General Counsel and Chief Compliance Officer

0001013594-23-000668.txt : 20230814 0001013594-23-000668.hdr.sgml : 20230814 20230814095028 ACCESSION NUMBER: 0001013594-23-000668 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230814 DATE AS OF CHANGE: 20230814 EFFECTIVENESS DATE: 20230814 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: 231166905 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 06-30-2023 06-30-2023 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 08-14-2023 0 89 90388367 INFORMATION TABLE 2 informationtable.xml AMAZON COM INC STOCK 023135106 304521 2336 SH SOLE 2336 0 0 WISDOMTREE TR JAPN HEDGE EQT 97717W851 313436 3765 SH SOLE 3765 0 0 VANGUARD INDEX FDS TOTAL STK MKT 922908769 7658695 34768 SH SOLE 34768 0 0 VANGUARD INDEX FDS EXTEND MKT ETF 922908652 335165 2252 SH SOLE 2252 0 0 GENERAL MLS INC COM 370334104 130390 1700 SH SOLE 1700 0 0 ENTERPRISE PRODS PARTNERS L COM 293792107 1820179 69077 SH SOLE 69077 0 0 AMEREN CORP COM 023608102 70726 866 SH SOLE 866 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 15327736 34578 SH SOLE 34578 0 0 ISHARES INC MSCI JAPN SMCETF 464286582 49573 725 SH SOLE 725 0 0 ISHARES INC MSCI JPN ETF NEW 46434G822 49520 800 SH SOLE 800 0 0 ISHARES INC TIPS BD ETF 464287176 56393 524 SH SOLE 524 0 0 JANUS DETROIT STR TR HENDRSN SHRT ETF 47103U886 2963 62 SH SOLE 62 0 0 INDEXIQ ETF TR HEDGE MLTI ETF 45409B107 3938 132 SH SOLE 132 0 0 PEPSICO INC COM 713448108 124838 674 SH SOLE 674 0 0 BP PLC SPONSORED ADR 055622104 52935 1500 SH SOLE 1500 0 0 SUNCOR ENERGY INC NEW COM 867224107 64504 2200 SH SOLE 2200 0 0 DUPONT DE NEMOURS INC COM 26614N102 121662 1703 SH SOLE 1703 0 0 SPDR GOLD TR GOLD SHS 78463V107 2953934 16570 SH SOLE 16570 0 0 SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 5811 163 SH SOLE 163 0 0 FS KKR CAP CORP COM 302635206 1285060 67000 SH SOLE 67000 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 84713 2528 SH SOLE 2528 0 0 ALPHABET INC CAP STK CL A 02079K305 1439393 12025 SH SOLE 12025 0 0 MICROSOFT CORP COM 594918104 2728406 8012 SH SOLE 8012 0 0 INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1872 60 SH SOLE 60 0 0 CANADIAN NAT RES LTD COM 136385101 67512 1200 SH SOLE 1200 0 0 VANGUARD INDEX FDS MID CAP ETF 922908629 467840 2125 SH SOLE 2125 0 0 VANGUARD SCOTTSDALE FDS SHORT TERM TREAS 92206C102 1249970 21652 SH SOLE 21652 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 236496 966 SH SOLE 966 0 0 DOW INC COM 260557103 58426 1097 SH SOLE 1097 0 0 CONAGRA BRANDS INC COM 205887102 94180 2793 SH SOLE 2793 0 0 VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 21243725 52160 SH SOLE 52160 0 0 GOLUB CAP BDC INC COM 38173M102 44550 3300 SH SOLE 3300 0 0 CONSOLIDATED EDISON INC COM 209115104 91666 1014 SH SOLE 1014 0 0 ISHARES TR US REGNL BKS ETF 464288778 209870 6200 SH SOLE 6200 0 0 TARGA RES CORP COM 87612G101 201665 2650 SH SOLE 2650 0 0 INVESCO EXCHANGE TRADED FD T S&P500 EQL WGT 46137V357 610830 4082 SH SOLE 4082 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 712050 50500 SH SOLE 50500 0 0 SCHWAB STRATEGIC TR US MID-CAP ETF 808524508 9021 127 SH SOLE 127 0 0 SHOPIFY INC NOTE 0.125%11/0 82509LAA5 371460 410000 SH SOLE 410000 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 2111713 33885 SH SOLE 33885 0 0 ISHARES TR