-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, OCojnffX3Fl2/chDcQ8nufqG1x0lhZ0IPsuf/SaWwwn8sqFQ6i6qqXuGmzvKFu37 1TgEI3COfmsIA9km4eAzIA== 0001013594-08-000464.txt : 20080814 0001013594-08-000464.hdr.sgml : 20080814 20080813180523 ACCESSION NUMBER: 0001013594-08-000464 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080813 EFFECTIVENESS DATE: 20080814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP 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: 081014699 MAIL ADDRESS: STREET 1: 1266 E MAIN ST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR 1 basso13fhr-081408.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 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, Connecticut 06902 Form 13F File Number: 28-10896 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: Howard Fischer Title: Authorized Signatory Phone: (203) 352-6100 Signature, Place, and Date of Signing: /s/ Howard Fischer Stamford, Connecticut August 13, 2008 -------------------------------- --------------------- --------------- [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 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: 371 Form 13F Information Table Value Total: $1,966,677 (thousands) List of Other Included Managers: None.
Name of Reporting Manager: Basso Capital Management, L.P. 13F Report For Quarter Ended 6/30/08 VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ABERCROMBIE & FITCH CO CL A 002896207 5014 80000 SH SOLE 80000 ACCESS INTEGRATED TECHNLGS I CL A 004329108 909 814893 SH SOLE 814893 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 2201 3000000 PRN SOLE 3000000 ADVANCED TECHNOLOGY ACQU COR COM 007556103 5 700 SH SOLE 700 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 662 6800 SH SOLE 6800 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 18599 1999900 SH SOLE 1999900 ALTERNATIVE ASSET MGMT ACQU W EXP 08/01/201 02149U119 213 546800 SH SOLE 546800 ALTRIA GROUP INC COM 02209S103 3094 150500 SH SOLE 150500 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1363 100000 SH CALL SOLE 100000 AMERICAN INTL GROUP INC COM 026874107 5821 220000 SH PUT SOLE 220000 AMERICAN INTL GROUP INC UNIT 99/99/9999 ADDED 026874115 32314 543000 SH SOLE 543000 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 4889 5000000 PRN SOLE 5000000 AMGEN INC COM 031162100 4716 100000 SH CALL SOLE 100000 AMR CORP COM 001765106 1024 200000 SH CALL SOLE 200000 ANNALY CAP MGMT INC COM 035710409 4692 302500 SH SOLE 302500 APEX BIOVENTURES ACQ CORP COM 03753Q105 3257 437200 SH SOLE 437200 APOGENT TECHNOLOGIE S INC DBCV 12/1 03760AAK7 48832 25510000 PRN SOLE 25510000 ARCHER DANIELS MIDLAND CO COM 039483102 1688 50000 SH CALL SOLE 50000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 ADDED 039483201 23186 530000 SH SOLE 530000 ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG9 6968 9500000 PRN SOLE 9500000 ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 4289 7250000 PRN SOLE 7250000 AT&T INC COM 00206R102 3369 100000 SH CALL SOLE 100000 ATLAS ACQUISITION HLDGS CORP COM 049162100 13542 1475200 SH SOLE 1475200 ATLAS ACQUISITION HLDGS CORP W EXP 01/23/201 049162118 643 1286800 SH SOLE 1286800 BANK OF AMERICA CORPORATION COM 060505104 609 25500 SH SOLE 25500 BANK OF NEW YORK MELLON CORP COM 064058100 2648 70000 SH SOLE 70000 BHP BILLITON LTD SPONSORED ADR 088606108 2215 26000 SH SOLE 26000 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 