13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q4 2023 · Filed November 14, 2023 · Accession 0001013594-23-000917
Total Value
$90.3M
Positions
75
Other Managers
0
Confidential Omitted
No
Holdings (75)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | VANGUARD S&P 500 ETF | 922908363 | 52,950 | $20.8M | 23.02% |
| 2 | SPDR S&P 500 ETF TRUST | SPY | 36,062 | $15.4M | 17.06% |
| 3 | VANGUARD TOTAL STOCK MARKET ETF | 922908769 | 37,812 | $8.0M | 8.89% |
| 4 | SPDR GOLD SHARES | GLD | 17,635 | $3.0M | 3.35% |
| 5 | ENERGY TRANSFER L P COM UT LTD PTN | ET-PI | 188,500 | $2.6M | 2.93% |
| 6 | APPLE INC COM | AAPL | 15,360 | $2.6M | 2.91% |
| 7 | MICROSOFT CORP COM | MSFT | 8,186 | $2.6M | 2.86% |
| 8 | MPLX LP COM UNIT REP LTD | MPLXP | 66,950 | $2.4M | 2.64% |
| 9 | ONEOK INC NEW COM | OKE | 32,927 | $2.1M | 2.31% |
| 10 | ENTERPRISE PRODS PARTNERS L P COM | 293792107 | 69,077 | $1.9M | 2.09% |
| 11 | ALPHABET INC CAP STK CL A | GOOG | 12,823 | $1.7M | 1.86% |
| 12 | DIMENSIONAL US MARKETWIDE VALUE ETF | 25434V724 | 48,610 | $1.7M | 1.83% |
| 13 | WHITEHORSE FIN INC COM | WHFCL | 122,138 | $1.6M | 1.73% |
| 14 | VANGUARD SHORT-TERM TREASURY ETF | 92206C102 | 25,014 | $1.4M | 1.59% |
| 15 | FS KKR CAP CORP COM | FSK | 67,000 | $1.3M | 1.46% |
| 16 | WILLIAMS COS INC COM | 969457100 | 35,500 | $1.2M | 1.32% |
| 17 | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | WES | 41,150 | $1.1M | 1.24% |
| 18 | UBER TECHNOLOGIES INC 12/15/2025 | UBER | 1,050,000 | $979,566 | 1.08% |
| 19 | BLACKSTONE SECD LENDING FD COMMON STOCK | BX | 35,000 | $957,600 | 1.06% |
| 20 | DIMENSIONAL U.S. TARGETED VALUE ETF | 25434V609 | 20,303 | $927,644 | 1.03% |
| 21 | DIMENSIONAL U.S. SMALL CAP ETF | 25434V500 | 16,131 | $846,716 | 0.94% |
| 22 | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | 726503105 | 50,500 | $773,660 | 0.86% |
| 23 | INVESCO S&P 500 EQUAL WEIGHT ETF | IVZ | 5,100 | $722,619 | 0.80% |
| 24 | EXXON MOBIL CORP COM | XOM | 6,074 | $714,181 | 0.79% |
| 25 | CLOUDFLARE INC 08/15/2026 | NET | 800,000 | $680,000 | 0.75% |
| 26 | BILL HOLDINGS INC 04/01/2027 | BILL | 800,000 | $647,504 | 0.72% |
| 27 | WISDOMTREE INDIA EARNINGS FUND | WT | 16,850 | $619,406 | 0.69% |
| 28 | DRAFTKINGS INC NEW 03/15/2028 | DKNG | 800,000 | $605,200 | 0.67% |
| 29 | WISDOMTREE JAPAN HEDGED EQUITY FUND | WT | 6,600 | $582,450 | 0.64% |
| 30 | ACTIVISION BLIZZARD INC COM | 00507V109 | 6,184 | $579,008 | 0.64% |
| 31 | BLOCK INC 0.25 11/01/2027 | BSQKZ | 750,000 | $562,965 | 0.62% |
| 32 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | 09257WAE0 | 575,000 | $511,394 | 0.57% |
| 33 | INVESCO QQQ TRUST SERIES I | IVZ | 1,350 | $483,665 | 0.54% |
| 34 | TC ENERGY CORP COM | TRPRF | 13,370 | $460,062 | 0.51% |
| 35 | VANGUARD MID-CAP ETF | 922908629 | 2,125 | $442,510 | 0.49% |
