BASSO CAPITAL MANAGEMENT, L.P.

Q3 2026 13F-HR Holdings

Location
Stamford, CT
Holdings as of
9/30/2026
Date filed
10/30/2026
Form type
13F-HR
Num holdings
159
Total value ($000)
$464,830
Net value change ($000)
-4,007 (-0.9%)
New positions
36
Sold out positions
14
Turnover %
10.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/27/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
VOO 6,765 14.2%
IWN 6,404 NEW
FELV 4,335 NEW
FLTR 3,029 NEW
FTSL 2,988 NEW
RSP 2,904 20.3%
MTUM 2,267 53.1%
PWV 2,259 NEW
CLOZ 2,207 71.7%
USCI 1,483 205.7%
Top Reduces (Value $000, Stocks/ETFs)
IDV -6,834 -63.6%
AVDV -5,596 -67.6%
EMXC -3,984 -62.6%
EWY -3,355 -77.5%
PAAA -2,382 -9.4%
EMB -2,372 -100.0%
IWM -2,019 -14.1%
SMH -1,672 -15.3%
RPG -1,506 -100.0%
PBW -1,112 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 37,479 (8.1% 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