-----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, N0flts76V2451ixsybew5+g6CXz/lv04bIZhVrEm0XrlwqRfo/Bi/zCM2qNoxG3C jIPAJXjgSYZp/gik3WBtkA== 0001013594-08-000294.txt : 20080514 0001013594-08-000294.hdr.sgml : 20080514 20080514161927 ACCESSION NUMBER: 0001013594-08-000294 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 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: 08832074 MAIL ADDRESS: STREET 1: 1266 E MAIN ST CITY: STAMFORD STATE: CT ZIP: 06902 13F-HR 1 basso13fhr-051508.txt MAY 15, 2008 FORM 13F UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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 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) May 14, 2008 - -------------------------------------- (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. [ ] 13F COMBINATION REPORT. FORM 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 326 Form 13F Information Table Value Total: $1,562,613 (thousands) List of Other Included Managers: None. Name of Reporting Managers: Basso Capital Management, L.P. 13F Report For Quarter Ended 3/31/08
Item 1: Item 2: Item3: Item 4: Item 5: Item 6: Item 7: Item 8: Name of Issuer Title of Class CUSIP Fair Market Shares or Investment Other Voting Authority Value Principal Sh/ Put/ Discretion Managers (x $1000) Amount Prn Call Sole Shared None ABERCROMBIE & FITCH CO CL A 002896207 4571 62500 SH SOLE 62500 ACCESS INTEGRATED TECHNLGS I CL A 004329108 1230 774893 SH SOLE 774893 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 5266 7500000 PRN SOLE 7500000 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 71 14800 SH SOLE 14800 ADVANCED TECHNOLOGY ACQU COR COM 007556103 5 700 SH SOLE 700 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 15294 1615000 SH SOLE 1615000 ALTERNATIVE ASSET MGMT ACQU W EXP 08/01/201 02149U119 87 133800 SH SOLE 133800 ALTRIA GROUP INC COM 02209S103 66 2979 SH SOLE 2979 AMERICAN FINL GROUP INC OHIO NOTE 1.486% 6/0 025932AD6 10197 22805000 PRN SOLE 22805000 AMERICAN INTL GROUP INC COM 026874107 2595 60000 SH SOLE 60000 AMGEN INC COM 031162100 4178 100000 SH CALL SOLE 100000 ANNALY CAP MGMT INC COM 035710409 38 2500 SH SOLE 2500 ANNALY CAP MGMT INC COM 035710409 1532 100000 SH CALL SOLE 100000 APEX BIOVENTURES ACQ CORP COM 03753Q105 3154 428500 SH SOLE 428500 APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK7 49776 25510000 PRN SOLE 25510000 APPLE INC COM 037833100 6077 50000 SH CALL SOLE 50000 ARCH COAL INC COM 039380100 1088 25000 SH CALL SOLE 25000 ASM INTL NV NOTE 4.250%12/0 00207DAG7 2060 2000000 PRN SOLE 2000000 ASPECT MED SYS INC NOTE 2.500% 6/1 045235AB4 4051 7500000 PRN SOLE 7500000 AT&T INC COM 00206R102 2107 55000 SH SOLE 55000 ATLAS ACQUISITION HLDGS CORP COM 049162100 11872 1297500 SH SOLE 1297500 ATLAS ACQUISITION HLDGS CORP UNIT 99/99/9999 049162209 63 6600 SH SOLE 6600 ATLAS ACQUISITION HLDGS CORP W EXP 01/23/201 049162118 435 1243200 SH SOLE 1243200 AVNET INC DBCV 2.000% 3/1 053807AL7 2818 2500000 PRN SOLE 2500000 BANK OF AMERICA CORPORATION COM 060505104 7582 200000 SH PUT SOLE 200000 BARCLAYS BK PLC IP MSCI IND 36 06739F291 1847 28043 SH SOLE 28043 BEA SYS INC COM 073325102 1532 80000 SH SOLE 80000 BLACKROCK INC DBCV 2.625% 2/1 09247XAB7 10293 5000000 PRN SOLE 5000000 BOISE INC COM 09746Y105 1748 273200 SH SOLE 273200 BOSTON PRIVATE FINL HLDGS IN NOTE 3.000% 7/1 101119AB1 2001 2000000 PRN