SPDR S&P 500 ETF TR

Ticker: SPY CUSIP: 78462F103 Class: TR UNIT

BASSO CAPITAL MANAGEMENT, L.P.'s Holding History (CIK: 0001287978)

Note: Option positions (PUT/CALL) are excluded.

Q4 2025
Shares 27,165 Value ($000) $18,524 Avg Close — Range —
Q3 2025
Shares 27,126 Value ($000) $18,071 Avg Close — Range —
Q2 2025
Shares 27,126 Value ($000) $16,760 Avg Close — Range —
Q1 2025
Shares 27,126 Value ($000) $15,174 Avg Close — Range —
Q4 2024
Shares 27,126 Value ($000) $15,898 Avg Close — Range —
Q3 2024
Shares 27,126 Value ($000) $15,564 Avg Close — Range —
Q2 2024
Shares 33,602 Value ($000) $18,287 Avg Close — Range —
Q1 2024
Shares 33,602 Value ($000) $17,576 Avg Close — Range —
Q4 2023
Shares 35,202 Value ($000) $16,732 Avg Close — Range —
Q3 2023
Shares 36,062 Value ($000) $15,416 Avg Close — Range —
Q2 2023
Shares 34,578 Value ($000) $15,328 Avg Close — Range —
Q1 2023
Shares 23,103 Value ($000) $9,458 Avg Close — Range —
Q4 2022
Shares 63,250 Value ($000) $24,189 Avg Close — Range —
Q3 2022
Shares 1,600 Value ($000) $571 Avg Close — Range —
Q2 2022
Shares 5,000 Value ($000) $1,186 Avg Close — Range —
Q3 2020
Shares 1,000 Value ($000) $335 Avg Close — Range —
Q1 2016
Shares 5,000 Value ($000) $1,028 Avg Close — Range —
Q4 2015
Shares 5,000 Value ($000) $1,019 Avg Close — Range —
Q3 2015
Shares 10,000 Value ($000) $1,916 Avg Close — Range —
Q3 2014
Shares 7,500 Value ($000) $1,478 Avg Close — Range —
Q2 2014
Shares 7,500 Value ($000) $1,468 Avg Close — Range —
Q1 2014
Shares 22,500 Value ($000) $4,208 Avg Close — Range —
Q4 2013
Shares 10,000 Value ($000) $1,847 Avg Close — Range —
Q3 2013
Shares 25,000 Value ($000) $4,203 Avg Close — Range —
Q2 2013
Shares 25,000 Value ($000) $4,000 Avg Close — Range —