Instuitional Investor - Basso Capital Management, L.p.

Fund Profile
Filing Period:
Fund Name: Basso Capital Management, L.p.
Portfolio Value $167,947,696
Filing Period:
No. Security Ticker Shares Value % Port
1.
Vanguard S&P 500 Etf - S&P 500 ETF SHS
54,879 $34,416,267 20.49%
2. SPY 27,165 $18,524,357 11.03%
3.
Vanguard Total Stock Market Etf
49,963 $16,751,095 9.97%
4. GLD 25,535 $10,119,776 6.03%
5. IEF 37,447 $9,217,954 5.49%