BASSO CAPITAL MANAGEMENT, L.P. Diversified Active

CIK: 0001287978 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $90,343 (100.0% shares, 0.0% debt)

Holdings (74)

VOO VANGUARD S&P 500 ETF 23.0%
Value ($000) $20,793 Shares 52,950 Est. Cost $372.91 Unrealized —
SPY SPDR S&P 500 ETF TRUST 17.1%
Value ($000) $15,416 Shares 36,062 Est. Cost $401.29 Unrealized —
VTI VANGUARD TOTAL STOCK MARKET ETF 8.9%
Value ($000) $8,032 Shares 37,812 Est. Cost $192.90 Unrealized —
GLD SPDR GOLD SHARES 3.3%
Value ($000) $3,024 Shares 17,635 Est. Cost $170.70 Unrealized —
ET ENERGY TRANSFER L P COM UT LTD PTN 2.9%
Value ($000) $2,645 Shares 188,500 Est. Cost $11.99 Unrealized —
AAPL APPLE INC COM 2.9%
Value ($000) $2,630 Shares 15,360 Est. Cost $140.70 Unrealized +28.9%
MSFT MICROSOFT CORP COM 2.9%
Value ($000) $2,585 Shares 8,186 Est. Cost $235.98 Unrealized +37.5%
MPLX MPLX LP COM UNIT REP LTD 2.6%
Value ($000) $2,381 Shares 66,950 Est. Cost $32.84 Unrealized —
OKE ONEOK INC NEW COM 2.3%
Value ($000) $2,089 Shares 32,927 Est. Cost $56.18 Unrealized +3.2%
EPD ENTERPRISE PRODS PARTNERS L P COM 2.1%
Value ($000) $1,891 Shares 69,077 Est. Cost $24.12 Unrealized —
GOOGL ALPHABET INC CAP STK CL A 1.9%
Value ($000) $1,678 Shares 12,823 Est. Cost $96.49 Unrealized +33.1%
DFUV DIMENSIONAL US MARKETWIDE VALUE ETF 1.8%
Value ($000) $1,654 Shares 48,610 Est. Cost $33.48 Unrealized —
WHF WHITEHORSE FIN INC COM 1.7%
Value ($000) $1,560 Shares 122,138 Est. Cost $12.63 Unrealized +3.1%
VGSH VANGUARD SHORT-TERM TREASURY ETF 1.6%
Value ($000) $1,441 Shares 25,014 Est. Cost $57.99 Unrealized —
FSK FS KKR CAP CORP COM 1.5%
Value ($000) $1,319 Shares 67,000 Est. Cost $11.47 Unrealized +21.0%
WMB WILLIAMS COS INC COM 1.3%
Value ($000) $1,196 Shares 35,500 Est. Cost $28.24 Unrealized +9.3%
WES WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT 1.2%
Value ($000) $1,121 Shares 41,150 Est. Cost $26.85 Unrealized —
— UBER TECHNOLOGIES INC 12/15/2025 1.1%
Value ($000) $980 Shares 1,050,000 Est. Cost $0.87 Unrealized —
BXSL BLACKSTONE SECD LENDING FD COMMON STOCK 1.1%
Value ($000) $958 Shares 35,000 Est. Cost $17.93 Unrealized +19.1%
DFAT DIMENSIONAL U.S. TARGETED VALUE ETF 1.0%
Value ($000) $928 Shares 20,303 Est. Cost $43.95 Unrealized —
DFAS DIMENSIONAL U.S. SMALL CAP ETF 0.9%
Value ($000) $847 Shares 16,131 Est. Cost $51.15 Unrealized —
PAA PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 0.9%
Value ($000) $774 Shares 50,500 Est. Cost $11.76 Unrealized —
RSP INVESCO S&P 500 EQUAL WEIGHT ETF 0.8%
