BASSO CAPITAL MANAGEMENT, L.P.

Q1 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
3/31/2026
Date filed
5/15/2026
Form type
13F-HR
Num holdings
137
Total value ($000)
$163,404
Net value change ($000)
-4,544 (-2.7%)
New positions
30
Sold out positions
8
Turnover %
5.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/17/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2025
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
UUP 2,635 NEW
XOP 950 NEW
PAAA 878 11.2%
IWM 831 9.0%
IJH 755 848.3%
ET 591 18.4%
COM 564 NEW
EMXC 535 19.3%
EWW 462 NEW
TRGP 432 35.9%
Top Reduces (Value $000, Stocks/ETFs)
IBIT -2,130 -74.4%
VOO -1,566 -4.6%
PPLT -1,545 -100.0%
QQQM -1,363 -66.7%
FBTC -1,241 -66.0%
MSFT -1,218 -83.1%
SLV -1,165 -23.5%
SPY -1,092 -5.9%
URA -1,053 -75.6%
BBJP -919 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type