Firm Description Formed in September 2010, SBB Research Group LLC (“SBBRG” or the “Firm”), an Illinois limited liability company, serves as investment manager for and provides discretionary investment advisory services to numerous investment vehicles. Such vehicles include proprietary accounts, family trusts, pooled investment vehicles and separately managed accounts. The following pooled investment vehicles are sponsored and managed by SBBRG and its affiliates: (i) SBB Research Group Investors II LLC; (ii) SBB Research Group Investors III LLC; (iii) SBB Research Group Investors IV LLC; (iv) SBB Research Group CPS I LLC; (v) SBB Research Group CPS Fund XI LLC; (vi) SBB Research Group Polysight I LLC; (vii) SBB Research Group Polysight II LLC; (viii) SBB Research Group Polysight III LLC; and (ix) SBB Research Group Polysight Odin LLC (collectively referred to herein as the “Funds” and each as a “Fund” unless otherwise required by the context). The investors in the Funds are the Fund’s members, and their ownership interests correspond to their capital commitments. SBBRG utilizes sophisticated quantitative models to identify favorable market conditions and analyze asset prices. The Firm seeks intense collaboration between metrics-driven individuals from diverse engineering and research backgrounds to arrive at data-driven portfolio management. SBBRG team members implement and refine concepts, often inspired by academic communities, into full-fledged algorithmic models. The Firm’s active positions result from data-driven constructs and careful evaluation. SBBRG’s models are

subject to constant scrutiny to achieve optimal performance. The Firm invests primarily in individual structured products as well as, to a lesser extent, options and Exchange Traded Funds (ETFs); the Firm may invest in common stocks. The Firm may also invest in ETFs as a cash management tool to maintain market exposure while working to deploy invested capital in structured products. SBBRG’s investment advice and authority for each Fund are tailored to the investment objectives of the Fund. SBBRG provides investment advice directly to the Funds and not to the investors in the Funds individually. It does not require, nor does it seek, approval from the Funds or the investors in the Funds with respect to its trading, nor does it accept investment restrictions imposed by such investors (although it may agree to exclude certain investors from certain investments made by the Funds.) SBBRG has full discretion in trading on behalf of each Fund and on behalf of most of the separately managed accounts (as provided in their applicable offering documents and/or investment management agreements (“Governing Documents”)). SBBRG does not participate in wrap fee programs. As of December 31, 2022, SBBRG had regulatory assets under management of approximately $2,093,574,554 of which $2,055,004,681 are managed on a discretionary basis and $38,569,872 of which are managed on a non-discretionary basis. Principal Owners/Ownership Structure SBB Research Group LLC is wholly owned and controlled by Samuel B. Barnett. Dr. Barnett is the sole managing member of the entity which owns SBBRG.