-----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, IkzCLz/5bgXVR3URhyX51RdfzaVPlVCg2m3jNfRG1t10U3FqcmIe5Ga3BmegPqmD byYMuQygDZmr8UbOWu9c5w== 0001013594-09-001027.txt : 20090515 0001013594-09-001027.hdr.sgml : 20090515 20090515143350 ACCESSION NUMBER: 0001013594-09-001027 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090331 FILED AS OF DATE: 20090515 DATE AS OF CHANGE: 20090515 EFFECTIVENESS DATE: 20090515 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: 09831826 MAIL ADDRESS: STREET 1: 1266 E MAIN ST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR 1 basso13fhr-051509.txt MAY 15, 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: March 31, 2009 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 May 14, 2009 ---------------------- --------------------- ------------ [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: 142 Form 13F Information Table Value Total: $249,075 (thousands) List of Other Included Managers: None. Name of Reporting Manager: Basso Capital Management, L.P. 13F Report For Quarter Ended 3/31/09
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 2020 CHINACAP ACQUIRCO INC W EXP 11/08/201 90212G117 1 27900 SH SOLE 27900 ACCESS INTEGRATED TECHNLGS I CL A 004329108 118 189640 SH SOLE 189640 ADVANCED TECHNOLOGY ACQU COR W EXP 06/18/201 007556111 6 563490 SH SOLE 563490 ALTERNATIVE ASSET MGMT ACQU W EXP 08/01/201 02149U119 5 537813 SH SOLE 537813 AMERICAN MED SYS HLDGS INC NOTE 3.250% 7/0 02744MAA6 3280 4000000 PRN SOLE 4000000 ANIXTER INTL INC NOTE 7/0 035290AG0 1361 2500000 PRN SOLE 2500000 APEX BIOVENTURES ACQ CORP COM 03753Q105 2245 290100 SH SOLE 290100 APOGENT TECHNOLOGIE S INC DBCV 12/1 03760AAK7 5614 4500000 PRN SOLE 4500000 ATLAS ACQUISITION HLDGS CORP W EXP 01/23/201 049162118 63 1048500 SH SOLE 1048500 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 2045 2580000 PRN SOLE 2580000 BARZEL INDS INC COM 069744100 48 137428 SH SOLE 137428 BOISE INC COM 09746Y105 17 27778 SH SOLE 27778 BPW ACQUISITION CORP COM 055637102 4954 529300 SH SOLE 529300 BPW ACQUISITION CORP W EXP 02/26/201 055637110 232 1449300 SH SOLE 1449300 BRISTOW GROUP INC NOTE 3.000% 6/1 110394AC7 2154 3662000 PRN SOLE 3662000 CAPITOL ACQUISITION CORP DEL W EXP 11/08/201 14055E112 35 346300 SH SOLE 346300 CELANESE CORP DEL PFD 4.25% CONV 150870202 999 50000 SH SOLE 50000 CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE3 1670 5835000 PRN SOLE 5835000 CHATTEM INC NOTE 2.000%11/1 162456AP2 3478 3500000 PRN SOLE 3500000 CHINA HLDGS ACQUISITION CORP COM 16942N106 3629 388999 SH SOLE 388999 CHINA HLDGS ACQUISITION CORP W EXP 11/16/201 16942N114 28 702399 SH SOLE 702399 COLUMBUS ACQUISITION CORP COM 198851107 1058 133695 SH SOLE 133695 COLUMBUS ACQUISITION CORP W EXP 05/18/201 198851115 16 545100 SH SOLE 545100 CONTINENTAL AIRLS INC CL B 210795308 352 40000 SH CALL SOLE 40000 DANAHER CORP DEL NOTE 1/2 235851AF9 3253 3750000 PRN SOLE 3750000 DELTA AIR LINES INC DEL COM NEW 247361702 0 3763 SH SOLE 3763 ELIXIR GAMING TECHNOLOGIES I COM 28661G105 20 182869 SH SOLE 182869 ENTERPRISE ACQUISITION CORP W EXP 11/07/201 29365R116 2 88100 SH SOLE 88100 ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T402 398 56158 SH SOLE 56158 ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T600 1097 103400 SH SOLE 103400 GHL ACQUISITION CORP COM 36172H108 5623 600060 SH SOLE 600060 GHL ACQUISITION CORP W EXP 02/14/201 36172H116 337 1869500 SH SOLE 1869500 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 6477 5150000 PRN SOLE 5150000 GLOBAL CONSUMER ACQST CORP W EXP 11/27/201 378983118 35 231700 SH SOLE 231700 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 516 1000000 PRN SOLE 1000000 GLOBAL INDS LTD DBCV 2.750% 8/0 379336AE0 718 2200000 PRN SOLE 2200000 GOLDEN POND HEALTHCARE INC W EXP 11/06/201 38116J117 18 460800 SH SOLE 460800 GSC ACQUISITION COMPANY COM 40053G106 6109 633100 SH SOLE 633100 GSC