17893 10000000 PRN SOLE 10000000 BLOCKBUSTER INC CL A 093679108 250 100000 SH CALL SOLE 100000 BOEING CO COM 097023105 6572 100000 SH CALL SOLE 100000 BOISE INC COM 09746Y105 1306 339200 SH SOLE 339200 BOSTON PRIVATE FINL HLDGS IN NOTE 3.000% 7/1 101119AC9 2001 2000000 PRN SOLE 2000000 BPW ACQUISITION CORP COM ADDED 055637102 16035 1724200 SH SOLE 1724200 BPW ACQUISITION CORP UNIT 99/99/9999 055637201 1612 164300 SH SOLE 164300 BPW ACQUISITION CORP W EXP 02/26/201 055637110 563 1083200 SH SOLE 1083200 BRIGGS & STRATTON CORP COM 109043109 3305 260617 SH SOLE 260617 BRIGGS & STRATTON CORP COM 109043109 1268 100000 SH CALL SOLE 100000 BRISTOL MYERS SQUIBB CO COM 110122108 2053 100000 SH CALL SOLE 100000 C&D TECHNOLOGIES INC NOTE 5.250%11/0 124661AD1 1076 1000000 PRN SOLE 1000000 CADBURY PLC SPONS ADR 12721E102 493 9807 SH SOLE 9807 CAPITOL ACQUISITION CORP DEL COM 14055E104 6712 719400 SH SOLE 719400 CAPITOL ACQUISITION CORP DEL W EXP 11/08/201 14055E112 211 345500 SH SOLE 345500 CENTEX CORP COM 152312104 2006 150000 SH CALL SOLE 150000 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 11003 5000000 PRN SOLE 5000000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 4716 7800000 PRN SOLE 7800000 CHEESECAKE FACTORY INC COM 163072101 6964 437725 SH SOLE 437725 CHEESECAKE FACTORY INC COM 163072101 2387 150000 SH CALL SOLE 150000 CHEESECAKE FACTORY INC COM 163072101 1591 100000 SH PUT SOLE 100000 CHESAPEAKE ENERGY CORP COM 165167107 2739 50000 SH PUT SOLE 50000 CHINA HEALTHCARE ACQ CORP COM 16939Q104 6 1000 SH SOLE 1000 CHINA HLDGS ACQUISITION CORP COM 16942N106 6064 659099 SH SOLE 659099 CHINA HLDGS ACQUISITION CORP W EXP 11/16/201 16942N114 497 646099 SH SOLE 646099 CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC6 32516 17875000 PRN SOLE 17875000 CHURCHILL VENTURES LTD COM 17157P109 6062 772200 SH SOLE 772200 CHURCHILL VENTURES LTD W EXP 03/01/201 17157P117 79 356900 SH SOLE 356900 CISCO SYS INC COM 17275R102 6048 260000 SH SOLE 260000 CIT GROUP INC COM 125581108 304 44682 SH SOLE 44682 CITIGROUP INC COM 172967101 5923 353400 SH SOLE 353400 CITIGROUP INC COM 172967101 5028 300000 SH CALL SOLE 300000 CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG0 3132 2159000 PRN SOLE 2159000 CME GROUP INC COM 12572Q105 1916 5000 SH SOLE 5000 CNA FINL CORP COM 126117100 536 21300 SH SOLE 21300 COGO GROUP INC COM ADDED 192448108 3553 390000 SH SOLE 390000 COLUMBUS ACQUISITION CORP COM 198851107 5248 682495 SH SOLE 682495 COLUMBUS ACQUISITION CORP W EXP 05/18/201 198851115 132 441100 SH SOLE 441100 COMCAST CORP NEW CL A 20030N101 11382 600000 SH CALL SOLE 600000 COMCAST CORP NEW CL A SPL 20030N200 1876 99980 SH SOLE 99980 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 6627 185000 SH SOLE 185000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 3582 100000 SH CALL SOLE 100000 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 3687 2979000 PRN SOLE 2979000 CONSOL ENERGY INC COM 20854P109 2809 25000 SH SOLE 25000 CONSOL ENERGY INC COM 20854P109 2809 25000 SH PUT SOLE 25000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 6772 6324000 PRN SOLE 6324000 COVENTRY HEALTH CARE INC COM 222862104 1521 50000 SH SOLE 50000 COVENTRY HEALTH CARE INC COM 222862104 1521 50000 SH CALL SOLE 50000 CVS CAREMARK CORPORATION COM 126650100 7320 185000 SH SOLE 185000 CVS CAREMARK CORPORATION COM 126650100 3957 100000 SH CALL SOLE 100000 CYTRX CORP