# EDGAR Filing Document

**Accession Number:** 0001287978
**File Stem:** 0001013594-25-000994
**Filing Date:** 2025-8
**Character Count:** 12536
**Document Hash:** 60af2e8b944950e78a87084180019d8d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001013594-25-000994.hdr.sgml**: 20250813

**ACCESSION NUMBER**: 0001013594-25-000994

**CONFORMED SUBMISSION TYPE**: 13F-HR

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250813

**DATE AS OF CHANGE**: 20250813

**EFFECTIVENESS DATE**: 20250813

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BASSO CAPITAL MANAGEMENT, L.P.
- **CENTRAL INDEX KEY:** 0001287978

**ORGANIZATION NAME:**
- **EIN:** 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:** 251209897

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 06-30-2025

**Check here if Amendment** [ ] **Amendment Number:** 

**This Amendment (Check only one.):** [ ] is a restatement.

[ ] adds new holdings entries.

**Institutional Investment Manager Filing this Report:**

**Name:** BASSO CAPITAL MANAGEMENT L.P.<br>**Address:** 1266 EAST MAIN STREET<br>4TH FLOOR<br>STAMFORD, CT 06902

**Form 13F File Number:** 028-10896

**CRD Number (if applicable):** 000132311

**SEC File Number (if applicable):** 801-64130

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

**Person Signing this Report on Behalf of Reporting Manager:**

**Name:** Marc Seidenberg<br>**Title:** General Counsel and Chief Compliance Officer<br>**Phone:** 203-352-6100

**Signature, Place, and Date of Signing:**

/s/ Marc Seidenberg  Stamford, CT  08-13-2025<br>[Signature]  [City, State]  [Date]

**Report Type (Check only one.):**

[x] **13F HOLDINGS REPORT.** (Check here if all holdings of this reporting manager are reported in this report.)

[ ] **13F NOTICE.** (Check here if no holdings are reported in this report, and all holdings are reported by other reporting manager(s).)

[ ] **13F COMBINATION REPORT.** (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

### Form 13F Summary Page

**Report Summary:**

**Number of Other Included Managers:** 0

**Form 13F Information Table Entry Total:** 77

**Form 13F Information Table Value Total:** $134933296

      (round to nearest dollar)

**List of Other Included Managers:**

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.

[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]

