BASSO CAPITAL MANAGEMENT, L.P. — Q4 2023 13F-HR

← BASSO CAPITAL MANAGEMENT, L.P.

Q4 2023 · 13F-HR

BASSO CAPITAL MANAGEMENT, L.P.holdings as filed

Filed 2024-02-14 · accession 0001013594-24-000166

$96.1M

Reported value

Positions

2023-12-31

Period end

View analyzed profile →PRO

Holdings as filed

CUSIP	Ticker	Issuer	Value	% port.	Shares	Class	Voting
922908363	VOO	VANGUARD S&P 500 ETF	$21.4M	22.3%	49,020	Common	SOLE
78462F103	SPY	SPDR S&P 500 ETF TRUST	$16.7M	17.4%	35,202	Common	SOLE
922908769	VTI	VANGUARD TOTAL STOCK MARKET ETF	$8.9M	9.25%	37,450	Common	SOLE
46137V357	RSP	INVESCO S&P 500 EQUAL WEIGHT ETF	$6.8M	7.03%	42,821	Common	SOLE
78463V107	GLD	SPDR GOLD SHARES	$3.4M	3.51%	17,635	Common	SOLE
29273V100	ET	ENERGY TRANSFER L P COM UT LTD PTN	$2.6M	2.71%	188,500	Common	SOLE
55336V100	MPLX	MPLX LP COM UNIT REP LTD	$2.5M	2.61%	68,300	Common	SOLE
92206C102	VGSH	VANGUARD SHORT-TERM TREASURY ETF	$2.4M	2.52%	41,534	Common	SOLE
682680103	OKE	ONEOK INC NEW COM	$2.0M	2.11%	28,842	Common	SOLE
293792107	EPD	ENTERPRISE PRODS PARTNERS L P COM	$1.8M	1.89%	69,077	Common	SOLE
25434V724	DFUV	DIMENSIONAL US MARKETWIDE VALUE ETF	$1.8M	1.88%	48,610	Common	SOLE
96524V106	WHF	WHITEHORSE FIN INC COM	$1.5M	1.56%	122,138	Common	SOLE
302635206	FSK	FS KKR CAP CORP COM	$1.3M	1.39%	67,000	Common	SOLE
969457100	WMB	WILLIAMS COS INC COM	$1.2M	1.29%	35,500	Common	SOLE
958669103	WES	WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT	$1.2M	1.25%	41,150	Common	SOLE
25434V609	DFAT	DIMENSIONAL U.S. TARGETED VALUE ETF	$1.1M	1.11%	20,303	Common	SOLE
46429B614	SMIN	ISHARES MSCI INDIA SMALL CAP ETF	$1.0M	1.07%	14,750	Common	SOLE
09261X102	BXSL	BLACKSTONE SECD LENDING FD COMMON STOCK	$967,400	1.01%	35,000	Common	SOLE
25434V500	DFAS	DIMENSIONAL U.S. SMALL CAP ETF	$961,730	1.00%	16,131	Common	SOLE
594918104	MSFT	MICROSOFT CORP COM	$937,092	0.98%	2,492	Common	SOLE
726503105	PAA	PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN	$765,075	0.80%	50,500	Common	SOLE
02079K305	GOOGL	ALPHABET INC CAP STK CL A	$719,683	0.75%	5,152	Common	SOLE
18915MAC1	NET 0 08/15/26	CLOUDFLARE INC 0 08/15/2026	$718,400	0.75%	800,000	Common	SOLE
037833100	AAPL	APPLE INC COM	$703,312	0.73%	3,653	Common	SOLE
81369Y506	XLE	ENERGY SELECT SECTOR SPDR FUND	$696,794	0.73%	8,311	Common	SOLE
97717W422	EPI	WISDOMTREE INDIA EARNINGS FUND	$690,850	0.72%	16,850	Common	SOLE
090043AD2	BILL 0 04/01/27	BILL HOLDINGS INC 0 04/01/2027	$662,800	0.69%	800,000	Common	SOLE
26142RAB0	DKNG 0 03/15/28	DRAFTKINGS INC NEW 0 03/15/2028	$641,200	0.67%	800,000	Common	SOLE
852234AK9	XYZ 0.25 11/01/27	BLOCK INC 0.25 11/01/2027	$615,938	0.64%	750,000	Common	SOLE
46090E103	QQQ	INVESCO QQQ TRUST SERIES I	$553,671	0.58%	1,352	Common	SOLE
35473P769	FLIN	FRANKLIN FTSE INDIA ETF	$523,197	0.54%	15,000	Common	SOLE
87807B107	TRP	TC ENERGY CORP COM	$522,633	0.54%	13,370	Common	SOLE
09257WAE0	BXMT 5.5 03/15/27	BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027	$521,813	0.54%	575,000	Common	SOLE
