-----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, IwxoRNeRS8evdlMrnnI/xjp0HQmTcnAoBtjyNoXbb730Qzl9RAgxRf3uOYCKYi1N Pr545pE0lhWk76b/p7J85g== 0001013594-09-000910.txt : 20090423 0001013594-09-000910.hdr.sgml : 20090423 20090423135912 ACCESSION NUMBER: 0001013594-09-000910 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090423 DATE AS OF CHANGE: 20090423 EFFECTIVENESS DATE: 20090423 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/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-10896 FILM NUMBER: 09766061 MAIL ADDRESS: STREET 1: 1266 E MAIN ST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR/A 1 basso13fhra-042209.txt APRIL 22, 2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one.): [X ] 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 April 22, 2009 ---------------------- --------------------- -------------------- [Signature] [City, State] [Date] This Amendment No.1 is being filed to reflect a correction to the Form 13F filed on February 17, 2009. The original Form 13F incorrectly reported holdings of shares of ANGLOGOLD ASHANTI LTD. This Amendment No. 1 deletes ANGLOGOLD ASHANTI LTD. from the Form 13F filing for the quarter ended December 31, 2008. 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: 248 Form 13F Information Table Value Total: $761,510 (thousands) List of Other Included Managers: None. Name of Reporting Manager: Basso Capital Management, L.P. 13F Report For Quarter Ended 12/31/08
VALUE SHARES SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE 2020 CHINACAP ACQUIRCO INC W EXP 11/08/201 90212G117 2 27900 SH SOLE 27900 ACCESS INTEGRATED TECHNLGS I CL A 004329108 121 327965 SH SOLE 327965 ADVANCED TECHNOLOGY ACQU COR W EXP 06/18/201 007556111 23 563490 SH SOLE 563490 ALLERGAN INC COM 018490102 1411 35000 SH SOLE 35000 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 2050 221882 SH SOLE 221882 ALTERNATIVE ASSET MGMT ACQU W EXP 08/01/201 02149U119 38 537813 SH SOLE 537813 ALTRIA GROUP INC COM 02209S103 3004 200000 SH CALL SOLE 200000 AMERICAN INTL GROUP INC UNIT 99/99/9999 026874115 2633 325000 SH SOLE 325000 AMERICAN MED SYS HLDGS INC COM 02744M108 112 12500 SH PUT SOLE 12500 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 5119 7500000 PRN SOLE 7500000 ANIXTER INTL INC NOTE 7/0 035290AG0 2528 5000000 PRN SOLE 5000000 ANNALY CAP MGMT INC COM 035710409 1270 80000 SH SOLE 80000 APEX BIOVENTURES ACQ CORP COM 03753Q105 2153 290100 SH SOLE 290100 APOGENT TECHNOLOGIES INC DBCV 12/1 ADDED 03760AAK7 28015 23010000 PRN SOLE 23010000 APPLE INC COM 037833100 4472 50000 SH PUT SOLE 50000 ARCHER DANIELS MIDLAND CO COM 039483102 1442 50000 SH CALL SOLE 50000 ARCHER DANIELS MIDLAND CO COM 039483102 2883 100000 SH PUT SOLE 100000 ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 039483201 1221 32900 SH SOLE 32900 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 1940 3000000 PRN SOLE 3000000 ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 1860 4000000 PRN SOLE 4000000 AT&T INC COM 00206R102 1283 45000 SH SOLE 45000 ATLAS ACQUISITION HLDGS CORP COM 049162100 6604 728900 SH SOLE 728900 ATLAS ACQUISITION HLDGS CORP W EXP 01/23/201 049162118 130 1298500 SH SOLE 1298500 