Q1 2024 · 13F-HR
BASSO CAPITAL MANAGEMENT, L.P.holdings as filed
Filed 2024-05-13 · accession 0001013594-24-000469
$106.0M
Reported value
70
Positions
2024-03-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 922908363 | VOO | VANGUARD S&P 500 ETF | $21.7M | 20.4% | 45,040 | Common | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TRUST | $17.6M | 16.6% | 33,602 | Common | SOLE |
| 922908769 | VTI | VANGUARD TOTAL STOCK MARKET ETF | $9.9M | 9.30% | 37,900 | Common | SOLE |
| 46137V357 | RSP | INVESCO S&P 500 EQUAL WEIGHT ETF | $9.3M | 8.75% | 54,733 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD SHARES | $4.1M | 3.87% | 19,915 | Common | SOLE |
| 29273V100 | ET | ENERGY TRANSFER L P COM UT LTD PTN | $3.0M | 2.80% | 188,500 | Common | SOLE |
| 55336V100 | MPLX | MPLX LP COM UNIT REP LTD | $2.9M | 2.73% | 69,600 | Common | SOLE |
| 682680103 | OKE | ONEOK INC NEW COM | $2.3M | 2.18% | 28,842 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SHORT-TERM TREASURY ETF | $2.3M | 2.18% | 39,725 | Common | SOLE |
| 293792107 | EPD | ENTERPRISE PRODS PARTNERS L P COM | $2.0M | 1.90% | 69,077 | Common | SOLE |
| 25434V724 | DFUV | DIMENSIONAL US MARKETWIDE VALUE ETF | $2.0M | 1.88% | 48,610 | Common | SOLE |
| 96524V106 | WHF | WHITEHORSE FIN INC COM | $1.5M | 1.43% | 122,138 | Common | SOLE |
| 46429B614 | SMIN | ISHARES MSCI INDIA SMALL CAP ETF | $1.5M | 1.38% | 20,840 | Common | SOLE |
| 958669103 | WES | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $1.5M | 1.38% | 41,150 | Common | SOLE |
| 35473P769 | FLIN | FRANKLIN FTSE INDIA ETF | $1.4M | 1.35% | 38,750 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE INDIA EARNINGS FUND | $1.4M | 1.34% | 32,625 | Common | SOLE |
| 969457100 | WMB | WILLIAMS COS INC COM | $1.4M | 1.31% | 35,500 | Common | SOLE |
| 302635206 | FSK | FS KKR CAP CORP COM | $1.3M | 1.21% | 67,000 | Common | SOLE |
| 81369Y506 | XLE | ENERGY SELECT SECTOR SPDR FUND | $1.1M | 1.07% | 12,056 | Common | SOLE |
| 25434V609 | DFAT | DIMENSIONAL U.S. TARGETED VALUE ETF | $1.1M | 1.04% | 20,303 | Common | SOLE |
| 09261X102 | BXSL | BLACKSTONE SECD LENDING FD COMMON STOCK | $1.1M | 1.03% | 35,000 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP COM | $1.0M | 0.99% | 2,492 | Common | SOLE |
| 25434V500 | DFAS | DIMENSIONAL U.S. SMALL CAP ETF | $1.0M | 0.95% | 16,131 | Common | SOLE |
| 726503105 | PAA | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | $886,780 | 0.84% | 50,500 | Common | SOLE |
| 02079K305 | GOOGL | ALPHABET INC CAP STK CL A | $777,591 | 0.73% | 5,152 | Common | SOLE |
| 37954Y871 | URA | GLOBAL X URANIUM ETF | $739,490 | 0.70% | 25,650 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TRUST SERIES I | $711,304 | 0.67% | 1,602 | Common | SOLE |
| 26142RAB0 | DKNG 0 03/15/28 | DRAFTKINGS INC NEW 0 03/15/2028 | $690,000 | 0.65% | 800,000 | Common | SOLE |
| 090043AD2 | BILL 0 04/01/27 | BILL HOLDINGS INC 0 04/01/2027 | $684,000 | 0.65% | 800,000 | Common | SOLE |
| 852234AK9 | XYZ 0.25 11/01/27 | BLOCK INC 0.25 11/01/2027 | $625,125 | 0.59% | 750,000 | Common | SOLE |
| 87612G101 | TRGP | TARGA RES CORP COM | $548,751 | 0.52% | 4,900 | Common | SOLE |
| 87807B107 | TRP | TC ENERGY CORP COM | $537,474 | 0.51% | 13,370 | Common | SOLE |
| 922908629 | VO | VANGUARD MID-CAP ETF | $530,953 | 0.50% | 2,125 | Common | SOLE |
