BASSO CAPITAL MANAGEMENT, L.P. — Q3 2024 13F-HR

← BASSO CAPITAL MANAGEMENT, L.P.

Q3 2024 · 13F-HR

BASSO CAPITAL MANAGEMENT, L.P.holdings as filed

Filed 2024-11-12 · accession 0001013594-24-000917

$108.7M

Reported value

Positions

2024-09-30

Period end

View analyzed profile →PRO

Holdings as filed

CUSIP	Ticker	Issuer	Value	% port.	Shares	Class	Voting
922908363	VOO	VANGUARD S&P 500 ETF	$24.9M	22.9%	47,251	Common	SOLE
78462F103	SPY	SPDR S&P 500 ETF TRUST	$15.6M	14.3%	27,126	Common	SOLE
922908769	VTI	VANGUARD TOTAL STOCK MARKET ETF	$10.7M	9.88%	37,905	Common	SOLE
46137V357	RSP	INVESCO S&P 500 EQUAL WEIGHT ETF	$9.1M	8.33%	50,517	Common	SOLE
78463V107	GLD	SPDR GOLD SHARES	$4.7M	4.34%	19,385	Common	SOLE
55336V100	MPLX	MPLX LP COM UNIT REP LTD	$3.2M	2.91%	71,200	Common	SOLE
29273V100	ET	ENERGY TRANSFER L P COM UT LTD PTN	$3.0M	2.78%	188,500	Common	SOLE
682680103	OKE	ONEOK INC NEW COM	$2.5M	2.31%	27,525	Common	SOLE
46138G649	QQQM	INVESCO NASDAQ 100 ETF	$2.1M	1.92%	10,385	Common	SOLE
46429B614	SMIN	ISHARES MSCI INDIA SMALL CAP ETF	$2.1M	1.90%	24,000	Common	SOLE
25434V724	DFUV	DIMENSIONAL US MARKETWIDE VALUE ETF	$2.0M	1.87%	48,610	Common	SOLE
293792107	EPD	ENTERPRISE PRODS PARTNERS L P COM	$1.9M	1.72%	64,100	Common	SOLE
97717W422	EPI	WISDOMTREE INDIA EARNINGS FUND	$1.7M	1.60%	34,500	Common	SOLE
35473P769	FLIN	FRANKLIN FTSE INDIA ETF	$1.6M	1.49%	38,750	Common	SOLE
969457100	WMB	WILLIAMS COS INC COM	$1.6M	1.49%	35,500	Common	SOLE
958669103	WES	WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT	$1.6M	1.45%	41,150	Common	SOLE
96524V106	WHF	WHITEHORSE FIN INC COM	$1.4M	1.30%	122,138	Common	SOLE
302635206	FSK	FS KKR CAP CORP COM	$1.3M	1.22%	67,000	Common	SOLE
25434V609	DFAT	DIMENSIONAL U.S. TARGETED VALUE ETF	$1.1M	1.04%	20,303	Common	SOLE
594918104	MSFT	MICROSOFT CORP COM	$883,406	0.81%	2,053	Common	SOLE
726503105	PAA	PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN	$877,185	0.81%	50,500	Common	SOLE
02079K305	GOOGL	ALPHABET INC CAP STK CL A	$854,459	0.79%	5,152	Common	SOLE
46090E103	QQQ	INVESCO QQQ TRUST SERIES I	$833,135	0.77%	1,707	Common	SOLE
37954Y830	COPX	GLOBAL X COPPER MINERS ETF	$784,682	0.72%	16,600	Common	SOLE
09261X102	BXSL	BLACKSTONE SECD LENDING FD COMMON STOCK	$768,863	0.71%	26,250	Common	SOLE
37954Y871	URA	GLOBAL X URANIUM ETF	$763,887	0.70%	26,700	Common	SOLE
87612G101	TRGP	TARGA RES CORP COM	$725,249	0.67%	4,900	Common	SOLE
26142RAB0	DKNG 0 03/15/28	DRAFTKINGS INC NEW 0 03/15/2028	$692,400	0.64%	800,000	Common	SOLE
852234AK9	XYZ 0.25 11/01/27	BLOCK INC 0.25 11/01/2027	$646,500	0.59%	750,000	Common	SOLE
87807B107	TRP	TC ENERGY CORP COM	$635,744	0.59%	13,370	Common	SOLE
16411R208	LNG	CHENIERE ENERGY INC COM NEW	$602,464	0.55%	3,350	Common	SOLE
81369Y886	XLU	UTILITIES SELECT SECTOR SPDR FUND	$569,499	0.52%	7,050	Common	SOLE
428103105	HESM	HESS MIDSTREAM LP CL A SHS	$529,050	0.49%	15,000	Common	SOLE
46438F101	IBIT	ISHARES BITCOIN TRUST ETF	$505,820	0.47%	14,000	Common	SOLE
