13F HOLDINGS REPORT

BASSO CAPITAL MANAGEMENT, L.P.

Quarter ended Q4 2025 · Filed February 17, 2026 · Accession 0001013594-26-000243

Total Value

$167.9M

Positions

115

Other Managers

Confidential Omitted

View on SEC.gov

Holdings (115)

#	Issuer	Ticker / CUSIP	Shares	Value	% of Filing
1	VANGUARD S&P 500 ETF	922908363	54,879	$34.4M	20.49%
2	SPDR S&P 500 ETF TRUST	SPY	27,165	$18.5M	11.03%
3	VANGUARD TOTAL STOCK MARKET ETF	922908769	49,963	$16.8M	9.97%
4	SPDR GOLD SHARES	GLD	25,535	$10.1M	6.03%
5	ISHARES RUSSELL 2000 ETF	464287655	37,447	$9.2M	5.49%
6	INVESCO S&P 500 EQUAL WEIGHT ETF	IVZ	47,591	$9.1M	5.43%
7	PGIM AAA CLO ETF	69344A834	152,556	$7.8M	4.66%
8	ISHARES SILVER TRUST	SLV	76,970	$5.0M	2.95%
9	MPLX LP COM UNIT REP LTD	MPLXP	71,200	$3.8M	2.26%
10	ALPHABET INC CAP STK CL A	GOOG	11,737	$3.7M	2.19%
11	ENERGY TRANSFER L P COM UT LTD PTN	ET-PI	195,000	$3.2M	1.91%
12	ISHARES BITCOIN TRUST ETF	IBIT	57,685	$2.9M	1.71%
13	ISHARES MSCI EMERGING MARKETS EX CHINA ETF	46434G764	38,230	$2.8M	1.65%
14	ENTERPRISE PRODS PARTNERS L P COM	293792107	63,800	$2.0M	1.22%
15	INVESCO NASDAQ 100 ETF	IVZ	8,081	$2.0M	1.22%
16	ELDRIDGE BBB-B CLO ETF	81752T528	71,589	$1.9M	1.13%
17	FIDELITY WISE ORIGIN BITCOIN FUND	FBTC	24,675	$1.9M	1.12%
18	ONEOK INC NEW COM	OKE	25,352	$1.9M	1.11%
19	WILLIAMS COS INC COM	969457100	30,450	$1.8M	1.09%
20	WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT	WES	42,150	$1.7M	0.99%
21	ABRDN PHYSICAL PLATINUM SHARES ETF	PPLT	8,286	$1.5M	0.92%
22	INVESCO QQQ TRUST SERIES I	IVZ	2,442	$1.5M	0.89%
23	MICROSOFT CORP COM	MSFT	3,031	$1.5M	0.87%
24	GLOBAL X URANIUM ETF	37954Y871	32,575	$1.4M	0.83%
25	INTERNATIONAL BUSINESS MACHS COM	INTR	4,386	$1.3M	0.77%
26	TARGA RES CORP COM	TRGP	6,525	$1.2M	0.72%
27	ISHARES MSCI SOUTH KOREA ETF	464286772	10,572	$1.0M	0.61%
28	HESS MIDSTREAM LP CL A SHS	HESM	29,000	$1.0M	0.60%
29	PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN	726503105	54,200	$973,432	0.58%
30	JPMORGAN BETABUILDERS JAPAN ETF	46641Q217	13,945	$919,115	0.55%
31	UNITED STATES COPPER INDEX FUND	UNTCW	25,475	$890,606	0.53%
32	CHENIERE ENERGY INC COM NEW	LNG	3,800	$738,682	0.44%
33	TC ENERGY CORP COM	TRPRF	13,370	$735,484	0.44%
34	FS KKR CAP CORP COM	FSK	47,500	$703,475	0.42%
35	BERKSHIRE HATHAWAY INC DEL CL B NEW	BRK-A	1,194	$600,164	0.36%
36	WHITEHORSE FIN INC COM	WHFCL	80,000	$556,000	0.33%
37	DIMENSIONAL US MARKETWIDE VALUE ETF	25434V724	11,800	$549,762	0.33%
38	NOVO-NORDISK A S ADR	NONOF	9,750	$496,080	0.30%
39	ISHARES CORE S&P TOTAL U.S. STOCK MARKET ETF	464287150	3,312	$492,461	0.29%
40	SCHWAB US DIVIDEND EQUITY ETF	808524797	17,534	$480,958	0.29%
41	TR ACTIVEBETA US LARGE CAP EQUITY ETF	NVGLF	2,958	$391,550	0.23%
42	ABRDN PHYSICAL PALLADIUM SHARES ETF	PALL	2,690	$391,072	0.23%
43	VANGUARD SHORT-TERM TREASURY ETF	92206C102	6,477	$380,394	0.23%
44	ALPHABET INC CAP STK CL C	GOOG	1,179	$369,970	0.22%
45	ISHARES CORE DIVIDEND GROWTH ETF	46434V621	4,500	$312,390	0.19%
46	SUNOCO LP/SUNOCO FIN CORP COM UT REP LP	SUN	5,680	$297,689	0.18%
47	DOUBLELINE ABS ETF	25861R808	5,500	$280,005	0.17%
48	JANUS HENDERSON AAA CLO ETF	47103U845	5,413	$273,790	0.16%
49	AMAZON COM INC COM	AMZN	1,138	$262,673	0.16%
50	LINDE PLC SHS	LIN	592	$252,423	0.15%
51	VANGUARD MID-CAP ETF	922908629	867	$251,621	0.15%
52	VANGUARD EXTENDED MARKET ETF	922908652	1,198	$250,526	0.15%
53	META PLATFORMS INC CL A	META	350	$231,032	0.14%
