Latest BASSO CAPITAL MANAGEMENT, L.P. Stock Portfolio

BASSO CAPITAL MANAGEMENT, L.P. Performance:

2025 Q2: 1.13%YTD: 2.03%2024: 10.51%

Performance for 2025 Q2 is 1.13%, and YTD is 2.03%, and 2024 is 10.51%.

About BASSO CAPITAL MANAGEMENT, L.P. and 13F Hedge Fund Stock Holdings

In it's latest 13F Holdings report, BASSO CAPITAL MANAGEMENT, L.P. reported an equity portfolio of $134.9 Millions as of 30 Jun, 2025.

The top stock holdings of BASSO CAPITAL MANAGEMENT, L.P. are VB, SPY, VB. The fund has invested 23% of it's portfolio in VANGUARD S&P 500 ETF and 12.4% of portfolio in SPDR S&P 500 ETF TRUST.

The fund managers got completely rid off GENERAL MLS INC COM (GIS) stocks. They significantly reduced their stock positions in INVESCO CURRENCYSHARES JAPANESE YEN TRUST (FXY), GLOBAL X MSCI ARGENTINA ETF (ARGT) and KRANESHARES BOSERA MSCI CHINA A 50 CONNECT INDEX ETF (BNDD). BASSO CAPITAL MANAGEMENT, L.P. opened new stock positions in PGIM AAA CLO ETF (PAB), VANGUARD 0-3 MONTH TREASURY BILL ETF and INVESCO CURRENCYSHARES EURO TRUST (FXE). The fund showed a lot of confidence in some stocks as they added substantially to SPDR EURO STOXX 50 ETF (CWI), ISHARES MSCI EMERGING MARKETS EX CHINA ETF (EMGF) and ISHARES SILVER TRUST (SLV).

BASSO CAPITAL MANAGEMENT, L.P. Annual Return Estimates Vs S&P 500

Our best estimate is that BASSO CAPITAL MANAGEMENT, L.P. made a return of 1.13% in the last quarter. In trailing 12 months, it's portfolio return was 6.12%.

New Buys

Ticker	$ Bought
pgim aaa clo etf	4,630,500
vanguard 0-3 month treasury bill etf	3,777,500
invesco currencyshares euro trust	857,265
ishares msci india etf	757,526
jpmorgan betabuilders japan etf	618,109
franklin ftse india etf	163,303
eldridge bbb-b clo etf	93,590
alphabet inc cap stk cl c	61,732

New stocks bought by BASSO CAPITAL MANAGEMENT, L.P.

Additions

Ticker	% Inc.
spdr euro stoxx 50 etf	117
ishares msci emerging markets ex china etf	87.86
ishares silver trust	58.68
alphabet inc cap stk cl a	47.79
international business machs com	40.00
ishares bitcoin trust etf	30.26
fidelity wise origin bitcoin fund	29.27
altria group inc com	18.11

Additions to existing portfolio by BASSO CAPITAL MANAGEMENT, L.P.

Reductions

Ticker	% Reduced
invesco currencyshares japanese yen trust	-99.77
global x msci argentina etf	-99.43
kraneshares bosera msci china a 50 connect index etf	-97.85
invesco nasdaq 100 etf	-68.81
united states copper index fund	-64.42
kraneshares csi china internet etf	-50.5
dimensional u.s. targeted value etf	-36.84
doubleline abs etf	-31.03

BASSO CAPITAL MANAGEMENT, L.P. reduced stake in above stock

Sold off

Ticker	$ Sold
block inc 0.25 11/01/2027	-660,000
etsy inc 0.25 06/15/2028	-254,550
invesco preferred etf	-47,775
general mls inc com	-54,050

BASSO CAPITAL MANAGEMENT, L.P. got rid off the above stocks

Sector Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 80.5% of it's holdings in Others sector.

Sector	%
Others	80.5
Energy	14.5
Financial Services	1.9
Technology	1.3

Market Cap. Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 16.3% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
UNALLOCATED	80.5
LARGE-CAP	14.5
MID-CAP	1.9
MEGA-CAP	1.8

Stocks belong to which Index?

