Q3 2023 · 13F-HR
BASSO CAPITAL MANAGEMENT, L.P.holdings as filed
Filed 2023-11-14 · accession 0001013594-23-000917
$90.3M
Reported value
75
Positions
2023-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 922908363 | VOO | VANGUARD S&P 500 ETF | $20.8M | 23.0% | 52,950 | Common | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TRUST | $15.4M | 17.1% | 36,062 | Common | SOLE |
| 922908769 | VTI | VANGUARD TOTAL STOCK MARKET ETF | $8.0M | 8.89% | 37,812 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD SHARES | $3.0M | 3.35% | 17,635 | Common | SOLE |
| 29273V100 | ET | ENERGY TRANSFER L P COM UT LTD PTN | $2.6M | 2.93% | 188,500 | Common | SOLE |
| 037833100 | AAPL | APPLE INC COM | $2.6M | 2.91% | 15,360 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP COM | $2.6M | 2.86% | 8,186 | Common | SOLE |
| 55336V100 | MPLX | MPLX LP COM UNIT REP LTD | $2.4M | 2.64% | 66,950 | Common | SOLE |
| 682680103 | OKE | ONEOK INC NEW COM | $2.1M | 2.31% | 32,927 | Common | SOLE |
| 293792107 | EPD | ENTERPRISE PRODS PARTNERS L P COM | $1.9M | 2.09% | 69,077 | Common | SOLE |
| 02079K305 | GOOGL | ALPHABET INC CAP STK CL A | $1.7M | 1.86% | 12,823 | Common | SOLE |
| 25434V724 | DFUV | DIMENSIONAL US MARKETWIDE VALUE ETF | $1.7M | 1.83% | 48,610 | Common | SOLE |
| 96524V106 | WHF | WHITEHORSE FIN INC COM | $1.6M | 1.73% | 122,138 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SHORT-TERM TREASURY ETF | $1.4M | 1.59% | 25,014 | Common | SOLE |
| 302635206 | FSK | FS KKR CAP CORP COM | $1.3M | 1.46% | 67,000 | Common | SOLE |
| 969457100 | WMB | WILLIAMS COS INC COM | $1.2M | 1.32% | 35,500 | Common | SOLE |
| 958669103 | WES | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $1.1M | 1.24% | 41,150 | Common | SOLE |
| 90353TAJ9 | UBER 0 12/15/25 | UBER TECHNOLOGIES INC 12/15/2025 | $979,566 | 1.08% | 1,050,000 | Common | SOLE |
| 09261X102 | BXSL | BLACKSTONE SECD LENDING FD COMMON STOCK | $957,600 | 1.06% | 35,000 | Common | SOLE |
| 25434V609 | DFAT | DIMENSIONAL U.S. TARGETED VALUE ETF | $927,644 | 1.03% | 20,303 | Common | SOLE |
| 25434V500 | DFAS | DIMENSIONAL U.S. SMALL CAP ETF | $846,716 | 0.94% | 16,131 | Common | SOLE |
| 726503105 | PAA | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | $773,660 | 0.86% | 50,500 | Common | SOLE |
| 46137V357 | RSP | INVESCO S&P 500 EQUAL WEIGHT ETF | $722,619 | 0.80% | 5,100 | Common | SOLE |
| 30231G102 | XOM | EXXON MOBIL CORP COM | $714,181 | 0.79% | 6,074 | Common | SOLE |
| 18915MAC1 | NET 0 08/15/26 | CLOUDFLARE INC 08/15/2026 | $680,000 | 0.75% | 800,000 | Common | SOLE |
| 090043AD2 | BILL 0 04/01/27 | BILL HOLDINGS INC 04/01/2027 | $647,504 | 0.72% | 800,000 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE INDIA EARNINGS FUND | $619,406 | 0.69% | 16,850 | Common | SOLE |
| 26142RAB0 | DKNG 0 03/15/28 | DRAFTKINGS INC NEW 03/15/2028 | $605,200 | 0.67% | 800,000 | Common | SOLE |
| 97717W851 | DXJ | WISDOMTREE JAPAN HEDGED EQUITY FUND | $582,450 | 0.64% | 6,600 | Common | SOLE |
| 00507V109 | AIY | ACTIVISION BLIZZARD INC COM | $579,008 | 0.64% | 6,184 | Common | SOLE |
| 852234AK9 | XYZ 0.25 11/01/27 | BLOCK INC 0.25 11/01/2027 | $562,965 | 0.62% | 750,000 | Common | SOLE |
| 09257WAE0 | BXMT 5.5 03/15/27 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | $511,394 | 0.57% | 575,000 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TRUST SERIES I | $483,665 | 0.54% | 1,350 | Common | SOLE |
| 87807B107 | TRP | TC ENERGY CORP COM | $460,062 | 0.51% | 13,370 | Common | SOLE |
| 922908629 | VO | VANGUARD MID-CAP ETF | $442,510 | 0.49% | 2,125 | Common | SOLE |
| 81369Y506 | XLE | ENERGY SELECT SECTOR SPDR FUND | $407,749 | 0.45% | 4,511 | Common | SOLE |
