BASSO CAPITAL MANAGEMENT, L.P.

PrivateCIK: 1287978
Location

STAMFORD, CT

137
Positions
$163.40M
Total AUM (reported)
1.62M
Total Shares

Allocation by class

TOTAL AUM$163.40M137 positions
S&P 100 ETF SHS$32.85M20.1%
COM$20.40M12.5%
TR UNIT$17.43M10.7%
TOTAL STK MKT$16.21M9.9%
GOLD SHS$10.29M6.3%
RUSSELL 2000 ETF$10.05M6.2%
S&P500 EQL WGT$9.30M5.7%

Portfolio Concentration

Top 340.7%4–1030.6%11–2516.6%Rest12.1%TOP 1071.3%0%100%
Top 3$66.49M40.7%
4–10$50.00M30.6%
11–25$27.14M16.6%
Rest$19.77M12.1%

Top 3 weight

40.7%

Top 10 weight

71.3%

Voting Authority Distribution

Total shares with voting rights: 1.62M

Sole

Full voting authority

1.62M

shares

% of voting shares100.0%
Shared

Joint voting authority

0.00

shares

% of voting shares0.0%
None

No voting authority

0.00

shares

% of voting shares0.0%

Investment Discretion (by position count)

Sole137
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings137
Rows:

VANGUARD S&P 500 ETF

SOLE
S&P 100 ETF SHS
Shares54.98K
TypeSH
Market value$32.85M
20.10%
Sole
54.98K
Shared
0.00
None
0.00

STATE STREET SPDR S&P 500 ETF

SOLE
TR UNIT
Shares26.80K
TypeSH
Market value$17.43M
10.67%
Sole
26.80K
Shared
0.00
None
0.00

VANGUARD TOTAL STOCK MARKET ETF

SOLE
TOTAL STK MKT
Shares50.53K
TypeSH
Market value$16.21M
9.92%
Sole
50.53K
Shared
0.00
None
0.00

SPDR GOLD SHARES

SOLE
GOLD SHS
Shares23.91K
TypeSH
Market value$10.29M
6.30%
Sole
23.91K
Shared
0.00
None
0.00

ISHARES RUSSELL 2000 ETF

SOLE
RUSSELL 2000 ETF
Shares40.52K
TypeSH
Market value$10.05M
6.15%
Sole
40.52K
Shared
0.00
None
0.00

INVESCO S&P 500 EQUAL WEIGHT ETF

SOLE
S&P500 EQL WGT
Shares48.47K
TypeSH
Market value$9.30M
5.69%
Sole
48.47K
Shared
0.00
None
0.00

PGIM AAA CLO ETF

SOLE
AAA CLO ETF
Shares169.94K
TypeSH
Market value$8.70M
5.32%
Sole
169.94K
Shared
0.00
None
0.00

MPLX LP COM UNIT REP LTD

SOLE
COM UNIT REP LTD
Shares71.20K
TypeSH
Market value$4.06M
2.49%
Sole
71.20K
Shared
0.00
None
0.00

ENERGY TRANSFER L P COM UT LTD PTN

SOLE
COM UT LTD PTN
Shares197.25K
TypeSH
Market value$3.81M
2.33%
Sole
197.25K
Shared
0.00
None
0.00

ISHARES SILVER TRUST

SOLE
ISHARES
Shares55.66K
TypeSH
Market value$3.79M
2.32%
Sole
55.66K
Shared
0.00
None
0.00

ISHARES MSCI EMERGING MARKETS EX CHINA ETF

SOLE
MSCI EMRG CHN
Shares42.13K
TypeSH
Market value$3.31M
2.03%
Sole
42.13K
Shared
0.00
None
0.00

ALPHABET INC CAP STK CL A

SOLE
COM
Shares11.34K
TypeSH
Market value$3.26M
2.00%
Sole
11.34K
Shared
0.00
None
0.00

INVESCO DB US DOLLAR INDEX BULLISH FUND

SOLE
BULLISH FD
Shares94.85K
TypeSH
Market value$2.63M
1.61%
Sole
94.85K
Shared
0.00
None
0.00

ENTERPRISE PRODS PARTNERS L P COM

SOLE
COM
Shares62.74K
TypeSH
Market value$2.37M
1.45%
Sole
62.74K
Shared
0.00
None
0.00

ONEOK INC NEW COM

SOLE
COM
Shares25.35K
TypeSH
Market value$2.29M
1.40%
Sole
25.35K
Shared
0.00
None
0.00

WILLIAMS COS INC COM

SOLE
COM
Shares30.45K
TypeSH
Market value$2.22M
1.36%
Sole
30.45K
Shared
0.00
None
0.00

WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT

SOLE
COM UNIT LP INT
Shares42.15K
TypeSH
Market value$1.74M
1.06%
Sole
42.15K
Shared
0.00
None
0.00

TARGA RES CORP COM

SOLE
COM
Shares6.53K
TypeSH
Market value$1.64M
1.00%
Sole
6.53K
Shared
0.00
None
0.00

ISHARES MSCI SOUTH KOREA ETF

SOLE
MSCI STH KOR ETF
Shares10.09K
TypeSH
Market value$1.24M
0.76%
Sole
10.09K
Shared
0.00
None
0.00

PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN

SOLE
COM
Shares54.20K
TypeSH
Market value$1.21M
0.74%
Sole
54.20K
Shared
0.00
None
0.00

ELDRIDGE BBB-B CLO ETF

SOLE
ELDRIDGE BBB B
Shares44.06K
TypeSH
Market value$1.13M
0.69%
Sole
44.06K
Shared
0.00
None
0.00

HESS MIDSTREAM LP CL A SHS

SOLE
COM
Shares29K
TypeSH
Market value$1.13M
0.69%
Sole
29K
Shared
0.00
None
0.00

CHENIERE ENERGY INC COM NEW

SOLE
COM NEW
Shares3.80K
TypeSH
Market value$1.08M
0.66%
Sole
3.80K
Shared
0.00
None
0.00

STATE STREET SPDR S&P OIL & GAS EXPLORATION & PRODUCTION ETF

SOLE
STATE STREET SPD
Shares5.22K
TypeSH
Market value$950.1K
0.58%
Sole
5.22K
Shared
0.00
None
0.00

INTERNATIONAL BUSINESS MACHS COM

SOLE
COM
Shares3.89K
TypeSH
Market value$941.9K
0.58%
Sole
3.89K
Shared
0.00
None
0.00
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