ACQUISITION COMPANY W EXP 06/25/201 40053G114 0 189800 SH SOLE 189800 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 2245 2000000 PRN SOLE 2000000 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 4352 5000000 PRN SOLE 5000000 HEALTH CARE REIT INC NOTE 4.750%12/0 42217KAP1 2288 2500000 PRN SOLE 2500000 HECKMANN CORP W EXP 11/09/201 422680116 26 33925 SH SOLE 33925 HECLA MNG CO 6.5% CONV PFD 422704304 497 25600 SH SOLE 25600 HICKS ACQUISITION CO I INC COM 429086309 7563 802900 SH SOLE 802900 HICKS ACQUISITION CO I INC W EXP 09/28/201 429086127 59 804000 SH SOLE 804000 HIGHLANDS ACQUISITION CORP W EXP 10/03/201 430880112 21 191440 SH SOLE 191440 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 3337 4700000 PRN SOLE 4700000 HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK4 716 1890000 PRN SOLE 1890000 ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB3 3723 5750000 PRN SOLE 5750000 IDEATION ACQUISITION CORP W EXP 11/19/201 451665111 29 293100 SH SOLE 293100 INFORMATION SERVICES GROUP I W EXP 01/31/201 45675Y112 12 205900 SH SOLE 205900 INTER ATLANTIC FINANCIAL INC COM 45890H100 906 118100 SH SOLE 118100 INTER ATLANTIC FINANCIAL INC W EXP 10/02/201 45890H118 23 463200 SH SOLE 463200 INVACARE CORP BCV 4.125% 2/0 461203AD3 3328 4100000 PRN SOLE 4100000 INVERNESS MED INNOVATIONS IN COM 46126P106 1124 50000 SH PUT SOLE 50000 ISHARES TR MSCI EAFE IDX 464287465 3624 96400 SH CALL SOLE 96400 ISHARES TR MSCI EAFE IDX 464287465 3759 100000 SH PUT SOLE 100000 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 938 1500000 PRN SOLE 1500000 KBL HEALTHCARE ACQUIS CORP I W EXP 07/18/201 48241N115 48 684700 SH SOLE 684700 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 1511 1984000 PRN SOLE 1984000 KEYCORP NEW PFD 7.75% SR A 493267405 555 7864 SH SOLE 7864 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 4621 5500000 PRN SOLE 5500000 LEXINGTON REALTY TRUST COM 529043101 113 47446 SH SOLE 47446 LG DISPLAY CO LTD SPONS ADR REP 50186V102 341 33330 SH SOLE 33330 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 1969 224300 SH SOLE 224300 LIBERTY ACQUISITION HLDGS CO W EXP 12/12/201 53015Y115 25 91568 SH SOLE 91568 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 950 200000 SH CALL SOLE 200000 MBF HEALTHCARE ACQUISITION C COM 552650103 4011 490400 SH SOLE 490400 MBF HEALTHCARE ACQUISITION C W EXP 04/16/201 552650111 0 774814 SH SOLE 774814 MECHEL OAO SPONSORED ADR 583840103 125 30000 SH SOLE 30000 MEDIA & ENTMT HOLDINGS INC COM 58439W108 1221 156400 SH SOLE 156400 MEDIA & ENTMT HOLDINGS INC W EXP 03/09/201 58439W116 1 287999 SH SOLE 287999 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4306 6000000 PRN SOLE 6000000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 917 2000000 PRN SOLE 2000000 MIRANT CORP NEW W EXP 01/03/201 60467R126 42 40000 SH SOLE 40000 MORGAN STANLEY COM NEW 617446448 455 20000 SH PUT SOLE 20000 MYLAN INC PFD CONV 628530206 5454 6313 SH SOLE 6313 NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA4 2573 3000000 PRN SOLE 3000000 NATIONAL RETAIL PROPERTIES I NOTE 5.125% 6/1 637417AC0 11825 15160000 PRN SOLE 15160000 NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 638620302 3500 35000 SH SOLE 35000 NAVIOS MARITIME ACQUISITION CORP W EXP 06/25/201 Y62159119 191 1006300 SH SOLE 1006300 NEW YORK CMNTY BANCORP INC COM 649445103 559 50000 SH PUT SOLE 50000 NEW YORK CMNTY CAP TR V UNIT 99/99/9999 64944P307 5251 176156 SH SOLE 176156 NORTH ASIA INVESTMENT CORP W EXP 07/23/201 G66202113 29 320100 SH SOLE 320100 NRDC ACQUISITION CORP COM 62941R102 799 83700 SH SOLE 83700 NRDC ACQUISITION CORP W EXP 10/17/201 62941R110 237 1186075 SH SOLE 1186075 NRG ENERGY INC COM NEW 629377508 27 1528 SH SOLE 1528 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 4344 130648 SH SOLE 130648 ON SEMICONDUCTOR CORP NOTE 1.875%12/1 682189AD7 816 1000000 PRN SOLE 1000000 OVERTURE ACQUISITION