UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
03-31-2023
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.
Address:
1266 EAST MAIN STREET
4TH FLOOR
STAMFORD, CT 06902
Form 13F File Number:
028-10896

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
Title:
General Counsel and Chief Compliance Officer
Phone:
203-352-6100


Signature, Place, and Date of Signing:

/s/ Marc Seidenberg
                         [Signature]
Stamford, CONNECTICUT
                 [City, State]
05-15-2023
                           [Date]
                          

Report Type (Check only one.):

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

☐ 13F NOTICE. (Check here if no holdings reported are 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:
79
Form 13F Information table Value Total:
103428647
          (thousands)

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


UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
INVESCO QQQ TRUSTUNIT SER 146090E103359,4421,120SHSOLE1,120 0 0
ELEVANCE HEALTH INC COMCOM036752103482,8011,050SHSOLE1,050 0 0
VANGUARD TOTAL STOCK MARKET ETFTOTAL STK MKT9229087698,054,80739,465SHSOLE39,465 0 0
VANGUARD EXTENDED MARKET ETFEXTEND MKT ETF922908652315,7302,252SHSOLE2,252 0 0
PROCTER AND GAMBLE CO COMCOM742718109475,8083,200SHSOLE3,200 0 0
ENTERPRISE PRODS PARTNERS LPCOM2937921071,848,66471,377SHSOLE71,377 0 0
VANGUARD REAL ESTATE ETFREAL ESTATE ETF922908553363,3004,375SHSOLE4,375 0 0
SPDR S&P 500 ETF TRTR UNIT78462F1039,458,13723,103SHSOLE23,103 0 0
MASTERCARD INCORPORATEDCL A57636Q1041,604,4554,415SHSOLE4,415 0 0
SBA COMMUNICATIONS CORP NEWCL A78410G1041,128,8674,324SHSOLE4,324 0 0
PEPSICO INCCOM713448108715,3453,924SHSOLE3,924 0 0
SPDR GOLD TRGOLD SHS78463V1072,678,67614,620SHSOLE14,620 0 0
FS KKR CAP CORPCOM3026352061,239,50067,000SHSOLE67,000 0 0
BERKSHIRE HATHAWAY INC DELCL B NEW0846707021,057,5373,425SHSOLE3,425 0 0
ALPHABET INCCAP STK CL A02079K3052,839,60927,375SHSOLE27,375 0 0
CSX CORPCOM126408103482,03416,100SHSOLE16,100 0 0
SFL CORPORATION LTD4.875 05/01/2023824689AG899,161100,000SHSOLE100,000 0 0
MICROSOFT CORPCOM5949181042,392,0258,297SHSOLE8,297 0 0
VANGUARD INDEX FDSSMALL CP ETF922908751331,7301,750SHSOLE1,750 0 0
VANGUARD INDEX FDSMID CAP ETF922908629448,2052,125SHSOLE2,125 0 0
VANGUARD SCOTTSDALE FDSSHORT TERM TREAS92206C1021,623,13927,727SHSOLE27,727 0 0
VANGUARD WORLD FDSHEALTH CAR ETF92204A504743,0413,116SHSOLE3,116 0 0
BROOKFIELD CORPCL A LTD VT SH11271J107619,21019,000SHSOLE19,000 0 0
KKR & CO INCCOM48251W104745,78414,200SHSOLE14,200 0 0
VANGUARD INDEX FDSS&P 500 ETF SHS92290836320,248,36153,842SHSOLE53,842 0 0
INVESCO EXCHANGE TRADED FD TS&P500 EQL WGT46137V357569,6583,939SHSOLE3,939 0 0
PLAINS ALL AMERN PIPELINE L PUNIT LTD PARTN726503105655,92252,600SHSOLE52,600 0 0
APOLLO GLOBAL MGMT INCCOM03769M106574,7569,100SHSOLE9,100 0 0
CHEGG INCNOTE 0.125% 3/1163092AD1175,000200,000SHSOLE200,000 0 0
J P MORGAN EXCHANGE TRADED FEQUITY PREMIUM46641Q332597,87010,950SHSOLE10,950 0 0
SHOPIFY INCNOTE 0.125%11/082509LAA5360,390410,000SHSOLE410,000 0 0
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801061,922,70335,435SHSOLE35,435 0 0