Value ($000) $723 Shares 5,100 Est. Cost $141.57 Unrealized —
XOM EXXON MOBIL CORP COM 0.8%
Value ($000) $714 Shares 6,074 Est. Cost $99.61 Unrealized +1.4%
— CLOUDFLARE INC 08/15/2026 0.8%
Value ($000) $680 Shares 800,000 Est. Cost $0.86 Unrealized —
— BILL HOLDINGS INC 04/01/2027 0.7%
Value ($000) $648 Shares 800,000 Est. Cost $0.79 Unrealized —
EPI WISDOMTREE INDIA EARNINGS FUND 0.7%
Value ($000) $619 Shares 16,850 Est. Cost $36.24 Unrealized —
— DRAFTKINGS INC NEW 03/15/2028 0.7%
Value ($000) $605 Shares 800,000 Est. Cost $0.65 Unrealized —
DXJ WISDOMTREE JAPAN HEDGED EQUITY FUND 0.6%
Value ($000) $582 Shares 6,600 Est. Cost $85.40 Unrealized —
— ACTIVISION BLIZZARD INC COM 0.6%
Value ($000) $579 Shares 6,184 Est. Cost $76.55 Unrealized —
— BLOCK INC 0.25 11/01/2027 0.6%
Value ($000) $563 Shares 750,000 Est. Cost $0.77 Unrealized —
— BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 0.6%
Value ($000) $511 Shares 575,000 Est. Cost $0.95 Unrealized —
QQQ INVESCO QQQ TRUST SERIES I 0.5%
Value ($000) $484 Shares 1,350 Est. Cost $358.27 Unrealized —
TRP TC ENERGY CORP COM 0.5%
Value ($000) $460 Shares 13,370 Est. Cost $36.81 Unrealized -11.1%
VO VANGUARD MID-CAP ETF 0.5%
Value ($000) $443 Shares 2,125 Est. Cost $203.81 Unrealized —
XLE ENERGY SELECT SECTOR SPDR FUND 0.5%
Value ($000) $408 Shares 4,511 Est. Cost $87.47 Unrealized —
— SHOPIFY INC 0.125 11/01/2025 0.4%
Value ($000) $366 Shares 410,000 Est. Cost $0.85 Unrealized —
VXF VANGUARD EXTENDED MARKET ETF 0.4%
Value ($000) $323 Shares 2,252 Est. Cost $132.86 Unrealized —
PSX PHILLIPS 66 COM 0.3%
Value ($000) $314 Shares 2,612 Est. Cost $91.37 Unrealized +13.1%
— ENLINK MIDSTREAM LLC COM UNIT REP LTD 0.3%
Value ($000) $306 Shares 25,000 Est. Cost $12.30 Unrealized —
LNG CHENIERE ENERGY INC COM NEW 0.3%
Value ($000) $303 Shares 1,825 Est. Cost $163.91 Unrealized -1.6%
TRGP TARGA RES CORP COM 0.3%
Value ($000) $300 Shares 3,500 Est. Cost $70.91 Unrealized +10.9%
AMZN AMAZON COM INC COM 0.3%
Value ($000) $297 Shares 2,336 Est. Cost $114.20 Unrealized +17.3%
VPU VANGUARD UTILITIES ETF 0.3%
Value ($000) $282 Shares 2,210 Est. Cost $150.12 Unrealized —
SOXX ISHARES SEMICONDUCTOR ETF 0.3%
Value ($000) $266 Shares 561 Est. Cost $444.67 Unrealized —
VHT VANGUARD HEALTH CARE ETF 0.3%
Value ($000) $227 Shares 966 Est. Cost $248.05 Unrealized —
— ETSY INC 0.25 06/15/2028 0.3%
Value ($000) $227 Shares 300,000 Est. Cost $0.83 Unrealized —
— NUSTAR ENERGY LP UNIT COM 0.2%
Value ($000) $213 Shares 12,200 Est. Cost $16.00 Unrealized —
JPM JPMORGAN CHASE & CO COM 0.2%
