Basso Capital Management, L.P. Top Holdings and 13F Report (2024)

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About Basso Capital Management, L.P.

Investment Activity

Basso Capital Management, L.P. has $105.96 million in total holdings as of March 31, 2024.
Basso Capital Management, L.P. owns shares of 70 different stocks, but just 17 companies or ETFs make up 80% of its holdings.
Approximately 5.89% of the portfolio was purchased this quarter.
About 4.31% of the portfolio was sold this quarter.
This quarter, Basso Capital Management, L.P. has purchased 73 new stocks and bought additional shares in 14 stocks.
Basso Capital Management, L.P. sold shares of 4 stocks and completely divested from 3 stocks this quarter.

Largest Holdings

Vanguard S&P 500 ETF: $21,650,728
SPDR S&P 500 ETF Trust: $17,576,198
Vanguard Total Stock Market ETF: $9,850,210
Invesco S&P 500 Equal Weight ETF: $9,270,128
SPDR Gold Shares: $4,096,914

Largest Purchases this Quarter

Invesco S&P 500 Equal Weight ETF: 11,912 shares (about $2.02M)
Franklin FTSE India ETF: 23,750 shares (about $875.19K)
WisdomTree India Earnings Fund: 15,775 shares (about $687.16K)
Global X Uranium ETF: 23,750 shares (about $684.71K)
SPDR Gold Shares: 2,280 shares (about $469.04K)

Largest Sales this Quarter

Vanguard S&P 500 ETF: 3,980 shares (about $1.91M)
SPDR S&P 500 ETF Trust: 1,600 shares (about $836.91K)
Apple: 1,800 shares (about $308.66K)
Vanguard Short-Term Treasury Index ETF: 1,809 shares (about $105.05K)

