AIQuality—Est. buy—

#	Company	Value	Weight	This quarter	Since filed	Held	AI quality	Est. buy
1	VANGUARD INDEX FDS - S&P 500 ETF SHS	$47.8M	11.8%	+27%	—	—	—	—
2	VANGUARD INDEX FDS - TOTAL STK MKT	$25.7M	6.3%	+38%	—	—	—	—
3	PGIM ETF TR - AAA CLO ETF	$25.3M	6.2%	+190%	—	—	—	—
4	SPDR S&P 500 ETF TRUST$SPY	$19.7M	4.9%	-1%	+3.6%	10+ qtrsTrimmed 2 qtrs in a row	—	Estimated buy price is Pro: unlock with a free trial
5	ISHARES TR - RUSSELL 2000 ETF	$14.4M	3.5%	+18%	—	—	—	—
6	Invesco Ltd.$IVZ	$14.3M	3.5%	+39%	-5.3%	10+ qtrs	—	Estimated buy price is Pro: unlock with a free trial
7	ISHARES TR - MSCI USA VALUE	$13.8M	3.4%	New	—	New this quarter	—	—
8	Invesco Ltd.$IVZ	$11.5M	2.8%	New	-5.3%	New this quarter	—	Estimated buy price is Pro: unlock with a free trial
9	VANECK ETF TRUST - SEMICONDUCTR ETF	$10.9M	2.7%	New	—	New this quarter	—	—
10	ISHARES TR - INTL SEL DIV ETF	$10.7M	2.6%	New	—	New this quarter	—	—

All holdings — BASSO CAPITAL MANAGEMENT, L.P. (Q2 2026)

SortLargest valueBiggest addBiggest trimWeightSharesAI qualityName A-ZSector A-Z

138 disclosed positions from the Form 13F-HR on SEC EDGAR, with quarter-over-quarter share changes. Largest by value first; the ten above are not repeated.

