13F HOLDINGS REPORT
BASSO CAPITAL MANAGEMENT, L.P.
Quarter ended Q2 2024 · Filed August 14, 2024 · Accession 0001013594-24-000651
Total Value
$110.9M
Positions
75
Other Managers
0
Confidential Omitted
No
Holdings (75)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | VANGUARD S&P 500 ETF | 922908363 | 45,326 | $22.7M | 20.43% |
| 2 | SPDR S&P 500 ETF TRUST | SPY | 33,602 | $18.3M | 16.48% |
| 3 | VANGUARD TOTAL STOCK MARKET ETF | 922908769 | 37,905 | $10.1M | 9.14% |
| 4 | INVESCO S&P 500 EQUAL WEIGHT ETF | IVZ | 58,548 | $9.6M | 8.67% |
| 5 | SPDR GOLD SHARES | GLD | 18,735 | $4.0M | 3.63% |
| 6 | ENERGY TRANSFER L P COM UT LTD PTN | ET-PI | 188,500 | $3.1M | 2.76% |
| 7 | MPLX LP COM UNIT REP LTD | MPLXP | 71,000 | $3.0M | 2.73% |
| 8 | ONEOK INC NEW COM | OKE | 28,842 | $2.4M | 2.12% |
| 9 | VANGUARD SHORT-TERM TREASURY ETF | 92206C102 | 39,154 | $2.3M | 2.05% |
| 10 | ENTERPRISE PRODS PARTNERS L P COM | 293792107 | 69,077 | $2.0M | 1.80% |
| 11 | DIMENSIONAL US MARKETWIDE VALUE ETF | 25434V724 | 48,610 | $1.9M | 1.72% |
| 12 | ISHARES MSCI INDIA SMALL CAP ETF | 46429B614 | 20,840 | $1.7M | 1.52% |
| 13 | WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | WES | 41,150 | $1.6M | 1.47% |
| 14 | WISDOMTREE INDIA EARNINGS FUND | WT | 33,500 | $1.6M | 1.46% |
| 15 | FRANKLIN FTSE INDIA ETF | FGDL | 38,750 | $1.5M | 1.39% |
| 16 | WILLIAMS COS INC COM | 969457100 | 35,500 | $1.5M | 1.36% |
| 17 | WHITEHORSE FIN INC COM | WHFCL | 122,138 | $1.5M | 1.35% |
| 18 | FS KKR CAP CORP COM | FSK | 67,000 | $1.3M | 1.19% |
| 19 | MICROSOFT CORP COM | MSFT | 2,492 | $1.1M | 1.00% |
| 20 | ENERGY SELECT SECTOR SPDR FUND | 81369Y506 | 12,056 | $1.1M | 0.99% |
| 21 | DIMENSIONAL U.S. TARGETED VALUE ETF | 25434V609 | 20,303 | $1.1M | 0.95% |
| 22 | ALPHABET INC CAP STK CL A | GOOG | 5,152 | $938,437 | 0.85% |
| 23 | PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | 726503105 | 50,500 | $901,930 | 0.81% |
| 24 | SPDR EURO STOXX 50 ETF | 78463X202 | 16,500 | $825,495 | 0.74% |
| 25 | BLACKSTONE SECD LENDING FD COMMON STOCK | BX | 26,250 | $803,775 | 0.72% |
| 26 | GLOBAL X URANIUM ETF | 37954Y871 | 26,700 | $772,965 | 0.70% |
| 27 | INVESCO QQQ TRUST SERIES I | IVZ | 1,607 | $769,930 | 0.69% |
| 28 | GLOBAL X COPPER MINERS ETF | 37954Y830 | 16,600 | $748,826 | 0.67% |
| 29 | BILL HOLDINGS INC 0 04/01/2027 | BILL | 800,000 | $679,600 | 0.61% |
| 30 | DRAFTKINGS INC NEW 0 03/15/2028 | DKNG | 800,000 | $662,800 | 0.60% |
| 31 | TARGA RES CORP COM | TRGP | 4,900 | $631,022 | 0.57% |
| 32 | BLOCK INC 0.25 11/01/2027 | BSQKZ | 750,000 | $620,250 | 0.56% |
| 33 | CHENIERE ENERGY INC COM NEW | LNG | 3,200 | $559,456 | 0.50% |
| 34 | BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 | 09257WAE0 | 575,000 | $514,625 | 0.46% |
| 35 | VANGUARD MID-CAP ETF | 922908629 | 2,125 | $514,463 | 0.46% |
