13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q3 2023 · Filed August 14, 2023 · Accession 0001013594-23-000668
Total Value
$90.4M
Positions
89
Other Managers
0
Confidential Omitted
No
Holdings (89)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | VANGUARD INDEX FDS | 922908363 | 52,160 | $21.2M | 23.50% |
| 2 | SPDR S&P 500 ETF TR | SPY | 34,578 | $15.3M | 16.96% |
| 3 | VANGUARD INDEX FDS | 922908769 | 34,768 | $7.7M | 8.47% |
| 4 | APPLE INC | AAPL | 15,360 | $3.0M | 3.30% |
| 5 | SPDR GOLD TR | GLD | 16,570 | $3.0M | 3.27% |
| 6 | MICROSOFT CORP | MSFT | 8,012 | $2.7M | 3.02% |
| 7 | ENERGY TRANSFER L P | ET-PI | 182,500 | $2.3M | 2.56% |
| 8 | MPLX LP | MPLXP | 66,950 | $2.3M | 2.51% |
| 9 | MAGELLAN MIDSTREAM PRTNRS LP | 559080106 | 33,885 | $2.1M | 2.34% |
| 10 | ENTERPRISE PRODS PARTNERS L | 293792107 | 69,077 | $1.8M | 2.01% |
| 11 | DIMENSIONAL ETF TRUST | 25434V724 | 48,610 | $1.7M | 1.86% |
| 12 | WHITEHORSE FIN INC | WHFCL | 122,138 | $1.6M | 1.73% |
| 13 | BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | 1,775,000 | $1.5M | 1.68% |
| 14 | ALPHABET INC | GOOG | 12,025 | $1.4M | 1.59% |
| 15 | FS KKR CAP CORP | FSK | 67,000 | $1.3M | 1.42% |
| 16 | VANGUARD SCOTTSDALE FDS | 92206C102 | 21,652 | $1.2M | 1.38% |
| 17 | WILLIAMS COS INC | 969457100 | 35,500 | $1.2M | 1.28% |
| 18 | WESTERN MIDSTREAM PARTNERS L | WES | 41,150 | $1.1M | 1.21% |
| 19 | UBER TECHNOLOGIES INC | UBER | 1,050,000 | $957,632 | 1.06% |
| 20 | BLACKSTONE SECD LENDING FD | BX | 35,000 | $957,600 | 1.06% |
| 21 | DIMENSIONAL ETF TRUST | 25434V609 | 20,303 | $941,856 | 1.04% |
| 22 | DIMENSIONAL ETF TRUST | 25434V500 | 16,131 | $883,979 | 0.98% |
| 23 | ACTIVISION BLIZZARD INC | 00507V109 | 8,684 | $732,061 | 0.81% |
| 24 | PLAINS ALL AMERN PIPELINE L | 726503105 | 50,500 | $712,050 | 0.79% |
| 25 | CLOUDFLARE INC | NET | 800,000 | $678,800 | 0.75% |
| 26 | BILL HOLDINGS INC | BILL | 800,000 | $656,000 | 0.73% |
| 27 | EXXON MOBIL CORP | XOM | 6,074 | $651,437 | 0.72% |
| 28 | ONEOK INC NEW | OKE | 10,327 | $637,382 | 0.71% |
| 29 | INVESCO EXCHANGE TRADED FD T | IVZ | 4,082 | $610,830 | 0.68% |
| 30 | DRAFTKINGS INC NEW | DKNG | 800,000 | $596,800 | 0.66% |
| 31 | BLOCK INC | BSQKZ | 750,000 | $575,160 | 0.64% |
| 32 | MARATHON DIGITAL HOLDINGS IN | MARA | 1,000,000 | $542,560 | 0.60% |
| 33 | TC ENERGY CORP | TRPRF | 13,370 | $540,282 | 0.60% |
| 34 | VANGUARD INDEX FDS | 922908629 | 2,125 | $467,840 | 0.52% |
| 35 | SHOPIFY INC | SHOP | 410,000 | $371,460 | 0.41% |
| 36 | SELECT SECTOR SPDR TR | 81369Y506 | 4,511 | $366,158 | 0.41% |
| 37 | VANGUARD INDEX FDS | 922908652 | 2,252 | $335,165 | 0.37% |
| 38 | CABLE ONE INC | CABO | 400,000 | $327,000 | 0.36% |
| 39 | WISDOMTREE TR | WT | 3,765 | $313,436 | 0.35% |
| 40 | AMAZON COM INC | AMZN | 2,336 | $304,521 | 0.34% |
| 41 | ISHARES TR | 464287523 | 561 | $284,573 | 0.31% |