| 36 | ENERGY SELECT SECTOR SPDR FUND | 81369Y506 | 4,511 | $407,749 | 0.45% |
| 37 | SHOPIFY INC 0.125 11/01/2025 | SHOP | 410,000 | $365,515 | 0.40% |
| 38 | VANGUARD EXTENDED MARKET ETF | 922908652 | 2,252 | $322,779 | 0.36% |
| 39 | PHILLIPS 66 COM | PSX | 2,612 | $313,832 | 0.35% |
| 40 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | 29336T100 | 25,000 | $305,500 | 0.34% |
| 41 | CHENIERE ENERGY INC COM NEW | LNG | 1,825 | $302,877 | 0.34% |
| 42 | TARGA RES CORP COM | TRGP | 3,500 | $300,020 | 0.33% |
| 43 | AMAZON COM INC COM | AMZN | 2,336 | $296,952 | 0.33% |
| 44 | VANGUARD UTILITIES ETF | 92204A876 | 2,210 | $281,863 | 0.31% |
| 45 | ISHARES SEMICONDUCTOR ETF | 464287523 | 561 | $265,718 | 0.29% |
| 46 | VANGUARD HEALTH CARE ETF | 92204A504 | 966 | $227,107 | 0.25% |
| 47 | ETSY INC 0.25 06/15/2028 | ETSY | 300,000 | $226,650 | 0.25% |
| 48 | NUSTAR ENERGY LP UNIT COM | NU | 12,200 | $212,768 | 0.24% |
| 49 | JPMORGAN CHASE & CO COM | VYLD | 1,451 | $210,424 | 0.23% |
| 50 | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | 46434G764 | 4,000 | $199,320 | 0.22% |
| 51 | ISHARES MSCI JAPAN SMALL-CAP ETF | 464286582 | 2,900 | $197,070 | 0.22% |
| 52 | ISHARES MSCI JAPAN ETF | 46434G822 | 3,200 | $192,928 | 0.21% |
| 53 | HESS MIDSTREAM LP CL A SHS | HESM | 6,500 | $189,345 | 0.21% |
| 54 | HOLLY ENERGY PARTNERS L P COM UT LTD PTN | 435763107 | 8,400 | $184,464 | 0.20% |
| 55 | ALTRIA GROUP INC COM | MO | 3,730 | $156,847 | 0.17% |
| 56 | PEMBINA PIPELINE CORP COM | PPLOF | 5,001 | $150,330 | 0.17% |
| 57 | CISCO SYS INC COM | CSCO | 2,718 | $146,120 | 0.16% |
| 58 | DUPONT DE NEMOURS INC COM | DD | 1,703 | $127,027 | 0.14% |
| 59 | GENERAL MLS INC COM | 370334104 | 1,871 | $119,725 | 0.13% |
| 60 | CONSOLIDATED EDISON INC COM | ED | 1,347 | $115,209 | 0.13% |
| 61 | ISHARES PREFERRED & INCOME SECURITIES ETF | 464288687 | 3,800 | $114,570 | 0.13% |
| 62 | PEPSICO INC COM | PEP | 674 | $114,203 | 0.13% |
| 63 | AMEREN CORP COM | AEE | 1,523 | $113,966 | 0.13% |
| 64 | CONAGRA BRANDS INC COM | CAG | 4,060 | $111,325 | 0.12% |
| 65 | WEYERHAEUSER CO MTN BE COM NEW | WY | 3,552 | $108,904 | 0.12% |
| 66 | CANADIAN NAT RES LTD COM | 136385101 | 1,200 | $77,604 | 0.09% |
| 67 | SUNCOR ENERGY INC NEW COM | SU | 2,200 | $75,636 | 0.08% |
| 68 | BP PLC SPONSORED ADR | BPPFF | 1,500 | $58,080 | 0.06% |
| 69 | DOW INC COM | DOW | 1,097 | $56,561 | 0.06% |
| 70 | ISHARES TIPS BOND ETF | 464287176 | 524 | $54,349 | 0.06% |
| 71 | GOLUB CAP BDC INC COM | 38173M102 | 3,300 | $48,411 | 0.05% |
| 72 | VANECK MORNINGSTAR WIDE MOAT ETF | 92189F643 | 270 | $20,477 | 0.02% |
| 73 | ISHARES S&P 500 GROWTH ETF | 464287309 | 268 | $18,337 | 0.02% |
| 74 | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | 464286475 | 76 | $4,150 | 0.00% |
| 75 | KRAFT HEINZ CO COM | KHC | 0 | $0 | 0.00% |