78463X202	FEZ	SPDR EURO STOXX 50 ETF	$505,780	0.47%	9,500	Common	SOLE
25434V500	DFAS	DIMENSIONAL U.S. SMALL CAP ETF	$489,369	0.45%	7,545	Common	SOLE
464287655	IWM	ISHARES RUSSELL 2000 ETF	$403,124	0.37%	1,825	Common	SOLE
46434G764	EMXC	ISHARES MSCI EMERGING MARKETS EX CHINA ETF	$314,717	0.29%	5,150	Common	SOLE
315948109	FBTC	FIDELITY WISE ORIGIN BITCOIN FUND	$305,415	0.28%	5,500	Common	SOLE
86765K109	SUN	SUNOCO LP/SUNOCO FIN CORP COM UT REP LP	$304,902	0.28%	5,680	Common	SOLE
023135106	AMZN	AMAZON COM INC COM	$248,751	0.23%	1,335	Common	SOLE
29786AAN6	ETSY 0.25 06/15/28	ETSY INC 0.25 06/15/2028	$244,857	0.23%	300,000	Common	SOLE
922908629	VO	VANGUARD MID-CAP ETF	$228,741	0.21%	867	Common	SOLE
81369Y506	XLE	ENERGY SELECT SECTOR SPDR FUND	$219,939	0.20%	2,505	Common	SOLE
922908652	VXF	VANGUARD EXTENDED MARKET ETF	$218,024	0.20%	1,198	Common	SOLE
46428Q109	SLV	ISHARES SILVER TRUST	$210,234	0.19%	7,400	Common	SOLE
706327103	PBA	PEMBINA PIPELINE CORP COM	$206,241	0.19%	5,001	Common	SOLE
464288752	ITB	ISHARES U.S. HOME CONSTRUCTION ETF	$166,374	0.15%	1,309	Common	SOLE
92204A876	VPU	VANGUARD UTILITIES ETF	$156,993	0.14%	902	Common	SOLE
29336T100	0E41	ENLINK MIDSTREAM LLC COM UNIT REP LTD	$145,100	0.13%	10,000	Common	SOLE
464287523	SOXX	ISHARES SEMICONDUCTOR ETF	$127,516	0.12%	553	Common	SOLE
46625H100	JPM	JPMORGAN CHASE & CO. COM	$127,359	0.12%	604	Common	SOLE
403949100	DINO	HF SINCLAIR CORP COM	$117,932	0.11%	2,646	Common	SOLE
92204A504	VHT	VANGUARD HEALTH CARE ETF	$112,316	0.10%	398	Common	SOLE
867224107	SU	SUNCOR ENERGY INC NEW COM	$99,684	0.09%	2,700	Common	SOLE
254687106	DIS	DISNEY WALT CO COM	$93,208	0.09%	969	Common	SOLE
718546104	PSX	PHILLIPS 66 COM	$80,447	0.07%	612	Common	SOLE
136385101	CNQ	CANADIAN NAT RES LTD COM	$79,704	0.07%	2,400	Common	SOLE
023608102	AEE	AMEREN CORP COM	$69,618	0.06%	796	Common	SOLE
209115104	ED	CONSOLIDATED EDISON INC COM	$66,851	0.06%	642	Common	SOLE
370334104	GIS	GENERAL MLS INC COM	$66,760	0.06%	904	Common	SOLE
713448108	PEP	PEPSICO INC COM	$59,858	0.06%	352	Common	SOLE
46138E511	PGX	INVESCO PREFERRED ETF	$52,586	0.05%	4,258	Common	SOLE
38173M102	GBDC	GOLUB CAP BDC INC COM	$49,863	0.05%	3,300	Common	SOLE
718172109	PM	PHILIP MORRIS INTL INC COM	$47,225	0.04%	389	Common	SOLE
055622104	BP	BP PLC SPONSORED ADR	$47,085	0.04%	1,500	Common	SOLE
81369Y308	XLP	CONSUMER STAPLES SELECT SECTOR SPDR FUND	$41,500	0.04%	500	Common	SOLE
02209S103	MO	ALTRIA GROUP INC COM	$32,410	0.03%	635	Common	SOLE
92189F643	MOAT	VANECK MORNINGSTAR WIDE MOAT ETF	$26,177	0.02%	270	Common	SOLE
084670702	BRK/B	BERKSHIRE HATHAWAY INC DEL CL B NEW	$20,712	0.02%	45	Common	SOLE
464287309	IVW	ISHARES S&P 500 GROWTH ETF	$19,246	0.02%	201	Common	SOLE
92206C102	VGSH	VANGUARD SHORT-TERM TREASURY ETF	$16,762	0.02%	284	Common	SOLE
464286475	EEMS	ISHARES MSCI EMERGING MARKETS SMALL CAP ETF	$4,848	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.