922908629	VO	VANGUARD MID-CAP ETF	$494,360	0.51%	2,125	Common	SOLE
16411R208	LNG	CHENIERE ENERGY INC COM NEW	$452,382	0.47%	2,650	Common	SOLE
82509LAA5	SHOPCN 0.125 11/01/25	SHOPIFY INC 0.125 11/01/2025	$386,630	0.40%	410,000	Common	SOLE
428103105	HESM	HESS MIDSTREAM LP CL A SHS	$379,560	0.40%	12,000	Common	SOLE
922908652	VXF	VANGUARD EXTENDED MARKET ETF	$370,274	0.39%	2,252	Common	SOLE
023135106	AMZN	AMAZON COM INC COM	$354,932	0.37%	2,336	Common	SOLE
464287523	SOXX	ISHARES SEMICONDUCTOR ETF	$323,192	0.34%	561	Common	SOLE
87612G101	TRGP	TARGA RES CORP COM	$321,419	0.33%	3,700	Common	SOLE
92204A876	VPU	VANGUARD UTILITIES ETF	$302,925	0.32%	2,210	Common	SOLE
30231G102	XOM	EXXON MOBIL CORP COM	$299,240	0.31%	2,993	Common	SOLE
46625H100	JPM	JPMORGAN CHASE & CO COM	$246,815	0.26%	1,451	Common	SOLE
92204A504	VHT	VANGUARD HEALTH CARE ETF	$242,176	0.25%	966	Common	SOLE
29786AAN6	ETSY 0.25 06/15/28	ETSY INC 0.25 06/15/2028	$240,180	0.25%	300,000	Common	SOLE
67058H102	NSUSD	NUSTAR ENERGY LP UNIT COM	$227,896	0.24%	12,200	Common	SOLE
46434G764	EMXC	ISHARES MSCI EMERGING MARKETS EX CHINA ETF	$221,640	0.23%	4,000	Common	SOLE
706327103	PBA	PEMBINA PIPELINE CORP COM	$172,134	0.18%	5,001	Common	SOLE
403949100	DINO	HF SINCLAIR CORP COM	$147,038	0.15%	2,646	Common	SOLE
17275R102	CSCO	CISCO SYS INC COM	$137,313	0.14%	2,718	Common	SOLE
26614N102	DD	DUPONT DE NEMOURS INC COM	$131,012	0.14%	1,703	Common	SOLE
962166104	WY	WEYERHAEUSER CO MTN BE COM NEW	$123,503	0.13%	3,552	Common	SOLE
209115104	ED	CONSOLIDATED EDISON INC COM	$122,537	0.13%	1,347	Common	SOLE
370334104	GIS	GENERAL MLS INC COM	$121,877	0.13%	1,871	Common	SOLE
29336T100	0E41	ENLINK MIDSTREAM LLC COM UNIT REP LTD	$121,600	0.13%	10,000	Common	SOLE
254687106	DIS	DISNEY WALT CO COM	$118,551	0.12%	1,313	Common	SOLE
46138E511	PGX	INVESCO PREFERRED ETF	$118,359	0.12%	10,319	Common	SOLE
205887102	CAG	CONAGRA BRANDS INC COM	$116,360	0.12%	4,060	Common	SOLE
713448108	PEP	PEPSICO INC COM	$114,472	0.12%	674	Common	SOLE
023608102	AEE	AMEREN CORP COM	$110,174	0.11%	1,523	Common	SOLE
718546104	PSX	PHILLIPS 66 COM	$81,482	0.08%	612	Common	SOLE
718172109	PM	PHILIP MORRIS INTL INC COM	$79,874	0.08%	849	Common	SOLE
136385101	CNQ	CANADIAN NAT RES LTD COM	$78,624	0.08%	1,200	Common	SOLE
02209S103	MO	ALTRIA GROUP INC COM	$73,177	0.08%	1,814	Common	SOLE
867224107	SU	SUNCOR ENERGY INC NEW COM	$70,488	0.07%	2,200	Common	SOLE
260557103	DOW	DOW INC COM	$60,159	0.06%	1,097	Common	SOLE
055622104	BP	BP PLC SPONSORED ADR	$53,100	0.06%	1,500	Common	SOLE
37954Y871	URA	GLOBAL X URANIUM ETF	$52,611	0.05%	1,900	Common	SOLE
38173M102	GBDC	GOLUB CAP BDC INC COM	$49,830	0.05%	3,300	Common	SOLE
92189F643	MOAT	VANECK MORNINGSTAR WIDE MOAT ETF	$22,915	0.02%	270	Common	SOLE
464287309	IVW	ISHARES S&P 500 GROWTH ETF	$15,095	0.02%	201	Common	SOLE
464286475	EEMS	ISHARES MSCI EMERGING MARKETS SMALL CAP ETF	$4,394	0.00%	76	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.