BASSO CAPITAL MANAGEMENT, L.P.

Portfolio Overview

Basso Capital Management, L.P. has reported a significant shift in its portfolio composition for the quarter ended September 30, 2025. The total portfolio value contracted sharply by 43.8%, decreasing from $134.93 million to $75.86 million. This reduction is not solely attributable to market performance but is driven largely by substantial capital reallocation, evidenced by the liquidation of 25 positions and the initiation of 14 new ones.

The fund currently holds 39 pos...