13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2023-03-31, filed 2023-05-15, with 79 holding rows worth $103,428,647.
- Accession
- 0001013594-23-000477
- Filer
- CIK 1287978
- Filed
- 2023-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2023
A holdings report, 79 entries on the cover page, a total value of $103,428,647 stated on the cover page (in dollars after the unit check, H1), rows summing to $103,428,649 with VALUE read as dollars as filed, 13F file number 028-10896. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Vanguard S&P 500 ETF | 922908363 | COM | 53,842 | $20,248,361 | dollars as filed | |
| SPY | 78462F103 | SHS | 23,103 | $9,458,137 | dollars as filed | |
| VTI | 922908769 | COM | 39,465 | $8,054,807 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 27,375 | $2,839,609 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 14,620 | $2,678,676 | dollars as filed | |
| Apple Inc | 037833100 | COM | 15,880 | $2,618,612 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 8,297 | $2,392,025 | dollars as filed | |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 69,150 | $2,382,218 | dollars as filed | |
| ENERGY TRANSFER L P | 29273V100 | COM UT LTD PTN | 173,550 | $2,164,169 | dollars as filed | |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 35,435 | $1,922,703 | dollars as filed | |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 71,377 | $1,848,664 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V724 | US MKTWIDE VALUE | 48,610 | $1,627,463 | dollars as filed | |
| Vanguard Short-Term Treasury ETF | 92206C102 | SHS | 27,727 | $1,623,139 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 4,415 | $1,604,455 | dollars as filed | |
| WHITEHORSE FINANCE INC | 96524V106 | COM | 122,138 | $1,529,168 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 1,800,000 | $1,520,100 | dollars as filed | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 1,775,000 | $1,403,368 | dollars as filed | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 20,475 | $1,385,953 | dollars as filed | |
| OAKTREE SPECIALTY LENDING | 67401P405 | COM | 70,421 | $1,321,802 | dollars as filed | |
| FS KKR CAP CORP | 302635206 | COM | 67,000 | $1,239,500 | dollars as filed | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 13,684 | $1,171,214 | dollars as filed | |
| WESTERN MIDSTREAM PARTNERS L | 958669103 | COM UNIT LP INT | 43,200 | $1,139,184 | dollars as filed | |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 4,324 | $1,128,867 | dollars as filed | |
| VANGUARD WORLD FD | 92204A405 | FINANCIALS ETF | 14,300 | $1,113,827 | dollars as filed | |
| WILLIAMS COS INC COM | 969457100 | Stock | 37,000 | $1,104,820 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 3,425 | $1,057,537 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 12,629 | $1,046,060 | dollars as filed | |
| Lockheed Martin Corporation | 539830109 | COM | 2,200 | $1,040,006 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 6,100 | $972,157 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 1,050,000 | $923,769 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V609 | US TARGETED VLU | 20,303 | $903,484 | dollars as filed | |
| ONEOK INC NEW | 682680103 | COM | 13,920 | $884,477 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 3,885 | $875,912 | dollars as filed | |
| BLACKSTONE SECD LENDING FD | 09261X102 | COMMON STOCK | 35,000 | $872,550 | dollars as filed | |
| Dimensional US Small Cap ETF | 25434V500 | COM | 16,131 | $850,104 | dollars as filed | |
| Dimensional International Value ETF | 25434V807 | SHS | 25,105 | $809,134 | dollars as filed | |
| KKR & CO INC | 48251W104 | COM | 14,200 | $745,784 | dollars as filed | |
| VANGUARD HEALTH CARE ETF | 92204A504 | ETF | 3,116 | $743,041 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 3,924 | $715,345 | dollars as filed | |
| PLAINS ALL AMERN PIPELINE L | 726503105 | UNIT LTD PARTN | 52,600 | $655,922 | dollars as filed | |
| BILL HOLDINGS INC | 090043AD2 | NOTE 4/0 | 800,000 | $621,600 | dollars as filed | |
| BROOKFIELD CORP CL A LTD VT SH | 11271J107 | Stock | 19,000 | $619,210 | dollars as filed | |
| JPMORGAN EQUITY PREMIUM INCOME ETF | 46641Q332 | ETF | 10,950 | $597,870 | dollars as filed | |
| APOLLO GLOBAL MGMT INC COM | 03769M106 | Stock | 9,100 | $574,756 | dollars as filed | |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 750,000 | $573,750 | dollars as filed | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 3,939 | $569,658 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 800,000 | $553,600 | dollars as filed | |
| TC ENERGY CORP | 87807B107 | COM | 13,965 | $543,378 | dollars as filed | |
| Elevance Health, Inc. | 036752103 | COM | 1,050 | $482,801 | dollars as filed | |
| CSX Corporation | 126408103 | COM | 16,100 | $482,034 | dollars as filed | |
| Procter & Gamble Co | 742718109 | COM | 3,200 | $475,808 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 9,650 | $452,489 | dollars as filed | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 2,125 | $448,205 | dollars as filed | |
| Chevron Corporation | 166764100 | COM | 2,700 | $440,532 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 4,370 | $437,568 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 15,200 | $434,720 | dollars as filed | |
| BROOKFIELD INFRASTRUCTURE PA | G16252101 | LP INT UNIT | 11,500 | $388,355 | dollars as filed | |
| MARA HOLDINGS INC | 565788AB2 | NOTE 1.000%12/0 | 1,000,000 | $378,150 | dollars as filed | |
| Vanguard Real Estate | 922908553 | SHS | 4,375 | $363,300 | dollars as filed | |
| Shopify Inc | 82509LAA5 | Convertible bond | 410,000 | $360,390 | dollars as filed | |
| INVESCO QQQ TR | 46090E103 | COM | 1,120 | $359,442 | dollars as filed | |
| IJH | 464287507 | COM | 1,400 | $350,224 | dollars as filed | |
| Vanguard Small-Cap ETF | 922908751 | SHS | 1,750 | $331,730 | dollars as filed | |
| ENLINK MIDSTREAM LLC | 29336T100 | COM UNIT REP LTD | 30,550 | $331,162 | dollars as filed | |
| Vanguard Extended Market ETF | 922908652 | SHS | 2,252 | $315,730 | dollars as filed | |
| CABLE ONE INC | 12685JAE5 | NOTE 3/1 | 400,000 | $315,600 | dollars as filed | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 1,890 | $297,864 | dollars as filed | |
| Vanguard Utilities ETF | 92204A876 | SHS | 1,933 | $285,156 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 2,787 | $282,546 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 2,650 | $268,339 | dollars as filed | |
| COUPANG INC | 22266T109 | CL A | 15,900 | $254,400 | dollars as filed | |
| ISHARES TR | 464287523 | COM | 561 | $249,460 | dollars as filed | |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 300,000 | $247,596 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,100 | $233,134 | dollars as filed | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 7,000 | $226,800 | dollars as filed | |
| AT&T Inc | 00206R102 | COM | 10,400 | $200,200 | dollars as filed | |
| NUSTAR ENERGY LP | 67058H102 | UNIT COM | 12,200 | $190,808 | dollars as filed | |
| CHEGG INC | 163092AD1 | NOTE 0.125% 3/1 | 200,000 | $175,000 | dollars as filed | |
| SHIP FIN INTL LTD | 824689AG8 | NOTE 4.875% 5/0 | 100,000 | $99,161 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001013594-23-000477 | this filing | 2023-05-15 | acceptance time not in the bulk data set |