General Counsel and Chief Compliance Officer

0001013594-24-000166.txt : 20240214 0001013594-24-000166.hdr.sgml : 20240214 20240214095339 ACCESSION NUMBER: 0001013594-24-000166 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240214 DATE AS OF CHANGE: 20240214 EFFECTIVENESS DATE: 20240214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT, L.P. CENTRAL INDEX KEY: 0001287978 ORGANIZATION NAME: 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: 24633342 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 12-31-2023 12-31-2023 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 02-14-2024 0 73 96077353 INFORMATION TABLE 2 informationtable.xml AMAZON COM INC COM COM 023135106 354932 2336 SH SOLE 2336 0 0 INVESCO QQQ TRUST SERIES I UNIT SER 1 46090E103 553671 1352 SH SOLE 1352 0 0 VANGUARD TOTAL STOCK MARKET ETF TOTAL STK MKT 922908769 8883889 37450 SH SOLE 37450 0 0 VANGUARD EXTENDED MARKET ETF EXTEND MKT ETF 922908652 370274 2252 SH SOLE 2252 0 0 GENERAL MLS INC COM COM 370334104 121877 1871 SH SOLE 1871 0 0 ENTERPRISE PRODS PARTNERS L P COM COM 293792107 1820179 69077 SH SOLE 69077 0 0 AMEREN CORP COM COM 023608102 110174 1523 SH SOLE 1523 0 0 SPDR S&P 500 ETF TRUST TR UNIT 78462F103 16731863 35202 SH SOLE 35202 0 0 PEPSICO INC COM COM 713448108 114472 674 SH SOLE 674 0 0 HESS MIDSTREAM LP CL A SHS CL A SHS 428103105 379560 12000 SH SOLE 12000 0 0 BP PLC SPONSORED ADR SPONSORED ADR 055622104 53100 1500 SH SOLE 1500 0 0 SUNCOR ENERGY INC NEW COM COM 867224107 70488 2200 SH SOLE 2200 0 0 DUPONT DE NEMOURS INC COM COM 26614N102 131012 1703 SH SOLE 1703 0 0 SPDR GOLD SHARES GOLD SHS 78463V107 3371283 17635 SH SOLE 17635 0 0 FS KKR CAP CORP COM COM 302635206 1337990 67000 SH SOLE 67000 0 0 WEYERHAEUSER CO MTN BE COM NEW COM NEW 962166104 123503 3552 SH SOLE 3552 0 0 ALPHABET INC CAP STK CL A CAP STK CL A 02079K305 719683 5152 SH SOLE 5152 0 0 MICROSOFT CORP COM COM 594918104 937092 2492 SH SOLE 2492 0 0 CANADIAN NAT RES LTD COM COM 136385101 78624 1200 SH SOLE 1200 0 0 FRANKLIN FTSE INDIA ETF FRANKLIN INDIA 35473P769 523197 15000 SH SOLE 15000 0 0 VANGUARD MID-CAP ETF MID CAP ETF 922908629 494360 2125 SH SOLE 2125 0 0 VANGUARD SHORT-TERM TREASURY ETF SHORT TERM TREAS 92206C102 2422678 41534 SH SOLE 41534 0 0 ISHARES MSCI EMERGING MARKETS EX CHINA ETF MSCI EMRG CHN 46434G764 221640 4000 SH SOLE 4000 0 0 VANGUARD HEALTH CARE ETF HEALTH CAR ETF 92204A504 242176 966 SH SOLE 966 0 0 DOW INC COM COM 260557103 60159 1097 SH SOLE 1097 0 0 CONAGRA BRANDS INC COM COM 205887102 116360 4060 SH SOLE 4060 0 0 VANGUARD S&P 500 ETF S&P 500 ETF SHS 922908363 21411936 49020 SH SOLE 49020 0 0 GOLUB CAP BDC INC COM COM 38173M102 49830 3300 SH SOLE 3300 0 0 CONSOLIDATED EDISON INC COM COM 209115104 122537 1347 SH SOLE 1347 0 0 TARGA RES CORP COM COM 87612G101 321419 3700 SH SOLE 3700 0 0 INVESCO S&P 500 EQUAL WEIGHT ETF S&P EQL WGT 46137V357 6757154 42821 SH SOLE 42821 0 0 PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN UNIT LTD PARTN 726503105 765075 50500 SH SOLE 50500 0 0 HF SINCLAIR CORP COM COM 403949100 147038 2646 SH SOLE 2646 0 0 SHOPIFY INC 0.125 11/01/2025 