General Counsel and Chief Compliance Officer

0001013594-23-000477.txt : 20230515 0001013594-23-000477.hdr.sgml : 20230515 20230515102732 ACCESSION NUMBER: 0001013594-23-000477 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230331 FILED AS OF DATE: 20230515 DATE AS OF CHANGE: 20230515 EFFECTIVENESS DATE: 20230515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT, L.P. CENTRAL INDEX KEY: 0001287978 IRS NUMBER: 200406508 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10896 FILM NUMBER: 23919428 BUSINESS ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 BUSINESS PHONE: (203) 352-6100 MAIL ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT L.P. DATE OF NAME CHANGE: 20130806 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20130731 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20040421 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE 0001287978 XXXXXXXX 03-31-2023 03-31-2023 false BASSO CAPITAL MANAGEMENT, L.P.

1266 EAST MAIN STREET 4TH FLOOR STAMFORD CT 06902

13F HOLDINGS REPORT 028-10896 000132311 801-64130 N Marc Seidenberg General Counsel and Chief Compliance Officer 203-352-6100 /s/ Marc Seidenberg Stamford CT 05-15-2023 0 79 103428647 INFORMATION TABLE 2 informationtable.xml INVESCO QQQ TRUST UNIT SER 1 46090E103 359442 1120 SH SOLE 1120 0 0 ELEVANCE HEALTH INC COM COM 036752103 482801 1050 SH SOLE 1050 0 0 VANGUARD TOTAL STOCK MARKET ETF TOTAL STK MKT 922908769 8054807 39465 SH SOLE 39465 0 0 VANGUARD EXTENDED MARKET ETF EXTEND MKT ETF 922908652 315730 2252 SH SOLE 2252 0 0 PROCTER AND GAMBLE CO COM COM 742718109 475808 3200 SH SOLE 3200 0 0 ENTERPRISE PRODS PARTNERS LP COM 293792107 1848664 71377 SH SOLE 71377 0 0 VANGUARD REAL ESTATE ETF REAL ESTATE ETF 922908553 363300 4375 SH SOLE 4375 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 9458137 23103 SH SOLE 23103 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1604455 4415 SH SOLE 4415 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1128867 4324 SH SOLE 4324 0 0 PEPSICO INC COM 713448108 715345 3924 SH SOLE 3924 0 0 SPDR GOLD TR GOLD SHS 78463V107 2678676 14620 SH SOLE 14620 0 0 FS KKR CAP CORP COM 302635206 1239500 67000 SH SOLE 67000 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1057537 3425 SH SOLE 3425 0 0 ALPHABET INC CAP STK CL A 02079K305 2839609 27375 SH SOLE 27375 0 0 CSX CORP COM 126408103 482034 16100 SH SOLE 16100 0 0 SFL CORPORATION LTD 4.875 05/01/2023 824689AG8 99161 100000 SH SOLE 100000 0 0 MICROSOFT CORP COM 594918104 2392025 8297 SH SOLE 8297 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 331730 1750 SH SOLE 1750 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 448205 2125 SH SOLE 2125 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 1623139 27727 SH SOLE 27727 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 743041 3116 SH SOLE 3116 0 0 BROOKFIELD CORP CL A LTD VT SH 11271J107 619210 19000 SH SOLE 19000 0 0 KKR & CO INC COM 48251W104 745784 14200 SH SOLE 14200 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 20248361 53842 SH SOLE 53842 0 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 569658 3939 SH SOLE 3939 0 0 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 726503105 655922 52600 SH SOLE 52600 0 0 APOLLO GLOBAL MGMT INC COM 03769M106 574756 9100 SH SOLE 9100 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 175000 200000 SH SOLE 200000 0 0 J P MORGAN EXCHANGE TRADED F EQUITY PREMIUM 46641Q332 597870 10950 SH SOLE 10950 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 