Basso Capital Management, L.P.

Name: BASSO CAPITAL MANAGEMENT, L.P. 13F holdings, Q3 2024
Creator: BASSO CAPITAL MANAGEMENT, L.P.
Published: 2024-11-12

Q2 2026Q1 2026Q4 2025Q3 2025Q2 2025Q1 2025Q4 2024Q2 2024Q1 2024

In its 13F for Q3 2024 (holdings as of September 30, 2024, filed November 12, 2024), Basso Capital Management, L.P. reported 73 stock positions worth $108.7 million. Its top holding was Vanguard S&P 500 ETF (VOO) at 22.9% of the portfolio, followed by SS SPDR S&P 500 ETF Trust-US (SPY, 14.3%) and VG Morningstar TS MKT ETF-US (VTI, 9.9%). Compared with Q2 2024, it opened 4 new positions, sold out of 6, added to 14 and reduced 23. The biggest buy was Vanguard S&P 500 ETF (VOO, shares +4%) and the biggest sale SS SPDR S&P 500 ETF Trust-US (SPY, shares −19%).

Most Recent 13F: Q2 2026
Location: STAMFORD, CT
CIK: 0001287978
Portfolio Value: $108.7M (Q3 2024)
SEC Filing: 0001013594-24-000917 ↗ filed Nov 12, 2024