| 42 | CHENIERE ENERGY INC | LNG | 1,825 | $278,057 | 0.31% |
| 43 | VANGUARD WORLD FDS | 92204A876 | 1,933 | $274,815 | 0.30% |
| 44 | ENLINK MIDSTREAM LLC | 29336T100 | 25,000 | $265,000 | 0.29% |
| 45 | PHILLIPS 66 | PSX | 2,612 | $249,133 | 0.28% |
| 46 | VANGUARD WORLD FDS | 92204A504 | 966 | $236,496 | 0.26% |
| 47 | ETSY INC | ETSY | 300,000 | $231,000 | 0.26% |
| 48 | JPMORGAN CHASE & CO | VYLD | 1,451 | $211,033 | 0.23% |
| 49 | ISHARES TR | 464288778 | 6,200 | $209,870 | 0.23% |
| 50 | NUSTAR ENERGY LP | NU | 12,200 | $209,108 | 0.23% |
| 51 | TARGA RES CORP | TRGP | 2,650 | $201,665 | 0.22% |
| 52 | ALTRIA GROUP INC | MO | 3,831 | $173,544 | 0.19% |
| 53 | PEMBINA PIPELINE CORP | PPLOF | 5,001 | $157,231 | 0.17% |
| 54 | WISDOMTREE TR | WT | 4,500 | $156,600 | 0.17% |
| 55 | HOLLY ENERGY PARTNERS L P | 435763107 | 8,400 | $155,400 | 0.17% |
| 56 | GENERAL MLS INC | 370334104 | 1,700 | $130,390 | 0.14% |
| 57 | PEPSICO INC | PEP | 674 | $124,838 | 0.14% |
| 58 | DUPONT DE NEMOURS INC | DD | 1,703 | $121,662 | 0.13% |
| 59 | ISHARES TR | 464288687 | 3,567 | $110,327 | 0.12% |
| 60 | CISCO SYS INC | CSCO | 2,018 | $104,411 | 0.12% |
| 61 | CONAGRA BRANDS INC | CAG | 2,793 | $94,180 | 0.10% |
| 62 | CONSOLIDATED EDISON INC | ED | 1,014 | $91,666 | 0.10% |
| 63 | WEYERHAEUSER CO MTN BE | WY | 2,528 | $84,713 | 0.09% |
| 64 | AMEREN CORP | AEE | 866 | $70,726 | 0.08% |
| 65 | CANADIAN NAT RES LTD | 136385101 | 1,200 | $67,512 | 0.07% |
| 66 | SUNCOR ENERGY INC NEW | SU | 2,200 | $64,504 | 0.07% |
| 67 | VANGUARD INTL EQUITY INDEX F | 922042775 | 1,103 | $60,014 | 0.07% |
| 68 | DOW INC | DOW | 1,097 | $58,426 | 0.06% |
| 69 | ISHARES INC | 464287176 | 524 | $56,393 | 0.06% |
| 70 | BP PLC | BPPFF | 1,500 | $52,935 | 0.06% |
| 71 | ISHARES INC | 464286582 | 725 | $49,573 | 0.05% |
| 72 | ISHARES INC | 46434G822 | 800 | $49,520 | 0.05% |
| 73 | GOLUB CAP BDC INC | 38173M102 | 3,300 | $44,550 | 0.05% |
| 74 | VANECK ETF TRUST | 92189F643 | 270 | $21,543 | 0.02% |
| 75 | ISHARES TR | 464287309 | 268 | $18,889 | 0.02% |
| 76 | SCHWAB STRATEGIC TR | 808524508 | 127 | $9,021 | 0.01% |
| 77 | PHILIP MORRIS INTL INC | 718172109 | 90 | $8,786 | 0.01% |
| 78 | SPDR SER TR | 78468R853 | 157 | $6,098 | 0.01% |
| 79 | ISHARES TR | 464288414 | 57 | $6,084 | 0.01% |
| 80 | SCHWAB STRATEGIC TR | 808524805 | 163 | $5,811 | 0.01% |
| 81 | ISHARES INC | 464286475 | 76 | $4,072 | 0.00% |
| 82 | INDEXIQ ETF TR | 45409B107 | 132 | $3,938 | 0.00% |
| 83 | SPDR INDEX SHS FDS | 78463X301 | 37 | $3,669 | 0.00% |
| 84 | MONDELEZ INTL INC | 609207105 | 45 | $3,282 | 0.00% |
| 85 | JANUS DETROIT STR TR | 47103U886 | 62 | $2,963 | 0.00% |
| 86 | INDEXIQ ETF TR | 45409B800 | 60 | $1,872 | 0.00% |
| 87 | ISHARES TR | 464288877 | 37 | $1,811 | 0.00% |
| 88 | VANGUARD INDEX FDS | 922908744 | 11 | $1,563 | 0.00% |
| 89 | KRAFT HEINZ CO | KHC | 17 | $604 | 0.00% |