Q2 2023 · 13F-HR
BASSO CAPITAL MANAGEMENT, L.P.holdings as filed
Filed 2023-08-14 · accession 0001013594-23-000668
$90.4M
Reported value
89
Positions
2023-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 922908363 | VOO | VANGUARD INDEX FDS | $21.2M | 23.5% | 52,160 | Common | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $15.3M | 17.0% | 34,578 | Common | SOLE |
| 922908769 | VTI | VANGUARD INDEX FDS | $7.7M | 8.47% | 34,768 | Common | SOLE |
| 037833100 | AAPL | APPLE INC | $3.0M | 3.30% | 15,360 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD TR | $3.0M | 3.27% | 16,570 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP | $2.7M | 3.02% | 8,012 | Common | SOLE |
| 29273V100 | ET | ENERGY TRANSFER L P | $2.3M | 2.56% | 182,500 | Common | SOLE |
| 55336V100 | MPLX | MPLX LP | $2.3M | 2.51% | 66,950 | Common | SOLE |
| 559080106 | WEP | MAGELLAN MIDSTREAM PRTNRS LP | $2.1M | 2.34% | 33,885 | Common | SOLE |
| 293792107 | EPD | ENTERPRISE PRODS PARTNERS L | $1.8M | 2.01% | 69,077 | Common | SOLE |
| 25434V724 | DFUV | DIMENSIONAL ETF TRUST | $1.7M | 1.86% | 48,610 | Common | SOLE |
| 96524V106 | WHF | WHITEHORSE FIN INC | $1.6M | 1.73% | 122,138 | Common | SOLE |
| 09257WAE0 | BXMT 5.5 03/15/27 | BLACKSTONE MORTGAGE TRUST IN | $1.5M | 1.68% | 1,775,000 | Common | SOLE |
| 02079K305 | GOOGL | ALPHABET INC | $1.4M | 1.59% | 12,025 | Common | SOLE |
| 302635206 | FSK | FS KKR CAP CORP | $1.3M | 1.42% | 67,000 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SCOTTSDALE FDS | $1.2M | 1.38% | 21,652 | Common | SOLE |
| 969457100 | WMB | WILLIAMS COS INC | $1.2M | 1.28% | 35,500 | Common | SOLE |
| 958669103 | WES | WESTERN MIDSTREAM PARTNERS L | $1.1M | 1.21% | 41,150 | Common | SOLE |
| 90353TAJ9 | UBER 0 12/15/25 | UBER TECHNOLOGIES INC | $957,632 | 1.06% | 1,050,000 | Common | SOLE |
| 09261X102 | BXSL | BLACKSTONE SECD LENDING FD | $957,600 | 1.06% | 35,000 | Common | SOLE |
| 25434V609 | DFAT | DIMENSIONAL ETF TRUST | $941,856 | 1.04% | 20,303 | Common | SOLE |
| 25434V500 | DFAS | DIMENSIONAL ETF TRUST | $883,979 | 0.98% | 16,131 | Common | SOLE |
| 00507V109 | AIY | ACTIVISION BLIZZARD INC | $732,061 | 0.81% | 8,684 | Common | SOLE |
| 726503105 | PAA | PLAINS ALL AMERN PIPELINE L | $712,050 | 0.79% | 50,500 | Common | SOLE |
| 18915MAC1 | NET 0 08/15/26 | CLOUDFLARE INC | $678,800 | 0.75% | 800,000 | Common | SOLE |
| 090043AD2 | BILL 0 04/01/27 | BILL HOLDINGS INC | $656,000 | 0.73% | 800,000 | Common | SOLE |
| 30231G102 | XOM | EXXON MOBIL CORP | $651,437 | 0.72% | 6,074 | Common | SOLE |
| 682680103 | OKE | ONEOK INC NEW | $637,382 | 0.71% | 10,327 | Common | SOLE |
| 46137V357 | RSP | INVESCO EXCHANGE TRADED FD T | $610,830 | 0.68% | 4,082 | Common | SOLE |
| 26142RAB0 | DKNG 0 03/15/28 | DRAFTKINGS INC NEW | $596,800 | 0.66% | 800,000 | Common | SOLE |
| 852234AK9 | XYZ 0.25 11/01/27 | BLOCK INC | $575,160 | 0.64% | 750,000 | Common | SOLE |
| 565788AB2 | MARA 1 12/01/26 | MARATHON DIGITAL HOLDINGS IN | $542,560 | 0.60% | 1,000,000 | Common | SOLE |
| 87807B107 | TRP | TC ENERGY CORP | $540,282 | 0.60% | 13,370 | Common | SOLE |
| 922908629 | VO | VANGUARD INDEX FDS | $467,840 | 0.52% | 2,125 | Common | SOLE |
| 82509LAA5 | SHOPCN 0.125 11/01/25 | SHOPIFY INC | $371,460 | 0.41% | 410,000 | Common | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $366,158 | 0.41% | 4,511 | Common | SOLE |
| 922908652 | VXF | VANGUARD INDEX FDS | $335,165 | 0.37% | 2,252 | Common | SOLE |
| 12685JAE5 | CABO 0 03/15/26 | CABLE ONE INC | $327,000 | 0.36% | 400,000 | Common | SOLE |
| 97717W851 | DXJ | WISDOMTREE TR | $313,436 | 0.35% | 3,765 | Common | SOLE |
| 023135106 | AMZN | AMAZON COM INC | $304,521 | 0.34% | 2,336 | Common | SOLE |
| 464287523 | SOXX | ISHARES TR | $284,573 | 0.31% | 561 | Common | SOLE |