Sector Allocation Over Time

Selling

Neutral

Buying

Latest 13F Holdings and Changes Since Previous Quarterly Filing

Issuer Name	Holdings Value	Approximate Purchase/Sale	Change in Shares	Shares Held	% of Portfolio	Sector
VOO Vanguard S&P 500 ETF	$21,650,728	$1,913,186 ▼	-8.1%	45,040	20.4%	ETF
SPY SPDR S&P 500 ETF Trust	$17,576,198	$836,912 ▼	-4.5%	33,602	16.6%	Finance
VTI Vanguard Total Stock Market ETF	$9,850,210	$116,955 ▲	1.2%	37,900	9.3%	ETF
RSP Invesco S&P 500 Equal Weight ETF	$9,270,128	$2,017,535 ▲	27.8%	54,733	8.7%	ETF
GLD SPDR Gold Shares	$4,096,914	$469,042 ▲	12.9%	19,915	3.9%	Finance
ET Energy Transfer	$2,965,105		0.0%	188,500	2.8%	Oils/Energy
MPLX Mplx	$2,892,576	$54,028 ▲	1.9%	69,600	2.7%	Oils/Energy
OKE ONEOK	$2,312,263		0.0%	28,842	2.2%	Oils/Energy
VGSH Vanguard Short-Term Treasury Index ETF	$2,306,831	$105,049 ▼	-4.4%	39,725	2.2%	ETF
EPD Enterprise Products Partners	$2,015,667		0.0%	69,077	1.9%	Oils/Energy
DFUV Dimensional US Marketwide Value ETF	$1,988,149		0.0%	48,610	1.9%	ETF
WHF WhiteHorse Finance	$1,514,511		0.0%	122,138	1.4%	Finance
SMIN iShares MSCI India Small-Cap ETF	$1,464,427	$427,944 ▲	41.3%	20,840	1.4%	ETF
WES Western Midstream Partners	$1,462,883		0.0%	41,150	1.4%	Oils/Energy
FLIN Franklin FTSE India ETF	$1,427,938	$875,188 ▲	158.3%	38,750	1.3%	ETF
EPI WisdomTree India Earnings Fund	$1,421,145	$687,159 ▲	93.6%	32,625	1.3%	Finance
WMB Williams Companies	$1,383,435		0.0%	35,500	1.3%	Oils/Energy
FSK FS KKR Capital	$1,277,690		0.0%	67,000	1.2%	Finance
XLE Energy Select Sector SPDR Fund	$1,138,207	$353,565 ▲	45.1%	12,056	1.1%	ETF
DFAT Dimensional U.S. Targeted Value ETF	$1,105,092		0.0%	20,303	1.0%	ETF
BXSL Blackstone Secured Lending Fund	$1,090,250		0.0%	35,000	1.0%	Finance
MSFT Microsoft	$1,048,434		0.0%	2,492	1.0%	Computer and Technology
DFAS Dimensional U.S. Small Cap ETF	$1,005,607		0.0%	16,131	0.9%	ETF
PAA Plains All American Pipeline	$886,780		0.0%	50,500	0.8%	Oils/Energy
GOOGL Alphabet	$777,591		0.0%	5,152	0.7%	Computer and Technology
URA Global X Uranium ETF	$739,490	$684,713 ▲	1,250.0%	25,650	0.7%	ETF
QQQ Invesco QQQ	$711,304	$111,002 ▲	18.5%	1,602	0.7%	Finance
DRAFTKINGS INC NEW 0 03/15/2028	$690,000		0.0%	800,000	0.7%	NOTE 3/1
BILL HOLDINGS INC 0 04/01/2027	$684,000		0.0%	800,000	0.6%	NOTE 4/0
BLOCK INC 0.25 11/01/2027	$625,125		0.0%	750,000	0.6%	NOTE 0.250%11/0
TRGP Targa Resources	$548,751	$134,388 ▲	32.4%	4,900	0.5%	Oils/Energy
TRP TC Energy	$537,474		0.0%	13,370	0.5%	Oils/Energy
VO Vanguard Mid-Cap ETF	$530,953		0.0%	2,125	0.5%	ETF
BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027	$516,063		0.0%	575,000	0.5%	NOTE 5.500% 3/1
CHENIERE ENERGY INC COM NEW	$499,968	$72,576 ▲	17.0%	3,100	0.5%	COM NEW
HESM Hess Midstream	$487,755	$54,195 ▲	12.5%	13,500	0.5%	Oils/Energy
AMZN Amazon.com	$421,368		0.0%	2,336	0.4%	Retail/Wholesale
VXF Vanguard Extended Market ETF	$394,708		0.0%	2,252	0.4%	ETF
AAPL Apple	$317,752	$308,664 ▼	-49.3%	1,853	0.3%	Computer and Technology
VPU Vanguard Utilities ETF	$315,102		0.0%	2,210	0.3%	ETF
SOXX iShares Semiconductor ETF	$304,314	$177,573 ▲	140.1%	1,347	0.3%	ETF
JPM JPMorgan Chase & Co.	$290,635		0.0%	1,451	0.3%	Finance
NS NuStar Energy	$283,894		0.0%	12,200	0.3%	Oils/Energy
VHT Vanguard Health Care ETF	$261,322		0.0%	966	0.2%	ETF
ETSY INC 0.25 06/15/2028	$236,250		0.0%	300,000	0.2%	NOTE 0.250% 6/1
EMXC iShares MSCI Emerging Markets ex China ETF	$230,280		0.0%	4,000	0.2%	Manufacturing
PBA Pembina Pipeline	$176,735		0.0%	5,001	0.2%	Oils/Energy
DIS Walt Disney	$160,659		0.0%	1,313	0.2%	Consumer Discretionary
DINO HF Sinclair	$159,739		0.0%	2,646	0.2%	Oils/Energy
ENLC EnLink Midstream	$136,400		0.0%	10,000	0.1%	Oils/Energy
CSCO Cisco Systems	$135,655		0.0%	2,718	0.1%	Computer and Technology
GIS General Mills	$130,914		0.0%	1,871	0.1%	Consumer Staples
DD DuPont de Nemours	$130,569		0.0%	1,703	0.1%	Basic Materials
WY Weyerhaeuser	$127,552		0.0%	3,552	0.1%	Construction
PGX Invesco Preferred ETF	$122,590		0.0%	10,319	0.1%	ETF
ED Consolidated Edison	$122,321		0.0%	1,347	0.1%	Utilities
CAG Conagra Brands	$120,338		0.0%	4,060	0.1%	Consumer Staples
PEP PepsiCo	$117,957		0.0%	674	0.1%	Consumer Staples
AEE Ameren	$112,641		0.0%	1,523	0.1%	Utilities
PSX Phillips 66	$99,964		0.0%	612	0.1%	Oils/Energy
CNQ Canadian Natural Resources	$91,584		0.0%	1,200	0.1%	Oils/Energy
SU Suncor Energy	$81,202		0.0%	2,200	0.1%	Oils/Energy
MO Altria Group	$79,127		0.0%	1,814	0.1%	Consumer Staples
PM Philip Morris International	$77,785		0.0%	849	0.1%	Consumer Staples
DOW DOW	$63,549		0.0%	1,097	0.1%	Basic Materials
BP BP	$56,520		0.0%	1,500	0.1%	Oils/Energy
GBDC Golub Capital BDC	$54,879		0.0%	3,300	0.1%	Finance
MOAT VanEck Morningstar Wide Moat ETF	$24,273		0.0%	270	0.0%	ETF
IVW iShares S&P 500 Growth ETF	$16,972		0.0%	201	0.0%	ETF
EEMS iShares MSCI Emerging Markets Small-Cap ETF	$4,473		0.0%	76	0.0%	ETF
CLOUDFLARE INC 0 08/15/2026	$0	$718,400 ▼	-100.0%	0	0.0%	NOTE 8/1
SHOPIFY INC 0.125 11/01/2025	$0	$386,630 ▼	-100.0%	0	0.0%	NOTE 0.125%11/0
XOM Exxon Mobil	$0	$299,240 ▼	-100.0%	0	0.0%	Oils/Energy