BAXTER INTL INC COM 071813109 1608 30000 SH SOLE 30000 BHP BILLITON LTD SPONSORED ADR 088606108 791 26000 SH CALL SOLE 26000 BJ SVCS CO COM 055482103 1167 100000 SH CALL SOLE 100000 BOISE INC COM 09746Y105 88 441983 SH SOLE 441983 BPW ACQUISITION CORP COM 055637102 7168 800900 SH SOLE 800900 BPW ACQUISITION CORP W EXP 02/26/201 055637110 217 1449300 SH SOLE 1449300 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 3484 6250000 PRN SOLE 6250000 BRISTOW GROUP INC PFD CNV 5.50% 110394400 1307 37400 SH SOLE 37400 CAPITOL ACQUISITION CORP DEL W EXP 11/08/201 14055E112 38 346300 SH SOLE 346300 CELANESE CORP DEL COM SER A 150870103 53 4289 SH SOLE 4289 CELANESE CORP DEL PFD 4.25% CONV 150870202 2979 180102 SH SOLE 180102 CENTURY ALUM CO NOTE 1.750% 8/0 156431AE8 1115 2000000 PRN SOLE 2000000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 1473 4835000 PRN SOLE 4835000 CHEESECAKE FACTORY INC COM 163072101 3030 300000 SH CALL SOLE 300000 CHINA HLDGS ACQUISITION CORP COM 16942N106 4519 507699 SH SOLE 507699 CHINA HLDGS ACQUISITION CORP W EXP 11/16/201 16942N114 7 702699 SH SOLE 702699 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2338 5000000 PRN SOLE 5000000 CHURCHILL VENTURES LTD COM 17157P109 0 190600 SH SOLE 190600 CISCO SYS INC COM 17275R102 2336 143286 SH SOLE 143286 CITIGROUP INC COM 172967101 671 100000 SH SOLE 100000 CITIGROUP INC COM 172967101 336 50000 SH CALL SOLE 50000 CLEAN HARBORS INC COM 184496107 1686 26577 SH SOLE 26577 COLUMBUS ACQUISITION CORP COM 198851107 2228 292495 SH SOLE 292495 COLUMBUS ACQUISITION CORP W EXP 05/18/201 198851115 11 545100 SH SOLE 545100 CONMED CORP NOTE 2.500%11/1 207410AD3 3210 4000000 PRN SOLE 4000000 CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB9 2132 2500000 PRN SOLE 2500000 COVANTA HLDG CORP DBCV 1.000% 2/0 22282EAA0 6656 7334000 PRN SOLE 7334000 CVS CAREMARK CORPORATION COM 126650100 2874 100000 SH SOLE 100000 DANAHER CORP DEL NOTE 1/2 235851AF9 5552 6250000 PRN SOLE 6250000 DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ6 1305 3000000 PRN SOLE 3000000 DST SYS INC DEL DBCV 4.125% 8/1 233326AB3 4840 5000000 PRN SOLE 5000000 EBAY INC COM 278642103 349 25000 SH SOLE 25000 EBAY INC COM 278642103 2792 200000 SH CALL SOLE 200000 ELIXIR GAMING TECHNOLOGIES I COM 28661G105 28 215369 SH SOLE 215369 ENTERGY CORP NEW EQUITY UNIT 29364G202 1537 30600 SH SOLE 30600 ENTERPRISE ACQUISITION CORP COM 29365R108 2712 295800 SH SOLE 295800 ENTERPRISE ACQUISITION CORP W EXP 11/07/201 29365R116 3 88100 SH SOLE 88100 ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 2051 125000 SH SOLE 125000 ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 1649 152408 SH SOLE 152408 FEDERAL MOGUL CORP COM 313549404 635 150000 SH SOLE 150000 FEDERAL NATL MTG ASSN COM 313586109 95 125000 SH CALL SOLE 125000 FIFTH THIRD BANCORP CNV PFD DEP1/250 316773209 1006 12100 SH SOLE 12100 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 5307 5503000 PRN SOLE 5503000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 1933 7500000 PRN SOLE 7500000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3239 185000 SH CALL SOLE 185000 FTI CONSULTING INC COM 302941109 1296 29000 SH SOLE 29000 GAP