| 16411R208 | LNG | CHENIERE ENERGY INC | $278,057 | 0.31% | 1,825 | Common | SOLE |
| 92204A876 | VPU | VANGUARD WORLD FDS | $274,815 | 0.30% | 1,933 | Common | SOLE |
| 29336T100 | 0E41 | ENLINK MIDSTREAM LLC | $265,000 | 0.29% | 25,000 | Common | SOLE |
| 718546104 | PSX | PHILLIPS 66 | $249,133 | 0.28% | 2,612 | Common | SOLE |
| 92204A504 | VHT | VANGUARD WORLD FDS | $236,496 | 0.26% | 966 | Common | SOLE |
| 29786AAN6 | ETSY 0.25 06/15/28 | ETSY INC | $231,000 | 0.26% | 300,000 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO | $211,033 | 0.23% | 1,451 | Common | SOLE |
| 464288778 | IAT | ISHARES TR | $209,870 | 0.23% | 6,200 | Common | SOLE |
| 67058H102 | NSUSD | NUSTAR ENERGY LP | $209,108 | 0.23% | 12,200 | Common | SOLE |
| 87612G101 | TRGP | TARGA RES CORP | $201,665 | 0.22% | 2,650 | Common | SOLE |
| 02209S103 | MO | ALTRIA GROUP INC | $173,544 | 0.19% | 3,831 | Common | SOLE |
| 706327103 | PBA | PEMBINA PIPELINE CORP | $157,231 | 0.17% | 5,001 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE TR | $156,600 | 0.17% | 4,500 | Common | SOLE |
| 435763107 | — | HOLLY ENERGY PARTNERS L P | $155,400 | 0.17% | 8,400 | Common | SOLE |
| 370334104 | GIS | GENERAL MLS INC | $130,390 | 0.14% | 1,700 | Common | SOLE |
| 713448108 | PEP | PEPSICO INC | $124,838 | 0.14% | 674 | Common | SOLE |
| 26614N102 | DD | DUPONT DE NEMOURS INC | $121,662 | 0.13% | 1,703 | Common | SOLE |
| 464288687 | PFF | ISHARES TR | $110,327 | 0.12% | 3,567 | Common | SOLE |
| 17275R102 | CSCO | CISCO SYS INC | $104,411 | 0.12% | 2,018 | Common | SOLE |
| 205887102 | CAG | CONAGRA BRANDS INC | $94,180 | 0.10% | 2,793 | Common | SOLE |
| 209115104 | ED | CONSOLIDATED EDISON INC | $91,666 | 0.10% | 1,014 | Common | SOLE |
| 962166104 | WY | WEYERHAEUSER CO MTN BE | $84,713 | 0.09% | 2,528 | Common | SOLE |
| 023608102 | AEE | AMEREN CORP | $70,726 | 0.08% | 866 | Common | SOLE |
| 136385101 | CNQ | CANADIAN NAT RES LTD | $67,512 | 0.07% | 1,200 | Common | SOLE |
| 867224107 | SU | SUNCOR ENERGY INC NEW | $64,504 | 0.07% | 2,200 | Common | SOLE |
| 922042775 | VEU | VANGUARD INTL EQUITY INDEX F | $60,014 | 0.07% | 1,103 | Common | SOLE |
| 260557103 | DOW | DOW INC | $58,426 | 0.06% | 1,097 | Common | SOLE |
| 464287176 | TIP | ISHARES INC | $56,393 | 0.06% | 524 | Common | SOLE |
| 055622104 | BP | BP PLC | $52,935 | 0.06% | 1,500 | Common | SOLE |
| 464286582 | SCJ | ISHARES INC | $49,573 | 0.05% | 725 | Common | SOLE |
| 46434G822 | EWJ | ISHARES INC | $49,520 | 0.05% | 800 | Common | SOLE |
| 38173M102 | GBDC | GOLUB CAP BDC INC | $44,550 | 0.05% | 3,300 | Common | SOLE |
| 92189F643 | MOAT | VANECK ETF TRUST | $21,543 | 0.02% | 270 | Common | SOLE |
| 464287309 | IVW | ISHARES TR | $18,889 | 0.02% | 268 | Common | SOLE |
| 808524508 | SCHM | SCHWAB STRATEGIC TR | $9,021 | 0.01% | 127 | Common | SOLE |
| 718172109 | PM | PHILIP MORRIS INTL INC | $8,786 | 0.01% | 90 | Common | SOLE |
| 78468R853 | SPSM | SPDR SER TR | $6,098 | 0.01% | 157 | Common | SOLE |
| 464288414 | MUB | ISHARES TR | $6,084 | 0.01% | 57 | Common | SOLE |
| 808524805 | SCHF | SCHWAB STRATEGIC TR | $5,811 | 0.01% | 163 | Common | SOLE |
| 464286475 | EEMS | ISHARES INC | $4,072 | 0.00% | 76 | Common | SOLE |
| 45409B107 | QAI | INDEXIQ ETF TR | $3,938 | 0.00% | 132 | Common | SOLE |
| 78463X301 | GMF | SPDR INDEX SHS FDS | $3,669 | 0.00% | 37 | Common | SOLE |
| 609207105 | MDLZ | MONDELEZ INTL INC | $3,282 | 0.00% | 45 | Common | SOLE |
| 47103U886 | VNLA | JANUS DETROIT STR TR | $2,963 | 0.00% | 62 | Common | SOLE |
| 45409B800 | MNA | INDEXIQ ETF TR | $1,872 | 0.00% | 60 | Common | SOLE |
| 464288877 | EFV | ISHARES TR | $1,811 | 0.00% | 37 | Common | SOLE |
| 922908744 | VTV | VANGUARD INDEX FDS | $1,563 | 0.00% | 11 | Common | SOLE |
| 500754106 | KHC | KRAFT HEINZ CO | $604 | 0.00% | 17 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.