About 7% of the stocks held by BASSO CAPITAL MANAGEMENT, L.P. either belong to S&P 500 or RUSSELL 2000 index.

Index	%
Others	92.5
S&P 500	7

Top 5 Winners (%)		%
MSFT	microsoft corp com	32.5 %
IJR	ishares semiconductor etf	26.9 %
IJR	ishares s&p 500 growth etf	18.6 %
JPM	jpmorgan chase & co. com	18.2 %
QQQ	invesco qqq trust series i	17.6 %

Top 5 Winners ($)		$
SPY	spdr s&p 500 etf trust	1.6 M
GLD	spdr gold shares	0.4 M
MSFT	microsoft corp com	0.2 M
QQQ	invesco qqq trust series i	0.1 M
IBM	international business machs com	0.1 M

Top 5 Losers (%)		%
OKE	oneok inc new com	-17.7 %
TRGP	targa res corp com	-12.2 %
PEP	pepsico inc com	-11.9 %
WHF	whitehorse fin inc com	-9.6 %
ED	consolidated edison inc com	-9.3 %

Top 5 Losers ($)		$
OKE	oneok inc new com	-0.5 M
EPD	enterprise prods partners l p com	-0.2 M
TRGP	targa res corp com	-0.1 M
MPLX	mplx lp com unit rep ltd	-0.1 M
WHF	whitehorse fin inc com	-0.1 M

BASSO CAPITAL MANAGEMENT, L.P. Holdings Map

This heatmap illustrates the top 50 positions within the fund's portfolio.

Current Stock Holdings of BASSO CAPITAL MANAGEMENT, L.P.

BASSO CAPITAL MANAGEMENT, L.P. has 77 stocks in it's portfolio. About 74.5% of the portfolio is in top 10 stocks. OKE proved to be the most loss making stock for the portfolio. SPY was the most profitable stock for BASSO CAPITAL MANAGEMENT, L.P. last quarter.

Last Reported on: 13 Aug, 2025

	Ticker	Namesorted descending	% Portfolio	Shares Held	$ Value	Type	% Change
	VB	vanguard s&p 500 etf	23.03	54,698	31,070,100	added	0.05
Historical Trend of VANGUARD S&P 500 ETF Position Held By BASSO CAPITAL MANAGEMENT, L.P. What % of Portfolio is VB?: Number of VB shares held: Change in No. of Shares Held:
	SPY	spdr s&p 500 etf trust	12.42	27,126	16,759,800	unchanged	0.00

	VB	vanguard total stock market etf	10.62	47,154	14,331,500	added	2.08

	CSD	invesco s&p 500 equal weight etf	9.44	70,087	12,737,600	added	0.01

	GLD	spdr gold shares	5.34	23,648	7,208,620	added	4.4

	PAB	pgim aaa clo etf	3.43	90,000	4,630,500	new

		vanguard 0-3 month treasury bill etf	2.80	50,000	3,777,500	new

	MPLX	mplx lp com unit rep ltd	2.72	71,200	3,667,510	unchanged	0.00

	ET	energy transfer l p com ut ltd ptn	2.58	192,000	3,480,960	added	1.86

		ishares bitcoin trust etf	2.08	45,755	2,800,660	added	30.26

		fidelity wise origin bitcoin fund	1.85	26,500	2,490,740	added	29.27

	OKE	oneok inc new com	1.75	28,937	2,362,130	unchanged	0.00

	WMB	williams cos inc com	1.65	35,500	2,229,760	unchanged	0.00

	EPD	enterprise prods partners l p com	1.48	64,265	1,992,860	added	0.27

	SLV	ishares silver trust	1.28	52,733	1,730,170	added	58.68

	WES	western midstream partners lp com unit lp int	1.21	42,150	1,631,200	added	2.43

	FSK	fs kkr cap corp com	0.95	62,000	1,286,500	reduced	-7.46

	BAB	invesco nasdaq 100 etf	0.91	5,431	1,233,380	reduced	-68.81

	IJR	ishares core s&p mid-cap etf	0.86	18,767	1,163,930	added	12.58

	GOOG	alphabet inc cap stk cl a	0.82	6,250	1,101,440	added	47.79