Q2 2024 · 13F-HR
BASSO CAPITAL MANAGEMENT, L.P.holdings as filed
Filed 2024-08-14 · accession 0001013594-24-000651
$110.9M
Reported value
75
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 922908363 | VOO | VANGUARD S&P 500 ETF | $22.7M | 20.4% | 45,326 | Common | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TRUST | $18.3M | 16.5% | 33,602 | Common | SOLE |
| 922908769 | VTI | VANGUARD TOTAL STOCK MARKET ETF | $10.1M | 9.14% | 37,905 | Common | SOLE |
| 46137V357 | RSP | INVESCO S&P 500 EQUAL WEIGHT ETF | $9.6M | 8.67% | 58,548 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD SHARES | $4.0M | 3.63% | 18,735 | Common | SOLE |
| 29273V100 | ET | ENERGY TRANSFER L P COM UT LTD PTN | $3.1M | 2.76% | 188,500 | Common | SOLE |
| 55336V100 | MPLX | MPLX LP COM UNIT REP LTD | $3.0M | 2.73% | 71,000 | Common | SOLE |
| 682680103 | OKE | ONEOK INC NEW COM | $2.4M | 2.12% | 28,842 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SHORT-TERM TREASURY ETF | $2.3M | 2.05% | 39,154 | Common | SOLE |
| 293792107 | EPD | ENTERPRISE PRODS PARTNERS L P COM | $2.0M | 1.80% | 69,077 | Common | SOLE |
| 25434V724 | DFUV | DIMENSIONAL US MARKETWIDE VALUE ETF | $1.9M | 1.72% | 48,610 | Common | SOLE |
| 46429B614 | SMIN | ISHARES MSCI INDIA SMALL CAP ETF | $1.7M | 1.52% | 20,840 | Common | SOLE |
| 958669103 | WES | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | $1.6M | 1.47% | 41,150 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE INDIA EARNINGS FUND | $1.6M | 1.46% | 33,500 | Common | SOLE |
| 35473P769 | FLIN | FRANKLIN FTSE INDIA ETF | $1.5M | 1.39% | 38,750 | Common | SOLE |
| 969457100 | WMB | WILLIAMS COS INC COM | $1.5M | 1.36% | 35,500 | Common | SOLE |
| 96524V106 | WHF | WHITEHORSE FIN INC COM | $1.5M | 1.35% | 122,138 | Common | SOLE |
| 302635206 | FSK | FS KKR CAP CORP COM | $1.3M | 1.19% | 67,000 | Common | SOLE |
| 594918104 | MSFT | MICROSOFT CORP COM | $1.1M | 1.00% | 2,492 | Common | SOLE |
| 81369Y506 | XLE | ENERGY SELECT SECTOR SPDR FUND | $1.1M | 0.99% | 12,056 | Common | SOLE |
| 25434V609 | DFAT | DIMENSIONAL U.S. TARGETED VALUE ETF | $1.1M | 0.95% | 20,303 | Common | SOLE |
| 02079K305 | GOOGL | ALPHABET INC CAP STK CL A | $938,437 | 0.85% | 5,152 | Common | SOLE |
| 726503105 | PAA | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | $901,930 | 0.81% | 50,500 | Common | SOLE |
| 78463X202 | FEZ | SPDR EURO STOXX 50 ETF | $825,495 | 0.74% | 16,500 | Common | SOLE |
| 09261X102 | BXSL | BLACKSTONE SECD LENDING FD COMMON STOCK | $803,775 | 0.72% | 26,250 | Common | SOLE |
| 37954Y871 | URA | GLOBAL X URANIUM ETF | $772,965 | 0.70% | 26,700 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TRUST SERIES I | $769,930 | 0.69% | 1,607 | Common | SOLE |
| 37954Y830 | COPX | GLOBAL X COPPER MINERS ETF | $748,826 | 0.67% | 16,600 | Common | SOLE |
| 090043AD2 | BILL 0 04/01/27 | BILL HOLDINGS INC 0 04/01/2027 | $679,600 | 0.61% | 800,000 | Common | SOLE |
| 26142RAB0 | DKNG 0 03/15/28 | DRAFTKINGS INC NEW 0 03/15/2028 | $662,800 | 0.60% | 800,000 | Common | SOLE |
| 87612G101 | TRGP | TARGA RES CORP COM | $631,022 | 0.57% | 4,900 | Common | SOLE |
| 852234AK9 | XYZ 0.25 11/01/27 | BLOCK INC 0.25 11/01/2027 | $620,250 | 0.56% | 750,000 | Common | SOLE |
| 16411R208 | LNG | CHENIERE ENERGY INC COM NEW | $559,456 | 0.50% | 3,200 | Common | SOLE |
| 09257WAE0 | BXMT 5.5 03/15/27 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | $514,625 | 0.46% | 575,000 | Common | SOLE |
| 922908629 | VO | VANGUARD MID-CAP ETF | $514,463 | 0.46% | 2,125 | Common | SOLE |
| 87807B107 | TRP | TC ENERGY CORP COM | $506,723 | 0.46% | 13,370 | Common | SOLE |
