Institutional Manager · CIK 0001287978

BASSO CAPITAL MANAGEMENT, L.P.

STAMFORD, CT · File #028-10896

Latest AUM

$167.9M

Positions

115

Top-10 Concentration

73.0%

Filings

Portfolio Value Over Time

2024-03

2024-06

2024-09

2024-12

2025-03

2025-06

2025-09

2025-12

Biggest QoQ Changes

Ranked by conviction flow (share change × current price) so mark-to-market moves don't dominate. Price effect column shows how much of the $ change was just the stock moving.

Action	Issuer	Ticker / CUSIP	Δ Shares	Flow ($)	Price Effect
ADD	ISHARES RUSSELL 2000 ETF	464287655	+31,926	+$7.9M	+$23,188
REDUCE	INVESCO S&P 500 EQUAL WEIGHT ETF	IVZ	-24,174	-$4.6M	+$133,482
ADD	PGIM AAA CLO ETF	69344A834	+42,606	+$2.2M	-$26,397
REDUCE	ISHARES CORE S&P MID-CAP ETF	464287507	-20,240	-$1.3M	+$15,978
ADD	ABRDN PHYSICAL PLATINUM SHARES ETF	PPLT	+6,276	+$1.2M	+$87,535
ADD	ISHARES MSCI SOUTH KOREA ETF	464286772	+9,267	+$900,938	+$22,341
ADD	INVESCO QQQ TRUST SERIES I	IVZ	+1,185	+$727,957	+$17,523
ADD	ALPHABET INC CAP STK CL A	GOOG	+2,297	+$718,961	+$659,856
ADD	BERKSHIRE HATHAWAY INC DEL CL B NEW	BRK-A	+1,138	+$572,016	-$5
ADD	UNITED STATES COPPER INDEX FUND	UNTCW	+15,825	+$553,242	+$47,864

Sector Allocation

Financials

8.9%$14.9M

Energy

4.3%$7.2M

Technology

1.1%$1.9M

Consumer Discretionary

0.2%$400,841

Consumer Staples

0.2%$296,277

Materials

0.1%$252,423

Communication Services

0.1%$231,032

Healthcare

0.1%$217,081

Utilities

0.1%$215,244

Industrials

0.1%$126,652

Filing History

Feb 17, 202613F HOLDINGS REPORTQ/E Dec 2025115 pos · $167.9M
Nov 13, 202513F HOLDINGS REPORTQ/E Sep 202578 pos · $149.4M
Aug 13, 202513F HOLDINGS REPORTQ/E Jun 202577 pos · $134.9M
May 12, 202513F HOLDINGS REPORTQ/E Mar 202572 pos · $117.5M
Feb 10, 202513F HOLDINGS REPORTQ/E Dec 202475 pos · $115.6M
Nov 12, 202413F HOLDINGS REPORTQ/E Sep 202473 pos · $108.7M
Aug 14, 202413F HOLDINGS REPORTQ/E Jun 202475 pos · $110.9M
May 13, 202413F HOLDINGS REPORTQ/E Mar 202470 pos · $106.0M
Nov 14, 202313F HOLDINGS REPORTQ/E Dec 202375 pos · $90.3M

Top 20 Holdings — Dec 2025

#	Issuer	Ticker	Shares	Value	% of Portfolio
1	VANGUARD S&P 500 ETF	922908363	54,879	$34.4M	21.21%
2	SPDR S&P 500 ETF TRUST	SPY	27,165	$18.5M	11.42%
3	VANGUARD TOTAL STOCK MARKET ETF	922908769	49,963	$16.8M	10.32%
4	SPDR GOLD SHARES	GLD	25,535	$10.1M	6.24%
5	ISHARES RUSSELL 2000 ETF	464287655	37,447	$9.2M	5.68%
6	INVESCO S&P 500 EQUAL WEIGHT ETF	IVZ	47,591	$9.1M	5.62%
7	PGIM AAA CLO ETF	69344A834	152,556	$7.8M	4.82%
8	ISHARES SILVER TRUST	SLV	76,970	$5.0M	3.06%
9	MPLX LP COM UNIT REP LTD	MPLXP	71,200	$3.8M	2.34%
10	ALPHABET INC CAP STK CL A	GOOG	11,737	$3.7M	2.26%
11	ENERGY TRANSFER L P COM UT LTD PTN	ET-PI	195,000	$3.2M	1.98%
12	ISHARES BITCOIN TRUST ETF	IBIT	57,685	$2.9M	1.77%
13	ISHARES MSCI EMERGING MARKETS EX CHINA ETF	46434G764	38,230	$2.8M	1.71%
14	ENTERPRISE PRODS PARTNERS L P COM	293792107	63,800	$2.0M	1.26%
15	INVESCO NASDAQ 100 ETF	IVZ	8,081	$2.0M	1.26%
16	ELDRIDGE BBB-B CLO ETF	81752T528	71,589	$1.9M	1.17%
17	FIDELITY WISE ORIGIN BITCOIN FUND	FBTC	24,675	$1.9M	1.16%
18	ONEOK INC NEW COM	OKE	25,352	$1.9M	1.15%
19	WILLIAMS COS INC COM	969457100	30,450	$1.8M	1.13%
20	WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT	WES	42,150	$1.7M	1.03%