Holdings Value

Holdings 73 stocks · $108.7M


VOO Vanguard S&P 500 ETF	22.95%	47,251	$24.9M	Add +4.3%
SPY SS SPDR S&P 500 ETF Trust-US	14.32%	27,126	$15.6M	Reduce -19.3%
VTI VG Morningstar TS MKT ETF-US	9.88%	37,905	$10.7M	No change
RSP Invesco S&P 500 Equal Weight	8.33%	50,517	$9.1M	Reduce -13.7%
GLD SPDR Gold Shares	4.34%	19,385	$4.7M	Add +3.5%
MPLX MPLX LP	2.91%	71,200	$3.2M	Add +0.3%
ET Energy Transfer LP	2.78%	188,500	$3.0M	No change
OKE Oneok Inc.	2.31%	27,525	$2.5M	Reduce -4.6%
QQQM Invesco Nasdaq 100 ETF	1.92%	10,385	$2.1M	Add +22977.8%
SMIN iShares MSCI India Small-Cap	1.90%	24,000	$2.1M	Add +15.2%
DFUV Dimensional US Marketwide Va	1.87%	48,610	$2.0M	No change
EPD Enterprise Products Partners	1.72%	64,100	$1.9M	Reduce -7.2%
EPI Wisdomtree India Earnings	1.60%	34,500	$1.7M	Add +3.0%
FLIN Franklin Ftse India ETF	1.49%	38,750	$1.6M	No change
WMB Williams Cos Inc.	1.49%	35,500	$1.6M	No change
WES Western Midstream Partners L	1.45%	41,150	$1.6M	No change
WHF Whitehorse Finance Inc.	1.30%	122,138	$1.4M	No change
FSK FS KKR Capital Corp.	1.22%	67,000	$1.3M	No change
DFAT Dimensional US Target Value	1.04%	20,303	$1.1M	No change
MSFT Microsoft Corp.	0.81%	2,053	$883K	Reduce -17.6%
PAA Plains All Amer Pipeline LP	0.81%	50,500	$877K	No change
GOOGL Alphabet Inc. Class A	0.79%	5,152	$854K	No change
QQQ Invesco QQQ Trust Series 1	0.77%	1,707	$833K	Add +6.2%
COPX Global X Copper Miners ETF	0.72%	16,600	$785K	No change
BXSL Blackstone Secured Lending F	0.71%	26,250	$769K	No change
URA Global X Uranium ETF	0.70%	26,700	$764K	No change
TRGP Targa Resources Corp.	0.67%	4,900	$725K	No change
DRAFTKINGS HOLDINGS INC (DKNG 0 03/15/28)	0.64%	800,000	$692K	No change
BLOCK INC (XYZ 0.25 11/01/27)	0.59%	750,000	$647K	No change
TRP TC Energy Corp.	0.59%	13,370	$636K	No change
LNG Cheniere Energy Inc.	0.55%	3,350	$602K	Add +4.7%
XLU St Sr Utl SL SE SPDR ETF-Usd	0.52%	7,050	$569K	New
HESM Hess Midstream LP Class A	0.49%	15,000	$529K	Add +11.1%
IBIT iShares Bitcoin Trust ETF	0.47%	14,000	$506K	No change
FEZ State Street SPDR Euro Stoxx	0.47%	9,500	$506K	Reduce -42.4%
DFAS Dimensional US Small Cap ETF	0.45%	7,545	$489K	No change
IWM iShares Russell 2000 ETF	0.37%	1,825	$403K	New
EMXC iShares MSCI Emr MRK Ex Chna	0.29%	5,150	$315K	Add +28.8%
FBTC Fidelity Wise Origin Bitcoin	0.28%	5,500	$305K	No change
SUN Sunoco LP	0.28%	5,680	$305K	Add +16.4%
AMZN Amazon.com Inc.	0.23%	1,335	$249K	Reduce -42.9%
ETSY INC (ETSY 0.25 06/15/28)	0.23%	300,000	$245K	No change
VO Vngrd Mrngstr MD-Cap ETF-Usd	0.21%	867	$229K	Reduce -59.2%
XLE SS Energy Select Sector	0.20%	2,505	$220K	Reduce -79.2%
VXF Vanguard Extended Market ETF	0.20%	1,198	$218K	Reduce -46.8%
SLV iShares Silver Trust	0.19%	7,400	$210K	Add +23.3%
PBA Pembina Pipeline Corp.	0.19%	5,001	$206K	No change
ITB iShares U.S. Home Constructi	0.15%	1,309	$166K	Add +1.0%
VPU Vanguard Utilities ETF	0.14%	902	$157K	Reduce -59.2%
ENLC Enlink Midstream LLC	0.13%	10,000	$145K	No change
SOXX iShares Semiconductor ETF	0.12%	553	$128K	Reduce -59.0%
JPM JPMorgan Chase & Co.	0.12%	604	$127K	Reduce -58.4%
DINO HF Sinclair Corp.	0.11%	2,646	$118K	No change
VHT Vanguard Health Care ETF	0.10%	398	$112K	Reduce -58.8%
SU Suncor Energy Inc.	0.09%	2,700	$100K	Add +22.7%
DIS The Walt Disney Co. filed as DISNEY WALT CO	0.09%	969	$93K	Reduce -58.9%
PSX Phillips 66	0.07%	612	$80K	No change
CNQ Canadian Natural Resources	0.07%	2,400	$80K	No change
AEE Ameren Corporation	0.06%	796	$70K	Reduce -47.7%
ED Consolidated Edison Inc.	0.06%	642	$67K	Reduce -52.3%
GIS General Mills Inc.	0.06%	904	$67K	Reduce -51.7%
PEP Pepsico Inc.	0.06%	352	$60K	Reduce -47.8%
PGX Invesco Preferred ETF	0.05%	4,258	$53K	Reduce -58.7%
GBDC Golub Capital BDC Inc.	0.05%	3,300	$50K	No change
PM Philip Morris International	0.04%	389	$47K	Reduce -54.2%
BP BP PLC-Spons ADR	0.04%	1,500	$47K	No change
XLP SS Consumer Staples Sel Sect	0.04%	500	$42K	New
MO Altria Group Inc.	0.03%	635	$32K	Reduce -65.0%
MOAT Vaneck Morningstar Wide Moat	0.02%	270	$26K	No change
BRK.B Berkshire Hathaway Inc. Class B	0.02%	45	$21K	New
IVW iShares S&P 500 Growth ETF	0.02%	201	$19K	No change
VGSH Vanguard Short-Term Treasury	0.02%	284	$17K	Reduce -99.3%
EEMS iShares MSCI Emerging MKT SM	0.00%	76	$5K	No change