#	Ticker	Company	Sector	Value	Weight	Shares	QoQ	Held	AI quality	Source
11	$SPYPUT	SPDR S&P 500 ETF TRUST	—	$56.0M	—	75K	New	—	—	13F
12	$GLD	SPDR GOLD TRUSTetf/fund	Financials	$9.8M	2.4%	27K	+11%	10+ qtrs	—	13F
13	—	ISHARES TR - CORE S&P500 ETFetf/fund	—	$9.5M	2.4%	13K	New	—	—	13F
14	—	ISHARES TR - RUS TP200 GR ETFetf/fund	—	$8.6M	2.1%	29K	New	—	—	13F
15	—	ISHARES TR - S&P 100 ETFetf/fund	—	$8.6M	2.1%	23K	+7701%	—	—	13F
16	$IVZ	Invesco Ltd.etf/fund	Financials	$8.4M	2.1%	28K	+861%	10+ qtrs	—	13F
17	—	AMERICAN CENTY ETF TR - INTL SMCP VLUetf/fund	—	$8.3M	2.0%	80K	New	—	—	13F
18	$QQQ	INVESCO QQQ TRUST, SERIES 1etf/fund	—	$6.8M	1.7%	9,270	+645%	10+ qtrs	—	13F
19	—	SPDR SERIES TRUST - ST STR P500ETFetf/fund	—	$6.8M	1.7%	78K	New	—	—	13F
20	— PUT	ISHARES TR - RUSSELL 2000 ETF	—	$6.6M	—	22K	New	—	—	13F
21	—	ISHARES INC - MSCI EMRG CHNetf/fund	—	$6.4M	1.6%	62K	+48%	—	—	13F
22	—	FUNDX INVT TR - FUNDX ETFetf/fund	—	$5.9M	1.4%	65K	New	—	—	13F
23	$IVZ	Invesco Ltd.	Financials	$5.3M	1.3%	87K	New	10+ qtrs	—	13F
24	$GOOGL	Alphabet Inc.	Technology	$4.7M	1.2%	13K	+17%	10+ qtrs	77.7	13F
25	—	ISHARES INC - MSCI STH KOR ETFetf/fund	—	$4.3M	1.1%	21K	+112%	—	—	13F
26	—	ISHARES TR - MSCI USA MMENTM	—	$4.3M	1.1%	12K	New
27	—	DBX ETF TR - XTRACKRS S&P 500	—	$3.7M	0.9%	54K	New
28	—	ISHARES TR - CORE 60 BALA ETF	—	$3.7M	0.9%	53K	New
29	—	SCHWAB STRATEGIC TR - US BRD MKT ETF	—	$3.5M	0.9%	121K	+7344%
30	—	VANGUARD WORLD FD - MEGA GRWTH IND	—	$3.3M	0.8%	37K	New
31	—	FUNDX INVT TR - CONSERVATIVE ETF	—	$3.2M	0.8%	64K	New
32	—	ISHARES TR - CORE 40 MODE ETF	—	$3.1M	0.8%	63K	New
33	—	SERIES PORTFOLIOS TR - ELDRIDGE BBB B	—	$3.1M	0.8%	116K	+164%
34	—	JANUS DETROIT STR TR - HENDRSON AAA CL	—	$3.1M	0.8%	60K	+1838%
35	$AAPL	Apple Inc.	Technology	$3.0M	0.8%	11K	+1552%
36	—	SCHWAB STRATEGIC TR - FUNDAMENTAL INTL	—	$3.0M	0.7%	57K	New
37	—	ISHARES TR - ESG MSCI KLD ETF	—	$2.9M	0.7%	20K	New
38	—	ISHARES TR - CORE S&P MCP ETF	—	$2.8M	0.7%	37K	+194%
39	—	ISHARES TR - ISHS 5-10YR INVT	—	$2.8M	0.7%	53K	New
40	—	ISHARES TR - MORNINGSTAR GRWT	—	$2.8M	0.7%	24K	New
41	—	SCHWAB STRATEGIC TR - US LCAP GR ETF	—	$2.7M	0.7%	81K	New
42	—	ISHARES TR - JPMORGAN USD EMG	—	$2.4M	0.6%	25K	New
43	—	VANGUARD INDEX FDS - GROWTH ETF	—	$2.3M	0.6%	26K	New
44	$IVZ	Invesco Ltd.	Financials	$2.2M	0.6%	29K	New
45	—	ISHARES TR - ESG OPTIMIZED	—	$2.2M	0.5%	14K	New
46	—	BLACKROCK ETF TRUST II - ISHARES AAA CLO	—	$2.2M	0.5%	42K	New
47	—	SCHWAB STRATEGIC TR - US LRG CAP ETF	—	$2.1M	0.5%	72K	New
48	—	ISHARES TR - CORE US AGGBD ET	—	$1.9M	0.5%	19K	New
49	—	ISHARES TR - CORE 30 70 ETF	—	$1.7M	0.4%	41K	New
50	$JPM	JPMORGAN CHASE & CO	Financials	$1.5M	0.4%	4,653	+670%
51	—	VANECK ETF TRUST - AA BB CLO ETF	—	$1.5M	0.4%	30K	New
52	$IVZ	Invesco Ltd.	Financials	$1.5M	0.4%	24K	New
53	—	ISHARES TR - ISHS 1-5YR INVS	—	$1.3M	0.3%	24K	New