COM NEW 232828301 378 581504 SH SOLE 581504 DANAHER CORP DEL COM 235851102 2706 35000 SH SOLE 35000 DANAHER CORP DEL NOTE 1/2 235851AF9 6530 5750000 PRN SOLE 5750000 DAYTON SUPERIOR CORP COM 240028308 228 86547 SH SOLE 86547 DEERFIELD CAPITAL CORP COM 244331104 2 3058 SH SOLE 3058 DELTA AIR LINES INC DEL COM NEW 247361702 570 100000 SH SOLE 100000 DELTA AIR LINES INC DEL COM NEW 247361702 1140 200000 SH CALL SOLE 200000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 6747 7500000 PRN SOLE 7500000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2087 15000 SH PUT SOLE 15000 DIME BANCORP INC NEW W EXP 99/99/999 25429Q110 29 96600 SH SOLE 96600 DINEEQUITY INC COM ADDED 254423106 2828 75700 SH SOLE 75700 DIRECTV GROUP INC COM 25459L106 1684 65000 SH SOLE 65000 DR PEPPER SNAPPLE GROUP INC COM ADDED 26138E109 4164 198483 SH SOLE 198483 E M C CORP MASS COM 268648102 2718 185000 SH SOLE 185000 EATON CORP COM 278058102 2124 25000 SH SOLE 25000 EBAY INC COM 278642103 4373 160000 SH SOLE 160000 EBAY INC COM 278642103 8199 300000 SH CALL SOLE 300000 EL PASO CORP COM 28336L109 2102 96700 SH SOLE 96700 EMBARQ CORP COM 29078E105 2836 60000 SH SOLE 60000 ENER1 INC COM NEW 29267A203 688 92676 SH SOLE 92676 ENTERGY CORP NEW EQUITY UNIT 29364G202 12456 176500 SH SOLE 176500 ENTERPRISE ACQUISITION CORP COM 29365R108 2820 302600 SH SOLE 302600 ENTERPRISE ACQUISITION CORP W EXP 11/07/201 29365R116 53 88100 SH SOLE 88100 EVERGREEN SOLAR INC COM 30033R108 400 41275 SH SOLE 41275 EXPEDIA INC DEL W EXP 02/04/200 30212P121 3817 553146 SH SOLE 553146 FBR CAPITAL MARKETS CORP COM 30247C301 421 83700 SH SOLE 83700 FEDERAL MOGUL CORP CL A ADDED 313549404 3231 200317 SH SOLE 200317 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 5451 5503000 PRN SOLE 5503000 FORD MTR CO DEL COM PAR $0.01 345370860 481 100000 SH SOLE 100000 FORD MTR CO DEL COM PAR $0.01 345370860 241 50000 SH CALL SOLE 50000 FORD MTR CO DEL COM PAR $0.01 345370860 481 100000 SH PUT SOLE 100000 FRANKLIN RES INC COM 354613101 1833 20000 SH SOLE 20000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 4688 40000 SH SOLE 40000 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 12579 75000 SH SOLE 75000 FTI CONSULTING INC COM 302941109 3423 50000 SH SOLE 50000 FTI CONSULTING INC NOTE 3.750% 7/1 302941AB5 2308 1000000 PRN SOLE 1000000 GAP INC DEL COM 364760108 4501 270000 SH SOLE 270000 GAP INC DEL COM 364760108 5001 300000 SH CALL SOLE 300000 GENERAL ELECTRIC CO COM 369604103 4187 150000 SH CALL SOLE 150000 GENERAL MTRS CORP COM 370442105 575 50000 SH CALL SOLE 50000 GENESCO INC SDCV 4.125% 6/1 371532AN2 4139 2690000 PRN SOLE 2690000 GHL ACQUISITION CORP COM ADDED 36172H108 25070 2681300 SH SOLE 2681300 GHL ACQUISITION CORP W EXP 02/14/201 36172H116 1409 1956300 SH SOLE 1956300 GLOBAL BPO SVCS CORP COM 378981104 5811 753700 SH SOLE 753700 GLOBAL BPO SVCS CORP W EXP 10/17/201 378981112 125 184100 SH SOLE 184100 GLOBAL CONSUMER ACQST CORP COM 378983100 6295 684200 SH SOLE 684200 GLOBAL CONSUMER ACQST CORP W EXP 11/27/201 378983118 70 96100 SH SOLE 96100 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 3533 3635000 PRN SOLE 3635000 GLOBAL INDS LTD COM 379336100 3138 175000 SH SOLE 175000 GLOBAL INDS LTD COM 379336100 897 50000 SH CALL SOLE 50000 GOLDEN POND HEALTHCARE INC COM 38116J109 5172 703700 SH SOLE 703700 GOLDEN POND HEALTHCARE INC W EXP 11/06/201 38116J117 246 410000 SH SOLE 410000 GOOGLE INC