General Counsel and Chief Compliance Officer

0001140361-14-032262.txt : 20140813 0001140361-14-032262.hdr.sgml : 20140813 20140813165743 ACCESSION NUMBER: 0001140361-14-032262 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140813 DATE AS OF CHANGE: 20140813 EFFECTIVENESS DATE: 20140813 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: 141038207 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 06-30-2014 06-30-2014 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 08-13-2014 0 109 600807 false INFORMATION TABLE 2 form13fInfoTable.xml AFFYMETRIX INC NOTE 4.000% 7/0 00826TAH1 3346 2000000 PRN SOLE 2000000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 641 10500 SH SOLE 10500 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 305 5000 SH Put SOLE 5000 0 0 ALTRA INDL MOTION CORP NOTE 2.750% 3/0 02208RAE6 7491 5186000 PRN SOLE 5186000 0 0 AMARIN CORP PLC SPONS ADR NEW 023111206 266 151400 SH Call SOLE 151400 0 0 ANNALY CAP MGMT INC NOTE 5.000% 5/1 035710AB8 6544 6400000 PRN SOLE 6400000 0 0 APOLLO INVT CORP COM 03761U106 519 60300 SH SOLE 60300 0 0 AQUASITION CORP W EXP 10/25/201 Y0192H111 30 200000 SH SOLE 0 0 0 BANK OF AMERICA CORPORATION W EXP 10/28/201 060505153 69 91600 SH SOLE 91600 0 0 BARCLAYS BK PLC IPATH S&P500 VIX 06742E711 1430 50000 SH Call SOLE 50000 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 361 5800 SH SOLE 5800 0 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