INC DEL COM 364760108 1004 75000 SH SOLE 75000 GENERAL MTRS CORP DEB SR CV C 33 370442717 209 66300 SH SOLE 66300 GENEVA ACQUISITION CORP W EXP 02/12/201 37185Y112 2 88100 SH SOLE 88100 GHL ACQUISITION CORP COM 36172H108 16721 1857860 SH SOLE 1857860 GHL ACQUISITION CORP W EXP 02/14/201 36172H116 387 1934000 SH SOLE 1934000 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 11724 8650000 PRN SOLE 8650000 GLOBAL CONSUMER ACQST CORP COM 378983100 5031 555300 SH SOLE 555300 GLOBAL CONSUMER ACQST CORP W EXP 11/27/201 378983118 19 231700 SH SOLE 231700 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 1689 3135000 PRN SOLE 3135000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 2604 7800000 PRN SOLE 7800000 GOLDEN POND HEALTHCARE INC COM 38116J109 3113 430600 SH SOLE 430600 GOLDEN POND HEALTHCARE INC W EXP 11/06/201 38116J117 14 460800 SH SOLE 460800 GSC ACQUISITION COMPANY COM 40053G106 5951 633100 SH SOLE 633100 GSC ACQUISITION COMPANY W EXP 06/25/201 40053G114 4 189800 SH SOLE 189800 HALLIBURTON CO COM 406216101 1818 100000 SH CALL SOLE 100000 HANOVER INS GROUP INC COM 410867105 645 15000 SH SOLE 15000 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 2130 4900000 PRN SOLE 4900000 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 11477 12500000 PRN SOLE 12500000 HECKMANN CORP W EXP 11/09/201 422680116 74 63925 SH SOLE 63925 HECLA MNG CO 6.5% CONV PFD 422704304 697 25600 SH SOLE 25600 HICKS ACQUISITION CO I INC COM 429086309 14260 1558500 SH SOLE 1558500 HICKS ACQUISITION CO I INC W EXP 09/28/201 429086127 40 804000 SH SOLE 804000 HIGHLANDS ACQUISITION CORP W EXP 10/03/201 430880112 8 191440 SH SOLE 191440 HOLOGIC INC FRNT 2.000%12/1 436440AA9 6021 10000000 PRN SOLE 10000000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 5427 8852000 PRN SOLE 8852000 HRPT PPTYS TR COM SH BEN INT 40426W101 836 248070 SH SOLE 248070 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 2459 8885000 PRN SOLE 8885000 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 1278 4390000 PRN SOLE 4390000 IAC INTERACTIVECORP W EXP 02/04/200 44919P128 1234 428469 SH SOLE 428469 ICONIX BRAND GROUP INC COM 451055107 489 50000 SH PUT SOLE 50000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 2436 4500000 PRN SOLE 4500000 IDEATION ACQUISITION CORP COM 451665103 394 54700 SH SOLE 54700 IDEATION ACQUISITION CORP W EXP 11/19/201 451665111 18 293100 SH SOLE 293100 ILLUMINA INC COM 452327109 651 25000 SH PUT SOLE 25000 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 2440 2000000 PRN SOLE 2000000 INCYTE CORP NOTE 3.500% 2/1 45337CAF9 3942 7377000 PRN SOLE 7377000 INFORMATICA CORP NOTE 3.000% 3/1 45666QAB8 3688 4000000 PRN SOLE 4000000 INFORMATION SERVICES GROUP I W EXP 01/31/201 45675Y112 16 205900 SH SOLE 205900 INLAND REAL ESTATE CORP NOTE 4.625%11/1 457461AB7 5765 7552000 PRN SOLE 7552000 INTEL CORP COM 458140100 1173 80000 SH SOLE 80000 INTER ATLANTIC FINANCIAL INC COM 45890H100 1773 241200 SH SOLE 241200 INTER ATLANTIC FINANCIAL INC W EXP 10/02/201 45890H118 9 463200 SH SOLE 463200 ISHARES INC MSCI MALAYSIA 464286830 436 59800 SH CALL SOLE 59800 ISHARES TR FTSE XNHUA IDX 464287184 4364 150000 SH CALL SOLE 150000 ISHARES TR BARCLYS 