Portfolio Sells Q2 2024 → Q3 2024


SPY SS SPDR S&P 500 ETF Trust-US	Reduce -19.3%	14.32%	−2.16
VGSH Vanguard Short-Term Treasury	Reduce -99.3%	0.02%	−2.03
XLE SS Energy Select Sector	Reduce -79.2%	0.20%	−0.79
BILL HOLDINGS INC (BILL 0 04/01/27)	Sold out	0.00%	−0.61
BLACKSTONE MORTGAGE TR (BXMT 5.5 03/15/27)	Sold out	0.00%	−0.46
RSP Invesco S&P 500 Equal Weight	Reduce -13.7%	8.33%	−0.34
FEZ State Street SPDR Euro Stoxx	Reduce -42.4%	0.47%	−0.28
VO Vngrd Mrngstr MD-Cap ETF-Usd	Reduce -59.2%	0.21%	−0.25
MSFT Microsoft Corp.	Reduce -17.6%	0.81%	−0.19
SOXX iShares Semiconductor ETF	Reduce -59.0%	0.12%	−0.18
AMZN Amazon.com Inc.	Reduce -42.9%	0.23%	−0.18
VPU Vanguard Utilities ETF	Reduce -59.2%	0.14%	−0.15
JPM JPMorgan Chase & Co.	Reduce -58.4%	0.12%	−0.15
VXF Vanguard Extended Market ETF	Reduce -46.8%	0.20%	−0.14
VHT Vanguard Health Care ETF	Reduce -58.8%	0.10%	−0.13
DIS The Walt Disney Co.	Reduce -58.9%	0.09%	−0.13
DD Dupont DE Nemours Inc.	Sold out	0.00%	−0.12
CAG Conagra Brands Inc.	Sold out	0.00%	−0.10
WY Weyerhaeuser Co.	Sold out	0.00%	−0.09
EPD Enterprise Products Partners	Reduce -7.2%	1.72%	−0.09
PGX Invesco Preferred ETF	Reduce -58.7%	0.05%	−0.06
DOW Dow Inc.	Sold out	0.00%	−0.05
ED Consolidated Edison Inc.	Reduce -52.3%	0.06%	−0.05
GIS General Mills Inc.	Reduce -51.7%	0.06%	−0.05
PEP Pepsico Inc.	Reduce -47.8%	0.06%	−0.05
MO Altria Group Inc.	Reduce -65.0%	0.03%	−0.04
PM Philip Morris International	Reduce -54.2%	0.04%	−0.03
AEE Ameren Corporation	Reduce -47.7%	0.06%	−0.03
OKE Oneok Inc.	Reduce -4.6%	2.31%	+0.19

Portfolio Buys Q2 2024 → Q3 2024


VOO Vanguard S&P 500 ETF	Add +4.3%	22.95%	+2.51
QQQM Invesco Nasdaq 100 ETF	Add +22977.8%	1.92%	+1.91
GLD SPDR Gold Shares	Add +3.5%	4.34%	+0.71
XLU St Sr Utl SL SE SPDR ETF-Usd	New	0.52%	+0.52
SMIN iShares MSCI India Small-Cap	Add +15.2%	1.90%	+0.38
IWM iShares Russell 2000 ETF	New	0.37%	+0.37
MPLX MPLX LP	Add +0.3%	2.91%	+0.19
EPI Wisdomtree India Earnings	Add +3.0%	1.60%	+0.14
EMXC iShares MSCI Emr MRK Ex Chna	Add +28.8%	0.29%	+0.08
QQQ Invesco QQQ Trust Series 1	Add +6.2%	0.77%	+0.07
LNG Cheniere Energy Inc.	Add +4.7%	0.55%	+0.05
SLV iShares Silver Trust	Add +23.3%	0.19%	+0.05
HESM Hess Midstream LP Class A	Add +11.1%	0.49%	+0.04
XLP SS Consumer Staples Sel Sect	New	0.04%	+0.04
ITB iShares U.S. Home Constructi	Add +1.0%	0.15%	+0.04
SUN Sunoco LP	Add +16.4%	0.28%	+0.03
BRK.B Berkshire Hathaway Inc. Class B	New	0.02%	+0.02
SU Suncor Energy Inc.	Add +22.7%	0.09%	+0.02

All Filings

Quarter	Positions	13F Reported Value	Top Holdings
Q2 2026	135	$405.9M	VOO, VTI, PAAA, SPY, IWM
Q1 2026	137	$163.4M	VOO, SPY, VTI, GLD, IWM
Q4 2025	115	$167.9M	VOO, SPY, VTI, GLD, IWM
Q3 2025	78	$149.4M	VOO, SPY, VTI, RSP, GLD
Q2 2025	77	$134.9M	VOO, SPY, VTI, RSP, GLD
Q1 2025	72	$117.5M	VOO, SPY, VTI, RSP, GLD
Q4 2024	75	$115.6M	VOO, SPY, RSP, VTI, GLD
Q3 2024	73	$108.7M	VOO, SPY, VTI, RSP, GLD
Q2 2024	75	$110.9M	VOO, SPY, VTI, RSP, GLD
Q1 2024	70	$106.0M	VOO, SPY, VTI, RSP, GLD