**NONE**

### FORM 13F INFORMATION TABLE

---

|  |  |  |  |  |  |  |  |  |  |  |  |  |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | VOTING AUTHORITY | VOTING AUTHORITY | VOTING AUTHORITY |
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | VALUE (x$1000) | SHRS OR PRN AMT | SH/PRN | PUT/CALL | INVESTMENT DISCRETION | OTHER MANAGER | SOLE | SHARED | NONE |
| AMAZON COM INC COM | COM | 023135106 |  | 292886 | 1335 | SH |  | SOLE |  | 1335 | 0 | 0 |
| INVESCO QQQ TRUST SERIES I | UNIT SER 1 | 46090E103 |  | 693411 | 1257 | SH |  | SOLE |  | 1257 | 0 | 0 |
| VANGUARD TOTAL STOCK MARKET ETF | TOTAL STK MKT | 922908769 |  | 14331515 | 47154 | SH |  | SOLE |  | 47154 | 0 | 0 |
| VANGUARD EXTENDED MARKET ETF | EXTEND MKT ETF | 922908652 |  | 230867 | 1198 | SH |  | SOLE |  | 1198 | 0 | 0 |
| ENTERPRISE PRODS PARTNERS L P COM | COM | 293792107 |  | 1992858 | 64265 | SH |  | SOLE |  | 64265 | 0 | 0 |
| AMEREN CORP COM | COM | 023608102 |  | 76448 | 796 | SH |  | SOLE |  | 796 | 0 | 0 |
| ISHARES SILVER TRUST | ISHARES | 46428Q109 |  | 1730170 | 52733 | SH |  | SOLE |  | 52733 | 0 | 0 |
| SPDR S 500 ETF TRUST | TR UNIT | 78462F103 |  | 16759799 | 27126 | SH |  | SOLE |  | 27126 | 0 | 0 |
| PEPSICO INC COM | COM | 713448108 |  | 46478 | 352 | SH |  | SOLE |  | 352 | 0 | 0 |
| HESS MIDSTREAM LP CL A SHS | CL A SHS | 428103105 |  | 933868 | 24250 | SH |  | SOLE |  | 24250 | 0 | 0 |
| BP PLC SPONSORED ADR | SPONSORED ADR | 055622104 |  | 44895 | 1500 | SH |  | SOLE |  | 1500 | 0 | 0 |
| SUNCOR ENERGY INC NEW COM | COM | 867224107 |  | 101115 | 2700 | SH |  | SOLE |  | 2700 | 0 | 0 |
| SPDR GOLD SHARES | GOLD SHS | 78463V107 |  | 7208620 | 23648 | SH |  | SOLE |  | 23648 | 0 | 0 |
| SCHWAB U.S. LARGE-CAP GROWTH ETF | US LCAP GR ETF | 808524300 |  | 20213 | 692 | SH |  | SOLE |  | 692 | 0 | 0 |
| FS KKR CAP CORP COM | COM | 302635206 |  | 1286500 | 62000 | SH |  | SOLE |  | 62000 | 0 | 0 |
| BERKSHIRE HATHAWAY INC DEL CL B NEW | CL B NEW | 084670702 |  | 26717 | 55 | SH |  | SOLE |  | 55 | 0 | 0 |
| ALPHABET INC CAP STK CL A | CAP STK CL A | 02079K305 |  | 1101438 | 6250 | SH |  | SOLE |  | 6250 | 0 | 0 |
| MICROSOFT CORP COM | COM | 594918104 |  | 715773 | 1439 | SH |  | SOLE |  | 1439 | 0 | 0 |
| CANADIAN NAT RES LTD COM | COM | 136385101 |  | 75360 | 2400 | SH |  | SOLE |  | 2400 | 0 | 0 |
| JPMORGAN BETABUILDERS JAPAN ETF | BETABULDRS JAPAN | 46641Q217 |  | 618109 | 10005 | SH |  | SOLE |  | 10005 | 0 | 0 |
| FRANKLIN FTSE INDIA ETF | FRANKLIN INDIA | 35473P769 |  | 163303 | 4100 | SH |  | SOLE |  | 4100 | 0 | 0 |
| VANGUARD MID-CAP ETF | MID CAP ETF | 922908629 |  | 242613 | 867 | SH |  | SOLE |  | 867 | 0 | 0 |
| VANGUARD SHORT-TERM TREASURY ETF | SHORT TERM TREAS | 92206C102 |  | 228772 | 3892 | SH |  | SOLE |  | 3892 | 0 | 0 |
| ISHARES MSCI EMERGING MARKETS EX CHINA ETF | MSCI EMRG CHN | 46434G764 |  | 610880 | 9675 | SH |  | SOLE |  | 9675 | 0 | 0 |