| 36 | TC ENERGY CORP COM | TRPRF | 13,370 | $506,723 | 0.46% |
| 37 | HESS MIDSTREAM LP CL A SHS | HESM | 13,500 | $491,940 | 0.44% |
| 38 | ISHARES BITCOIN TRUST REGISTERED | IBIT | 14,000 | $477,960 | 0.43% |
| 39 | DIMENSIONAL U.S. SMALL CAP ETF | 25434V500 | 7,545 | $453,304 | 0.41% |
| 40 | AMAZON COM INC COM | AMZN | 2,336 | $451,432 | 0.41% |
| 41 | VANGUARD EXTENDED MARKET ETF | 922908652 | 2,252 | $380,115 | 0.34% |
| 42 | ISHARES SEMICONDUCTOR ETF | 464287523 | 1,347 | $332,211 | 0.30% |
| 43 | VANGUARD UTILITIES ETF | 92204A876 | 2,210 | $326,903 | 0.29% |
| 44 | JPMORGAN CHASE & CO. COM | VYLD | 1,451 | $293,479 | 0.26% |
| 45 | FIDELITY WISE ORIGIN BITCOIN FUND | FBTC | 5,500 | $288,530 | 0.26% |
| 46 | SUNOCO LP/SUNOCO FIN CORP COM UT REP LP | SUN | 4,880 | $275,915 | 0.25% |
| 47 | VANGUARD HEALTH CARE ETF | 92204A504 | 966 | $256,956 | 0.23% |
| 48 | ISHARES MSCI EMERGING MARKETS EX CHINA ETF | 46434G764 | 4,000 | $236,800 | 0.21% |
| 49 | ETSY INC 0.25 06/15/2028 | ETSY | 300,000 | $235,932 | 0.21% |
| 50 | DISNEY WALT CO COM | 254687106 | 2,356 | $233,927 | 0.21% |
| 51 | PEMBINA PIPELINE CORP COM | PPLOF | 5,001 | $185,437 | 0.17% |
| 52 | ISHARES SILVER TRUST | SLV | 6,000 | $159,420 | 0.14% |
| 53 | HF SINCLAIR CORP COM | DINO | 2,646 | $141,138 | 0.13% |
| 54 | ENLINK MIDSTREAM LLC COM UNIT REP LTD | 29336T100 | 10,000 | $137,600 | 0.12% |
| 55 | DUPONT DE NEMOURS INC COM | DD | 1,703 | $137,074 | 0.12% |
| 56 | ISHARES U.S. HOME CONSTRUCTION ETF | 464288752 | 1,296 | $130,974 | 0.12% |
| 57 | CONSOLIDATED EDISON INC COM | ED | 1,347 | $120,449 | 0.11% |
| 58 | INVESCO PREFERRED ETF | IVZ | 10,319 | $119,184 | 0.11% |
| 59 | GENERAL MLS INC COM | 370334104 | 1,871 | $118,359 | 0.11% |
| 60 | CONAGRA BRANDS INC COM | CAG | 4,060 | $115,385 | 0.10% |
| 61 | PEPSICO INC COM | PEP | 674 | $111,163 | 0.10% |
| 62 | AMEREN CORP COM | AEE | 1,523 | $108,301 | 0.10% |
| 63 | WEYERHAEUSER CO MTN BE COM NEW | WY | 3,552 | $100,841 | 0.09% |
| 64 | PHILLIPS 66 COM | PSX | 612 | $86,396 | 0.08% |
| 65 | PHILIP MORRIS INTL INC COM | 718172109 | 849 | $86,029 | 0.08% |
| 66 | CANADIAN NAT RES LTD COM | 136385101 | 2,400 | $85,440 | 0.08% |
| 67 | SUNCOR ENERGY INC NEW COM | SU | 2,200 | $83,820 | 0.08% |
| 68 | ALTRIA GROUP INC COM | MO | 1,814 | $82,628 | 0.07% |
| 69 | DOW INC COM | DOW | 1,097 | $58,196 | 0.05% |
| 70 | BP PLC SPONSORED ADR | BPPFF | 1,500 | $54,150 | 0.05% |
| 71 | GOLUB CAP BDC INC COM | 38173M102 | 3,300 | $51,843 | 0.05% |
| 72 | VANECK MORNINGSTAR WIDE MOAT ETF | 92189F643 | 270 | $23,385 | 0.02% |
| 73 | ISHARES S&P 500 GROWTH ETF | 464287309 | 201 | $18,601 | 0.02% |
| 74 | INVESCO NASDAQ 100 ETF | IVZ | 45 | $8,870 | 0.01% |
| 75 | ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | 464286475 | 76 | $4,645 | 0.00% |