NOTE 0.125%11/0 82509LAA5 386630 410000 SH SOLE 410000 0 0 ENERGY TRANSFER L P COM UT LTD PTN COM UT LTD PTN 29273V100 2601300 188500 SH SOLE 188500 0 0 DIMENSIONAL U.S. SMALL CAP ETF US SMALL CAP ETF 25434V500 961730 16131 SH SOLE 16131 0 0 DIMENSIONAL U.S. TARGETED VALUE ETF US TARGETED VLU 25434V609 1062456 20303 SH SOLE 20303 0 0 BLACKSTONE SECD LENDING FD COMMON STOCK COMMON STOCK 09261X102 967400 35000 SH SOLE 35000 0 0 PEMBINA PIPELINE CORP COM COM 706327103 172134 5001 SH SOLE 5001 0 0 BLOCK INC 0.25 11/01/2027 NOTE 0.250%11/0 852234AK9 615938 750000 SH SOLE 750000 0 0 PHILLIPS 66 COM COM 718546104 81482 612 SH SOLE 612 0 0 CHENIERE ENERGY INC COM NEW COM NEW 16411R208 452382 2650 SH SOLE 2650 0 0 BLACKSTONE MORTGAGE TRUST INC 5.5 03/15/2027 NOTE 5.500% 3/1 09257WAE0 521813 575000 SH SOLE 575000 0 0 DRAFTKINGS INC NEW 0 03/15/2028 NOTE 3/1 26142RAB0 641200 800000 SH SOLE 800000 0 0 VANECK MORNINGSTAR WIDE MOAT ETF MRNGSTR WDE MOAT 92189F643 22915 270 SH SOLE 270 0 0 DIMENSIONAL US MARKETWIDE VALUE ETF US MKTWIDE VALUE 25434V724 1809264 48610 SH SOLE 48610 0 0 ETSY INC 0.25 06/15/2028 NOTE 0.250% 6/1 29786AAN6 240180 300000 SH SOLE 300000 0 0 CLOUDFLARE INC 0 08/15/2026 NOTE 8/1 18915MAC1 718400 800000 SH SOLE 800000 0 0 NUSTAR ENERGY LP UNIT COM UNIT COM 67058H102 227896 12200 SH SOLE 12200 0 0 MPLX LP COM UNIT REP LTD COM UNIT REP LTD 55336V100 2507976 68300 SH SOLE 68300 0 0 BILL HOLDINGS INC 0 04/01/2027 NOTE 4/0 090043AD2 662800 800000 SH SOLE 800000 0 0 WHITEHORSE FIN INC COM COM 96524V106 1502297 122138 SH SOLE 122138 0 0 WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT COM UNIT LP INT 958669103 1204049 41150 SH SOLE 41150 0 0 ISHARES MSCI INDIA SMALL CAP ETF MSCI INDIA SM CP 46429B614 1029403 14750 SH SOLE 14750 0 0 ISHARES MSCI EMERGING MARKETS SMALL CAP ETF EM MKT SM-CP ETF 464286475 4394 76 SH SOLE 76 0 0 GLOBAL X URANIUM ETF ETF 37954Y871 52611 1900 SH SOLE 1900 0 0 CISCO SYS INC COM COM 17275R102 137313 2718 SH SOLE 2718 0 0 ENERGY SELECT SECTOR SPDR FUND ENERGY 81369Y506 696794 8311 SH SOLE 8311 0 0 ISHARES SEMICONDUCTOR ETF ISHARES SEMICDTR 464287523 323192 561 SH SOLE 561 0 0 ISHARES S&P 500 GROWTH ETF S&P 500 GRWT ETF 464287309 15095 201 SH SOLE 201 0 0 ONEOK INC NEW COM COM 682680103 2025285 28842 SH SOLE 28842 0 0 JPMORGAN CHASE & CO COM COM 46625H100 246815 1451 SH SOLE 1451 0 0 VANGUARD UTILITIES ETF ETF 92204A876 302925 2210 SH SOLE 2210 0 0 WILLIAMS COS INC COM COM 969457100 1236465 35500 SH SOLE 35500 0 0 ENLINK MIDSTREAM LLC COM UNIT REP LTD COM UNIT REP LTD 29336T100 121600 10000 SH SOLE 10000 0 0 TC ENERGY CORP COM COM 87807B107 522633 13370 SH SOLE 13370 0 0 WISDOMTREE INDIA EARNINGS FUND INDIA ERNGS FD 97717W422 690850 16850 SH SOLE 16850 0 0 PHILIP MORRIS INTL INC COM COM 718172109 79874 849 SH SOLE 849 0 0 ALTRIA GROUP INC COM COM 02209S103 73177 1814 SH SOLE 1814 0 0 EXXON MOBIL CORP COM COM 30231G102 299240 2993 SH SOLE 2993 0 0 APPLE INC COM COM 037833100 703312 3653 SH SOLE 3653 0 0 DISNEY WALT CO COM COM 254687106 118551 1313 SH SOLE 1313 0 0 INVESCO PREFERRED ETF PDF ETF 46138E511 118359 10319 SH SOLE 10319 0 0