| VANGUARD HEALTH CARE ETF | HEALTH CARE ETF | 92204A504 |  | 98839 | 398 | SH |  | SOLE |  | 398 | 0 | 0 |
| ALERIAN MLP ETF | ALERIAN MLP | 00162Q452 |  | 4886 | 100 | SH |  | SOLE |  | 100 | 0 | 0 |
| VANGUARD S 500 ETF | S 500 ETF SHS | 922908363 |  | 31070105 | 54698 | SH |  | SOLE |  | 54698 | 0 | 0 |
| CONSOLIDATED EDISON INC COM | COM | 209115104 |  | 64425 | 642 | SH |  | SOLE |  | 642 | 0 | 0 |
| ISHARES U.S. EQUITY FACTOR ROTATION ACTIVE ETF | ISHARES US EQUIT | 09290C103 |  | 15902 | 292 | SH |  | SOLE |  | 292 | 0 | 0 |
| TARGA RES CORP COM | COM | 87612G101 |  | 1031424 | 5925 | SH |  | SOLE |  | 5925 | 0 | 0 |
| INVESCO S 500 EQUAL WEIGHT ETF | S EQL WGT | 46137V357 |  | 12737611 | 70087 | SH |  | SOLE |  | 70087 | 0 | 0 |
| INVESCO CURRENCYSHARES EURO TRUST | EURO SHS | 46138K103 |  | 857265 | 7880 | SH |  | SOLE |  | 7880 | 0 | 0 |
| PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN | UNIT LTD PARTN | 726503105 |  | 965464 | 52700 | SH |  | SOLE |  | 52700 | 0 | 0 |
| ISHARES RUSSELL 2000 ETF | RUSSELL 2000 ETF | 464287655 |  | 34311 | 159 | SH |  | SOLE |  | 159 | 0 | 0 |
| PGIM AAA CLO ETF | AAA CLO ETF | 69344A834 |  | 4630500 | 90000 | SH |  | SOLE |  | 90000 | 0 | 0 |
| INVESCO NASDAQ 100 ETF | NASDAQ 100 ETF | 46138G649 |  | 1233380 | 5431 | SH |  | SOLE |  | 5431 | 0 | 0 |
| INVESCO CURRENCYSHARES JAPANESE YEN TRUST | JAPANESE YEN | 46138W107 |  | 639 | 10 | SH |  | SOLE |  | 10 | 0 | 0 |
| ENERGY TRANSFER L P COM UT LTD PTN | COM UT LTD PTN | 29273V100 |  | 3480960 | 192000 | SH |  | SOLE |  | 192000 | 0 | 0 |
| DIMENSIONAL U.S. TARGETED VALUE ETF | US TARGETED VLU | 25434V609 |  | 161880 | 3000 | SH |  | SOLE |  | 3000 | 0 | 0 |
| ISHARES MSCI INDIA ETF | MSCI INDIA ETF | 46429B598 |  | 757526 | 13605 | SH |  | SOLE |  | 13605 | 0 | 0 |
| PEMBINA PIPELINE CORP COM | COM | 706327103 |  | 187588 | 5001 | SH |  | SOLE |  | 5001 | 0 | 0 |
| SUNOCO LP/SUNOCO FIN CORP COM UT REP LP | COM UT REP LP | 86765K109 |  | 304391 | 5680 | SH |  | SOLE |  | 5680 | 0 | 0 |
| PHILLIPS 66 COM | COM | 718546104 |  | 73012 | 612 | SH |  | SOLE |  | 612 | 0 | 0 |
| CHENIERE ENERGY INC COM NEW | COM NEW | 16411R208 |  | 888848 | 3650 | SH |  | SOLE |  | 3650 | 0 | 0 |
| VANECK MORNINGSTAR WIDE MOAT ETF | MRNGSTR WDE MOAT | 92189F643 |  | 25323 | 270 | SH |  | SOLE |  | 270 | 0 | 0 |
| DIMENSIONAL US MARKETWIDE VALUE ETF | US MKTWIDE VALUE | 25434V724 |  | 498904 | 11800 | SH |  | SOLE |  | 11800 | 0 | 0 |
| MPLX LP COM UNIT REP LTD | COM UNIT REP LTD | 55336V100 |  | 3667512 | 71200 | SH |  | SOLE |  | 71200 | 0 | 0 |
| WHITEHORSE FIN INC COM | COM | 96524V106 |  | 1047603 | 120138 | SH |  | SOLE |  | 120138 | 0 | 0 |
| WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT | COM UNIT LP INT | 958669103 |  | 1631205 | 42150 | SH |  | SOLE |  | 42150 | 0 | 0 |
| UNITED STATES COPPER INDEX FUND | CM REP COPP FD | 911718104 |  | 367024 | 11600 | SH |  | SOLE |  | 11600 | 0 | 0 |