54	—	SPDR SERIES TRUST - SPDR S&P 500 ESG	—	$1.3M	0.3%	17K	New
55	—	VANGUARD SCOTTSDALE FDS - VNG RUS1000GRW	—	$1.3M	0.3%	9,786	New
56	$UNP	UNION PACIFIC CORP	Industrials	$1.2M	0.3%	4,434	New
57	—	SELECT SECTOR SPDR TR - ST STR UTIL ETF	—	$1.2M	0.3%	26K	+1226%
58	—	SPDR SERIES TRUST - ST STR SP BIOT	—	$1.2M	0.3%	7,514	New
59	—	INVESCO EXCHANGE TRADED FD T - WILDERHIL CLAN	—	$1.1M	0.3%	29K	New
60	$MSFT	MICROSOFT CORP	Technology	$1.1M	0.3%	2,927	+336%
61	$SLV	iShares Silver Trust	Financials	$1.1M	0.3%	20K	-64%
62	—	ISHARES TR - MICRO-CAP ETF	—	$1.1M	0.3%	5,347	+289%
63	—	FIDELITY COMWLTH TR - NASDAQ COMPSIT	—	$1.0M	0.3%	9,910	New
64	$IBM	INTERNATIONAL BUSINESS MACHINES CORP	Technology	$999K	0.3%	3,551	-9%
65	—	VANGUARD WORLD FD - ESG INTL STK ETF	—	$957K	0.2%	12K	New
66	—	FUNDX INVT TR - AGGRESSIVE ETF	—	$952K	0.2%	9,757	New
67	$BRK.B	BERKSHIRE HATHAWAY INC	Financials	$947K	0.2%	1,892	+445%
68	—	ISHARES TR - CORE S&P TTL STK	—	$933K	0.2%	5,678	+71%
69	—	PACER FDS TR - US CASH COWS 100	—	$923K	0.2%	15K	New
70	$HD	HOME DEPOT, INC.	Consumer Discretionary	$787K	0.2%	2,232	+2526%
71	$OWL	BLUE OWL CAPITAL INC.	Financials	$744K	0.2%	85K	+750%
72	—	ISHARES TR - ISHARES SEMICDTR	—	$725K	0.2%	1,132	+77%
73	$CPER	United States Commodity Index Funds Trust	Financials	$721K	0.2%	19K	+28%
74	—	INVESCO EXCH TRADED FD TR II - ESG NASDAQ 100	—	$704K	0.2%	14K	New
75	—	MORGAN STANLEY ETF TRUST - CALVE INDEX ETF	—	$694K	0.2%	8,168	New
76	—	DIMENSIONAL ETF TRUST - US MKTWIDE VALUE	—	$649K	0.2%	12K	—
77	$RTX	RTX Corp	Industrials	$647K	0.2%	3,411	New
78	—	ETF SER SOLUTIONS - DEFIA QUANT ETF	—	$647K	0.2%	3,912	New
79	$PG	PROCTER & GAMBLE Co	Consumer Staples	$638K	0.2%	4,350	+4250%
80	—	J P MORGAN EXCHANGE TRADED F - JPMORGAN DIVER	—	$635K	0.2%	4,528	New
81	$BXSL	Blackstone Secured Lending Fund	Other	$615K	0.1%	26K	+28%
82	—	ISHARES TR - RUS 1000 GRW ETF	—	$615K	0.1%	4,952	New
83	$IBIT	iShares Bitcoin Trust ETF	Financials	$610K	0.1%	18K	-4%
84	—	NUSHARES ETF TR - NUVEEN ESG LRGCP	—	$579K	0.1%	4,943	New
85	—	SCHWAB STRATEGIC TR - US DIVIDEND EQ	—	$556K	0.1%	18K	—
86	—	NEW YORK LIFE INVESTMENTS ET - HEDGE MULTI STRA	—	$525K	0.1%	14K	New
87	—	PRINCIPAL EXCHANGE TRADED FD - US MEGA CP ETF	—	$490K	0.1%	6,617	New
88	$CVBF	CVB FINANCIAL CORP	Financials	$478K	0.1%	21K	New
89	—	ISHARES TR - CORE DIV GRWTH	—	$468K	0.1%	6,170	+37%
90	—	ISHARES TR - EAFE VALUE ETF	—	$464K	0.1%	6,067	New
91	—	ISHARES TR - CALIF MUN BD ETF	—	$463K	0.1%	8,035	New
92	—	FIRST TR EXCHANGE-TRADED FD - NAS CLNEDG GREEN	—	$458K	0.1%	7,461	New
93	—	ISHARES TR - CORE HIGH DV ETF	—	$454K	0.1%	17K	New
94	—	VANGUARD SPECIALIZED FUNDS - DIV APP ETF	—	$451K	0.1%	1,905	+982%
95	$IVZ	Invesco Ltd.	Financials	$443K	0.1%	7,865	New
96	$FBTC	Fidelity Wise Origin Bitcoin Fund	Financials	$426K	0.1%	8,350	-23%
97	—	GOLDMAN SACHS ETF TR - ACTIVEBETA US LG	—	$420K	0.1%	2,958	—