CL A 38259P508 7370 14000 SH SOLE 14000 GRANAHAN MCCOURT ACQ CORP COM 385034103 948 116500 SH SOLE 116500 GRANAHAN MCCOURT ACQ CORP W EXP 10/18/201 385034111 13 33600 SH SOLE 33600 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 3562 2545000 PRN SOLE 2545000 GSC ACQUISITION COMPANY COM 40053G106 13884 1477000 SH SOLE 1477000 GSC ACQUISITION COMPANY W EXP 06/25/201 40053G114 142 189800 SH SOLE 189800 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 68721 24311000 PRN SOLE 24311000 HANOVER INS GROUP INC COM 410867105 4284 100800 SH SOLE 100800 HANSEN NAT CORP COM 411310105 4467 155000 SH SOLE 155000 HAYNES INTERNATIONAL INC COM NEW 420877201 1821 31646 SH SOLE 31646 HCC INS HLDGS INC COM 404132102 2960 140000 SH SOLE 140000 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 4837 4591000 PRN SOLE 4591000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 3941 4900000 PRN SOLE 4900000 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 5241 5000000 PRN SOLE 5000000 HECKMANN CORP COM 422680108 1714 191275 SH SOLE 191275 HECKMANN CORP W EXP 11/09/201 422680116 3950 1549200 SH SOLE 1549200 HICKS ACQUISITION CO I INC COM 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11/19/201 451665111 63 209100 SH SOLE 209100 INCYTE CORP NOTE 3.500% 2/1 45337CAF9 13038 14127000 PRN SOLE 14127000 INFORMATION SERVICES GROUP I W EXP 01/31/201 45675Y112 103 205900 SH SOLE 205900 INGERSOLL-RAND COMPANY LTD CL A G4776G101 3743 100000 SH SOLE 100000 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 8174 9250000 PRN SOLE 9250000 INTER ATLANTIC FINANCIAL INC COM 45890H100 2682 356700 SH SOLE 356700 INTER ATLANTIC FINANCIAL INC W EXP 10/02/201 45890H118 130 463200 SH SOLE 463200 INTERCONTINENTALEXCHANGE INC COM 45865V100 1710 15000 SH SOLE 15000 INTERNATIONAL GAME TECHNOLOG COM 459902102 1998 80000 SH SOLE 80000 ISHARES INC MSCI TAIWAN 464286731 7065 500000 SH SOLE 500000 ISHARES INC MSCI HONG KONG 464286871 6433 380000 SH PUT SOLE 380000 ISHARES INC MSCI JAPAN 464286848 3744 300000 SH SOLE 300000 ISHARES INC MSCI JAPAN 464286848 10021 803000 SH CALL SOLE 803000 ISHARES INC MSCI JAPAN 464286848 1248 100000 SH PUT SOLE 100000 ISHARES INC MSCI S KOREA 464286772 25520 500000 SH CALL SOLE 500000 ISHARES TR FTSE XNHUA IDX 464287184 4108 31400 SH CALL SOLE 31400 ISHARES TR FTSE XNHUA IDX 464287184 4108 31400 SH PUT SOLE 31400 ISHARES TR MSCI EMERG MKT 464287234 52144 384600 SH CALL SOLE 384600 ISHARES TR MSCI EMERG MKT 464287234 27116 200000 SH PUT SOLE 200000 ISHARES TR 20+ YR TRS BD 464287432 55044 596100 SH PUT SOLE 596100 ISHARES TR 7-10 YR TRS BD 464287440 387 4400 SH PUT SOLE 4400 ISHARES TR FTSE XNHUA IDX 464287184 4108 31400 SH SOLE 31400 ISHARES TR MSCI EAFE IDX 464287465 27 400 SH SOLE 400 ISHARES TR MSCI EAFE IDX 464287465 41220 600000 SH PUT SOLE 600000 ISHARES TR MSCI EMERG MKT 464287234 4067 30000 SH SOLE 30000 ISHARES TR RUSSELL 2000 464287655 1726 25000 SH PUT SOLE 25000 ITT CORP NEW COM 450911102 2533 40000 SH SOLE 40000 JAKKS PAC INC COM 47012E106 4195 192001 SH SOLE 192001 JETBLUE AIRWAYS CORP COM 477143101 1 207 SH SOLE 207 JOHNSON & JOHNSON COM 478160104 2574 40000 SH SOLE 40000 JUNIPER NETWORKS INC COM 48203R104 1166 50000 SH CALL SOLE 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ACQUISITION CO W EXP 06/28/201 629415118 16 46000 SH SOLE 46000 OFFICE DEPOT INC COM 676220106 1641 150000 SH CALL SOLE 150000 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 