| ISHARES MSCI EMERGING MARKETS SMALL CAP ETF | EM MKT SM-CP ETF | 464286475 |  | 4929 | 76 | SH |  | SOLE |  | 76 | 0 | 0 |
| ELDRIDGE BBB-B CLO ETF | ELDRIDGE BBB B | 81752T528 |  | 93590 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| GLOBAL X URANIUM ETF | GLOBAL X URANIUM | 37954Y871 |  | 591658 | 15245 | SH |  | SOLE |  | 15245 | 0 | 0 |
| GLOBAL X MSCI ARGENTINA ETF | GB MSCI AR ETF | 37950E259 |  | 2118 | 25 | SH |  | SOLE |  | 25 | 0 | 0 |
| FIDELITY WISE ORIGIN BITCOIN FUND | SHS | 315948109 |  | 2490735 | 26500 | SH |  | SOLE |  | 26500 | 0 | 0 |
| ISHARES BITCOIN TRUST ETF | SHS BEN INT | 46438F101 |  | 2800664 | 45755 | SH |  | SOLE |  | 45755 | 0 | 0 |
| ENERGY SELECT SECTOR SPDR FUND | ENERGY | 81369Y506 |  | 212449 | 2505 | SH |  | SOLE |  | 2505 | 0 | 0 |
| KRANESHARES CSI CHINA INTERNET ETF | CSI CHI INTERNET | 500767306 |  | 85825 | 2500 | SH |  | SOLE |  | 2500 | 0 | 0 |
| ISHARES SEMICONDUCTOR ETF | ISHARES SEMICDTR | 464287523 |  | 176399 | 739 | SH |  | SOLE |  | 739 | 0 | 0 |
| SOUTH BOW CORP COM | COM | 83671M105 |  | 69283 | 2674 | SH |  | SOLE |  | 2674 | 0 | 0 |
| ISHARES S 500 GROWTH ETF | S 500 GRWT ETF | 464287309 |  | 22130 | 201 | SH |  | SOLE |  | 201 | 0 | 0 |
| ONEOK INC NEW COM | COM | 682680103 |  | 2362127 | 28937 | SH |  | SOLE |  | 28937 | 0 | 0 |
| SPDR EURO STOXX 50 ETF | EURO STOXX 50 | 78463X202 |  | 1083204 | 18135 | SH |  | SOLE |  | 18135 | 0 | 0 |
| JPMORGAN CHASE  CO. COM | COM | 46625H100 |  | 189601 | 654 | SH |  | SOLE |  | 654 | 0 | 0 |
| VANGUARD 0-3 MONTH TREASURY BILL ETF | 0-3 MO TREAS BIL | 922040845 |  | 3777500 | 50000 | SH |  | SOLE |  | 50000 | 0 | 0 |
| DOUBLELINE ABS ETF | ASSET BACLED SEC | 25861R808 |  | 76040 | 1500 | SH |  | SOLE |  | 1500 | 0 | 0 |
| INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 |  | 1031730 | 3500 | SH |  | SOLE |  | 3500 | 0 | 0 |
| ALPHABET INC CAP STK CL C | CAP STK CL C | 02079K107 |  | 61732 | 348 | SH |  | SOLE |  | 348 | 0 | 0 |
| VANGUARD UTILITIES ETF | UTILITIES ETF | 92204A876 |  | 159212 | 902 | SH |  | SOLE |  | 902 | 0 | 0 |
| WILLIAMS COS INC COM | COM | 969457100 |  | 2229755 | 35500 | SH |  | SOLE |  | 35500 | 0 | 0 |
| TC ENERGY CORP COM | COM | 87807B107 |  | 652322 | 13370 | SH |  | SOLE |  | 13370 | 0 | 0 |
| SPDR PORTFOLIO S 500 ETF | PORTFOLIO S | 78464A854 |  | 42306 | 582 | SH |  | SOLE |  | 582 | 0 | 0 |
| KRANESHARES BOSERA MSCI CHINA A 50 CONNECT INDEX ETF | BOSERA MSCI CHIN | 500767405 |  | 4856 | 200 | SH |  | SOLE |  | 200 | 0 | 0 |
| PHILIP MORRIS INTL INC COM | COM | 718172109 |  | 70849 | 389 | SH |  | SOLE |  | 389 | 0 | 0 |
| ALTRIA GROUP INC COM | COM | 02209S103 |  | 43973 | 750 | SH |  | SOLE |  | 750 | 0 | 0 |
| UTILITIES SELECT SECTOR SPDR FUND | SBI INT-UTILS | 81369Y886 |  | 65246 | 799 | SH |  | SOLE |  | 799 | 0 | 0 |
| ISHARES CORE S MID-CAP ETF | CORE S MCP ETF | 464287507 |  | 1163929 | 18767 | SH |  | SOLE |  | 18767 | 0 | 0 |

---