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Portfolio (Quarterly) Guide ↗

BASSO CAPITAL MANAGEMENT, L.P.

· CIK 0001287978
13F Portfolio $469M AUM 138 positions Filed Jul 27, 2026 EDGAR ↗ ← All Funds
Q2 2026 · All 138 New
Page 2 of 7  ·  138 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
21 EMXC ISHARES INC 62,176.0 $6.4M 1.36% NEW $102.30 -4.4%
22 XCOR FUNDX INVT TR 64,774.0 $5.9M 1.25% NEW $90.60 -2.7%
23 XLG INVESCO EXCHANGE TRADED FD T 86,797.0 $5.3M 1.13% NEW $61.23 +1.3%
24 GOOGL ALPHABET INC Communication Services 13,256.0 $4.7M 1.01% NEW $357.37 -2.5%
25 EWY ISHARES INC 21,440.0 $4.3M 0.92% NEW $201.90 -11.6%
26 MTUM ISHARES TR 12,447.0 $4.3M 0.91% NEW $342.83 -11.9%
27 SNPE DBX ETF TR 54,115.0 $3.7M 0.80% NEW $68.86 +2.9%
28 AOR ISHARES TR 53,294.0 $3.7M 0.79% NEW $69.50 +0.6%
29 SCHB SCHWAB STRATEGIC TR 121,340.0 $3.5M 0.75% NEW $28.96 +2.1%
30 MGK VANGUARD WORLD FD 37,073.0 $3.3M 0.69% NEW $87.91 +1.1%
31 XRLX FUNDX INVT TR 64,454.0 $3.2M 0.68% NEW $49.47 -1.2%
32 AOM ISHARES TR 62,530.0 $3.1M 0.67% NEW $49.89 -0.1%
33 CLOZ SERIES PORTFOLIOS TR 116,451.0 $3.1M 0.66% NEW $26.42 -0.7%
34 JAAA JANUS DETROIT STR TR 60,433.0 $3.1M 0.65% NEW $50.49 +0.4%
35 AAPL APPLE INC Technology 10,539.0 $3.0M 0.65% NEW $289.36 +7.2%
36 FNDF SCHWAB STRATEGIC TR 57,114.0 $3.0M 0.64% NEW $52.76 +5.8%
37 DSI ISHARES TR 20,139.0 $2.9M 0.61% NEW $142.39 +3.0%
38 IJH ISHARES TR 36,811.0 $2.8M 0.60% NEW $77.11 -1.4%
39 IGIB ISHARES TR 52,815.0 $2.8M 0.60% NEW $53.17 -1.5%
40 ILCG ISHARES TR 23,568.0 $2.8M 0.59% NEW $117.02 -2.2%
Page 2 of 7  ·  138 positions

Period Price is the implied market price on the last day of the reporting period, calculated as reported value ÷ shares held. It is not the fund's purchase price or cost basis — the fund may have initiated or added to the position at any point during the quarter at a different price. Since Period shows the price change from that quarter-end snapshot to today's last price — it reflects stock movement after the report date, not the fund's actual return.

Sector Allocation
Financial Services 72.4%
Technology 8.8%
Communication Services 7.6%
Industrials 4.7%
Consumer Cyclical 2.7%
Healthcare 1.3%
Consumer Defensive 1.0%
Basic Materials 0.6%
Real Estate 0.4%
Utilities 0.3%