20+ YR 464287432 23405 196100 SH PUT SOLE 196100 JAKKS PAC INC COM 47012E106 1361 65961 SH SOLE 65961 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 2396 323776 SH SOLE 323776 KBL HEALTHCARE ACQUIS CORP I W EXP 07/18/201 48241N115 21 684700 SH SOLE 684700 KEMET CORP NOTE 2.250%11/1 488360AB4 897 5000000 PRN SOLE 5000000 KEYCORP NEW COM 493267108 426 50000 SH CALL SOLE 50000 KEYCORP NEW PFD 7.75% SR A 493267405 3565 50000 SH SOLE 50000 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 13566 15158000 PRN SOLE 15158000 LAZARD LTD SHS A G54050102 2138 71894 SH SOLE 71894 LEGG MASON INC UNIT 99/99/9999 524901303 318 14500 SH SOLE 14500 LG DISPLAY CO LTD SPONS ADR REP 50186V102 3372 407200 SH SOLE 407200 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 4259 513700 SH SOLE 513700 LIBERTY ACQUISITION HLDGS CO W EXP 12/12/201 53015Y115 45 127568 SH SOLE 127568 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 2792 592828 SH SOLE 592828 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 942 200000 SH CALL SOLE 200000 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 5810 332389 SH SOLE 332389 LOEWS CORP COM 540424108 1413 50000 SH SOLE 50000 MACYS INC COM 55616P104 1042 100000 SH CALL SOLE 100000 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1307 100000 SH CALL SOLE 100000 MBF HEALTHCARE ACQUISITION C COM 552650103 3899 490400 SH SOLE 490400 MBF HEALTHCARE ACQUISITION C W EXP 04/16/201 552650111 40 774814 SH SOLE 774814 MCDERMOTT INTL INC COM 580037109 247 25000 SH SOLE 25000 MCDERMOTT INTL INC COM 580037109 494 50000 SH CALL SOLE 50000 MCKESSON CORP COM 58155Q103 1889 48775 SH SOLE 48775 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 4323 62200 SH SOLE 62200 MEDIA & ENTMT HOLDINGS INC COM 58439W108 1204 156400 SH SOLE 156400 MEDIA & ENTMT HOLDINGS INC W EXP 03/09/201 58439W116 0 287999 SH SOLE 287999 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 3668 5130000 PRN SOLE 5130000 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 3746 4000000 PRN SOLE 4000000 MERCK & CO INC COM 589331107 4256 140000 SH SOLE 140000 METLIFE INC UNIT 02/15/2010 59156R702 4179 428200 SH SOLE 428200 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 12500 20000000 PRN SOLE 20000000 MICROSOFT CORP COM 594918104 5054 260000 SH SOLE 260000 MIRANT CORP NEW COM 60467R100 649 34400 SH SOLE 34400 MIRANT CORP NEW W EXP 01/03/201 60467R126 162 40000 SH SOLE 40000 MORGAN STANLEY COM NEW 617446448 5387 360600 SH PUT SOLE 360600 MOTOROLA INC COM 620076109 1772 400000 SH CALL SOLE 400000 MYLAN INC PFD CONV 628530206 4696 7313 SH SOLE 7313 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 1503 6000000 PRN SOLE 6000000 NATIONAL OILWELL VARCO INC COM 637071101 1715 75000 SH CALL SOLE 75000 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 18325 24160000 PRN SOLE 24160000 NATIONWIDE HEALTH PPTYS INC COM 638620104 29 1010 SH SOLE 1010 NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 638620302 4473 35000 SH SOLE 35000 NAVIOS MARITME ACQUISITION CORP. SHS Y62159101 4792 563800 SH SOLE 563800 NAVIOS MARITME ACQUISITION CORP. W EXP 06/25/201 Y62159119 181 1002900 SH SOLE 1002900 NEW YORK CMNTY BANCORP INC COM 649445103 