ENERGY TRANSFER L PCOM UT LTD PTN29273V1002,164,169173,550SHSOLE173,550 0 0
COUPANG INCCL A22266T109254,40015,900SHSOLE15,900 0 0
VISA INCCOM CL A92826C839875,9123,885SHSOLE3,885 0 0
DIMENSIONAL ETF TRUSTUS SMALL CAP ETF25434V500850,10416,131SHSOLE16,131 0 0
DIMENSIONAL ETF TRUSTUS TARGETED VLU25434V609903,48420,303SHSOLE20,303 0 0
DIMENSIONAL ETF TRUSTINTERNATNAL VAL25434V807809,13425,105SHSOLE25,105 0 0
BLACKSTONE SECD LENDING FDCOMMON STOCK09261X102872,55035,000SHSOLE35,000 0 0
PEMBINA PIPELINE CORPCOM706327103226,8007,000SHSOLE7,000 0 0
BLOCK INCNOTE 0.250%11/0852234AK9573,750750,000SHSOLE750,000 0 0
UBER TECHNOLOGIES INCNOTE 12/15/202590353TAJ9923,7691,050,000SHSOLE1,050,000 0 0
PHILLIPS 66COM718546104282,5462,787SHSOLE2,787 0 0
CHENIERE ENERGY INCCOM NEW16411R208297,8641,890SHSOLE1,890 0 0
META PLATFORMS INCCL A30303M102233,1341,100SHSOLE1,100 0 0
CABLE ONE INCNOTE 03/15/202612685JAE5315,600400,000SHSOLE400,000 0 0
BLACKSTONE MORTGAGE TRUST INNOTE 5.500% 3/109257WAE01,403,3681,775,000SHSOLE1,775,000 0 0
DRAFTKINGS INC NEWNOTE 03/15/202826142RAB0553,600800,000SHSOLE800,000 0 0
DIMENSIONAL ETF TRUSTUS MKTWIDE VALUE25434V7241,627,46348,610SHSOLE48,610 0 0
ETSY INCNOTE 0.250% 6/129786AAN6247,596300,000SHSOLE300,000 0 0
CLOUDFLARE INCNOTE 08/15/202618915MAC11,520,1001,800,000SHSOLE1,800,000 0 0
NUSTAR ENERGY LPUNIT COM67058H102190,80812,200SHSOLE12,200 0 0
MPLX LPCOM UNIT REP LTD55336V1002,382,21869,150SHSOLE69,150 0 0
BILL HOLDINGS INCNOTE 04/01/2027090043AD2621,600800,000SHSOLE800,000 0 0
MARATHON DIGITAL HOLDINGS INCNOTE 1.000%12/0565788AB2378,1501,000,000SHSOLE1,000,000 0 0
WHITEHORSE FIN INCCOM96524V1061,529,168122,138SHSOLE122,138 0 0
WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INTCOM UNIT LP INT9586691031,139,18443,200SHSOLE43,200 0 0
ABBVIE INCCOM00287Y109972,1576,100SHSOLE6,100 0 0
AT&T INCCOM00206R102200,20010,400SHSOLE10,400 0 0
VANGUARD WORLD FDSFINANCIALS ETF92204A4051,113,82714,300SHSOLE14,300 0 0
SELECT SECTOR SPDR TRENERGY81369Y5061,046,06012,629SHSOLE12,629 0 0
ISHARES TRISHARES SEMICDTR464287523249,460561SHSOLE561 0 0
ONEOK INC NEWCOM682680103884,47713,920SHSOLE13,920 0 0
LOCKHEED MARTIN CORPCOM5398301091,040,0062,200SHSOLE2,200 0 0
CHEVRON CORP NEWCOM166764100440,5322,700SHSOLE2,700 0 0
BANK AMERICA CORPCOM060505104434,72015,200SHSOLE15,200 0 0
VANGUARD WORLD FDSUTILITIES ETF92204A876285,1561,933SHSOLE1,933 0 0
WILLIAMS COS INCCOM9694571001,104,82037,000SHSOLE37,000 0 0
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T100331,16230,550SHSOLE30,550 0 0
TC ENERGY CORPCOM87807B107543,37813,965SHSOLE13,965 0 0
BROOKFIELD INFRAST PARTNERS LPLP INT UNITG16252101388,35511,500SHSOLE11,500 0 0
CITIGROUP INCCOM NEW172967424452,4899,650SHSOLE9,650 0 0
SELECT SECTOR SPDR TRSBI INT-UTILS81369Y8861,385,95320,475SHSOLE20,475 0 0
ACTIVISION BLIZZARD INCCOM00507V1091,171,21413,684SHSOLE13,684 0 0
ISHARES TRCORE S&P MID-CAP ETF464287507350,2241,400SHSOLE1,400 0 0
APPLE INCCOM0378331002,618,61215,880SHSOLE15,880 0 0
ABBOTT LABSCOM002824100268,3392,650SHSOLE2,650 0 0
DISNEY WALT COCOM254687106437,5684,370SHSOLE4,370 0 0
OAKTREE SPECIALTY LENDING COCOM67401P4051,321,80270,421SHSOLE70,421 0 0