A. General Description of Basso and Its Advisory Services and Strategy Basso, a Delaware limited partnership, is an investment adviser with its principal place of business in Stamford, Connecticut. Basso (and its affiliated management entities) is owned by its Founding Managing Partner – Chief Executive Officer Dwight Nelson, who joined the firm in 1999. In its more than 29 years of operations (including those of its predecessor), the firm has provided investment advisory services to family offices, private investment funds, “funds of one”, registered investment companies (mutual funds) and Undertakings for Collective Investments in Transferable Securities (UCITS). The firm currently focuses on providing discretionary and non-discretionary advisory services to family offices.
Family offices typically consist of high-net-worth individuals and their families and associated entities. Those family offices that receive discretionary advisory services from Basso are referred to as client accounts (“CAs”). Basso portfolio manager Matthew Zimmerman has primary responsibility for the discretionary advisory services provided to the CAs. The CAs may hold a wide range of investments, including, among others, domestic, international-developed and emerging-market public and privately- traded common and preferred stock, options, investment-grade bonds, below-investment grade bonds, sovereign (U.S. and non-U.S) government bonds, mutual funds, exchange traded funds (“ETFs”), derivatives, futures, digital assets and interests in open-ended and closed-ended private investment vehicles, illiquid and/or private investment vehicles and other investments (including real estate and private debt). Investment mandates are discussed with each CA client to determine their risk and portfolio objectives, wealth management needs and asset allocation plan.
Mr. Nelson has primary responsibility for the non-discretionary advisory services provided to the family offices. He is also the principal portfolio manager for a sub-advised portion

of a multi-manager fund. His strategy for this client (the “Sub-advised Account”) focuses on the highly liquid portion of the global fixed income market. Mr. Nelson, along with the firm’s UK-based portfolio manager, also advises a proprietary- money-only account (“Basso Omni”) with a broad investment strategy that includes trading in fixed income securities and equities.
In this brochure Basso discusses certain conflicts of interest that may arise in its management of the CAs, the Sub-advised Account and Basso Omni (collectively, the “Investment Vehicles”) and the firm’s policies and procedures designed to detect and address these conflicts. For information about the firm’s advisory and sub-advisory services, please contact ir@bassocap.com.
B. Investment Discretion and Mandate Basso manages the CAs and Basso Omni with broad discretion, across the range of investments noted above, subject to any risk parameters and asset-percentage ranges that may be agreed with the account holders. The firm has broad discretion to manage the Sub-advised Account within the overall strategy set out in the sub-advisory agreement entered into with the account’s direct investment manager (the “Sub-advisory Agreement”). The firm provides non-discretionary advisory services from time-to-time to its family office clients when they seek Basso’s guidance and when Basso is aware of particular investment opportunities that may be of interest to these family offices.
1266 E Main Street | Stamford, CT 06902 | (203) 352-6100 | legalnotices@bassocap.combassocap.com | 5 C. No Wrap Fee Programs Basso does not participate in wrap fee programs and does not manage wrap fee accounts.
D. Assets Under Management As of March 1, 2024, Basso had discretionary management authority over $457,352,528 in net client assets and provided non-discretionary management services to $1,148,000,000 in net client assets.