13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.
BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2023-06-30, filed 2023-08-14, with 89 holding rows worth $90,388,367.
- Accession
- 0001013594-23-000668
- Filer
- CIK 1287978
- Filed
- 2023-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2023
A holdings report, 89 entries on the cover page, a total value of $90,388,367 stated on the cover page (in dollars after the unit check, H1), rows summing to $90,388,367 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 | 52,160 | $21,243,725 | dollars as filed | |
| SPY | 78462F103 | SHS | 34,578 | $15,327,736 | dollars as filed | |
| VTI | 922908769 | COM | 34,768 | $7,658,695 | dollars as filed | |
| Apple Inc | 037833100 | COM | 15,360 | $2,979,379 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 16,570 | $2,953,934 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 8,012 | $2,728,406 | dollars as filed | |
| ENERGY TRANSFER L P | 29273V100 | COM UT LTD PTN | 182,500 | $2,317,750 | dollars as filed | |
| MPLX LP | 55336V100 | COM UNIT REP LTD | 66,950 | $2,272,283 | dollars as filed | |
| MAGELLAN MIDSTREAM PARTNERS, L | 559080106 | COM UNIT RP LP | 33,885 | $2,111,713 | dollars as filed | |
| ENTERPRISE PRODS PARTNERS L | 293792107 | COM | 69,077 | $1,820,179 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V724 | US MKTWIDE VALUE | 48,610 | $1,677,045 | dollars as filed | |
| WHITEHORSE FINANCE INC | 96524V106 | COM | 122,138 | $1,567,031 | dollars as filed | |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAE0 | NOTE 5.500% 3/1 | 1,775,000 | $1,516,525 | dollars as filed | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 12,025 | $1,439,393 | dollars as filed | |
| FS KKR CAP CORP | 302635206 | COM | 67,000 | $1,285,060 | dollars as filed | |
| Vanguard Short-Term Treasury ETF | 92206C102 | SHS | 21,652 | $1,249,970 | dollars as filed | |
| WILLIAMS COS INC COM | 969457100 | Stock | 35,500 | $1,158,365 | dollars as filed | |
| WESTERN MIDSTREAM PARTNERS L | 958669103 | COM UNIT LP INT | 41,150 | $1,091,298 | dollars as filed | |
| UBER TECHNOLOGIES INC | 90353TAJ9 | NOTE 12/1 | 1,050,000 | $957,632 | dollars as filed | |
| BLACKSTONE SECD LENDING FD | 09261X102 | COMMON STOCK | 35,000 | $957,600 | dollars as filed | |
| DIMENSIONAL ETF TRUST | 25434V609 | US TARGETED VLU | 20,303 | $941,856 | dollars as filed | |
| Dimensional US Small Cap ETF | 25434V500 | COM | 16,131 | $883,979 | dollars as filed | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 8,684 | $732,061 | dollars as filed | |
| PLAINS ALL AMERN PIPELINE L | 726503105 | UNIT LTD PARTN | 50,500 | $712,050 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 800,000 | $678,800 | dollars as filed | |
| BILL HOLDINGS INC | 090043AD2 | NOTE 4/0 | 800,000 | $656,000 | dollars as filed | |
| EXXON MOBIL CORP | 30231G102 | COM | 6,074 | $651,437 | dollars as filed | |
| ONEOK INC NEW | 682680103 | COM | 10,327 | $637,382 | dollars as filed | |
| INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF | 46137V357 | COM | 4,082 | $610,830 | dollars as filed | |
| DRAFTKINGS INC NEW | 26142RAB0 | CNV | 800,000 | $596,800 | dollars as filed | |
| BLOCK INC | 852234AK9 | NOTE 0.250%11/0 | 750,000 | $575,160 | dollars as filed | |
| MARA HOLDINGS INC | 565788AB2 | NOTE 1.000%12/0 | 1,000,000 | $542,560 | dollars as filed | |
| TC ENERGY CORP | 87807B107 | COM | 13,370 | $540,282 | dollars as filed | |
| Vanguard Mid-Cap ETF | 922908629 | SHS | 2,125 | $467,840 | dollars as filed | |
| Shopify Inc | 82509LAA5 | Convertible bond | 410,000 | $371,460 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 4,511 | $366,158 | dollars as filed | |
| Vanguard Extended Market ETF | 922908652 | SHS | 2,252 | $335,165 | dollars as filed | |
| CABLE ONE INC | 12685JAE5 | NOTE 3/1 | 400,000 | $327,000 | dollars as filed | |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 3,765 | $313,436 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 2,336 | $304,521 | dollars as filed | |
| ISHARES TR | 464287523 | COM | 561 | $284,573 | dollars as filed | |
| CHENIERE ENERGY INC COM NEW | 16411R208 | Stock | 1,825 | $278,057 | dollars as filed | |