54	STATE STREET ENERGY SELECT SECTOR SPDR ETF	81369Y506	5,010	$223,997	0.13%
55	NVIDIA CORPORATION COM	NVDA	1,198	$223,427	0.13%
56	KRANESHARES CSI CHINA INTERNET ETF	500767306	6,500	$221,325	0.13%
57	VANGUARD VALUE ETF	922908744	1,155	$220,593	0.13%
58	BLACKSTONE SECD LENDING FD COMMON STOCK	BX	8,200	$215,906	0.13%
59	JPMORGAN CHASE & CO. COM	VYLD	604	$194,621	0.12%
60	ISHARES SEMICONDUCTOR ETF	464287523	641	$193,037	0.11%
61	PEMBINA PIPELINE CORP COM	PPLOF	5,001	$190,338	0.11%
62	ISHARES S&P 500 GROWTH ETF	464287309	1,522	$187,602	0.11%
63	VENTURE GLOBAL INC COM CL A	VG	25,000	$170,500	0.10%
64	VANGUARD UTILITIES ETF	92204A876	902	$166,906	0.10%
65	ALTRIA GROUP INC COM	MO	2,315	$133,483	0.08%
66	SUNCOR ENERGY INC NEW COM	SU	2,700	$119,772	0.07%
67	VANGUARD HEALTH CARE ETF	92204A504	398	$114,564	0.07%
68	ISHARES MSCI USA QUALITY FACTOR ETF	46432F339	568	$112,816	0.07%
69	COCA COLA CO COM	KO	1,606	$112,275	0.07%
70	ABBVIE INC COM	ABBV	472	$107,847	0.06%
71	CONSOLIDATED EDISON INC COM	ED	1,042	$103,491	0.06%
72	ISHARES S&P 100 ETF	464287101	300	$102,891	0.06%
73	ISHARES CORE S&P MID-CAP ETF	464287507	1,352	$89,232	0.05%
74	APPLE INC COM	AAPL	324	$88,083	0.05%
75	BRISTOL-MYERS SQUIBB CO COM	CELG-RI	1,584	$85,441	0.05%
76	BROADCOM INC COM	AVGO	240	$83,064	0.05%
77	CANADIAN NAT RES LTD COM	136385101	2,400	$81,240	0.05%
78	AMEREN CORP COM	AEE	796	$79,489	0.05%
79	PHILLIPS 66 COM	PSX	612	$78,972	0.05%
80	MORGAN STANLEY COM NEW	MS-PQ	444	$78,823	0.05%
81	GENERAL DYNAMICS CORP COM	GD	230	$77,432	0.05%
82	SOUTH BOW CORP COM	SOBO	2,674	$73,455	0.04%
83	JOHNSON & JOHNSON COM	JNJ	325	$67,259	0.04%
84	PHILIP MORRIS INTL INC COM	718172109	389	$62,396	0.04%
85	HOME DEPOT INC COM	HD	170	$58,497	0.03%
86	MCDONALDS CORP COM	MCD	183	$55,930	0.03%
87	ISHARES U.S. TECHNOLOGY ETF	464287721	270	$53,914	0.03%
88	BP PLC SPONSORED ADR	BPPFF	1,500	$52,095	0.03%
89	PEPSICO INC COM	PEP	352	$50,519	0.03%
90	ENTERGY CORP NEW COM	ENO	506	$46,770	0.03%
91	STATE STREET SPDR PORTFOLIO S&P 500 ETF	78464A854	582	$46,688	0.03%
92	STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF	81369Y209	286	$44,273	0.03%
93	STATE STREET UTILITIES SELECT SECTOR SPDR ETF	81369Y886	884	$37,738	0.02%
94	HONEYWELL INTL INC COM	438516106	172	$33,555	0.02%
95	SOUTHERN CO COM	SOMN	370	$32,264	0.02%
96	ELI LILLY & CO COM	LLY	28	$30,091	0.02%
97	ORACLE CORP COM	ORCL-PD	151	$29,431	0.02%
98	VANECK MORNINGSTAR WIDE MOAT ETF	92189F643	270	$27,961	0.02%
99	PROCTER AND GAMBLE CO COM	742718109	192	$27,516	0.02%
100	CHEVRON CORP NEW COM	CVX	179	$27,281	0.02%
101	DUKE ENERGY CORP NEW COM NEW	DUKB	212	$24,849	0.01%
102	LOCKHEED MARTIN CORP COM	LMT	51	$24,667	0.01%
103	EMERSON ELEC CO COM	EMR	185	$24,553	0.01%
104	ISHARES CORE S&P SMALL CAP ETF	464287804	202	$24,276	0.01%
105	AUTOZONE INC COM	AZO	7	$23,741	0.01%
106	SCHWAB U.S. LARGE-CAP GROWTH ETF	808524300	692	$22,573	0.01%
107	ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF	BLK	292	$17,757	0.01%
108	ISHARES MSCI SINGAPORE ETF	46434G780	500	$13,755	0.01%
109	MASTERCARD INCORPORATED CL A	MA	22	$12,559	0.01%
110	UNITEDHEALTH GROUP INC COM	UNH	36	$11,884	0.01%
111	VANECK AA-BB CLO ETF	92189H656	185	$9,373	0.01%
112	STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF	81369Y308	100	$7,768	0.00%
113	CISCO SYS INC COM	CSCO	100	$7,703	0.00%
114	ISHARES MSCI EMERGING MARKETS SMALL CAP ETF	464286475	105	$7,085	0.00%
115	FIDELITY ETHEREUM FUND ETF	31613E103	140	$4,145	0.00%