EAFE VALUE ETF 464288877 1811 37 SH SOLE 37 0 0 ENERGY TRANSFER L P COM UT LTD PTN 29273V100 2317750 182500 SH SOLE 182500 0 0 DIMENSIONAL ETF TRUST US SMALL CAP ETF 25434V500 883979 16131 SH SOLE 16131 0 0 DIMENSIONAL ETF TRUST US TARGETED VLU 25434V609 941856 20303 SH SOLE 20303 0 0 BLACKSTONE SECD LENDING FD COMMON STOCK 09261X102 957600 35000 SH SOLE 35000 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 1563 11 SH SOLE 11 0 0 PEMBINA PIPELINE CORP COM 706327103 157231 5001 SH SOLE 5001 0 0 BLOCK INC NOTE 0.250%11/0 852234AK9 575160 750000 SH SOLE 750000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 957632 1050000 SH SOLE 1050000 0 0 PHILLIPS 66 COM 718546104 249133 2612 SH SOLE 2612 0 0 CHENIERE ENERGY INC COM NEW 16411R208 278057 1825 SH SOLE 1825 0 0 CABLE ONE INC NOTE 3/1 12685JAE5 327000 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 596800 800000 SH SOLE 800000 0 0 VANECK ETF TRUST MRNGSTR WDE MOAT 92189F643 21543 270 SH SOLE 270 0 0 DIMENSIONAL ETF TRUST US MKTWIDE VALUE 25434V724 1677045 48610 SH SOLE 48610 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 231000 300000 SH SOLE 300000 0 0 MONDELEZ INTL INC CL A 609207105 3282 45 SH SOLE 45 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 678800 800000 SH SOLE 800000 0 0 HOLLY ENERGY PARTNERS L P COM UT LTD PTN 435763107 155400 8400 SH SOLE 8400 0 0 NUSTAR ENERGY LP UNIT COM 67058H102 209108 12200 SH SOLE 12200 0 0 MPLX LP COM UNIT REP LTD 55336V100 2272283 66950 SH SOLE 66950 0 0 BILL HOLDINGS INC NOTE 4/0 090043AD2 656000 800000 SH SOLE 800000 0 0 MARATHON DIGITAL HOLDINGS IN NOTE 1.000%12/0 565788AB2 542560 1000000 SH SOLE 1000000 0 0 WHITEHORSE FIN INC COM 96524V106 1567031 122138 SH SOLE 122138 0 0 WESTERN MIDSTREAM PARTNERS L COM UNIT LP INT 958669103 1091298 41150 SH SOLE 41150 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 60014 1103 SH SOLE 1103 0 0 ISHARES INC EM MKT SM-CP ETF 464286475 4072 76 SH SOLE 76 0 0 CISCO SYS INC COM 17275R102 104411 2018 SH SOLE 2018 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 366158 4511 SH SOLE 4511 0 0 ISHARES TR ISHARES SEMICDTR 464287523 284573 561 SH SOLE 561 0 0 SPDR SER TR PORTFOLIO S&P600 78468R853 6098 157 SH SOLE 157 0 0 ISHARES TR S&P 500 GRWT ETF 464287309 18889 268 SH SOLE 268 0 0 ONEOK INC NEW COM 682680103 637382 10327 SH SOLE 10327 0 0 ISHARES TR PFD AND INCM SEC 464288687 110327 3567 SH SOLE 3567 0 0 JPMORGAN CHASE & CO COM 46625H100 211033 1451 SH SOLE 1451 0 0 ISHARES TR NATIONAL MUN ETF 464288414 6084 57 SH SOLE 57 0 0 VANGUARD WORLD FDS UTILITIES ETF 92204A876 274815 1933 SH SOLE 1933 0 0 WILLIAMS COS INC COM 969457100 1158365 35500 SH SOLE 35500 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 265000 25000 SH SOLE 25000 0 0 TC ENERGY CORP COM 87807B107 540282 13370 SH SOLE 13370 0 0 WISDOMTREE TR INDIA ERNGS FD 97717W422 156600 4500 SH SOLE 4500 0 0 PHILIP MORRIS INTL INC COM 718172109 8786 90 SH SOLE 90 0 0 ALTRIA GROUP INC COM 02209S103 173544 3831 SH SOLE 3831 0 0 EXXON MOBIL CORP COM 30231G102 651437 6074 SH SOLE 6074 0 0 SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3669 37 SH SOLE 37 0 0 KRAFT HEINZ CO COM 500754106 604 17 SH SOLE 17 0 0 ACTIVISION BLIZZARD INC COM 00507V109 732061 8684 SH SOLE 8684 0 0 APPLE INC COM 037833100 2979379 15360 SH SOLE 15360 0 0