98	—	VANGUARD INDEX FDS - SMALL CP ETF	—	$408K	0.1%	1,348	New
99	$LIN	LINDE PLC	Materials	$401K	0.1%	772	+30%
100	$NVO	NOVO NORDISK A S	Healthcare	$384K	0.1%	8,000	—
101	$AMZN	AMAZON COM INC	Consumer Discretionary	$383K	0.1%	1,605	+17%
102	$JCI	Johnson Controls International plc	Industrials	$366K	0.1%	2,506	New
103	$STUB	StubHub Holdings, Inc.	Communication Services	$364K	0.1%	28K	—
104	$WHF	WhiteHorse Finance, Inc.	Other	$352K	0.1%	53K	-13%
105	—	PIMCO ETF TR - 0-5 HIGH YIELD	—	$351K	0.1%	3,750	New
106	—	BLACKROCK ETF TRUST II - ISHA SH TERM ETF	—	$345K	0.1%	6,830	New
107	$BBN	BlackRock Taxable Municipal Bond Trust	—	$345K	0.1%	21K	New
108	$AXP	AMERICAN EXPRESS CO	Financials	$339K	0.1%	1,001	New
109	$FSK	FS KKR Capital Corp	Other	$315K	0.1%	30K	—
110	$NVDA	NVIDIA CORP	Technology	$314K	0.1%	1,570	+533%
111	$CRM PUT	Salesforce, Inc.	Technology	$313K	—	2,000	New
112	$SPGI	S&P Global Inc.	Financials	$305K	0.1%	750	New
113	—	DOUBLELINE ETF TRUST - ASSE BA SECS ETF	—	$304K	0.1%	6,008	+9%
114	—	VANGUARD INDEX FDS - VALUE ETF	—	$298K	0.1%	1,366	—
115	—	ISHARES TR - CORE 80 20 ETF	—	$281K	0.1%	2,878	New
116	—	ISHARES TR - MSCI INTL QUALTY	—	$279K	0.1%	5,633	New
117	—	VANGUARD BD INDEX FDS - INTERMED TERM	—	$279K	0.1%	3,633	New
118	$FGDL	Franklin Templeton Holdings Trust	Financials	$277K	0.1%	5,197	New
119	$GE	GENERAL ELECTRIC CO	Industrials	$277K	0.1%	742	New
120	$WELL	WELLTOWER INC.	Real Estate	$271K	0.1%	1,193	New
121	$IVZ	Invesco Ltd.	Financials	$267K	0.1%	3,559	New
122	$SCHW	SCHWAB CHARLES CORP	Financials	$263K	0.1%	2,850	New
123	—	PIMCO ETF TR - ENHAN SHRT MA AC	—	$260K	0.1%	2,582	New
124	$MCD	MCDONALDS CORP	Consumer Discretionary	$257K	0.1%	952	New
125	$BAC	BANK OF AMERICA CORP /DE/	Financials	$239K	0.1%	4,200	New
126	$TSLA	Tesla, Inc.	Consumer Discretionary	$236K	0.1%	560	New
127	—	EA SERIES TRUST - FREEDOM 100 EM	—	$234K	0.1%	3,216	New
128	—	ISHARES TR - MSCI EAFE MIN VL	—	$232K	0.1%	2,646	New
129	—	ISHARES TR - MSCI GBL SUS DEV	—	$224K	0.1%	2,500	New
130	$JNJ	JOHNSON & JOHNSON	Healthcare	$222K	0.1%	875	+169%
131	$CAT	CATERPILLAR INC	Industrials	$221K	0.1%	208	New
132	$GEV	GE Vernova Inc.	Industrials	$217K	0.1%	185	New
133	$CARR	CARRIER GLOBAL Corp	Industrials	$215K	0.1%	2,933	New
134	—	KRANESHARES TRUST - CSI CHI INTERNET	—	$212K	0.1%	8,662	New
135	$BMY	BRISTOL MYERS SQUIBB CO	Healthcare	$211K	0.1%	3,656	+131%
136	—	ISHARES TR - TRUST ISHARE 0-1	—	$210K	0.1%	1,900	New
137	—	ISHARES TR - S&P 500 GRWT ETF	—	$209K	0.1%	1,522	—
138	—	ISHARES INC - MSCI MEXICO ETF	—	$209K	0.1%	2,771	-55%

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Q2 2026 13F filed with the SEC on Jul 27, 2026. Prices are closing prices as of Oct 26, 2026.

Average quality of BASSO CAPITAL MANAGEMENT, L.P.'s top 20 holdings: 71/100 (our AI quality score, weighted by position size; 13 of the 20 are scored)