2392 200000 SH CALL SOLE 200000 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 15950 525710 SH SOLE 525710 NEWS CORP CL A 65248E104 2126 233876 SH SOLE 233876 NEWS CORP CL A 65248E104 1818 200000 SH CALL SOLE 200000 NOVAMERICAN STEEL INC COM 66986M100 103 154395 SH SOLE 154395 NRDC ACQUISITION CORP COM 62941R102 4507 492600 SH SOLE 492600 NRDC ACQUISITION CORP W EXP 10/17/201 62941R110 255 1214075 SH SOLE 1214075 NTR ACQUISITION CO COM 629415100 3146 316830 SH SOLE 316830 NTR ACQUISITION CO W EXP 06/28/201 629415118 0 177000 SH SOLE 177000 OFFICE DEPOT INC COM 676220106 440 150000 SH CALL SOLE 150000 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 8212 224980 SH SOLE 224980 OMNICARE INC COM 681904108 1388 50000 SH PUT SOLE 50000 OMNICOM GROUP INC NOTE 2/0 681919AK2 2481 2500000 PRN SOLE 2500000 ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG0 1100 2000000 PRN SOLE 2000000 OVERTURE ACQUISITION CORP SHS G6830P100 3790 416000 SH SOLE 416000 OVERTURE ACQUISITION CORP W EXP 1/30/201 G6830P118 46 655000 SH SOLE 655000 PARKER DRILLING CO COM 701081101 870 300000 SH CALL SOLE 300000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 11804 482000 SH CALL SOLE 482000 PHARMATHENE INC COM 71714G102 103 62340 SH SOLE 62340 PHILIP MORRIS INTL INC COM 718172109 2176 50000 SH SOLE 50000 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 3345 12164000 PRN SOLE 12164000 POLARIS ACQUISITION CORP COM 73104R102 809 88900 SH SOLE 88900 POLARIS ACQUISITION CORP W EXP 01/10/201 73104R110 31 682100 SH SOLE 682100 POWERWAVE TECHNOLOGIES INC SDCV 3.875%10/0 739363AF6 1803 8200000 PRN SOLE 8200000 PRIMORIS SVCS CORP COM 74164F103 253 49013 SH SOLE 49013 PROLOGIS SH BEN INT 743410102 347 25000 SH SOLE 25000 PROLOGIS SH BEN INT 743410102 695 50000 SH PUT SOLE 50000 PROSHARES TR PSHS ULTSHT FINL 74347R628 46355 450000 SH CALL SOLE 450000 PROSPECT ACQUISITION CORP W EXP 11/14/201 74347T111 50 714100 SH SOLE 714100 PSS WORLD MED INC NOTE 2.250% 3/1 69366AAB6 15728 14000000 PRN SOLE 14000000 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 7430 9000000 PRN SOLE 9000000 RAM ENERGY RESOURCES INC COM 75130P109 264 300000 SH SOLE 300000 RENAISSANCE ACQUISITION CORP W EXP 01/28/201 75966C115 2 200000 SH SOLE 200000 SAKS INC COM 79377W108 438 100000 SH CALL SOLE 100000 SANTA MONICA MEDIA CORP COM 802501106 2889 370389 SH SOLE 370389 SANTA MONICA MEDIA CORP W EXP 03/27/201 802501114 3 341500 SH SOLE 341500 SAPPHIRE INDUSTRIALS CORP W EXP 01/17/201 80306T117 124 776203 SH SOLE 776203 SCHERING PLOUGH CORP COM 806605101 1533 90000 SH SOLE 90000 SCHERING PLOUGH CORP COM 806605101 1703 100000 SH CALL SOLE 100000 SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE5 3907 5100000 PRN SOLE 5100000 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 2519 2500000 PRN SOLE 2500000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1991 75000 SH SOLE 75000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6175 500000 SH CALL SOLE 500000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 177 10010 SH SOLE 10010 SERVICE CORP INTL COM 817565104 994 200000 SH SOLE 200000 SLM CORP COM 78442P106 2 210 SH SOLE 210 SOLUTIA INC COM NEW 834376501 