Latest BASSO CAPITAL MANAGEMENT, L.P. Stock Portfolio

BASSO CAPITAL MANAGEMENT, L.P. Performance:

2025 Q3: 1.72%YTD: 3.78%2024: 10.51%

Performance for 2025 Q3 is 1.72%, and YTD is 3.78%, 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 $149.4 Millions as of 30 Sep, 2025.

The top stock holdings of BASSO CAPITAL MANAGEMENT, L.P. are VB, SPY, VB. The fund has invested 22.5% of it's portfolio in VANGUARD S&P 500 ETF and 12.1% of portfolio in SPDR S&P 500 ETF TRUST.

The fund managers got completely rid off VANGUARD 0-3 MONTH TREASURY BILL ETF, SPDR EURO STOXX 50 ETF (CWI) and FRANKLIN FTSE INDIA ETF (BUYZ) stocks. They significantly reduced their stock positions in ISHARES MSCI INDIA ETF (AMPS), INVESCO CURRENCYSHARES EURO TRUST (FXE) and JPMORGAN BETABUILDERS JAPAN ETF (BBAX). BASSO CAPITAL MANAGEMENT, L.P. opened new stock positions in FIDELITY ETHEREUM FUND ETF, ABRDN PHYSICAL PLATINUM SHARES ETF (PPLT) and ISHARES 0-5 YEAR TIPS BOND ETF (AMPS). The fund showed a lot of confidence in some stocks as they added substantially to KRANESHARES BOSERA MSCI CHINA A 50 CONNECT INDEX ETF (BNDD), ISHARES RUSSELL 2000 ETF (IJR) and ELDRIDGE BBB-B CLO ETF (ICAP).

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 1.72% in the last quarter. In trailing 12 months, it's portfolio return was 5.93%.

New Buys

Ticker	$ Bought
fidelity ethereum fund etf	459,543
novo-nordisk a s adr	360,685
abrdn physical platinum shares etf	287,189
ishares 0-5 year tips bond etf	206,736
meta platforms inc cl a	146,876
ishares msci south korea etf	104,531
nvidia corporation com	74,632
vaneck aa-bb clo etf	9,433

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

Additions

Ticker	% Inc.
kraneshares bosera msci china a 50 connect index etf	8,247
ishares russell 2000 etf	3,372
eldridge bbb-b clo etf	1,492
ishares msci emerging markets ex china etf	219
kraneshares csi china internet etf	181
doubleline abs etf	133
alphabet inc cap stk cl c	91.67
microsoft corp com	74.91

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

Reductions

Ticker	% Reduced
ishares msci india etf	-99.78
invesco currencyshares euro trust	-56.85
jpmorgan betabuilders japan etf	-31.13
united states copper index fund	-16.81
utilities select sector spdr fund	-16.52
williams cos inc com	-14.23
oneok inc new com	-12.39
vanguard short-term treasury etf	-11.49

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

Sold off

Ticker	$ Sold
vanguard 0-3 month treasury bill etf	-3,777,500
spdr euro stoxx 50 etf	-1,083,200
franklin ftse india etf	-163,303
dimensional u.s. targeted value etf	-161,880
alerian mlp etf	-4,886
global x msci argentina etf	-2,118
invesco currencyshares japanese yen trust	-639

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

Sector Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 81.9% of it's holdings in Others sector.

Sector	%
Others	81.9
Energy	12.4
Technology	2
Communication Services	1.7
Financial Services	1.3

Market Cap. Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 16% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
UNALLOCATED	81.9
LARGE-CAP	12.9
MEGA-CAP	3.1
MID-CAP	1.4

Stocks belong to which Index?

About 7.7% of the stocks held by BASSO CAPITAL MANAGEMENT, L.P. either belong to S&P 500 or RUSSELL 2000 index.

Index	%
Others	92.2
S&P 500	7.7

Top 5 Winners (%)		%
GOOG	alphabet inc cap stk cl a	22.3 %
SLV	ishares silver trust	20.6 %
GOOG	alphabet inc cap stk cl c	16.5 %
GLD	spdr gold shares	15.9 %
PSX	phillips 66 com	14.0 %

Top 5 Winners ($)		$
SPY	spdr s&p 500 etf trust	1.3 M
GLD	spdr gold shares	1.2 M
SLV	ishares silver trust	0.5 M
GOOG	alphabet inc cap stk cl a	0.4 M
QQQ	invesco qqq trust series i	0.1 M

Top 5 Losers (%)		%
FSK	fs kkr cap corp com	-28.1 %
WHF	whitehorse fin inc com	-20.6 %
PM	philip morris intl inc com	-10.9 %
OKE	oneok inc new com	-10.6 %
HESM	hess midstream lp cl a shs	-9.1 %

Top 5 Losers ($)		$
FSK	fs kkr cap corp com	-0.4 M
OKE	oneok inc new com	-0.3 M
WHF	whitehorse fin inc com	-0.2 M
ET	energy transfer l p com ut ltd ptn	-0.2 M
MPLX	mplx lp com unit rep ltd	-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 78 stocks in it's portfolio. About 73.2% of the portfolio is in top 10 stocks. FSK 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 Nov, 2025

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
ACES	alerian mlp etf	0.00	0.00	0.00	sold off	-100

ACWV	ishares msci south korea etf	0.07	1,305	104,531	new

ACWV	ishares msci emerging markets small cap etf	0.00	76.00	5,161	unchanged	0.00

AEE	ameren corp com	0.06	796	83,086	unchanged	0.00

AFK	vaneck morningstar wide moat etf	0.02	270	26,760	unchanged	0.00

AGNG	global x uranium etf	0.82	25,775	1,228,690	added	69.07

AMPS	ishares 0-5 year tips bond etf	0.14	2,000	206,736	new

AMPS	ishares msci india etf	0.00	30.00	1,562	reduced	-99.78

AMZN	amazon com inc com	0.27	1,843	404,668	added	38.05

ARGT	global x msci argentina etf	0.00	0.00	0.00	sold off	-100

BAB	invesco nasdaq 100 etf	1.31	7,920	1,957,190	added	45.83

BBAX	jpmorgan betabuilders japan etf	0.31	6,890	456,945	reduced	-31.13

BECO	ishares u.s. equity factor rotation active etf	0.01	292	17,286	unchanged	0.00

BIL	spdr portfolio s&p 500 etf	0.03	582	45,594	unchanged	0.00

BNDD	kraneshares bosera msci china a 50 connect index etf	0.34	16,695	502,019	added	8,247

BNDD	kraneshares csi china internet etf	0.20	7,025	295,120	added	181

BNDW	vanguard short-term treasury etf	0.14	3,445	202,738	reduced	-11.49

BUYZ	franklin ftse india etf	0.00	0.00	0.00	sold off	-100

BUZZ	vaneck aa-bb clo etf	0.01	185	9,433	new

CPER	united states copper index fund	0.19	9,650	289,500	reduced	-16.81