13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q1 2024 · Filed May 13, 2024 · Accession 0001013594-24-000469
Total Value
$106.0M
Positions
70
Other Managers
0
Confidential Omitted
No
Holdings (70)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | VANGUARD S&P 500 ETF | 922908363 | 45,040 | $21.7M | 20.43% |
| 2 | SPDR S&P 500 ETF TRUST | SPY | 33,602 | $17.6M | 16.59% |
| 3 | VANGUARD TOTAL STOCK MARKET ETF | 922908769 | 37,900 | $9.9M | 9.30% |
| 4 | INVESCO S&P 500 EQUAL WEIGHT ETF | IVZ | 54,733 | $9.3M | 8.75% |
| 5 | SPDR GOLD SHARES | GLD | 19,915 | $4.1M | 3.87% |
| 6 | ENERGY TRANSFER L P COM UT LTD PTN | ET-PI | 188,500 | $3.0M | 2.80% |
| 7 | MPLX LP COM UNIT REP LTD | MPLXP | 69,600 | $2.9M | 2.73% |
| 8 | ONEOK INC NEW COM | OKE | 28,842 | $2.3M | 2.18% |
| 9 | VANGUARD SHORT-TERM TREASURY ETF | 92206C102 | 39,725 | $2.3M | 2.18% |
| 10 | ENTERPRISE PRODS PARTNERS L P COM | 293792107 | 69,077 | $2.0M | 1.90% |
| 11 | DIMENSIONAL US MARKETWIDE VALUE ETF | 25434V724 | 48,610 | $2.0M | 1.88% |
| 12 | WHITEHORSE FIN INC COM | WHFCL | 122,138 | $1.5M | 1.43% |
| 13 | ISHARES MSCI INDIA SMALL CAP ETF | 46429B614 | 20,840 | $1.5M | 1.38% |
| 14 | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | WES | 41,150 | $1.5M | 1.38% |
| 15 | FRANKLIN FTSE INDIA ETF | FGDL | 38,750 | $1.4M | 1.35% |
| 16 | WISDOMTREE INDIA EARNINGS FUND | WT | 32,625 | $1.4M | 1.34% |
| 17 | WILLIAMS COS INC COM | 969457100 | 35,500 | $1.4M | 1.31% |
| 18 | FS KKR CAP CORP COM | FSK | 67,000 | $1.3M | 1.21% |
| 19 | ENERGY SELECT SECTOR SPDR FUND | 81369Y506 | 12,056 | $1.1M | 1.07% |
| 20 | DIMENSIONAL U.S. TARGETED VALUE ETF | 25434V609 | 20,303 | $1.1M | 1.04% |
| 21 | BLACKSTONE SECD LENDING FD COMMON STOCK | BX | 35,000 | $1.1M | 1.03% |
| 22 | MICROSOFT CORP COM | MSFT | 2,492 | $1.0M | 0.99% |
| 23 | DIMENSIONAL U.S. SMALL CAP ETF | 25434V500 | 16,131 | $1.0M | 0.95% |
| 24 | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | 726503105 | 50,500 | $886,780 | 0.84% |
| 25 | ALPHABET INC CAP STK CL A | GOOG | 5,152 | $777,591 | 0.73% |
| 26 | GLOBAL X URANIUM ETF | 37954Y871 | 25,650 | $739,490 | 0.70% |
| 27 | INVESCO QQQ TRUST SERIES I | IVZ | 1,602 | $711,304 | 0.67% |
| 28 | DRAFTKINGS INC NEW 0 03/15/2028 | DKNG | 800,000 | $690,000 | 0.65% |
| 29 | BILL HOLDINGS INC 0 04/01/2027 | BILL | 800,000 | $684,000 | 0.65% |
| 30 | BLOCK INC 0.25 11/01/2027 | BSQKZ | 750,000 | $625,125 | 0.59% |
| 31 | TARGA RES CORP COM | TRGP | 4,900 | $548,751 | 0.52% |
| 32 | TC ENERGY CORP COM | TRPRF | 13,370 | $537,474 | 0.51% |
| 33 | VANGUARD MID-CAP ETF | 922908629 | 2,125 | $530,953 | 0.50% |
