BASSO CAPITAL MANAGEMENT L.P.

Hedge Fund • Multi-Strategy

BASSO CAPITAL MANAGEMENT L.P. is a Multi-Strategy Hedge Fund based in Stamford, CT led by Dwight Carlton Nelson, reporting $2.2B in AUM as of Q3 2025 with 72% ETF concentration, 73% concentrated in top 10 holdings, and 23% allocation to VOO.

FounderDwight Carlton Nelson

Portfolio Value: $149.2M
Positions: 76
Top Holding: VOO at 22.53%
Last Reported: Q3 2025

Address1266 East Main Street, 4th Floor, Stamford, CT, 06902-3546, United States

Top Holdings

Largest long holdings in BASSO CAPITAL MANAGEMENT L.P.'s portfolio (73.3% of total portfolio)

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Holding	Sector	Position	Weight	Traded	Ownership	Owned Since
1 Vanguard S&P 500 ETF VOO	ETF ETF	$33.6M	22.53%	+$105.9K Bought	— 54.9K shares	Q4 2022 Held for 2y 11m
2 SPDR S&P 500 ETF Trust SPY	ETF ETF	$18.1M	12.11%	—	— 27.1K shares	Q3 2021 Held for 4y 2m
3 Vanguard Total Stock Market VTI	ETF ETF	$15.9M	10.64%	+$404.3K Bought	— 48.4K shares	Q4 2022 Held for 2y 11m
4 Invesco S&P 500 Equal Weight ETF RSP	ETF ETF	$13.6M	9.13%	+$318.3K Bought	— 71.8K shares	Q4 2022 Held for 2y 11m
5 GLD SPDR Gold Trust GLD	Unknown Unknown	$8.7M	5.86%	+$339.5K Bought	— 24.6K shares	Q4 2022 Held for 2y 11m
6 PAAA PGIM AAA CLO PAAA	ETF ETF	$5.7M	3.80%	+$1.0M Bought	— 110.0K shares	Q2 2025 Held for 5 months
7 iShares Bitcoin Trust IBIT	ETF ETF	$3.8M	2.53%	+$803.4K Bought	— 58.1K shares	Q2 2024 Held for 1y 5m
8 MPLX MPLX	Oil & Gas Midstream Energy	$3.6M	2.38%	—	0.01% 71.2K shares	Q4 2022 Held for 2y 11m
9 Energy Transfer ET	Oil & Gas Midstream Energy	$3.3M	2.24%	+$51.5K Bought	0.01% 195.0K shares	Q4 2022 Held for 2y 11m
10 Fidelity Wise Origin Bitcoin Fund FBTC	ETF ETF	$3.1M	2.05%	+$409.2K Bought	— 30.6K shares	Q2 2024 Held for 1y 5m

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Changes

Portfolio activity, position movements, and quarter-over-quarter changes in BASSO CAPITAL MANAGEMENT L.P.'s latest filing

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Market Value

$149.2M

Prior: $131.1M

Q/Q Change

+13.8%

+$18.1M

Net Flows % of MV

+7.16%

Turnover Ratio

5.79%

New Purchases

6 stocks

$1.5M

Added To

27 stocks

+$12.8M

Sold Out Of

6 stocks

$1.4M

Reduced Holdings

11 stocks

-$2.2M

Increased Positions

Position	Shares Δ	Change
1 FETH Fidelity Ethereum Fund FETH	New	0 → 11.1K +$459.5K
2 NVO Novo Nordisk NVO	New	0 → 6.5K +$360.7K
3 PPLT abrdn Physical Platinum Shares PPLT	New	0 → 2.0K +$287.2K
4 iShares 0-5 Year TIPS Bond STIP	New	0 → 2.0K +$206.7K
5 iShares MSCI South Korea EWY	New	0 → 1.3K +$104.5K

Decreased Positions

Position	Shares Δ	Change
1 SPDR EURO STOXX 50 ETF FEZ	Sold	18.1K → 0 −$1.1M
2 FLIN Franklin FTSE India FLIN	Sold	4.1K → 0 −$163.3K
3 Dimensional U.S. Targeted Value DFAT	Sold	3.0K → 0 −$161.9K
4 Alerian MLP AMLP	Sold	100.0 → 0 −$4.9K
5 Global X MSCI Argentina ARGT	Sold	25.0 → 0 −$2.1K