360390 410000 SH SOLE 410000 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1922703 35435 SH SOLE 35435 0 0 ENERGY TRANSFER L P COM UT LTD PTN 29273V100 2164169 173550 SH SOLE 173550 0 0 COUPANG INC CL A 22266T109 254400 15900 SH SOLE 15900 0 0 VISA INC COM CL A 92826C839 875912 3885 SH SOLE 3885 0 0 DIMENSIONAL ETF TRUST US SMALL CAP ETF 25434V500 850104 16131 SH SOLE 16131 0 0 DIMENSIONAL ETF TRUST US TARGETED VLU 25434V609 903484 20303 SH SOLE 20303 0 0 DIMENSIONAL ETF TRUST INTERNATNAL VAL 25434V807 809134 25105 SH SOLE 25105 0 0 BLACKSTONE SECD LENDING FD COMMON STOCK 09261X102 872550 35000 SH SOLE 35000 0 0 PEMBINA PIPELINE CORP COM 706327103 226800 7000 SH SOLE 7000 0 0 BLOCK INC NOTE 0.250%11/0 852234AK9 573750 750000 SH SOLE 750000 0 0 UBER TECHNOLOGIES INC NOTE 12/15/2025 90353TAJ9 923769 1050000 SH SOLE 1050000 0 0 PHILLIPS 66 COM 718546104 282546 2787 SH SOLE 2787 0 0 CHENIERE ENERGY INC COM NEW 16411R208 297864 1890 SH SOLE 1890 0 0 META PLATFORMS INC CL A 30303M102 233134 1100 SH SOLE 1100 0 0 CABLE ONE INC NOTE 03/15/2026 12685JAE5 315600 400000 SH SOLE 400000 0 0 BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 1403368 1775000 SH SOLE 1775000 0 0 DRAFTKINGS INC NEW NOTE 03/15/2028 26142RAB0 553600 800000 SH SOLE 800000 0 0 DIMENSIONAL ETF TRUST US MKTWIDE VALUE 25434V724 1627463 48610 SH SOLE 48610 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 247596 300000 SH SOLE 300000 0 0 CLOUDFLARE INC NOTE 08/15/2026 18915MAC1 1520100 1800000 SH SOLE 1800000 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 190808 12200 SH SOLE 12200 0 0 MPLX LP COM UNIT REP LTD 55336V100 2382218 69150 SH SOLE 69150 0 0 BILL HOLDINGS INC NOTE 04/01/2027 090043AD2 621600 800000 SH SOLE 800000 0 0 MARATHON DIGITAL HOLDINGS INC NOTE 1.000%12/0 565788AB2 378150 1000000 SH SOLE 1000000 0 0 WHITEHORSE FIN INC COM 96524V106 1529168 122138 SH SOLE 122138 0 0 WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT COM UNIT LP INT 958669103 1139184 43200 SH SOLE 43200 0 0 ABBVIE INC COM 00287Y109 972157 6100 SH SOLE 6100 0 0 AT&T INC COM 00206R102 200200 10400 SH SOLE 10400 0 0 VANGUARD WORLD FDS FINANCIALS ETF 92204A405 1113827 14300 SH SOLE 14300 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 1046060 12629 SH SOLE 12629 0 0 ISHARES TR ISHARES SEMICDTR 464287523 249460 561 SH SOLE 561 0 0 ONEOK INC NEW COM 682680103 884477 13920 SH SOLE 13920 0 0 LOCKHEED MARTIN CORP COM 539830109 1040006 2200 SH SOLE 2200 0 0 CHEVRON CORP NEW COM 166764100 440532 2700 SH SOLE 2700 0 0 BANK AMERICA CORP COM 060505104 434720 15200 SH SOLE 15200 0 0 VANGUARD WORLD FDS UTILITIES ETF 92204A876 285156 1933 SH SOLE 1933 0 0 WILLIAMS COS INC COM 969457100 1104820 37000 SH SOLE 37000 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 331162 30550 SH SOLE 30550 0 0 TC ENERGY CORP COM 87807B107 543378 13965 SH SOLE 13965 0 0 BROOKFIELD INFRAST PARTNERS LP LP INT UNIT G16252101 388355 11500 SH SOLE 11500 0 0 CITIGROUP INC COM NEW 172967424 452489 9650 SH SOLE 9650 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1385953 20475 SH SOLE 20475 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1171214 13684 SH SOLE 13684 0 0 ISHARES TR CORE S&P MID-CAP ETF 464287507 350224 1400 SH SOLE 1400 0 0 APPLE INC COM 037833100 2618612 15880 SH SOLE 15880 0 0 ABBOTT LABS COM 002824100 268339 2650 SH SOLE 2650 0 0 DISNEY WALT CO COM 254687106 437568 4370 SH SOLE 4370 0 0 OAKTREE SPECIALTY LENDING CO COM 67401P405 1321802 70421 SH SOLE 70421 0 0