13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q2 2023 · Filed May 15, 2023 · Accession 0001013594-23-000477
Total Value
$103.4M
Positions
79
Other Managers
0
Confidential Omitted
No
Holdings (79)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS | 922908363 | 53,842 | $20.2M | 19.58% |
| 2 | SPDR S&P 500 ETF TR | SPY | 23,103 | $9.5M | 9.14% |
| 3 | VANGUARD TOTAL STOCK MARKET ETF | 922908769 | 39,465 | $8.1M | 7.79% |
| 4 | ALPHABET INC | GOOG | 27,375 | $2.8M | 2.75% |
| 5 | SPDR GOLD TR | GLD | 14,620 | $2.7M | 2.59% |
| 6 | APPLE INC | AAPL | 15,880 | $2.6M | 2.53% |
| 7 | MICROSOFT CORP | MSFT | 8,297 | $2.4M | 2.31% |
| 8 | MPLX LP | MPLXP | 69,150 | $2.4M | 2.30% |
| 9 | ENERGY TRANSFER L P | ET-PI | 173,550 | $2.2M | 2.09% |
| 10 | MAGELLAN MIDSTREAM PRTNRS LP | 559080106 | 35,435 | $1.9M | 1.86% |
| 11 | ENTERPRISE PRODS PARTNERS LP | 293792107 | 71,377 | $1.8M | 1.79% |
| 12 | DIMENSIONAL ETF TRUST | 25434V724 | 48,610 | $1.6M | 1.57% |
| 13 | VANGUARD SCOTTSDALE FDS | 92206C102 | 27,727 | $1.6M | 1.57% |
| 14 | MASTERCARD INCORPORATED | MA | 4,415 | $1.6M | 1.55% |
| 15 | WHITEHORSE FIN INC | WHFCL | 122,138 | $1.5M | 1.48% |
| 16 | CLOUDFLARE INC | NET | 1,800,000 | $1.5M | 1.47% |
| 17 | BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | 1,775,000 | $1.4M | 1.36% |
| 18 | SELECT SECTOR SPDR TR | 81369Y886 | 20,475 | $1.4M | 1.34% |
| 19 | OAKTREE SPECIALTY LENDING CO | OCSL | 70,421 | $1.3M | 1.28% |
| 20 | FS KKR CAP CORP | FSK | 67,000 | $1.2M | 1.20% |
| 21 | ACTIVISION BLIZZARD INC | 00507V109 | 13,684 | $1.2M | 1.13% |
| 22 | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | WES | 43,200 | $1.1M | 1.10% |
| 23 | SBA COMMUNICATIONS CORP NEW | SBAC | 4,324 | $1.1M | 1.09% |
| 24 | VANGUARD WORLD FDS | 92204A405 | 14,300 | $1.1M | 1.08% |
| 25 | WILLIAMS COS INC | 969457100 | 37,000 | $1.1M | 1.07% |
| 26 | BERKSHIRE HATHAWAY INC DEL | BRK-A | 3,425 | $1.1M | 1.02% |
| 27 | SELECT SECTOR SPDR TR | 81369Y506 | 12,629 | $1.0M | 1.01% |
| 28 | LOCKHEED MARTIN CORP | LMT | 2,200 | $1.0M | 1.01% |
| 29 | ABBVIE INC | ABBV | 6,100 | $972,157 | 0.94% |
| 30 | UBER TECHNOLOGIES INC | UBER | 1,050,000 | $923,769 | 0.89% |
| 31 | DIMENSIONAL ETF TRUST | 25434V609 | 20,303 | $903,484 | 0.87% |
| 32 | ONEOK INC NEW | OKE | 13,920 | $884,477 | 0.86% |
| 33 | VISA INC | V | 3,885 | $875,912 | 0.85% |
| 34 | BLACKSTONE SECD LENDING FD | BX | 35,000 | $872,550 | 0.84% |
| 35 | DIMENSIONAL ETF TRUST | 25434V500 | 16,131 | $850,104 | 0.82% |
| 36 | DIMENSIONAL ETF TRUST | 25434V807 | 25,105 | $809,134 | 0.78% |
| 37 | KKR & CO INC | KKRT | 14,200 | $745,784 | 0.72% |