SOLE 2000000 BPW ACQUISITION CORP UNIT 99/99/9999 055637201 9046 946200 SH SOLE 946200 BRINKER INTL INC COM 109641100 1152 62100 SH SOLE 62100 BROADCOM CORP CL A 111320107 1927 100000 SH SOLE 100000 CAL DIVE INTL INC DEL COM 12802T101 2491 240000 SH SOLE 240000 CAL DIVE INTL INC DEL COM 12802T101 779 75000 SH CALL SOLE 75000 CAPITOL ACQUISITION CORP DEL COM 14055E104 6736 732200 SH SOLE 732200 CAPITOL ACQUISITION CORP DEL UNIT 07/24/2012 14055E203 1 100 SH SOLE 100 CAPITOL ACQUISITION CORP DEL W EXP 11/08/201 14055E112 158 350100 SH SOLE 350100 CELGENE CORP NOTE 1.750% 6/0 151020AC8 9244 1827000 PRN SOLE 1827000 CHEESECAKE FACTORY INC COM 163072101 4635 212725 SH SOLE 212725 CHESAPEAKE ENERGY CORP COM 165167107 462 10000 SH SOLE 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126117100 2450 95000 SH SOLE 95000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1442 50000 SH SOLE 50000 COLUMBUS ACQUISITION CORP COM 198851107 4869 647500 SH SOLE 647500 COLUMBUS ACQUISITION CORP W EXP 05/18/201 198851115 82 256100 SH SOLE 256100 COMCAST CORP NEW CL A 20030N101 7736 400000 SH SOLE 400000 COMCAST CORP NEW CL A SPL 20030N200 758 39980 SH SOLE 39980 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 7794 225000 SH SOLE 225000 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 3662 2979000 PRN SOLE 2979000 COMTECH GROUP INC COM NEW 205821200 4208 390000 SH SOLE 390000 CONSOL ENERGY INC COM 20854P109 1730 25000 SH SOLE 25000 COOPER COS INC COM NEW 216648402 861 25000 SH PUT SOLE 25000 COOPER COS INC DBCV 2.625% 7/0 216648AG0 6248 6250000 PRN SOLE 6250000 COVENTRY HEALTH CARE INC COM 222862104 2825 70000 SH SOLE 70000 CVS CAREMARK CORPORATION COM 126650100 9950 245610 SH SOLE 245610 CVS CAREMARK CORPORATION COM 126650100 2026 50000 SH PUT SOLE 50000 CYTRX CORP COM NEW 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SOLE 578700 GLOBAL BPO SVCS CORP W EXP 10/17/201 378981112 82 453500 SH SOLE 453500 GLOBAL CONSUMER ACQST CORP COM 378983100 6213 684200 SH SOLE 684200 GLOBAL CONSUMER ACQST CORP W EXP 11/27/201 378983118 72 95500 SH SOLE 95500 GLOBAL CROSSING LTD NOTE 5.000% 5/1 37932JAA1 3321 3635000 PRN SOLE 3635000 GOLDEN POND HEALTHCARE INC COM 38116J109 4178 568400 SH SOLE 568400 GOLDEN POND HEALTHCARE INC UNIT 99/99/9999 38116J208 8 1000 SH SOLE 1000 GOLDEN POND HEALTHCARE INC W EXP 11/06/201 38116J117 295 404100 SH SOLE 404100 GOOGLE INC CL A 38259P508 7488 17000 SH SOLE 17000 GRANAHAN MCCOURT ACQ CORP COM 385034103 1558 196700 SH SOLE 196700 GRANAHAN MCCOURT ACQ CORP W EXP 10/18/201 385034111 12 75300 SH SOLE 75300 GREY WOLF INC NOTE 3.750% 5/0 397888AD0 13696 12545000 PRN SOLE 12545000 GRUBB&ELLIS RLTY ADVISORS IN COM 400096103 1744 286860 SH SOLE 286860 GRUBB&ELLIS RLTY ADVISORS IN W EXP 02/27/201 400096111 1 1549425 SH SOLE 1549425 GSC ACQUISITION COMPANY COM 40053G106 7952 860600 SH SOLE 860600 GSC ACQUISITION COMPANY W EXP 06/25/201 40053G114 80 174400 SH SOLE 174400 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 77251 36811000 PRN SOLE 36811000 HANOVER INS GROUP INC COM 410867105 4147 100800 SH SOLE 100800 HARBOR ACQUISITION CORPORATI COM 41145X107 1717 291528 SH SOLE 291528 HAYNES INTERNATIONAL INC COM NEW 420877201 2195 40000 SH SOLE 40000 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 5017 4591000 PRN SOLE 4591000 HD PARTNERS ACQUISITION CORP COM 40415K100 5695 716355 SH SOLE 