Asset Management One USA Inc. (the "Firm" or “AMO USA”) is a U.S. based affiliate of Asset Management One Co., Ltd. (“AMO JAPAN”), a global investment management group headquartered in Tokyo, Japan and is part of the Mizuho Financial Group (“MHFG”) and Dai-Ichi Life Group. The Firm was originally established in 1994 as Dai-Ichi Life Investment Management Co., Ltd. It was since renamed to DLIBJ Asset Management USA, Inc. in 2000, to DIAM U.S.A., Inc. in 2008 and most recently in October 2016, to Asset Management One USA Inc. On January 1, 2020, AMO USA merged with its affiliate, Mizuho Alternative Investments LLC (“MAI”), with AMO USA being the surviving entity (the “Merger”). As a result of the Merger, all assets and liabilities of MAI transferred to AMO USA by operation of laws of the State of Delaware and MAI ceased to exist. Prior to April 1, 2024, AMO USA was a wholly owned subsidiary of AMO JAPAN, of which 70% economic interests and 51% voting rights are owned by MHFG and 30% economic interests and 49% voting rights by Dai-Ichi Life Holdings, Inc. (“Dai-Ichi Holdings”). MHFG (TSE: 8411; NYSE: MFG) and Dai- Ichi Holdings (TSE: 8750) are publicly traded companies. Effective April 1, 2024, MHFG’s indirect share of ownership of AMO USA was transferred to Mizuho Americas LLC (“MALLC”) and the remaining ownership was transferred to Dai-Ichi Holdings. MALLC is MHFG’s U.S. bank holding company, and is wholly owned by MHFG’s direct subsidiary, Mizuho Bank, Ltd. The ownership restructure of AMO USA was a result of MHFG’s intention of designating MALLC as its U.S. intermediate holding company. AMO USA continues engaging in advisory business under the name of Asset Management One and collaborates with AMO JAPAN as agreed in three sets of collaboration agreements entered into among MALLC, AMO JAPAN, and AMO USA (collectively, the “AMO Collaboration Agreement”) to coordinate and further asset management business opportunities for the Asset Management One Group (the “AMO Group”). Please also see Item 8 for conflicts of interest associated with the AMO Collaboration Arrangement. AMO USA is also affiliated to Asset Management One International Ltd. (“AMOI”), Asset Management One Singapore Pte. Ltd., Asset Management One Hong Kong Limited, and Asset Management One Alternative Investments, Ltd. which are direct subsidiaries of AMO JAPAN. As of December 31, 2023, AMO USA had regulatory assets under management of $7,448,265,022 ($7,433,274,210 in discretionary and $14,990,812 in non-discretionary assets). As of December 31, 2023, the Firm also had assets under advisement of $20,356,738,613 for non-discretionary investment advisory without placing trades, as well as portfolio monitoring and analytical services, and investment model licensing to a number of clients for whom AMO USA did not have regulatory assets under management, including the CLO portfolio of Mizuho Bank, Ltd. (“MHBK”), a subsidiary of MHFG, and non-discretionary advisory services to AMO JAPAN and AMOI. AMO USA offers a broad range of fundamental and quantitative strategies across various asset classes including fixed income securities, equity securities, futures, options, swaps and other derivatives to institutional clients on a both discretionary and non-discretionary basis. AMO USA’s main strategies include Risk Premia Strategies, US Credit Strategy, US Hybrid Active Equity Strategy, and Global Small-Mid Cap Quality Growth Strategy, as further discussed in Item 8. The Firm also offers customized investment strategies and solutions. AMO USA offers its advisory services to institutional clients through pooled investment vehicles, separately managed accounts, or other arrangements. AMO USA’s clients and prospective clients as a whole, including pooled investment vehicles and separately managed account clients (both discretionary and non-discretionary) are hereinafter referred to as “Clients”, and, individually, a ‘Client”. Furthermore, AMO USA provides sub-advisory services to AMO JAPAN and AMOI. Private Funds Pooled investment vehicles managed by AMO USA are private investment funds (each, a “Private Fund”), generally established in the Cayman Islands as unit investment trusts, private investment partnerships or investment companies, and retain AMO USA as an investment adviser or sub-adviser. The offerings of units, shares or interests in the Private Funds are not registered under the U.S. Securities Act of 1933, as amended (the “Securities Act”), and the Private Funds are not registered under the U.S. Investment Company Act of 1940, as amended (the “Investment Company Act”). AMO USA is registered as a commodity pool operator under the U.S. Commodity Exchange Act (“Commodity Exchange Act”) with respect to certain of the Private Funds it advises. However, AMO USA has submitted notice filings stating its intent to operate these Private Funds pursuant to an exemption available under Regulation 4.7 adopted by the U.S. Commodity Futures Trading Commission (“CFTC”). AMO USA is also registered as a commodity trading advisor under the Commodity Exchange Act. Further, AMO USA has submitted a notice filing stating its intent to advise the Private Funds as though it were exempt from certain obligations pursuant to CFTC Regulation 4.7. Accordingly, AMO USA offers and sells interests or shares in the Private Funds exclusively to investors satisfying the applicable eligibility and suitability requirements of the Securities Act, Investment Company Act, Commodity Exchange Act and CFTC Regulations, either via private transactions within the United States or in offshore transactions. Each Private Fund is a separate legal entity from AMO USA, AMO JAPAN, MALLC, MHFG, Dai-Ichi Holdings, or any of their affiliates. Ownership interests in a Private Fund are not deposits or obligations of, or guaranteed or endorsed in any way by, AMO USA, AMO JAPAN, MALLC, MHFG, Dai-Ichi Holdings (individually, or collectively with its affiliates and subsidiaries, as the context requires, “Affiliate”), any other Affiliate entity, or any other bank. None of AMO USA, AMO JAPAN, MALLC, MHFG, Dai-Ichi Holdings, or any other Affiliate entity, the U.S. Federal Deposit Insurance Company,

