-----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, SGgALBp3hz5VuD8FOa3xBAmLUIO7bGk+R+NAbcz8FT9ZJynhvk7pPZZgMyZd3aHj 1zcCiY15EwHd5Zygu0kP1A== 0001013594-07-000457.txt : 20071009 0001013594-07-000457.hdr.sgml : 20071008 20071009162248 ACCESSION NUMBER: 0001013594-07-000457 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20071009 DATE AS OF CHANGE: 20071009 EFFECTIVENESS DATE: 20071009 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: 071162869 MAIL ADDRESS: STREET 1: 1266 E MAIN ST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR/A 1 basso13fhra-100807.txt FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2007 Check here if Amendment [ ]; Amendment Number: 2 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 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 this 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 - ------------------------ (Signature) Stamford, Connecticut - ------------------------ (City, State) October 9, 2007 - --------------- (Date) This Amendment No.2 is being filed to reflect a correction to the Form 13F filed on August 14, 2007, to correct the holdings reported for Implant Sciences Corporation. 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. [ ] 13F COMBINATION REPORT. FORM 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 407 Form 13F Information Table Value Total: $1,776,728 (thousands) List of Other Included Managers: None. Name of Reporting Manager: Basso Capital Management, L.P. 13F Report For Quarter Ended 6/30/07
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETN MANAGERS SOLE SHARED NONE 24/7 REAL MEDIA INC COM NEW 901314203 1173 100000 SH SOLE 100000 ABERCROMBIE & FITCH CO CL A 002896207 2554 35000 SH SOLE 35000 ACCESS INTEGRATED TECHNLGS I CL A 004329108 2993 754268 SH SOLE 754268 ACTUANT CORP SDCV 2.000%11/1 00508XAB0 4810 3000000 PRN SOLE 3000000 ADVANCED MICRO DEVICES INC COM 007903107 1001 70000 SH SOLE 70000 ADVANCED MICRO DEVICES INC COM 007903107 40 500 SH CALL SOLE 500 AFFILIATED COMPUTER SERVICES CL A 008190100 1418 25000 SH SOLE 25000 AFLAC INC COM 001055102 3341 65000 SH SOLE 65000 AGILE SOFTWARE CORP DEL COM 00846X105 2015 250000 SH SOLE 250000 AIRTRAN HLDGS INC COM 00949P108 1693 155000 SH SOLE 155000 AKAMAI TECHNOLOGIES INC NOTE 1.000%12/1 00971TAE1 7912 2500000 PRN SOLE 2500000 ALDABRA 2 ACQUISITION CORP UNIT 99/99/9999 01408A202 8998 852900 SH SOLE 852900 ALLIANCE DATA SYSTEMS CORP COM 018581108 5023 65000 SH SOLE 65000 ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH7 2619 2000000 PRN SOLE 2000000 ALLTEL CORP COM 020039103 4391 65000 SH SOLE 65000 ALTRIA GROUP INC COM 02209S103 2441 34800 SH SOLE 34800 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 4769 77000 SH SOLE 77000 AMERICAN COMMERCIAL LINES COM NEW 025195207 1889 72500 SH SOLE 72500 AMERICAN COMMERCIAL LINES COM NEW 025195207 20 250 SH CALL SOLE 250 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 11123 18875000 PRN SOLE 18875000 AMGEN INC COM 031162100 1714 31000 SH SOLE 31000 AMR CORP COM 001765106 1845 70000 SH SOLE 70000 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 311 8235 SH SOLE 8235 ANNALY CAP MGMT INC COM 035710409 758 52600 SH SOLE 52600 AON CORP DBCV 3.500%11/1 037389AT0 51197 