716355 HD PARTNERS ACQUISITION CORP W EXP 06/01/201 40415K118 0 14400 SH SOLE 14400 HEADWATERS INC NOTE 2.875% 6/0 42210PAB8 4008 4900000 PRN SOLE 4900000 HEALTH CARE REIT INC NOTE 4.750% 7/1 42217KAQ9 10644 10000000 PRN SOLE 10000000 HECKMANN CORP COM 422680108 17805 2389900 SH SOLE 2389900 HECKMANN CORP W EXP 11/09/201 422680116 1102 1721300 SH SOLE 1721300 HECLA MNG CO COM 422704106 237 21200 SH SOLE 21200 HICKS ACQUISITION CO I INC COM 429086309 16288 1774300 SH SOLE 1774300 HICKS ACQUISITION CO I INC W EXP 09/28/201 429086127 340 654100 SH SOLE 654100 HIGHLANDS ACQUISITION CORP COM 430880104 2156 237440 SH SOLE 237440 HIGHLANDS ACQUISITION CORP UNIT 99/99/9999 430880203 30 3200 SH SOLE 3200 HIGHLANDS ACQUISITION CORP W EXP 10/03/201 430880112 72 160240 SH SOLE 160240 HOME DEPOT INC COM 437076102 2797 100000 SH SOLE 100000 HOME DEPOT INC COM 437076102 2098 75000 SH CALL SOLE 75000 HOME INNS & HOTELS MGMT INC SPON ADR 43713W107 1378 70000 SH PUT SOLE 70000 HORSEHEAD HLDG CORP COM 440694305 1795 155000 SH SOLE 155000 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 170 5000 SH CALL SOLE 5000 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 26805 30690000 PRN SOLE 30690000 HRPT PPTYS TR COM SH BEN INT 40426W101 673 100000 SH PUT SOLE 100000 HRPT PPTYS TR COM SH BEN INT 40426W101 170 25254 SH SOLE 25254 HUMAN GENOME SCIENCES INC COM 444903108 1178 200000 SH SOLE 200000 HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM0 3589 5000000 PRN SOLE 5000000 IAC INTERACTIVECORP W EXP 02/04/200 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ISHARES INC MSCI TAIWAN 464286731 1585 100000 SH SOLE 100000 ISHARES INC MSCI JAPAN 464286848 6185 500000 SH SOLE 500000 ISHARES INC MSCI JAPAN 464286848 13228 1069400 SH CALL SOLE 1069400 ISHARES TR MSCI EMERG MKT 464287234 6977 50000 SH CALL SOLE 50000 ISHARES TR MSCI EMERG MKT 464287234 27906 200000 SH PUT SOLE 200000 ISHARES TR MSCI EAFE IDX 464287465 65978 950000 SH PUT SOLE 950000 ITT CORP NEW COM 450911102 5181 100000 SH SOLE 100000 JK ACQUISITION CORP COM 47759H106 1238 206700 SH SOLE 206700 JOHNSON & JOHNSON COM 478160104 5190 80000 SH SOLE 80000 JP MORGAN CHASE & CO COM 46625H100 3221 75000 SH SOLE 75000 KAYDON CORP NOTE 4.000% 5/2 486587AB4 14280 9412000 PRN SOLE 9412000 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 6133 851800 SH SOLE 851800 KBL HEALTHCARE ACQUIS CORP I W EXP 07/18/201 48241N115 189 630900 SH SOLE 630900 KNOLOGY INC COM 499183804 1633 126077 SH SOLE 126077 LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG7 12566 12521000 PRN SOLE 12521000 LAZARD LTD SHS A G54050102 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ACQUISITION C W EXP 04/16/201 552650111 153 636114 SH SOLE 636114 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 5691 47500 SH SOLE 47500 MEDIA & ENTMT HOLDINGS INC COM 58439W108 2964 396200 SH SOLE 396200 MEDIA & ENTMT HOLDINGS INC W EXP 03/09/201 58439W116 19 105000 SH SOLE 105000 MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 9913 10000000 PRN SOLE 10000000 MENTOR CORP MINN NOTE 2.750% 1/0 587188AC7 5263 5000000 PRN SOLE 5000000 MERRILL LYNCH & CO INC COM 590188108 3870 95000 SH SOLE 95000 METROPCS COMMUNICATIONS INC COM 591708102 3397 199800 SH SOLE 199800 MICROSOFT CORP COM 594918104 11636 410000 SH SOLE 410000 MICROSOFT CORP COM 594918104 8514 300000 SH CALL SOLE 300000 MIRANT CORP NEW COM 