225 50000 SH SOLE 50000 SP ACQUISITION HOLDINGS INC W EXP 10/10/201 78470A112 35 220800 SH SOLE 220800 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 1796 150000 SH CALL SOLE 150000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1486 146125 SH SOLE 146125 SPORTS PPTYS ACQUISITION COR COM 84920F107 8232 904586 SH SOLE 904586 SPORTS PPTYS ACQUISITION COR W EXP 01/17/201 84920F115 97 1215386 SH SOLE 1215386 STAR SCIENTIFIC INC COM 85517P101 1583 413219 SH SOLE 413219 STONELEIGH PARTNERS ACQUS CO COM 861923100 2356 302100 SH SOLE 302100 STONELEIGH PARTNERS ACQUS CO W EXP 05/31/201 861923126 30 1048750 SH SOLE 1048750 TAILWIND FINL INC COM 874023104 213 27100 SH SOLE 27100 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 5647 5265000 PRN SOLE 5265000 TECO ENERGY INC COM 872375100 273 90889 SH SOLE 90889 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 40442 35767000 PRN SOLE 35767000 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 6493 6500000 PRN SOLE 6500000 THERMO FISHER SCIENTIFIC INC COM 883556102 1291 37900 SH SOLE 37900 TIME WARNER CABLE INC CL A 88732J108 1433 66804 SH SOLE 66804 TIME WARNER INC COM 887317105 3507 348631 SH SOLE 348631 TIME WARNER INC COM 887317105 2012 200000 SH CALL SOLE 200000 TJX COS INC NEW NOTE 2/1 872540AL3 8309 10883000 PRN SOLE 10883000 TM ENTMT & MEDIA INC COM 87260T108 2167 296850 SH SOLE 296850 TM ENTMT & MEDIA INC W EXP 10/17/201 87260T116 17 577050 SH SOLE 577050 TREMISIS ENERGY ACQ CORP II COM 89472N101 3262 453000 SH SOLE 453000 TREMISIS ENERGY ACQ CORP II W EXP 12/05/201 89472N119 40 494900 SH SOLE 494900 TRIAN ACQUISITION I CORP COM 89582E108 4469 501613 SH SOLE 501613 TRIAN ACQUISITION I CORP W EXP 01/23/201 89582E116 321 1396600 SH SOLE 1396600 TRIPLECROWN ACQUISITION CORP COM 89677G109 8879 981100 SH SOLE 981100 TRIPLECROWN ACQUISITION CORP W EXP 10/22/201 89677G117 145 1451800 SH SOLE 1451800 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 18894 21810000 PRN SOLE 21810000 UNITED REFINING ENERGY CORP COM 911360105 1326 143646 SH SOLE 143646 UNITED REFINING ENERGY CORP W EXP 12/11/201 911360113 240 2003800 SH SOLE 2003800 VALE CAP LTD NT RIO CV VALE 91912C208 4994 188200 SH SOLE 188200 VANTAGE DRILLING COMPANY ORD SHS G93205113 110 100000 SH SOLE 100000 VANTAGE DRILLING COMPANY W EXP 05/24/2011 G93205121 25 254700 SH SOLE 254700 VERISIGN INC COM 92343E102 477 25000 SH CALL SOLE 25000 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 4725 7500000 PRN SOLE 7500000 VICTORY ACQUISITION CORP W EXP 04/24/201 92644D118 26 372300 SH SOLE 372300 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 6034 7000000 PRN SOLE 7000000 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 7124 9000000 PRN SOLE 9000000 WEBSTER FINL CORP CONN COM 947890109 317 23000 SH CALL SOLE 23000 WEBSTER FINL CORP CONN COM 947890109 37 2700 SH PUT SOLE 2700 WENDYS ARBYS GROUP INC COM 950587105 110 22290 SH SOLE 22290 WINTHROP RLTY TR SH BEN INT NEW 976391300 394 36363 SH SOLE 36363 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 1548 2000000 PRN SOLE 2000000 XILINX INC DBCV 3.125% 3/1 983919AD3 5210 7771000 PRN SOLE 7771000
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