General Counsel and Chief Compliance Officer

0001013594-23-000188.txt : 20230214 0001013594-23-000188.hdr.sgml : 20230214 20230213200544 ACCESSION NUMBER: 0001013594-23-000188 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20221231 FILED AS OF DATE: 20230214 DATE AS OF CHANGE: 20230213 EFFECTIVENESS DATE: 20230214 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: 23621278 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 12-31-2022 12-31-2022 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 02-13-2023 0 74 93134581 INFORMATION TABLE 2 informationtable.xml INVESCO QQQ TR UNIT SER 1 46090E103 298234 1120 SH SOLE 1120 0 0 ELEVANCE HEALTH INC COM 036752103 461673 900 SH SOLE 900 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 7545313 39465 SH SOLE 39465 0 0 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 299201 2252 SH SOLE 2252 0 0 PROCTER AND GAMBLE CO COM 742718109 484992 3200 SH SOLE 3200 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 1721613 71377 SH SOLE 71377 0 0 VANGUARD INDEX FDS REAL ESTATE ETF 922908553 360850 4375 SH SOLE 4375 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 24188698 63250 SH SOLE 63250 0 0 MASTERCARD INCORPORATED CL A 57636Q104 1535228 4415 SH SOLE 4415 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 1212060 4324 SH SOLE 4324 0 0 PEPSICO INC COM 713448108 708910 3924 SH SOLE 3924 0 0 SPDR GOLD TR GOLD SHS 78463V107 2480137 14620 SH SOLE 14620 0 0 FS KKR CAP CORP COM 302635206 1172500 67000 SH SOLE 67000 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1057983 3425 SH SOLE 3425 0 0 ALPHABET INC CAP STK CL A 02079K305 2273687 25770 SH SOLE 25770 0 0 BLACKSTONE MORTGAGE TRUST IN NOTE 4.750% 3/1 09257WAC4 294189 300000 SH SOLE 300000 0 0 CSX CORP COM 126408103 498778 16100 SH SOLE 16100 0 0 SFL CORPORATION LTD NOTE 4.875% 5/0 824689AG8 96950 100000 SH SOLE 100000 0 0 MICROSOFT CORP COM 594918104 1989787 8297 SH SOLE 8297 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 321195 1750 SH SOLE 1750 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 433096 2125 SH SOLE 2125 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 1100141 19027 SH SOLE 19027 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 772924 3116 SH SOLE 3116 0 0 BROOKFIELD CORP CL A LTD VT SH 11271J107 432575 13750 SH SOLE 13750 0 0 KKR & CO INC COM 48251W104 659164 14200 SH SOLE 14200 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2646293 7532 SH SOLE 7532 0 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 556384 3939 SH SOLE 3939 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 618576 52600 SH SOLE 52600 0 0 APOLLO GLOBAL MGMT INC COM 03769M106 580489 9100 SH SOLE 9100 0 0 CHEGG INC NOTE 0.125% 3/1 163092AD1 182500 200000 SH SOLE 200000 0 0 J P MORGAN EXCHANGE TRADED F EQUITY PREMIUM 46641Q332 539451 9900 SH SOLE 9900 0 0 INTERDIGITAL INC NOTE 2.000% 6/0 45867GAB7 185392 194000 SH SOLE 194000 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 350038 410000 SH SOLE 410000 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 1779191 35435 SH SOLE 35435 0 0 EOS ENERGY ENTERPRISES INC COM CL A 29415C101 59200 40000 SH SOLE 40000 0 0 ENERGY TRANSFER L P COM UT LTD PTN 29273V100 2002469 168700 SH SOLE 168700 0 0 VISA INC COM CL A 92826C839 807148 3885 SH SOLE 3885 0 0 DIMENSIONAL ETF TRUST US SMALL CAP ETF 25434V500 853438 16685 SH SOLE 16685 0 0 DIMENSIONAL ETF TRUST US TARGETED VLU 25434V609 920753 20950 SH SOLE 20950 0 0 DIMENSIONAL ETF TRUST INTERNATNAL VAL 25434V807 867525 28537 SH SOLE 28537 0 0 PEMBINA PIPELINE CORP COM 706327103 237650 7000 SH SOLE 7000 0 0 UBER TECHNOLOGIES INC NOTE 90353TAJ9 210565 250000 SH SOLE 250000 0 0 PHILLIPS 66 COM 718546104 290071 2787 SH SOLE 2787 0 0 CHENIERE ENERGY INC COM NEW 16411R208 224190 1495 SH SOLE 1495 0 0 EAGLE BULK SHIPPING INC NOTE 5.000% 8/0 269442AB5 741015 450000 SH SOLE 450000 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 314200 400000 SH SOLE 400000 0 0 BLACKSTONE MORTGAGE TRUST IN NOTE 5.500% 3/1 09257WAE0 1516525 1775000 SH SOLE 1775000 0 0 DRAFTKINGS INC NEW NOTE 3/1 26142RAB0 309250 500000 SH SOLE 500000 0 0 DIMENSIONAL ETF TRUST US MKTWIDE VALUE 25434V724 1736876 51878 SH SOLE 51878 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 1467000 1800000 SH SOLE 1800000 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 195200 12200 SH SOLE 12200 0 0 MPLX LP COM UNIT REP LTD 55336V100 2270886 69150 SH SOLE 69150 0 0 BILL COM HLDGS INC NOTE 4/0 090043AD2 632400 800000 SH SOLE 800000 0 0 WHITEHORSE FIN INC COM 96524V106 1593901 122138 SH SOLE 122138 0 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 1159920 43200 SH SOLE 43200 0 0 ABBVIE INC COM 00287Y109 985821 6100 SH SOLE 6100 0 0 AT&T INC COM 00206R102 191464 10400 SH SOLE 10400 0 0 VANGUARD WORLD FDS FINANCIALS ETF 92204A405 1522232 18400 SH SOLE 18400 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 1104659 12629 SH SOLE 12629 0 0 ONEOK INC NEW COM 682680103 914544 13920 SH SOLE 13920 0 0 LOCKHEED MARTIN CORP COM 539830109 1070278 2200 SH SOLE 2200 0 0 CHEVRON CORP NEW COM 166764100 484623 2700 SH SOLE 2700 0 0 VANGUARD WORLD FDS UTILITIES ETF 92204A876 296445 1933 SH SOLE 1933 0 0 WILLIAMS COS INC COM 969457100 1217300 37000 SH SOLE 37000 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 375765 30550 SH SOLE 30550 0 0 TC ENERGY CORP COM 87807B107 556645 13965 SH SOLE 13965 0 0 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 356385 11500 SH SOLE 11500 0 0 CITIGROUP INC COM NEW 172967424 246504 5450 SH SOLE 5450 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 1443488 20475 SH SOLE 20475 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1047510 13684 SH SOLE 13684 0 0 ISHARES TR CORE S&P MCP ETF 464287507 338646 1400 SH SOLE 1400 0 0 APPLE INC COM 037833100 2063288 15880 SH SOLE 15880 0 0 ABBOTT LABS COM 002824100 290944 2650 SH SOLE 2650 0 0 DISNEY WALT CO COM 254687106 379666 4370 SH SOLE 4370 0 0