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Disclosery

13F-HR filed by BASSO CAPITAL MANAGEMENT, L.P.

BASSO CAPITAL MANAGEMENT, L.P. filed this 13F-HR for the quarter ended 2023-12-31, filed 2024-02-14, with 73 holding rows worth $96,077,353.

Accession
0001013594-24-000166
Filer
CIK 1287978
Filed
2024-02-14
Accepted by EDGAR
acceptance time not in the bulk data set
Ingested
Source
SEC quarterly data set

Original filing

13F report for Q4 2023

A holdings report, 73 entries on the cover page, a total value of $96,077,353 stated on the cover page (in dollars after the unit check, H1), rows summing to $96,077,355 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 filedCUSIPClassAmountValueValue read asType
Vanguard S&P 500 ETF922908363COM49,020$21,411,936dollars as filed
SPY78462F103SHS35,202$16,731,863dollars as filed
VTI922908769COM37,450$8,883,889dollars as filed
INVESCO EXCHANGE-TRADED FD TR S&P 500 EQUAL WEIGHT ETF46137V357COM42,821$6,757,154dollars as filed
SPDR GOLD TR78463V107GOLD SHS17,635$3,371,283dollars as filed
ENERGY TRANSFER L P29273V100COM UT LTD PTN188,500$2,601,300dollars as filed
MPLX LP55336V100COM UNIT REP LTD68,300$2,507,976dollars as filed
Vanguard Short-Term Treasury ETF92206C102SHS41,534$2,422,678dollars as filed
ONEOK INC NEW682680103COM28,842$2,025,285dollars as filed
ENTERPRISE PRODS PARTNERS L293792107COM69,077$1,820,179dollars as filed
DIMENSIONAL ETF TRUST25434V724US MKTWIDE VALUE48,610$1,809,264dollars as filed
WHITEHORSE FINANCE INC96524V106COM122,138$1,502,297dollars as filed
FS KKR CAP CORP302635206COM67,000$1,337,990dollars as filed
WILLIAMS COS INC COM969457100Stock35,500$1,236,465dollars as filed
WESTERN MIDSTREAM PARTNERS L958669103COM UNIT LP INT41,150$1,204,049dollars as filed
DIMENSIONAL ETF TRUST25434V609US TARGETED VLU20,303$1,062,456dollars as filed
ISHARES MSCI INDIA SMALL-CAP ETF46429B614ETF14,750$1,029,403dollars as filed
BLACKSTONE SECD LENDING FD09261X102COMMON STOCK35,000$967,400dollars as filed
Dimensional US Small Cap ETF25434V500COM16,131$961,730dollars as filed
Microsoft Corp594918104COM2,492$937,092dollars as filed
PLAINS ALL AMERN PIPELINE L726503105UNIT LTD PARTN50,500$765,075dollars as filed
Alphabet Inc. Reg. Shares A02079K305COM5,152$719,683dollars as filed
CLOUDFLARE INC18915MAC1NOTE 8/1800,000$718,400dollars as filed
Apple Inc037833100COM3,653$703,312dollars as filed
Energy Select Sector SPDR Fund81369Y506SHS8,311$696,794dollars as filed
WISDOMTREE TR97717W422INDIA ERNGS FD16,850$690,850dollars as filed
BILL HOLDINGS INC090043AD2NOTE 4/0800,000$662,800dollars as filed
DRAFTKINGS INC NEW26142RAB0CNV800,000$641,200dollars as filed
BLOCK INC852234AK9NOTE 0.250%11/0750,000$615,938dollars as filed
INVESCO QQQ TR46090E103COM1,352$553,671dollars as filed
FRANKLIN TEMPLETON ETF TR35473P769FRANKLIN INDIA15,000$523,197dollars as filed
TC ENERGY CORP87807B107COM13,370$522,633dollars as filed
BLACKSTONE MORTGAGE TRUST IN09257WAE0NOTE 5.500% 3/1575,000$521,813dollars as filed
Vanguard Mid-Cap ETF922908629SHS2,125$494,360dollars as filed
CHENIERE ENERGY INC COM NEW16411R208Stock2,650$452,382dollars as filed
Shopify Inc82509LAA5Convertible bond410,000$386,630dollars as filed
HESS MIDSTREAM LP428103105CL A SHS12,000$379,560dollars as filed
Vanguard Extended Market ETF922908652SHS2,252$370,274dollars as filed
Amazon.com, Inc023135106COM2,336$354,932dollars as filed
ISHARES TR464287523COM561$323,192dollars as filed
TARGA RES CORP COM87612G101Stock3,700$321,419dollars as filed
Vanguard Utilities ETF92204A876SHS2,210$302,925dollars as filed
EXXON MOBIL CORP30231G102COM2,993$299,240dollars as filed
JPMorgan Chase & Co46625H100COM1,451$246,815dollars as filed
VANGUARD HEALTH CARE ETF92204A504ETF966$242,176dollars as filed
ETSY INC29786AAN6NOTE 0.250% 6/1300,000$240,180dollars as filed
NUSTAR ENERGY LP67058H102UNIT COM12,200$227,896dollars as filed
ISHARES INC46434G764MSCI EMRG CHN4,000$221,640dollars as filed
PEMBINA PIPELINE CORP COM706327103Stock5,001$172,134dollars as filed
HF SINCLAIR CORP COM403949100Stock2,646$147,038dollars as filed
Cisco Systems,Inc.17275R102COM2,718$137,313dollars as filed
DUPONT DE NEMOURS INC COM26614N102Stock1,703$131,012dollars as filed
WEYERHAEUSER CO COM NEW962166104REIT3,552$123,503dollars as filed
CONSOLIDATED EDISON INC209115104COM1,347$122,537dollars as filed
GENERAL MILLS INC COM370334104Stock1,871$121,877dollars as filed
ENLINK MIDSTREAM LLC29336T100COM UNIT REP LTD10,000$121,600dollars as filed
Walt Disney Co254687106COM1,313$118,551dollars as filed
INVESCO EXCH TRADED FD TR II46138E511PFD ETF10,319$118,359dollars as filed
CONAGRA FOODS INC205887102COM4,060$116,360dollars as filed
PepsiCo,Inc.713448108COM674$114,472dollars as filed
AMEREN CORP COM023608102Stock1,523$110,174dollars as filed
PHILLIPS 66 COM718546104Stock612$81,482dollars as filed
Philip Morris International Inc.718172109COM849$79,874dollars as filed
CANADIAN NAT RES LTD MED TERM COM136385101Stock1,200$78,624dollars as filed
Altria Group Inc02209S103COM1,814$73,177dollars as filed
SUNCOR ENERGY INC NEW COM867224107Stock2,200$70,488dollars as filed
DOW HLDGS INC COM260557103Stock1,097$60,159dollars as filed
BP PLC SPONSORED ADR055622104ADR1,500$53,100dollars as filed
GLOBAL X FDS37954Y871GLOBAL X URANIUM1,900$52,611dollars as filed
GOLUB CAP BDC INC38173M102COM3,300$49,830dollars as filed
VANECK ETF TRUST92189F643MRNGSTR WDE MOAT270$22,915dollars as filed
iShares S&P 500 Growth ETF464287309SHS201$15,095dollars as filed
ISHARES INC464286475EM MKT SM-CP ETF76$4,394dollars as filed

Amendment chain

FilingRoleFiledAcceptedIngested
13F-HR 0001013594-24-000166this filing2024-02-14acceptance time not in the bulk data set