CORP W EXP 01/30/201 G6830P113 52 655000 SH SOLE 655000 PARKER DRILLING CO COM 701081101 368 200000 SH CALL SOLE 200000 PHARMATHENE INC COM 71714G102 69 45241 SH SOLE 45241 PIER 1 IMPORTS INC NOTE 6.375% 2/1 720279AH1 1172 2664000 PRN SOLE 2664000 POWERWAVE TECHNOLOGIES INC NOTE 1.875%11/1 739363AD1 144 625000 PRN SOLE 625000 POWERWAVE TECHNOLOGIES INC SDCV 3.875%10/0 739363AF6 1198 6200000 PRN SOLE 6200000 PRIMORIS SVCS CORP COM 74164F103 53 13560 SH SOLE 13560 PROLOGIS NOTE 2.250% 4/0 743410AQ5 1620 3000000 PRN SOLE 3000000 PROSHARES TR PSHS ULTRA FINL 74347R743 261 100000 SH CALL SOLE 100000 PROSHARES TR PSHS ULTSHT FINL 74347R628 4475 45600 SH CALL SOLE 45600 PROSPECT ACQUISITION CORP W EXP 11/14/201 74347T111 36 714100 SH SOLE 714100 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 2227 2275000 PRN SOLE 2275000 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 3690 4000000 PRN SOLE 4000000 REGAL ENTMT GROUP CL A 758766109 536 40000 SH CALL SOLE 40000 SANTA MONICA MEDIA CORP COM 802501106 2944 369789 SH SOLE 369789 SANTA MONICA MEDIA CORP W EXP 03/27/201 802501114 2 341500 SH SOLE 341500 SAPPHIRE INDUSTRIALS CORP W EXP 01/17/201 80306T117 116 776203 SH SOLE 776203 SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE5 1188 1400000 PRN SOLE 1400000 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 5168 5400000 PRN SOLE 5400000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 660 75000 SH CALL SOLE 75000 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 3945 4000000 PRN SOLE 4000000 SOLUTIA INC COM NEW 834376501 94 50000 SH SOLE 50000 SP ACQUISITION HOLDINGS INC W EXP 10/10/201 78470A112 13 220800 SH SOLE 220800 SPARTAN STORES INC NOTE 3.375% 5/1 846822AE4 2811 4500000 PRN SOLE 4500000 SPDR TR UNIT SER 1 78462F103 71 900 SH PUT SOLE 900 SPORTS PPTYS ACQUISITION COR COM 84920F107 6049 640086 SH SOLE 640086 SPORTS PPTYS ACQUISITION COR W EXP 01/17/201 84920F115 49 1215386 SH SOLE 1215386 STAR SCIENTIFIC INC COM 85517P101 1007 235187 SH SOLE 235187 STONELEIGH PARTNERS ACQUS CO W EXP 05/31/201 861923126 21 1048750 SH SOLE 1048750 SYBASE INC NOTE 1.750% 2/2 871130AB6 2530 2000000 PRN SOLE 2000000 TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE7 2380 2400000 PRN SOLE 2400000 TECO ENERGY INC COM 872375100 113 50000 SH SOLE 50000 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 9291 7767000 PRN SOLE 7767000 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 3661 3500000 PRN SOLE 3500000 THERMO FISHER SCIENTIFIC INC COM 883556102 1067 29900 SH SOLE 29900 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1474 2000000 PRN SOLE 2000000 TM ENTMT & MEDIA INC COM 87260T108 1324 173550 SH SOLE 173550 TM ENTMT & MEDIA INC W EXP 10/17/201 87260T116 29 577050 SH SOLE 577050 TREMISIS ENERGY ACQ CORP II W EXP 12/05/201 89472N119 59 494900 SH SOLE 494900 TRIAN ACQUISITION I CORP COM 89582E108 3959 425213 SH SOLE 425213 TRIAN ACQUISITION I CORP W EXP 01/23/201 89582E116 247 1374300 SH SOLE 1374300 TRIPLECROWN ACQUISITION CORP COM 89677G109 5670 605100 SH SOLE 605100 TRIPLECROWN ACQUISITION CORP W EXP 10/22/201 89677G117 145 1451600 SH SOLE 1451600 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 13122 15310000 PRN SOLE 15310000 UNITED REFINING ENERGY CORP W EXP 12/11/201 911360113 160 2003800 SH SOLE 2003800 VANTAGE DRILLING COMPANY W EXP 05/24/201 G93205121 15 254700 SH SOLE 254700 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 3426 5200000 PRN SOLE 5200000 VICTORY ACQUISITION CORP W EXP 04/24/201 92644D118 56 372300 SH SOLE 372300 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 2785 3550000 PRN SOLE 3550000 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 1584 1900000 PRN SOLE 1900000 WEBSTER FINL CORP CONN COM 947890109 213 50000 SH CALL SOLE 50000 WRIGHT MED GROUP INC NOTE 2.625%12/0 98235TAA5 2336 3500000 PRN SOLE 3500000
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