Value ($000) $210 Shares 1,451 Est. Cost $129.66 Unrealized +9.8%
EMXC ISHARES MSCI EMERGING MARKETS EX CHINA ETF 0.2%
Value ($000) $199 Shares 4,000 Est. Cost $49.83 Unrealized —
SCJ ISHARES MSCI JAPAN SMALL-CAP ETF 0.2%
Value ($000) $197 Shares 2,900 Est. Cost $68.06 Unrealized —
EWJ ISHARES MSCI JAPAN ETF 0.2%
Value ($000) $193 Shares 3,200 Est. Cost $60.69 Unrealized —
HESM HESS MIDSTREAM LP CL A SHS 0.2%
Value ($000) $189 Shares 6,500 Est. Cost $24.64 Unrealized 0.0%
— HOLLY ENERGY PARTNERS L P COM UT LTD PTN 0.2%
Value ($000) $184 Shares 8,400 Est. Cost $18.50 Unrealized —
MO ALTRIA GROUP INC COM 0.2%
Value ($000) $157 Shares 3,730 Est. Cost $36.57 Unrealized -0.4%
PBA PEMBINA PIPELINE CORP COM 0.2%
Value ($000) $150 Shares 5,001 Est. Cost $28.92 Unrealized -4.2%
CSCO CISCO SYS INC COM 0.2%
Value ($000) $146 Shares 2,718 Est. Cost $46.74 Unrealized +7.6%
DD DUPONT DE NEMOURS INC COM 0.1%
Value ($000) $127 Shares 1,703 Est. Cost $27.17 Unrealized +10.0%
GIS GENERAL MLS INC COM 0.1%
Value ($000) $120 Shares 1,871 Est. Cost $76.31 Unrealized -15.4%
ED CONSOLIDATED EDISON INC COM 0.1%
Value ($000) $115 Shares 1,347 Est. Cost $86.45 Unrealized -3.0%
PFF ISHARES PREFERRED & INCOME SECURITIES ETF 0.1%
Value ($000) $115 Shares 3,800 Est. Cost $30.88 Unrealized —
PEP PEPSICO INC COM 0.1%
Value ($000) $114 Shares 674 Est. Cost $160.89 Unrealized +3.9%
AEE AMEREN CORP COM 0.1%
Value ($000) $114 Shares 1,523 Est. Cost $77.30 Unrealized -2.4%
CAG CONAGRA BRANDS INC COM 0.1%
Value ($000) $111 Shares 4,060 Est. Cost $30.05 Unrealized -9.9%
WY WEYERHAEUSER CO MTN BE COM NEW 0.1%
Value ($000) $109 Shares 3,552 Est. Cost $28.64 Unrealized +6.9%
CNQ CANADIAN NAT RES LTD COM 0.1%
Value ($000) $78 Shares 1,200 Est. Cost $25.69 Unrealized +8.4%
SU SUNCOR ENERGY INC NEW COM 0.1%
Value ($000) $76 Shares 2,200 Est. Cost $27.12 Unrealized +8.7%
BP BP PLC SPONSORED ADR 0.1%
Value ($000) $58 Shares 1,500 Est. Cost $35.29 Unrealized —
DOW DOW INC COM 0.1%
Value ($000) $57 Shares 1,097 Est. Cost $45.25 Unrealized +2.4%
TIP ISHARES TIPS BOND ETF 0.1%
Value ($000) $54 Shares 524 Est. Cost $107.62 Unrealized —
GBDC GOLUB CAP BDC INC COM 0.1%
Value ($000) $48 Shares 3,300 Est. Cost $9.80 Unrealized +9.7%
MOAT VANECK MORNINGSTAR WIDE MOAT ETF 0.0%
Value ($000) $20 Shares 270 Est. Cost $79.79 Unrealized —
IVW ISHARES S&P 500 GROWTH ETF 0.0%
Value ($000) $18 Shares 268 Est. Cost $70.48 Unrealized —
EEMS ISHARES MSCI EMERGING MARKETS SMALL CAP ETF 0.0%
Value ($000) $4 Shares 76 Est. Cost $53.58 Unrealized —