| 09257WAE0 | BXMT 5.5 03/15/27 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | $516,063 | 0.49% | 575,000 | Common | SOLE |
| 16411R208 | LNG | CHENIERE ENERGY INC COM NEW | $499,968 | 0.47% | 3,100 | Common | SOLE |
| 428103105 | HESM | HESS MIDSTREAM LP CL A SHS | $487,755 | 0.46% | 13,500 | Common | SOLE |
| 023135106 | AMZN | AMAZON COM INC COM | $421,368 | 0.40% | 2,336 | Common | SOLE |
| 922908652 | VXF | VANGUARD EXTENDED MARKET ETF | $394,708 | 0.37% | 2,252 | Common | SOLE |
| 037833100 | AAPL | APPLE INC COM | $317,752 | 0.30% | 1,853 | Common | SOLE |
| 92204A876 | VPU | VANGUARD UTILITIES ETF | $315,102 | 0.30% | 2,210 | Common | SOLE |
| 464287523 | SOXX | ISHARES SEMICONDUCTOR ETF | $304,314 | 0.29% | 1,347 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO COM | $290,635 | 0.27% | 1,451 | Common | SOLE |
| 67058H102 | NSUSD | NUSTAR ENERGY LP UNIT COM | $283,894 | 0.27% | 12,200 | Common | SOLE |
| 92204A504 | VHT | VANGUARD HEALTH CARE ETF | $261,322 | 0.25% | 966 | Common | SOLE |
| 29786AAN6 | ETSY 0.25 06/15/28 | ETSY INC 0.25 06/15/2028 | $236,250 | 0.22% | 300,000 | Common | SOLE |
| 46434G764 | EMXC | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | $230,280 | 0.22% | 4,000 | Common | SOLE |
| 706327103 | PBA | PEMBINA PIPELINE CORP COM | $176,735 | 0.17% | 5,001 | Common | SOLE |
| 254687106 | DIS | DISNEY WALT CO COM | $160,659 | 0.15% | 1,313 | Common | SOLE |
| 403949100 | DINO | HF SINCLAIR CORP COM | $159,739 | 0.15% | 2,646 | Common | SOLE |
| 29336T100 | 0E41 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | $136,400 | 0.13% | 10,000 | Common | SOLE |
| 17275R102 | CSCO | CISCO SYS INC COM | $135,655 | 0.13% | 2,718 | Common | SOLE |
| 370334104 | GIS | GENERAL MLS INC COM | $130,914 | 0.12% | 1,871 | Common | SOLE |
| 26614N102 | DD | DUPONT DE NEMOURS INC COM | $130,569 | 0.12% | 1,703 | Common | SOLE |
| 962166104 | WY | WEYERHAEUSER CO MTN BE COM NEW | $127,552 | 0.12% | 3,552 | Common | SOLE |
| 46138E511 | PGX | INVESCO PREFERRED ETF | $122,590 | 0.12% | 10,319 | Common | SOLE |
| 209115104 | ED | CONSOLIDATED EDISON INC COM | $122,321 | 0.12% | 1,347 | Common | SOLE |
| 205887102 | CAG | CONAGRA BRANDS INC COM | $120,338 | 0.11% | 4,060 | Common | SOLE |
| 713448108 | PEP | PEPSICO INC COM | $117,957 | 0.11% | 674 | Common | SOLE |
| 023608102 | AEE | AMEREN CORP COM | $112,641 | 0.11% | 1,523 | Common | SOLE |
| 718546104 | PSX | PHILLIPS 66 COM | $99,964 | 0.09% | 612 | Common | SOLE |
| 136385101 | CNQ | CANADIAN NAT RES LTD COM | $91,584 | 0.09% | 1,200 | Common | SOLE |
| 867224107 | SU | SUNCOR ENERGY INC NEW COM | $81,202 | 0.08% | 2,200 | Common | SOLE |
| 02209S103 | MO | ALTRIA GROUP INC COM | $79,127 | 0.07% | 1,814 | Common | SOLE |
| 718172109 | PM | PHILIP MORRIS INTL INC COM | $77,785 | 0.07% | 849 | Common | SOLE |
| 260557103 | DOW | DOW INC COM | $63,549 | 0.06% | 1,097 | Common | SOLE |
| 055622104 | BP | BP PLC SPONSORED ADR | $56,520 | 0.05% | 1,500 | Common | SOLE |
| 38173M102 | GBDC | GOLUB CAP BDC INC COM | $54,879 | 0.05% | 3,300 | Common | SOLE |
| 92189F643 | MOAT | VANECK MORNINGSTAR WIDE MOAT ETF | $24,273 | 0.02% | 270 | Common | SOLE |
| 464287309 | IVW | ISHARES S&P 500 GROWTH ETF | $16,972 | 0.02% | 201 | Common | SOLE |
| 464286475 | EEMS | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | $4,473 | 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.