7707 202980 SH SOLE 202980 OMNICARE INC COM 681904108 1311 50000 SH PUT SOLE 50000 OMNICOM GROUP INC COM 681919106 1795 40000 SH SOLE 40000 ORACLE CORP COM 68389X105 2100 100000 SH CALL SOLE 100000 PARKER DRILLING CO COM 701081101 1502 150000 SH CALL SOLE 150000 PETROCHINA CO LTD SPONSORED ADR 71646E100 12886 100000 SH CALL SOLE 100000 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 4723 70000 SH SOLE 70000 PHILIP MORRIS INTL INC COM ADDED 718172109 3604 72979 SH SOLE 72979 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 7327 9500000 PRN SOLE 9500000 POLARIS ACQUISITION CORP COM 73104R102 8658 906600 SH SOLE 906600 POLARIS ACQUISITION CORP W EXP 01/10/201 73104R110 521 695000 SH SOLE 695000 POTASH CORP SASK INC COM 73755L107 3429 15000 SH SOLE 15000 POTASH CORP SASK INC COM 73755L107 3429 15000 SH PUT SOLE 15000 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569900 SP ACQUISITION HOLDINGS INC UNIT 99/99/9999 78470A203 9 900 SH SOLE 900 SP ACQUISITION HOLDINGS INC W EXP 10/10/201 78470A112 108 180800 SH SOLE 180800 SPDR SERIES TRUST KBW REGL BKG 78464A698 2663 100000 SH SOLE 100000 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 2465 150000 SH CALL SOLE 150000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2493 130000 SH SOLE 130000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 959 50000 SH CALL SOLE 50000 SPORTS PPTYS ACQUISITION COR COM 84920F107 13803 1476286 SH SOLE 1476286 SPORTS PPTYS ACQUISITION COR W EXP 01/17/201 84920F115 641 1165886 SH SOLE 1165886 STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 3185 3500000 PRN SOLE 3500000 STAR SCIENTIFIC INC COM 85517P101 478 398702 SH SOLE 398702 STONELEIGH PARTNERS ACQUS CO COM 861923100 6859 888500 SH SOLE 888500 STONELEIGH PARTNERS ACQUS CO W EXP 05/31/201 861923126 292 649100 SH SOLE 649100 SUN HEALTHCARE GROUP INC COM NEW 866933401 1875 140000 SH SOLE 140000 SUNTRUST BKS INC COM 867914103 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439700 TM ENTMT & MEDIA INC W EXP 10/17/201 87260T116 225 459600 SH SOLE 459600 TRANSFORMA ACQUISITION GROUP COM 89366E100 1490 190600 SH SOLE 190600 TRANSFORMA ACQUISITION GROUP W EXP 12/19/201 89366E118 23 75000 SH SOLE 75000 TRANS-INDIA ACQUISITION CORP COM 893237107 1470 192600 SH SOLE 192600 TREMISIS ENERGY ACQ CORP II COM 89472N101 4246 566900 SH SOLE 566900 TREMISIS ENERGY ACQ CORP II W EXP 12/05/201 89472N119 277 494900 SH SOLE 494900 TRIAN ACQUISITION I CORP COM 89582E108 18515 2010300 SH SOLE 2010300 TRIAN ACQUISITION I CORP W EXP 01/23/201 89582E116 1119 1398800 SH SOLE 1398800 TRIARC COS INC CL A 895927101 185 28863 SH SOLE 28863 TRIPLECROWN ACQUISITION CORP COM 89677G109 15978 1742400 SH SOLE 1742400 TRIPLECROWN ACQUISITION CORP W EXP 10/22/201 89677G117 651 1302300 SH SOLE 1302300 UNION STREET ACQ CORP COM 908536105 1463 188300 SH SOLE 188300 UNION STREET ACQ CORP W EXP 02/05/201 908536113 3 31100 SH SOLE 31100 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 20106 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SH PUT SOLE 40000 WESTERN UN CO COM 959802109 1236 50000 SH SOLE 50000 WINTHROP RLTY TR SH BEN INT 976391102 3393 487018 SH SOLE 487018 XILINX INC DBCV 3.125% 3/1 983919AD3 7233 7771000 PRN SOLE 7771000 XTO ENERGY INC COM 98385X106 3768 55000 SH SOLE 55000 YAHOO INC COM 984332106 2273 100000 SH CALL SOLE 100000
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