13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q1 2023 · Filed February 14, 2023 · Accession 0001013594-23-000188
Total Value
$93.1M
Positions
74
Other Managers
0
Confidential Omitted
No
Holdings (74)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | SPY | 63,250 | $24.2M | 25.97% |
| 2 | VANGUARD INDEX FDS | 922908769 | 39,465 | $7.5M | 8.10% |
| 3 | VANGUARD INDEX FDS | 922908363 | 7,532 | $2.6M | 2.84% |
| 4 | SPDR GOLD TR | GLD | 14,620 | $2.5M | 2.66% |
| 5 | ALPHABET INC | GOOG | 25,770 | $2.3M | 2.44% |
| 6 | MPLX LP | MPLXP | 69,150 | $2.3M | 2.44% |
| 7 | APPLE INC | AAPL | 15,880 | $2.1M | 2.22% |
| 8 | ENERGY TRANSFER L P | ET-PI | 168,700 | $2.0M | 2.15% |
| 9 | MICROSOFT CORP | MSFT | 8,297 | $2.0M | 2.14% |
| 10 | MAGELLAN MIDSTREAM PRTNRS LP | 559080106 | 35,435 | $1.8M | 1.91% |
| 11 | DIMENSIONAL ETF TRUST | 25434V724 | 51,878 | $1.7M | 1.86% |
| 12 | ENTERPRISE PRODS PARTNERS L | 293792107 | 71,377 | $1.7M | 1.85% |
| 13 | WHITEHORSE FIN INC | WHFCL | 122,138 | $1.6M | 1.71% |
| 14 | MASTERCARD INCORPORATED | MA | 4,415 | $1.5M | 1.65% |
| 15 | VANGUARD WORLD FDS | 92204A405 | 18,400 | $1.5M | 1.63% |
| 16 | BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | 1,775,000 | $1.5M | 1.63% |
| 17 | CLOUDFLARE INC | NET | 1,800,000 | $1.5M | 1.58% |
| 18 | SELECT SECTOR SPDR TR | 81369Y886 | 20,475 | $1.4M | 1.55% |
| 19 | WILLIAMS COS INC | 969457100 | 37,000 | $1.2M | 1.31% |
| 20 | SBA COMMUNICATIONS CORP NEW | SBAC | 4,324 | $1.2M | 1.30% |
| 21 | FS KKR CAP CORP | FSK | 67,000 | $1.2M | 1.26% |
| 22 | WESTERN MIDSTREAM PARTNERS L | WES | 43,200 | $1.2M | 1.25% |
| 23 | SELECT SECTOR SPDR TR | 81369Y506 | 12,629 | $1.1M | 1.19% |
| 24 | VANGUARD SCOTTSDALE FDS | 92206C102 | 19,027 | $1.1M | 1.18% |
| 25 | LOCKHEED MARTIN CORP | LMT | 2,200 | $1.1M | 1.15% |
| 26 | BERKSHIRE HATHAWAY INC DEL | BRK-A | 3,425 | $1.1M | 1.14% |
| 27 | ACTIVISION BLIZZARD INC | 00507V109 | 13,684 | $1.0M | 1.12% |
| 28 | ABBVIE INC | ABBV | 6,100 | $985,821 | 1.06% |
| 29 | DIMENSIONAL ETF TRUST | 25434V609 | 20,950 | $920,753 | 0.99% |
| 30 | ONEOK INC NEW | OKE | 13,920 | $914,544 | 0.98% |
| 31 | DIMENSIONAL ETF TRUST | 25434V807 | 28,537 | $867,525 | 0.93% |
| 32 | DIMENSIONAL ETF TRUST | 25434V500 | 16,685 | $853,438 | 0.92% |
| 33 | VISA INC | V | 3,885 | $807,148 | 0.87% |
| 34 | VANGUARD WORLD FDS | 92204A504 | 3,116 | $772,924 | 0.83% |
| 35 | EAGLE BULK SHIPPING INC | 269442AB5 | 450,000 | $741,015 | 0.80% |