the U.S. Federal Reserve Board or any other bank or governmental agency, directly or indirectly, guarantees, assumes or otherwise insures the obligations or performance of the Client accounts or Private Funds or any other investment fund in which the Private Funds or any subsidiary of the Private Funds invests. Any losses in the Private Funds are borne solely by investors in such Private Funds and not by AMO USA or any other Affiliate entity, whose losses will be limited to losses attributable to their ownership interests in the Private Funds held by them in their capacity as an investor in the Private Funds or as a beneficiary of a restricted profits interest held by them. Prospective investors in a Private Fund should read the relevant offering documents before investing. Certain of the Private Funds have issued multiple classes of units, shares or interests of which certain classes are subject to different investment terms, including those applicable to fees, transparency and liquidity. Details concerning applicable terms are set forth in the respective Private Funds’ governing documents and side letters. This brochure does not constitute an offer to sell or solicitation of an offer to buy any securities. The securities of the Private Funds are offered and sold on a private placement basis under exemptions promulgated under the Securities Act and other applicable state or non-U.S. laws. Significant suitability requirements apply to prospective investors in the Private Funds, including requirements that they be “accredited investors” as defined in Regulation D, “qualified purchasers” as defined in the Investment Company Act, or non-”U.S. Persons” as defined in Regulation S. Persons reviewing this brochure should not construe this as an offer to sell or a solicitation of an offer to buy the securities of any of the Private Funds described herein. Any such offer or solicitation will be made only by means of a confidential private placement memorandum. Side Letters AMO USA may enter into letter agreements (often referred to in the industry as “side letters”) with certain investors in the Private Funds, including its Affiliates, which may grant terms which differ from those outlined in the Private Funds’ governing documents. These terms may include (i) different subscription notice periods or minimum investment amounts, (ii) the waiver or reduction of management fees and/or incentive fees or incentive profit allocations, (iii) differing redemption or withdrawal terms, in terms of either the required notice to be given or the amount that may be redeemed or withdrawn, (iv) commitments to permit future investments in the Private Fund by certain investors when the Private Fund is otherwise closed to new or additional investments, (v) waiver of confidentiality undertakings, (vi) consent to transfer of interests in the Private Funds, and (vii) undertakings designed to protect an investor from violating an applicable statute or administrative regulation. Private Funds and AMO USA have agreed and may in the future agree to provide certain investors with supplemental information, reports and due diligence that may not be made available to all investors. The supplemental information or reports provided for in a side letter may affect the decision of the recipient to request a redemption or withdrawal from a Private Fund. Discretionary Advisory Services Clients invest or participate in investments in equity and fixed income securities, exchange-traded financial and commodity futures contracts, options, over-the-counter (“OTC”) derivatives, and other securities and financial instruments, including cash and cash equivalents. In providing investment services to each Client, AMO USA, directs and manages the investment and reinvestment of Client assets in accordance with the stated investment objectives, and reports certain investment performance-related information to each Client. With respect to the Private Funds, AMO USA provides investment advice to each Private Fund directly, but not to the investors of Private Funds individually. AMO USA manages the assets of each Client in accordance with the terms of the governing documents that are applicable to each Client. Non-Discretionary Advisory and Other Services In addition to discretionary advisory services, AMO USA provides various forms of non-discretionary services to Clients that include affiliated entities including MHBK, AMO JAPAN, and AMOI. Such services performed by AMO USA include, but are not limited to: (i) research services; (ii) investment recommendations and advisory services: (iii) advisory on allocation and use of third-party quantitative strategies in investment portfolios; (iv) monitoring services, including CLO monitoring, and pricing verifications of certain indices and sub-indices; and (v) licenses to use its proprietary algorithms. Furthermore, AMO USA provides non-discretionary advisory services to certain AMO JAPAN managed Japanese investment vehicles that invest in one or more Private Funds managed by AMO USA, as well as other Japanese investment vehicles and accounts managed by AMO JAPAN, subject to the terms of the relevant non-discretionary investment advisory agreement between AMO USA and AMO JAPAN, as amended from time to time (the “NDIAA”). These non-discretionary advisory services generally consist of (i) providing various forms of strategy and portfolio analysis, as requested by AMO JAPAN and (ii) recommending, on a non-discretionary basis, investment allocations into the relevant Private Funds or other fund vehicles or into underlying assets. This arrangement presents inherent conflicts of interest which are described under Item 8 below. For these services, depending on the relevant Japanese investment vehicle, as set out in the NDIAA, AMO JAPAN pays AMO USA a quarterly or semi-annual fee, which is calculated as a percentage of either the daily investment allocation into the relevant Private Fund, the daily net asset value of the relevant Japanese investment vehicle or the investment management fee paid by the relevant Japanese investment vehicle to AMO JAPAN.