BASSO CAPITAL MANAGEMENT, L.P.

Q2 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
6/30/2026
Date filed
7/27/2026
Form type
13F-HR
Num holdings
138
Total value ($000)
$468,837
Net value change ($000)
+305,433 (186.9%)
New positions
81
Sold out positions
83
Turnover %
48.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/15/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
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)
PAAA 16,611 191.0%
VOO 14,947 45.5%
VLUE 13,779 NEW
SPMO 11,499 NEW
SMH 10,921 NEW
IDV 10,748 NEW
IVV 9,523 NEW
VTI 9,515 58.7%
IWY 8,572 NEW
OEF 8,468 8913.7%
Top Reduces (Value $000, Stocks/ETFs)
MPLX -4,063 -100.0%
ET -3,807 -100.0%
SLV -2,722 -71.8%
UUP -2,635 -100.0%
EPD -2,374 -100.0%
OKE -2,292 -100.0%
WMB -2,216 -100.0%
WES -1,735 -100.0%
TRGP -1,636 -100.0%
PAA -1,210 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 62,931 (13.4% of total reported value)
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