25804000 PRN SOLE 25804000 APPLE INC COM 037833100 30 1500 SH PUT SOLE 1500 APPLEBEES INTL INC COM 037899101 4815 199800 SH SOLE 199800 AQUANTIVE INC COM 03839G105 2552 40000 SH SOLE 40000 ARCH COAL INC COM 039380100 1218 35000 SH SOLE 35000 ARCHER DANIELS MIDLAND CO COM 039483102 1655 50000 SH SOLE 50000 ARCHSTONE SMITH TR COM 039583109 2069 35000 SH SOLE 35000 ARMOR HOLDINGS INC COM 042260109 4344 50000 SH SOLE 50000 ARMSTRONG WORLD INDS INC NEW COM 04247X102 752 15000 SH SOLE 15000 AT&T INC COM 00206R102 415 10000 SH SOLE 10000 AUGUSTA RES CORP COM NEW 050912203 1160 400000 SH SOLE 400000 AVAYA INC COM 053499109 4530 269000 SH SOLE 269000 BANK OF AMERICA CORPORATION COM 060505104 1222 25000 SH SOLE 25000 BEST BUY INC COM 086516101 1400 30000 SH SOLE 30000 BEST BUY INC COM 086516101 50 250 SH CALL SOLE 250 BIGBAND NETWORKS INC COM 089750509 393 30000 SH SOLE 30000 BIGBAND NETWORKS INC COM 089750509 84 300 SH PUT SOLE 300 BIOMET INC COM 090613100 4572 100000 SH SOLE 100000 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 19816 12500000 PRN SOLE 12500000 BLOCKBUSTER INC CL A 093679108 12 236 SH SOLE 236 BLOCKBUSTER INC CL A 093679108 38 1500 SH CALL SOLE 1500 BRIGGS & STRATTON CORP COM 109043109 1957 62000 SH SOLE 62000 BRISTOW GROUP INC PFD CNV 5.50% 110394400 3179 50000 SH SOLE 50000 BROADCOM CORP CL A 111320107 1463 50000 SH SOLE 50000 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 669 35000 SH SOLE 35000 C D W CORP COM 12512N105 7222 85000 SH SOLE 85000 CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB4 9123 6450000 PRN SOLE 6450000 CAL DIVE INTL INC DEL COM 12802T101 1746 105000 SH SOLE 105000 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 22026 17500000 PRN SOLE 17500000 CELGENE CORP NOTE 1.750% 6/0 151020AC8 8647 1827000 PRN SOLE 1827000 CEMEX SAB DE CV SPON ADR 5 ORD 151290889 114 3084 SH SOLE 3084 CENTRAL GARDEN & PET CO COM 153527106 490 40000 SH SOLE 40000 CERIDIAN CORP NEW COM 156779100 3500 100000 SH SOLE 100000 CHARMING SHOPPES INC COM 161133103 19 500 SH PUT SOLE 500 CHARTER COMMUNICATIONS INC D NOTE 5.875%11/1 16117MAE7 8959 5000000 PRN SOLE 5000000 CHEESECAKE FACTORY INC COM 163072101 2698 110025 SH SOLE 110025 CHESAPEAKE ENERGY CORP 6.25% PFD CONV 165167818 26842 95000 SH SOLE 95000 CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC6 6009 3750000 PRN SOLE 3750000 CHURCHILL VENTURES LTD COM 17157P109 4779 624700 SH SOLE 624700 CHURCHILL VENTURES LTD UNIT 99/99/9999 17157P208 132 15300 SH SOLE 15300 CHURCHILL VENTURES LTD W EXP 03/01/201 17157P117 461 461200 SH SOLE 461200 CIRCUIT CITY STORE INC COM 172737108 3189 211500 SH SOLE 211500 CIRCUIT CITY STORE INC COM 172737108 61 1250 SH PUT SOLE 1250 CISCO SYS INC COM 17275R102 2507 90000 SH SOLE 90000 CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB2 1283 1500000 PRN SOLE 1500000 CITRIX SYS INC COM 177376100 1010 30000 SH SOLE 30000 CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG0 1525 659000 PRN SOLE 659000 CLEAN HARBORS INC COM 184496107 8230 198690 SH SOLE 198690 CNET NETWORKS INC COM 12613R104 410 50000 SH SOLE 50000 COCA COLA CO COM 191216100 6016 115000 SH SOLE 115000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1500 20000 SH SOLE 20000 COLUMBUS