| 36 | PEPSICO INC | PEP | 3,924 | $708,910 | 0.76% |
| 37 | KKR & CO INC | KKRT | 14,200 | $659,164 | 0.71% |
| 38 | BILL COM HLDGS INC | BILL | 800,000 | $632,400 | 0.68% |
| 39 | PLAINS ALL AMERN PIPELINE L | 726503105 | 52,600 | $618,576 | 0.66% |
| 40 | APOLLO GLOBAL MGMT INC | 03769M106 | 9,100 | $580,489 | 0.62% |
| 41 | TC ENERGY CORP | TRPRF | 13,965 | $556,645 | 0.60% |
| 42 | INVESCO EXCHANGE TRADED FD T | IVZ | 3,939 | $556,384 | 0.60% |
| 43 | J P MORGAN EXCHANGE TRADED F | 46641Q332 | 9,900 | $539,451 | 0.58% |
| 44 | CSX CORP | CSX | 16,100 | $498,778 | 0.54% |
| 45 | PROCTER AND GAMBLE CO | 742718109 | 3,200 | $484,992 | 0.52% |
| 46 | CHEVRON CORP NEW | CVX | 2,700 | $484,623 | 0.52% |
| 47 | ELEVANCE HEALTH INC | ELV | 900 | $461,673 | 0.50% |
| 48 | VANGUARD INDEX FDS | 922908629 | 2,125 | $433,096 | 0.47% |
| 49 | BROOKFIELD CORP | 11271J107 | 13,750 | $432,575 | 0.46% |
| 50 | DISNEY WALT CO | 254687106 | 4,370 | $379,666 | 0.41% |
| 51 | ENLINK MIDSTREAM LLC | 29336T100 | 30,550 | $375,765 | 0.40% |
| 52 | VANGUARD INDEX FDS | 922908553 | 4,375 | $360,850 | 0.39% |
| 53 | BROOKFIELD INFRAST PARTNERS | G16252101 | 11,500 | $356,385 | 0.38% |
| 54 | SHOPIFY INC | SHOP | 410,000 | $350,038 | 0.38% |
| 55 | ISHARES TR | 464287507 | 1,400 | $338,646 | 0.36% |
| 56 | VANGUARD INDEX FDS | 922908751 | 1,750 | $321,195 | 0.34% |
| 57 | CABLE ONE INC | CABO | 400,000 | $314,200 | 0.34% |
| 58 | DRAFTKINGS INC NEW | DKNG | 500,000 | $309,250 | 0.33% |
| 59 | VANGUARD INDEX FDS | 922908652 | 2,252 | $299,201 | 0.32% |
| 60 | INVESCO QQQ TR | IVZ | 1,120 | $298,234 | 0.32% |
| 61 | VANGUARD WORLD FDS | 92204A876 | 1,933 | $296,445 | 0.32% |
| 62 | BLACKSTONE MORTGAGE TRUST IN | 09257WAC4 | 300,000 | $294,189 | 0.32% |
| 63 | ABBOTT LABS | ABLZF | 2,650 | $290,944 | 0.31% |
| 64 | PHILLIPS 66 | PSX | 2,787 | $290,071 | 0.31% |
| 65 | CITIGROUP INC | C-PR | 5,450 | $246,504 | 0.26% |
| 66 | PEMBINA PIPELINE CORP | PPLOF | 7,000 | $237,650 | 0.26% |
| 67 | CHENIERE ENERGY INC | LNG | 1,495 | $224,190 | 0.24% |
| 68 | UBER TECHNOLOGIES INC | UBER | 250,000 | $210,565 | 0.23% |
| 69 | NUSTAR ENERGY LP | NU | 12,200 | $195,200 | 0.21% |
| 70 | AT&T INC | T-PC | 10,400 | $191,464 | 0.21% |
| 71 | INTERDIGITAL INC | IDCC | 194,000 | $185,392 | 0.20% |
| 72 | CHEGG INC | CHGG | 200,000 | $182,500 | 0.20% |
| 73 | SFL CORPORATION LTD | SFL | 100,000 | $96,950 | 0.10% |
| 74 | EOS ENERGY ENTERPRISES INC | EOSE | 40,000 | $59,200 | 0.06% |