# EDGAR Filing Document

**Accession Number:** 0001287978
**File Stem:** 0001013594-23-000188
**Filing Date:** 2023-2
**Character Count:** 11618
**Document Hash:** 465cff10ae9ee17496d74302c4e192e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001013594-23-000188.hdr.sgml**: 20230214

**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

### FORM 13F COVER PAGE

**Report for the Calendar Year or Quarter Ended:** 12-31-2022

**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  02-13-2023<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:** 74

**Form 13F Information Table Value Total:** $93134581

      (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 |
| 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 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 500 ETF SHS | 922908363 |  | 2646293 | 7532 | SH |  | SOLE |  | 7532 | 0 | 0 |
| INVESCO EXCHANGE TRADED FD T | S 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 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 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 |

---