| 34 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | 09257WAE0 | 575,000 | $516,063 | 0.49% |
| 35 | CHENIERE ENERGY INC COM NEW | LNG | 3,100 | $499,968 | 0.47% |
| 36 | HESS MIDSTREAM LP CL A SHS | HESM | 13,500 | $487,755 | 0.46% |
| 37 | AMAZON COM INC COM | AMZN | 2,336 | $421,368 | 0.40% |
| 38 | VANGUARD EXTENDED MARKET ETF | 922908652 | 2,252 | $394,708 | 0.37% |
| 39 | APPLE INC COM | AAPL | 1,853 | $317,752 | 0.30% |
| 40 | VANGUARD UTILITIES ETF | 92204A876 | 2,210 | $315,102 | 0.30% |
| 41 | ISHARES SEMICONDUCTOR ETF | 464287523 | 1,347 | $304,314 | 0.29% |
| 42 | JPMORGAN CHASE & CO COM | VYLD | 1,451 | $290,635 | 0.27% |
| 43 | NUSTAR ENERGY LP UNIT COM | NU | 12,200 | $283,894 | 0.27% |
| 44 | VANGUARD HEALTH CARE ETF | 92204A504 | 966 | $261,322 | 0.25% |
| 45 | ETSY INC 0.25 06/15/2028 | ETSY | 300,000 | $236,250 | 0.22% |
| 46 | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | 46434G764 | 4,000 | $230,280 | 0.22% |
| 47 | PEMBINA PIPELINE CORP COM | PPLOF | 5,001 | $176,735 | 0.17% |
| 48 | DISNEY WALT CO COM | 254687106 | 1,313 | $160,659 | 0.15% |
| 49 | HF SINCLAIR CORP COM | DINO | 2,646 | $159,739 | 0.15% |
| 50 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | 29336T100 | 10,000 | $136,400 | 0.13% |
| 51 | CISCO SYS INC COM | CSCO | 2,718 | $135,655 | 0.13% |
| 52 | GENERAL MLS INC COM | 370334104 | 1,871 | $130,914 | 0.12% |
| 53 | DUPONT DE NEMOURS INC COM | DD | 1,703 | $130,569 | 0.12% |
| 54 | WEYERHAEUSER CO MTN BE COM NEW | WY | 3,552 | $127,552 | 0.12% |
| 55 | INVESCO PREFERRED ETF | IVZ | 10,319 | $122,590 | 0.12% |
| 56 | CONSOLIDATED EDISON INC COM | ED | 1,347 | $122,321 | 0.12% |
| 57 | CONAGRA BRANDS INC COM | CAG | 4,060 | $120,338 | 0.11% |
| 58 | PEPSICO INC COM | PEP | 674 | $117,957 | 0.11% |
| 59 | AMEREN CORP COM | AEE | 1,523 | $112,641 | 0.11% |
| 60 | PHILLIPS 66 COM | PSX | 612 | $99,964 | 0.09% |
| 61 | CANADIAN NAT RES LTD COM | 136385101 | 1,200 | $91,584 | 0.09% |
| 62 | SUNCOR ENERGY INC NEW COM | SU | 2,200 | $81,202 | 0.08% |
| 63 | ALTRIA GROUP INC COM | MO | 1,814 | $79,127 | 0.07% |
| 64 | PHILIP MORRIS INTL INC COM | 718172109 | 849 | $77,785 | 0.07% |
| 65 | DOW INC COM | DOW | 1,097 | $63,549 | 0.06% |
| 66 | BP PLC SPONSORED ADR | BPPFF | 1,500 | $56,520 | 0.05% |
| 67 | GOLUB CAP BDC INC COM | 38173M102 | 3,300 | $54,879 | 0.05% |
| 68 | VANECK MORNINGSTAR WIDE MOAT ETF | 92189F643 | 270 | $24,273 | 0.02% |
| 69 | ISHARES S&P 500 GROWTH ETF | 464287309 | 201 | $16,972 | 0.02% |
| 70 | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | 464286475 | 76 | $4,473 | 0.00% |