60467R100 7070 194286 SH SOLE 194286 MYLAN INC PFD CONV 628530206 6508 7500 SH SOLE 7500 NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA7 4160 6000000 PRN SOLE 6000000 NATIONAL RETAIL PROPERTIES I NOTE 5 637417AC0 10500 10500000 PRN SOLE 10500000 NAVTEQ CORP COM 63936L100 13416 197300 SH SOLE 197300 NETEASE COM INC NOTE 7/1 64110WAB8 8025 5000000 PRN SOLE 5000000 NEW YORK CMNTY BANCORP INC COM 649445103 4555 250000 SH PUT SOLE 250000 NEW YORK CMNTY CAP TR V BONUSES 64944P307 20151 424885 SH SOLE 424885 NEWS CORP CL A 65248E104 5156 275000 SH SOLE 275000 NII HLDGS INC CL B NEW 62913F201 3178 100000 SH SOLE 100000 NOVAMERICAN STEEL INC COM 66986M100 825 284600 SH SOLE 284600 NRDC ACQUISITION CORP COM 62941R102 8123 883900 SH SOLE 883900 NRDC ACQUISITION CORP W EXP 10/17/201 62941R110 359 717800 SH SOLE 717800 NRG ENERGY INC COM NEW 629377508 663 17000 SH SOLE 17000 NTR ACQUISITION CO COM 629415100 6250 653130 SH SOLE 653130 NTR ACQUISITION CO W EXP 06/28/201 629415118 13 45800 SH SOLE 45800 OCEANAUT INC COM 675227102 124 16000 SH SOLE 16000 OMNICARE CAP TR II PFD B TR 4.00% 68214Q200 8605 292980 SH SOLE 292980 OMNICARE INC COM 681904108 2724 150000 SH PUT SOLE 150000 OMNICOM GROUP INC COM 681919106 2872 65000 SH SOLE 65000 ONYX PHARMACEUTICALS INC COM 683399109 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802501114 79 314600 SH SOLE 314600 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1983 40000 SH SOLE 40000 SAPPHIRE INDUSTRIALS CORP COM 80306T109 10589 1156000 SH SOLE 1156000 SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T208 29 3000 SH SOLE 3000 SAPPHIRE INDUSTRIALS CORP W EXP 01/17/201 80306T117 214 474700 SH SOLE 474700 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 2133 2000000 PRN SOLE 2000000 SCHERING PLOUGH CORP COM 806605101 740 51337 SH SOLE 51337 SCHERING PLOUGH CORP COM 806605101 349 24200 SH CALL SOLE 24200 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 1375 8994 SH SOLE 8994 SCHWAB CHARLES CORP NEW COM 808513105 3389 180000 SH SOLE 180000 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 1394 50000 SH PUT SOLE 50000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3402 110000 SH SOLE 110000 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 10826 350000 SH CALL SOLE 350000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 12410 500000 SH CALL SOLE 500000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3723 150000 SH PUT SOLE 150000 SILICON VY BANCSHARES NOTE 6/1 827064AC0 6505 5000000 PRN SOLE 5000000 SK TELECOM LTD SPONSORED ADR 78440P108 3793 175522 SH SOLE 175522 SLM CORP COM 78442P106 768 50000 SH PUT SOLE 50000 SOLUTIA INC COM NEW 834376501 2506 179000 SH SOLE 179000 SP ACQUISITION HOLDINGS INC COM 78470A104 5228 570700 SH SOLE 570700 SP ACQUISITION HOLDINGS INC W EXP 10/10/201 78470A112 100 179100 SH SOLE 179100 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 3267 150000 SH CALL SOLE 150000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2595 117000 SH SOLE 117000 SPORTS PPTYS ACQUISITION COR COM 84920F107 9946 1094200 SH SOLE 1094200 SPORTS PPTYS ACQUISITION COR W EXP 01/17/201 84920F115 420 933800 SH SOLE 933800 STONELEIGH PARTNERS ACQUS CO COM 861923100 6755 894700 SH SOLE 894700 STONELEIGH PARTNERS ACQUS CO W EXP 05/31/201 861923126 240 599100 SH SOLE 599100 SUN HEALTHCARE GROUP INC COM NEW 866933401 986 75000 SH SOLE 75000 