Latest BASSO CAPITAL MANAGEMENT, L.P. Stock Portfolio

BASSO CAPITAL MANAGEMENT, L.P. Performance:

2024 Q3: 1.74%YTD: 8.13%2023: 10.28%

Performance for 2024 Q3 is 1.74%, and YTD is 8.13%, and 2023 is 10.28%.

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 $108.7 Millions as of 30 Sep, 2024.

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 14.3% of portfolio in SPDR S&P 500 ETF TRUST.

The fund managers got completely rid off DUPONT DE NEMOURS INC COM (DD), CONAGRA BRANDS INC COM (CAG) and WEYERHAEUSER CO MTN BE COM NEW (WY) stocks. They significantly reduced their stock positions in VANGUARD SHORT-TERM TREASURY ETF (BNDW), ENERGY SELECT SECTOR SPDR FUND (XLB) and ALTRIA GROUP INC COM (MO). BASSO CAPITAL MANAGEMENT, L.P. opened new stock positions in UTILITIES SELECT SECTOR SPDR FUND (XLB), ISHARES RUSSELL 2000 ETF (IJR) and BERKSHIRE HATHAWAY INC DEL CL B NEW. The fund showed a lot of confidence in some stocks as they added substantially to INVESCO NASDAQ 100 ETF (BAB), 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 1.74% in the last quarter. In trailing 12 months, it's portfolio return was 12.52%.

New Buys

Ticker	$ Bought
utilities select sector spdr fund	569,499
ishares russell 2000 etf	403,124
consumer staples select sector spdr fund	41,500
berkshire hathaway inc del cl b new	20,712

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

Additions

Ticker	% Inc.
invesco nasdaq 100 etf	22,977
ishares msci emerging markets ex china etf	28.75
ishares silver trust	23.33
suncor energy inc new com	22.73
sunoco lp/sunoco fin corp com ut rep lp	16.39
ishares msci india small cap etf	15.16
hess midstream lp cl a shs	11.11
invesco qqq trust series i	6.22

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

Reductions

Ticker	% Reduced
vanguard short-term treasury etf	-99.27
energy select sector spdr fund	-79.22
altria group inc com	-64.99
vanguard mid-cap etf	-59.2
vanguard utilities etf	-59.19
ishares semiconductor etf	-58.95
disney walt co com	-58.87
vanguard health care etf	-58.8

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

Sold off

Ticker	$ Sold
bill holdings inc 0 04/01/2027	-679,600
blackstone mortgage trust inc 5.5 03/15/2027	-514,625
conagra brands inc com	-115,385
weyerhaeuser co mtn be com new	-100,841
dupont de nemours inc com	-137,074
dow inc com	-58,196

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

Sector Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 77.1% of it's holdings in Others sector.

Sector	%
Others	77.1
Energy	16
Financial Services	2.7
Utilities	2.1

Market Cap. Distribution

BASSO CAPITAL MANAGEMENT, L.P. has about 17.3% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
UNALLOCATED	77.1
LARGE-CAP	15.3
MID-CAP	2.3
MEGA-CAP	2
SMALL-CAP	1.9
MICRO-CAP	1.3

Stocks belong to which Index?

About 8.9% of the stocks held by BASSO CAPITAL MANAGEMENT, L.P. either belong to S&P 500 or RUSSELL 2000 index.

Index	%
Others	91.1
S&P 500	7
RUSSELL 2000	1.9

Top 5 Winners (%)		%
AEE	ameren corp com	19.4 %
PM	philip morris intl inc com	18.0 %
TRGP	targa res corp com	14.9 %
ED	consolidated edison inc com	14.6 %
GIS	general mls inc com	13.0 %

Top 5 Winners ($)		$
SPY	spdr s&p 500 etf trust	0.9 M
GLD	spdr gold shares	0.5 M
OKE	oneok inc new com	0.3 M
MPLX	mplx lp com unit rep ltd	0.1 M
WMB	williams cos inc com	0.1 M

Top 5 Losers (%)		%
DINO	hf sinclair corp com	-16.4 %
GOOG	alphabet inc cap stk cl a	-8.9 %
PSX	phillips 66 com	-6.9 %
DIS	disney walt co com	-6.4 %
WHF	whitehorse fin inc com	-5.7 %

Top 5 Losers ($)		$
WHF	whitehorse fin inc com	-0.1 M
GOOG	alphabet inc cap stk cl a	-0.1 M
WES	western midstream partners lp com unit lp int	-0.1 M
MSFT	microsoft corp com	0.0 M
ET	energy transfer l p com ut ltd ptn	0.0 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 69 stocks in it's portfolio. About 71.6% of the portfolio is in top 10 stocks. WHF 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: 12 Nov, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
AAXJ	ishares u.s. home construction etf	0.15	1,309	166,374	added	1.00

ACWV	ishares msci emerging markets small cap etf	0.00	76.00	4,848	unchanged	0.00

AEE	ameren corp com	0.06	796	69,618	reduced	-47.73

AFK	vaneck morningstar wide moat etf	0.02	270	26,177	unchanged	0.00

AGNG	global x copper miners etf	0.72	16,600	784,682	unchanged	0.00

AGNG	global x uranium etf	0.70	26,700	763,887	unchanged	0.00

AGZD	wisdomtree india earnings fund	1.60	34,500	1,740,870	added	2.99

AMPS	ishares msci india small cap etf	1.90	24,000	2,064,000	added	15.16

AMZN	amazon com inc com	0.23	1,335	248,751	reduced	-42.85

BAB	invesco nasdaq 100 etf	1.92	10,385	2,085,830	added	22,977

BILL	bill holdings inc 0 04/01/2027	0.00	0.00	0.00	sold off	-100

BNDW	vanguard short-term treasury etf	0.01	284	16,762	reduced	-99.27

BUYZ	franklin ftse india etf	1.49	38,750	1,623,620	unchanged	0.00

BXMT	blackstone mortgage trust inc 5.5 03/15/2027	0.00	0.00	0.00	sold off	-100

CAG	conagra brands inc com	0.00	0.00	0.00	sold off	-100

CGW	invesco preferred etf	0.05	4,258	52,586	reduced	-58.74

CSD	invesco s&p 500 equal weight etf	8.33	50,517	9,050,630	reduced	-13.72

CWI	spdr euro stoxx 50 etf	0.47	9,500	505,780	reduced	-42.42

DD	dupont de nemours inc com	0.00	0.00	0.00	sold off	-100

DFAC	dimensional us marketwide value etf	1.86	48,610	2,026,550	unchanged	0.00