| 82509LAA5 | SHOPCN 0.125 11/01/25 | SHOPIFY INC 0.125 11/01/2025 | $365,515 | 0.40% | 410,000 | Common | SOLE |
| 922908652 | VXF | VANGUARD EXTENDED MARKET ETF | $322,779 | 0.36% | 2,252 | Common | SOLE |
| 718546104 | PSX | PHILLIPS 66 COM | $313,832 | 0.35% | 2,612 | Common | SOLE |
| 29336T100 | 0E41 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | $305,500 | 0.34% | 25,000 | Common | SOLE |
| 16411R208 | LNG | CHENIERE ENERGY INC COM NEW | $302,877 | 0.34% | 1,825 | Common | SOLE |
| 87612G101 | TRGP | TARGA RES CORP COM | $300,020 | 0.33% | 3,500 | Common | SOLE |
| 023135106 | AMZN | AMAZON COM INC COM | $296,952 | 0.33% | 2,336 | Common | SOLE |
| 92204A876 | VPU | VANGUARD UTILITIES ETF | $281,863 | 0.31% | 2,210 | Common | SOLE |
| 464287523 | SOXX | ISHARES SEMICONDUCTOR ETF | $265,718 | 0.29% | 561 | Common | SOLE |
| 92204A504 | VHT | VANGUARD HEALTH CARE ETF | $227,107 | 0.25% | 966 | Common | SOLE |
| 29786AAN6 | ETSY 0.25 06/15/28 | ETSY INC 0.25 06/15/2028 | $226,650 | 0.25% | 300,000 | Common | SOLE |
| 67058H102 | NSUSD | NUSTAR ENERGY LP UNIT COM | $212,768 | 0.24% | 12,200 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO COM | $210,424 | 0.23% | 1,451 | Common | SOLE |
| 46434G764 | EMXC | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | $199,320 | 0.22% | 4,000 | Common | SOLE |
| 464286582 | SCJ | ISHARES MSCI JAPAN SMALL-CAP ETF | $197,070 | 0.22% | 2,900 | Common | SOLE |
| 46434G822 | EWJ | ISHARES MSCI JAPAN ETF | $192,928 | 0.21% | 3,200 | Common | SOLE |
| 428103105 | HESM | HESS MIDSTREAM LP CL A SHS | $189,345 | 0.21% | 6,500 | Common | SOLE |
| 435763107 | — | HOLLY ENERGY PARTNERS L P COM UT LTD PTN | $184,464 | 0.20% | 8,400 | Common | SOLE |
| 02209S103 | MO | ALTRIA GROUP INC COM | $156,847 | 0.17% | 3,730 | Common | SOLE |
| 706327103 | PBA | PEMBINA PIPELINE CORP COM | $150,330 | 0.17% | 5,001 | Common | SOLE |
| 17275R102 | CSCO | CISCO SYS INC COM | $146,120 | 0.16% | 2,718 | Common | SOLE |
| 26614N102 | DD | DUPONT DE NEMOURS INC COM | $127,027 | 0.14% | 1,703 | Common | SOLE |
| 370334104 | GIS | GENERAL MLS INC COM | $119,725 | 0.13% | 1,871 | Common | SOLE |
| 209115104 | ED | CONSOLIDATED EDISON INC COM | $115,209 | 0.13% | 1,347 | Common | SOLE |
| 464288687 | PFF | ISHARES PREFERRED & INCOME SECURITIES ETF | $114,570 | 0.13% | 3,800 | Common | SOLE |
| 713448108 | PEP | PEPSICO INC COM | $114,203 | 0.13% | 674 | Common | SOLE |
| 023608102 | AEE | AMEREN CORP COM | $113,966 | 0.13% | 1,523 | Common | SOLE |
| 205887102 | CAG | CONAGRA BRANDS INC COM | $111,325 | 0.12% | 4,060 | Common | SOLE |
| 962166104 | WY | WEYERHAEUSER CO MTN BE COM NEW | $108,904 | 0.12% | 3,552 | Common | SOLE |
| 136385101 | CNQ | CANADIAN NAT RES LTD COM | $77,604 | 0.09% | 1,200 | Common | SOLE |
| 867224107 | SU | SUNCOR ENERGY INC NEW COM | $75,636 | 0.08% | 2,200 | Common | SOLE |
| 055622104 | BP | BP PLC SPONSORED ADR | $58,080 | 0.06% | 1,500 | Common | SOLE |
| 260557103 | DOW | DOW INC COM | $56,561 | 0.06% | 1,097 | Common | SOLE |
| 464287176 | TIP | ISHARES TIPS BOND ETF | $54,349 | 0.06% | 524 | Common | SOLE |
| 38173M102 | GBDC | GOLUB CAP BDC INC COM | $48,411 | 0.05% | 3,300 | Common | SOLE |
| 92189F643 | MOAT | VANECK MORNINGSTAR WIDE MOAT ETF | $20,477 | 0.02% | 270 | Common | SOLE |
| 464287309 | IVW | ISHARES S&P 500 GROWTH ETF | $18,337 | 0.02% | 268 | Common | SOLE |
| 464286475 | EEMS | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | $4,150 | 0.00% | 76 | Common | SOLE |
| 500754106 | KHC | KRAFT HEINZ CO COM | $0 | — | 0 | 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.