| 428103105 | HESM | HESS MIDSTREAM LP CL A SHS | $491,940 | 0.44% | 13,500 | Common | SOLE |
| 46438F101 | IBIT | ISHARES BITCOIN TRUST REGISTERED | $477,960 | 0.43% | 14,000 | Common | SOLE |
| 25434V500 | DFAS | DIMENSIONAL U.S. SMALL CAP ETF | $453,304 | 0.41% | 7,545 | Common | SOLE |
| 023135106 | AMZN | AMAZON COM INC COM | $451,432 | 0.41% | 2,336 | Common | SOLE |
| 922908652 | VXF | VANGUARD EXTENDED MARKET ETF | $380,115 | 0.34% | 2,252 | Common | SOLE |
| 464287523 | SOXX | ISHARES SEMICONDUCTOR ETF | $332,211 | 0.30% | 1,347 | Common | SOLE |
| 92204A876 | VPU | VANGUARD UTILITIES ETF | $326,903 | 0.29% | 2,210 | Common | SOLE |
| 46625H100 | JPM | JPMORGAN CHASE & CO. COM | $293,479 | 0.26% | 1,451 | Common | SOLE |
| 315948109 | FBTC | FIDELITY WISE ORIGIN BITCOIN FUND | $288,530 | 0.26% | 5,500 | Common | SOLE |
| 86765K109 | SUN | SUNOCO LP/SUNOCO FIN CORP COM UT REP LP | $275,915 | 0.25% | 4,880 | Common | SOLE |
| 92204A504 | VHT | VANGUARD HEALTH CARE ETF | $256,956 | 0.23% | 966 | Common | SOLE |
| 46434G764 | EMXC | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | $236,800 | 0.21% | 4,000 | Common | SOLE |
| 29786AAN6 | ETSY 0.25 06/15/28 | ETSY INC 0.25 06/15/2028 | $235,932 | 0.21% | 300,000 | Common | SOLE |
| 254687106 | DIS | DISNEY WALT CO COM | $233,927 | 0.21% | 2,356 | Common | SOLE |
| 706327103 | PBA | PEMBINA PIPELINE CORP COM | $185,437 | 0.17% | 5,001 | Common | SOLE |
| 46428Q109 | SLV | ISHARES SILVER TRUST | $159,420 | 0.14% | 6,000 | Common | SOLE |
| 403949100 | DINO | HF SINCLAIR CORP COM | $141,138 | 0.13% | 2,646 | Common | SOLE |
| 29336T100 | 0E41 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | $137,600 | 0.12% | 10,000 | Common | SOLE |
| 26614N102 | DD | DUPONT DE NEMOURS INC COM | $137,074 | 0.12% | 1,703 | Common | SOLE |
| 464288752 | ITB | ISHARES U.S. HOME CONSTRUCTION ETF | $130,974 | 0.12% | 1,296 | Common | SOLE |
| 209115104 | ED | CONSOLIDATED EDISON INC COM | $120,449 | 0.11% | 1,347 | Common | SOLE |
| 46138E511 | PGX | INVESCO PREFERRED ETF | $119,184 | 0.11% | 10,319 | Common | SOLE |
| 370334104 | GIS | GENERAL MLS INC COM | $118,359 | 0.11% | 1,871 | Common | SOLE |
| 205887102 | CAG | CONAGRA BRANDS INC COM | $115,385 | 0.10% | 4,060 | Common | SOLE |
| 713448108 | PEP | PEPSICO INC COM | $111,163 | 0.10% | 674 | Common | SOLE |
| 023608102 | AEE | AMEREN CORP COM | $108,301 | 0.10% | 1,523 | Common | SOLE |
| 962166104 | WY | WEYERHAEUSER CO MTN BE COM NEW | $100,841 | 0.09% | 3,552 | Common | SOLE |
| 718546104 | PSX | PHILLIPS 66 COM | $86,396 | 0.08% | 612 | Common | SOLE |
| 718172109 | PM | PHILIP MORRIS INTL INC COM | $86,029 | 0.08% | 849 | Common | SOLE |
| 136385101 | CNQ | CANADIAN NAT RES LTD COM | $85,440 | 0.08% | 2,400 | Common | SOLE |
| 867224107 | SU | SUNCOR ENERGY INC NEW COM | $83,820 | 0.08% | 2,200 | Common | SOLE |
| 02209S103 | MO | ALTRIA GROUP INC COM | $82,628 | 0.07% | 1,814 | Common | SOLE |
| 260557103 | DOW | DOW INC COM | $58,196 | 0.05% | 1,097 | Common | SOLE |
| 055622104 | BP | BP PLC SPONSORED ADR | $54,150 | 0.05% | 1,500 | Common | SOLE |
| 38173M102 | GBDC | GOLUB CAP BDC INC COM | $51,843 | 0.05% | 3,300 | Common | SOLE |
| 92189F643 | MOAT | VANECK MORNINGSTAR WIDE MOAT ETF | $23,385 | 0.02% | 270 | Common | SOLE |
| 464287309 | IVW | ISHARES S&P 500 GROWTH ETF | $18,601 | 0.02% | 201 | Common | SOLE |
| 46138G649 | QQQM | INVESCO NASDAQ 100 ETF | $8,870 | 0.01% | 45 | Common | SOLE |
| 464286475 | EEMS | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | $4,645 | 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.