General Counsel and Chief Compliance Officer

0001140361-14-006865.txt : 20140213 0001140361-14-006865.hdr.sgml : 20140213 20140213141544 ACCESSION NUMBER: 0001140361-14-006865 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140213 DATE AS OF CHANGE: 20140213 EFFECTIVENESS DATE: 20140213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BASSO CAPITAL MANAGEMENT L.P. 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: 14605036 BUSINESS ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 BUSINESS PHONE: (203) 352-6100 MAIL ADDRESS: STREET 1: 1266 EAST MAIN STREET STREET 2: 4TH FLOOR CITY: STAMFORD STATE: CT ZIP: 06902 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20130731 FORMER COMPANY: FORMER CONFORMED NAME: BASSO CAPITAL MANAGEMENT LP DATE OF NAME CHANGE: 20040421 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001287978 XXXXXXXX 12-31-2013 12-31-2013 BASSO CAPITAL MANAGEMENT L.P.

1266 EAST MAIN STREET 4TH FLOOR STAMFORD CT 06902

13F HOLDINGS REPORT 028-10896 N Marc Seidenberg General Counsel and Chief Compliance Officer 203-352-6100 Marc Seidenberg Stamford CT 02-12-2014 0 85 503555 false INFORMATION TABLE 2 form13fInfoTable.xml ALBANY MOLECULAR RESH INC OTE 2.250%11/1 012423AA7 4876 5250000 PRN SOLE 5250000 0 0 ALPHA NATURAL RESOURCES INC OTE 4.875%12/1 02076XAF9 2671 2500000 PRN SOLE 2500000 0 0 ANNALY CAP MGMT INC COM 035710409 499 50000 SH Call SOLE 50000 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 5464 5400000 PRN SOLE 5400000 0 0 APOLLO INVT CORP COM 03761U106 511 60300 SH SOLE 60300 0 0 AQUASITION CORP W EXP 99/99/999 Y0192H111 51 209500 SH SOLE 209500 0 0 ASCENT CAP GROUP INC NOTE 4.000% 7/1 043632AA6 5899 5500000 PRN SOLE 5500000 0 0 BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 71 92300 SH SOLE 92300 0 0 BEAZER HOMES USA INC UNIT 99/99/9999 07556Q709 4931 133264 SH SOLE 133264 0 0 BPZ RESOURCES INC OTE 8.500%10/0 055639AC2 4339 4900000 PRN SOLE 4900000 0 0 CALLAWAY GOLF CO COM 131193104 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