SYNTROLEUM CORP W EXP 05/26/200 871630125 1 13000 SH SOLE 13000 TAILWIND FINL INC COM 874023104 2907 377500 SH SOLE 377500 TATA MTRS LTD SPONSORED ADR 876568502 86 5500 SH SOLE 5500 TECO ENERGY INC COM 872375100 2590 90889 SH SOLE 90889 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 7128 5767000 PRN SOLE 5767000 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 7274 7000000 PRN SOLE 7000000 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 2745 85000 SH SOLE 85000 TIME WARNER CABLE INC CL A 88732J108 2261 90514 SH SOLE 90514 TIME WARNER INC COM 887317105 7346 524000 SH SOLE 524000 TIME WARNER INC COM 887317105 1402 100000 SH CALL SOLE 100000 TIME WARNER TELECOM INC CL A 887319101 1859 120000 SH SOLE 120000 TJX COS INC NEW COM 872540109 2646 80000 SH SOLE 80000 TM ENTMT & MEDIA INC COM 87260T108 3215 449700 SH SOLE 449700 TM ENTMT & MEDIA INC W EXP 10/17/201 87260T116 207 459400 SH SOLE 459400 TRANSFORMA ACQUISITION GROUP COM 89366E100 1477 190600 SH SOLE 190600 TRANS-INDIA ACQUISITION CORP COM 893237107 1553 207600 SH SOLE 207600 TRANSMERIDIAN EXPL INC COM 89376N108 0 123 SH SOLE 123 TREMISIS ENERGY ACQ CORP II COM 89472N101 3730 507500 SH SOLE 507500 TREMISIS ENERGY ACQ CORP II UNIT 99/99/9999 89472N200 38 5000 SH SOLE 5000 TREMISIS ENERGY ACQ CORP II W EXP 12/05/201 89472N119 249 498400 SH SOLE 498400 TRIAN ACQUISITION I CORP COM 89582E108 15516 1714500 SH SOLE 1714500 TRIAN ACQUISITION I CORP W EXP 01/23/201 89582E116 908 1296500 SH SOLE 1296500 TRIARC COS INC CL A 895927101 182 28863 SH SOLE 28863 TRIPLECROWN ACQUISITION CORP COM 89677G109 8975 984100 SH SOLE 984100 TRIPLECROWN ACQUISITION CORP UNIT 07/12/2012 89677G208 69 7200 SH SOLE 7200 TRIPLECROWN ACQUISITION CORP W EXP 10/22/201 89677G117 333 616600 SH SOLE 616600 UNION STREET ACQ CORP COM 908536105 1465 188300 SH SOLE 188300 UNION STREET ACQ CORP W EXP 02/05/201 908536113 5 31100 SH SOLE 31100 UNISOURCE ENERGY CORP NOTE 4.500% 3/0 909205AB2 13352 15625000 PRN SOLE 15625000 UNITED REFINING ENERGY CORP COM 911360105 17167 1896900 SH SOLE 1896900 UNITED REFINING ENERGY CORP UNIT 12/11/2011 911360204 6 600 SH SOLE 600 UNITED REFINING ENERGY CORP W EXP 12/11/201 911360113 1019 1853600 SH SOLE 1853600 UNITEDHEALTH GROUP INC COM 91324P102 5726 125000 SH SOLE 125000 URBAN OUTFITTERS INC COM 917047102 2822 90000 SH SOLE 90000 VALE CAP LTD NT RIO CV VALE 91912C208 11676 176800 SH SOLE 176800 VANTAGE ENERGY SERVICES INC COM 92209F102 8677 1164700 SH SOLE 1164700 VANTAGE ENERGY SERVICES INC UNIT 99/99/9999 92209F201 8 1000 SH SOLE 1000 VANTAGE ENERGY SERVICES INC W EXP 99/99/999 92209F110 71 119900 SH SOLE 119900 VERIZON COMMUNICATIONS INC COM 92343V104 1823 50000 SH SOLE 50000 VICTORY ACQUISITION CORP COM 92644D100 5695 605800 SH SOLE 605800 VICTORY ACQUISITION CORP W EXP 04/24/201 92644D118 27 48400 SH SOLE 48400 WACHOVIA CORP NEW COM 929903102 1759 50000 SH CALL SOLE 50000 WASHINGTON MUT INC COM 939322103 1652 160400 SH SOLE 160400 WELLPOINT INC COM 94973V107 12454 180000 SH CALL SOLE 180000 WESTERN UN CO COM 959802109 2552 120000 SH SOLE 120000 WINTHROP RLTY TR SH BEN INT 976391102 3079 291932 SH SOLE 291932 XILINX INC DBCV 3.125% 3/1 983919AD3 4733 5271000 PRN SOLE 5271000 YAHOO INC COM 984332106 2893 100000 SH CALL SOLE 100000 YAHOO INC FRNT 4/0 984332AB2 35280 25000000 PRN SOLE 25000000
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