ACQUISITION CORP COM 198851107 3987 538000 SH SOLE 538000 COLUMBUS ACQUISITION CORP W EXP 05/18/201 198851115 276 325000 SH SOLE 325000 COMCAST CORP NEW CL A 20030N101 322 11466 SH SOLE 11466 COMMSCOPE INC SDCV 1.000% 3/1 203372AD9 6715 2500000 PRN SOLE 2500000 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 2 64 SH PUT SOLE 64 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 12718 9529000 PRN SOLE 9529000 COMTECH GROUP INC COM NEW 205821200 991 60000 SH SOLE 60000 CONSOL ENERGY INC COM 20854P109 1153 25000 SH SOLE 25000 CORNING INC COM 219350105 1789 70000 SH SOLE 70000 CORTEX PHARMACEUTICALS INC COM NEW 220524300 7 231667 SH SOLE 231667 COURTSIDE ACQUISITION CORP COM 22274N102 158 30115 SH SOLE 30115 COVANSYS CORP COM 22281W103 3393 100000 SH SOLE 100000 CVS CAREMARK CORPORATION COM 126650100 1276 35000 SH SOLE 35000 CVS CAREMARK CORPORATION COM 126650100 35 500 SH CALL SOLE 500 CYPRESS SEMICONDUCTOR COR P NOTE 1 232806AK5 10511 9500000 PRN SOLE 9500000 CYTRX CORP COM NEW 232828301 706 631504 SH SOLE 631504 CYTYC CORP COM 232946103 2156 50000 SH SOLE 50000 DANAHER CORP DEL NOTE 1/2 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INC DEL DBCV 3.625% 8/1 233326AD9 3293 2000000 PRN SOLE 2000000 E M C CORP MASS COM 268648102 72 1300 SH CALL SOLE 1300 E M C CORP MASS NOTE 1.750%12/0 268648AK8 6294 5000000 PRN SOLE 5000000 EBAY INC COM 278642103 2494 77500 SH SOLE 77500 EDGE PETE CORP DEL COM 279862106 2382 170000 SH SOLE 170000 EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 4165 4000000 PRN SOLE 4000000 EGL INC COM 268484102 5578 120000 SH SOLE 120000 ELECTRO ENERGY INC COM 285106100 1250 1250000 PRN SOLE 1250000 ELECTRO ENERGY INC COM 285106100 26 87717 SH SOLE 87717 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 2288 2000000 PRN SOLE 2000000 ENERGY INFRASTRUCTURE ACQUI COM 29269P109 1025 105000 SH SOLE 105000 EVERGREEN SOLAR INC NOTE 4.375% 7/0 30033RAB4 1190 860000 PRN SOLE 860000 EXPEDIA INC DEL W EXP 02/04/200 30212P121 7623 441660 SH SOLE 441660 FBR CAPITAL MARKETS CORP COM ADDED 30247C301 2113 125000 SH SOLE 125000 FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF3 5619 5003000 PRN SOLE 5003000 FIRST DATA CORP COM 319963104 8168 250000 SH SOLE 250000 FIRST REP BK SAN FRANCISCO COM 336158100 1342 25000 SH SOLE 25000 FLUOR CORP NEW NOTE 1.500% 2/1 343412AA0 48101 24103000 PRN SOLE 24103000 FORD MTR CO DEL COM PAR $0.01 345370860 29 521 SH CALL SOLE 521 FORTRESS INVESTMENT GROUP LL CL A 34958B106 1872 78600 SH SOLE 78600 FREEDOM ACQUISITION HLDGS IN COM 35645F103 3032 275400 SH SOLE 275400 FREEDOM ACQUISITION HLDGS IN W EXP 12/28/201 35645F111 335 103200 SH SOLE 103200 FREEPORT-MCMORAN COPPER & GO COM 35671D857 5135 62000 SH SOLE 62000 FRONTIER AIRLINES HOLDINGS I COM 359059102 0 345055 SH SOLE 345055 GAP INC DEL COM 364760108 6733 352500 SH SOLE 352500 GAP INC DEL COM 364760108 76 3050 SH CALL SOLE 3050 GENENTECH INC COM NEW 368710406 2648 35000 SH SOLE 35000 GENENTECH INC COM NEW 368710406 19 250 SH PUT SOLE 250 GENERAL DYNAMICS CORP COM 369550108 3911 50000 SH SOLE 50000 GENERAL ELECTRIC CO COM 369604103 1531 40000 SH SOLE 40000 GENERAL ELECTRIC CO COM 369604103 13 500 SH CALL SOLE 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