| 38 | VANGUARD WORLD FDS | 92204A504 | 3,116 | $743,041 | 0.72% |
| 39 | PEPSICO INC | PEP | 3,924 | $715,345 | 0.69% |
| 40 | PLAINS ALL AMERN PIPELINE L P | 726503105 | 52,600 | $655,922 | 0.63% |
| 41 | BILL HOLDINGS INC | BILL | 800,000 | $621,600 | 0.60% |
| 42 | BROOKFIELD CORP | 11271J107 | 19,000 | $619,210 | 0.60% |
| 43 | J P MORGAN EXCHANGE TRADED F | 46641Q332 | 10,950 | $597,870 | 0.58% |
| 44 | APOLLO GLOBAL MGMT INC | 03769M106 | 9,100 | $574,756 | 0.56% |
| 45 | BLOCK INC | BSQKZ | 750,000 | $573,750 | 0.55% |
| 46 | INVESCO EXCHANGE TRADED FD T | IVZ | 3,939 | $569,658 | 0.55% |
| 47 | DRAFTKINGS INC NEW | DKNG | 800,000 | $553,600 | 0.54% |
| 48 | TC ENERGY CORP | TRPRF | 13,965 | $543,378 | 0.53% |
| 49 | ELEVANCE HEALTH INC COM | ELV | 1,050 | $482,801 | 0.47% |
| 50 | CSX CORP | CSX | 16,100 | $482,034 | 0.47% |
| 51 | PROCTER AND GAMBLE CO COM | 742718109 | 3,200 | $475,808 | 0.46% |
| 52 | CITIGROUP INC | C-PR | 9,650 | $452,489 | 0.44% |
| 53 | VANGUARD INDEX FDS | 922908629 | 2,125 | $448,205 | 0.43% |
| 54 | CHEVRON CORP NEW | CVX | 2,700 | $440,532 | 0.43% |
| 55 | DISNEY WALT CO | 254687106 | 4,370 | $437,568 | 0.42% |
| 56 | BANK AMERICA CORP | 060505104 | 15,200 | $434,720 | 0.42% |
| 57 | BROOKFIELD INFRAST PARTNERS LP | G16252101 | 11,500 | $388,355 | 0.38% |
| 58 | MARATHON DIGITAL HOLDINGS INC | MARA | 1,000,000 | $378,150 | 0.37% |
| 59 | VANGUARD REAL ESTATE ETF | 922908553 | 4,375 | $363,300 | 0.35% |
| 60 | SHOPIFY INC | SHOP | 410,000 | $360,390 | 0.35% |
| 61 | INVESCO QQQ TRUST | IVZ | 1,120 | $359,442 | 0.35% |
| 62 | ISHARES TR | 464287507 | 1,400 | $350,224 | 0.34% |
| 63 | VANGUARD INDEX FDS | 922908751 | 1,750 | $331,730 | 0.32% |
| 64 | ENLINK MIDSTREAM LLC | 29336T100 | 30,550 | $331,162 | 0.32% |
| 65 | VANGUARD EXTENDED MARKET ETF | 922908652 | 2,252 | $315,730 | 0.31% |
| 66 | CABLE ONE INC | CABO | 400,000 | $315,600 | 0.31% |
| 67 | CHENIERE ENERGY INC | LNG | 1,890 | $297,864 | 0.29% |
| 68 | VANGUARD WORLD FDS | 92204A876 | 1,933 | $285,156 | 0.28% |
| 69 | PHILLIPS 66 | PSX | 2,787 | $282,546 | 0.27% |
| 70 | ABBOTT LABS | ABLZF | 2,650 | $268,339 | 0.26% |
| 71 | COUPANG INC | CPNG | 15,900 | $254,400 | 0.25% |
| 72 | ISHARES TR | 464287523 | 561 | $249,460 | 0.24% |
| 73 | ETSY INC | ETSY | 300,000 | $247,596 | 0.24% |
| 74 | META PLATFORMS INC | META | 1,100 | $233,134 | 0.23% |
| 75 | PEMBINA PIPELINE CORP | PPLOF | 7,000 | $226,800 | 0.22% |
| 76 | AT&T INC | T-PC | 10,400 | $200,200 | 0.19% |
| 77 | NUSTAR ENERGY LP | NU | 12,200 | $190,808 | 0.18% |
| 78 | CHEGG INC | CHGG | 200,000 | $175,000 | 0.17% |
| 79 | SFL CORPORATION LTD | SFL | 100,000 | $99,161 | 0.10% |