BASSO CAPITAL MANAGEMENT, L.P.

Q3 2025 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2025
Date filed
11/13/2025
Form type
13F-HR
Num holdings
78
Total value ($000)
$149,358
Net value change ($000)
+14,425 (10.7%)
New positions
8
Sold out positions
7
Turnover %
4.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/13/2025 Next filing: 2/17/2026 SEC filing

Snapshot: Change Analysis

Compared to Q2 2025
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VOO 2,532 8.1%
VTI 1,547 10.8%
GLD 1,537 21.3%
EMXC 1,476 241.6%
CLOZ 1,401 1490.4%
SPY 1,311 7.8%
IWM 1,302 3829.4%
SLV 1,221 70.6%
GOOGL 1,194 108.4%
PAAA 1,031 22.3%
Top Reduces (Value $000, Stocks/ETFs)
VBIL -3,778 -100.0%
FEZ -1,083 -100.0%
INDA -756 -99.7%
OKE -512 -21.7%
FXE -489 -57.1%
FSK -391 -30.4%
WMB -301 -13.5%
WHF -251 -24.0%
FLIN -163 -100.0%
DFAT -162 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type