| Vanguard Utilities ETF | 92204A876 | SHS | 1,933 | $274,815 | dollars as filed | |
| ENLINK MIDSTREAM LLC | 29336T100 | COM UNIT REP LTD | 25,000 | $265,000 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 2,612 | $249,133 | dollars as filed | |
| VANGUARD HEALTH CARE ETF | 92204A504 | ETF | 966 | $236,496 | dollars as filed | |
| ETSY INC | 29786AAN6 | NOTE 0.250% 6/1 | 300,000 | $231,000 | dollars as filed | |
| JPMorgan Chase & Co | 46625H100 | COM | 1,451 | $211,033 | dollars as filed | |
| ISHARES TR | 464288778 | US REGNL BKS ETF | 6,200 | $209,870 | dollars as filed | |
| NUSTAR ENERGY LP | 67058H102 | UNIT COM | 12,200 | $209,108 | dollars as filed | |
| TARGA RES CORP COM | 87612G101 | Stock | 2,650 | $201,665 | dollars as filed | |
| Altria Group Inc | 02209S103 | COM | 3,831 | $173,544 | dollars as filed | |
| PEMBINA PIPELINE CORP COM | 706327103 | Stock | 5,001 | $157,231 | dollars as filed | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 4,500 | $156,600 | dollars as filed | |
| HOLLY ENERGY PARTNERS L P | 435763107 | COM UT LTD PTN | 8,400 | $155,400 | dollars as filed | |
| GENERAL MILLS INC COM | 370334104 | Stock | 1,700 | $130,390 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 674 | $124,838 | dollars as filed | |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 1,703 | $121,662 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 3,567 | $110,327 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 2,018 | $104,411 | dollars as filed | |
| CONAGRA FOODS INC | 205887102 | COM | 2,793 | $94,180 | dollars as filed | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 1,014 | $91,666 | dollars as filed | |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 2,528 | $84,713 | dollars as filed | |
| AMEREN CORP COM | 023608102 | Stock | 866 | $70,726 | dollars as filed | |
| CANADIAN NAT RES LTD MED TERM COM | 136385101 | Stock | 1,200 | $67,512 | dollars as filed | |
| SUNCOR ENERGY INC NEW COM | 867224107 | Stock | 2,200 | $64,504 | dollars as filed | |
| Vanguard FTSE All-World ex-US ETF | 922042775 | SHS | 1,103 | $60,014 | dollars as filed | |
| DOW HLDGS INC COM | 260557103 | Stock | 1,097 | $58,426 | dollars as filed | |
| iShares TIPS Bond ETF | 464287176 | SHS | 524 | $56,393 | dollars as filed | |
| BP PLC SPONSORED ADR | 055622104 | ADR | 1,500 | $52,935 | dollars as filed | |
| ISHARES INC | 464286582 | MSCI JAPN SMCETF | 725 | $49,573 | dollars as filed | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 800 | $49,520 | dollars as filed | |
| GOLUB CAP BDC INC | 38173M102 | COM | 3,300 | $44,550 | dollars as filed | |
| VANECK ETF TRUST | 92189F643 | MRNGSTR WDE MOAT | 270 | $21,543 | dollars as filed | |
| iShares S&P 500 Growth ETF | 464287309 | SHS | 268 | $18,889 | dollars as filed | |
| Schwab US Mid-Cap ETF | 808524508 | SHS | 127 | $9,021 | dollars as filed | |
| Philip Morris International Inc. | 718172109 | COM | 90 | $8,786 | dollars as filed | |
| SPDR Portfolio S&P 600 Small Cap ETF | 78468R853 | SHS | 157 | $6,098 | dollars as filed | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 57 | $6,084 | dollars as filed | |
| SCHWAB STRATEGIC TR | 808524805 | INTL EQTY ETF | 163 | $5,811 | dollars as filed | |
| ISHARES INC | 464286475 | EM MKT SM-CP ETF | 76 | $4,072 | dollars as filed | |
| NEW YORK LIFE INVESTMENTS ET | 45409B107 | NYLI HEDGE MULTI | 132 | $3,938 | dollars as filed | |
| SPDR INDEX SHS FDS | 78463X301 | ST STR ASIA ETF | 37 | $3,669 | dollars as filed | |
| Mondelez International,Inc. Class A | 609207105 | COM | 45 | $3,282 | dollars as filed | |
| JANUS DETROIT STR TR | 47103U886 | HENDRSN SHRT ETF | 62 | $2,963 | dollars as filed | |
| NEW YORK LIFE INVESTMENTS ET | 45409B800 | NYLI MERGER ARBI | 60 | $1,872 | dollars as filed | |
| iShares MSCI EAFE Value ETF | 464288877 | SHS | 37 | $1,811 | dollars as filed | |
| Vanguard Value ETF | 922908744 | SHS | 11 | $1,563 | dollars as filed | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 17 | $604 | dollars as filed |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001013594-23-000668 | this filing | 2023-08-14 | acceptance time not in the bulk data set |