QUANTSTREET CAPITAL

1. Cover Page FIRM BROCHURE AND BROCHURE SUPPLEMENT EBH CAPITAL MANAGEMENT LLC doing business as QuantStreet Capital 1333A North Avenue, Suite 743 New Rochelle, New York 10804 www.quantstreetcapital.com This firm brochure and brochure supplement provide information about the qualifications and business practices of QuantStreet Capital and its supervised persons, Harry Mamaysky and Isaac Mamaysky. If you have any questions about the contents of this brochure, please contact Isaac Mamaysky by telephone at 212.537.3877 or by email at imamaysky@quantstreetcapital.com. The information in this brochure has not been approved or verified by the United States Securities and Exchange Commission or by any state securities authority. Additional information about QuantStreet Capital, Harry Mamaysky, and Isaac Mamaysky is available on the SEC website at www.adviserinfo.sec.gov. Registration as an investment adviser does not imply a certain level of skill or training. March 2026  2. Material Changes Material Changes Since Last Annual Amendment This brochure includes the following material changes since the last version of this brochure, which was filed in March of 2025. New language has been added to reflect the following: ● QuantStreet’s assets under management increased to approximately $190,000,000 as of January 2026. ● QuantStreet is now registered as an investment adviser with the SEC and has withdrawn its New York investment adviser registration. ● The brochure further describes QuantStreet’s use of a proprietary machine learning algorithm, including the addition of related risk disclosures. ● The brochure describes QuantStreet’s new use of artificial intelligence tools to generate news summaries, which are shared with certain clients who opt in, and the brochure includes related risk disclosures. ● QuantStreet has a policy not to vote proxies for clients unless a particular client requests that the firm does so and provides written instructions about how to vote. ● QuantStreet does not typically aggregate orders into block trades, but rather enters separate orders for each client account, which may result in less favorable pricing as compared to aggregation. ● QuantStreet now offers an adviser affiliation option for independent investment advisers to affiliate with the firm as investment adviser representatives. ● QuantStreet now works with Interactive Brokers as an additional custodian. ● The brochure includes an updated discussion of fee schedules and billing practices. ● The brochure includes additional disclosures clarifying QuantStreet’s relationship with model portfolio subscribers, including that QuantStreet does not have discretionary authority over, does not monitor, and does not make suitability determinations with respect to the client accounts of subscribers. ● QuantStreet now offers Target-Date Replicating Portfolios at multiple risk levels, which attempt to replicate the average performance of target-date funds operating at comparable risk levels, and the brochure includes related risk disclosures. Full Brochure Available To receive a copy of the latest version of this firm brochure, please contact Isaac Mamaysky by telephone at 212.537.3877 or by email at imamaysky@quantstreetcapital.com. 1  3. Table of Contents 1. Cover Page 2. Material Changes Material Changes Since Last Annual Amendment Full Brochure Available 3. Table of Contents 4. Advisory Business Firm Description Types of Advisory Services Tailoring of Advisory Services Assets Under Management 5. Fees and Compensation Management Fees Brokerage Fees, Security Fees, and Other Fees Compensation for Sale of Securities 6. Performance-Based Fees and Side-by-Side Management 7. Types of Clients Description Minimum Account Size 8. Methods of Analysis, Investment Strategies, and Risk of Loss Methods of Analysis and Investment Strategies Risk of Loss 9. Disciplinary Information 10. Other Financial Industry Activities and Affiliations Material Relationship to Advisory Business or Clients 11. Code of Ethics, Personal Trading Code of Ethics Trading in Same Securities as Clients 12. Brokerage Practices Selecting and Recommending Broker-Dealers for Client Transactions Order Aggregation 13. Review of Accounts Periodic Reviews Review Triggers Regular Reports 14. Client Referrals and Other Compensation 15. Custody Constructive Custody 0 1 1 1 2 4 4 4 6 6 7 7 8 8 8 8 8 9 9 9 10 12 13 13 13 13 13 14 14 15 15 15 15 15 15 16 16 2  Account Statements 16. Investment Discretion 17. Voting Client Securities Proxy Voting 18. Financial Information 19. Requirements for State-Registered Advisers S1. Brochure Supplement Cover Page S2. Educational Background & Business Experience S3. Disciplinary Information S4. Other Business Activities S5. Additional Compensation S6. Supervision S7. Requirements for State-Registered Advisers 16 16 16 16 17 17 18 19 19 19 19 20 20 3  4. Advisory Business Firm Description EBH Capital Management LLC, which does business as QuantStreet Capital (“QuantStreet Capital” or “QuantStreet”), was organized as a limited liability company under the laws of the State of New York in 2021 and has offices in Westchester County, New York. QuantStreet Capital is registered as an investment adviser with the SEC. Registration does not imply a certain level of skill or training. QuantStreet Capital is owned by Harry Mamaysky and Isaac Mamaysky. Types of Advisory Services QuantStreet Capital offers investment management, financial planning, and consulting services to individuals, trusts, retirement plans, businesses, and charitable organizations; model delivery subscriptions and consulting to clients including other financial advisory firms and asset managers; and an adviser affiliation program to investment adviser representatives. To a lesser extent, QuantStreet also offers educational speaking engagements. is appropriate. In addition to Approach to Investing QuantStreet offers a quantitative asset allocation strategy, which it implements using a proprietary machine learning algorithm (“Model”) combined with discretionary human oversight. The Model constructs portfolios at multiple risk levels by combining certain forecasting variables with historical data, with the goal of optimizing the return of each investment portfolio at its targeted risk level. QuantStreet applies statistical analysis and econometric modeling to historical prices, fundamental, macroeconomic, and other data. The firm assesses risk using historical standard deviations, correlations, market betas, and measures of tail risk. QuantStreet’s CIO carefully constrains the Model’s decision-making parameters, reviews the recommendations of the Model, and is able to override the Model-generated portfolio when he determines an override the firm’s Model-generated strategies, QuantStreet also offers portfolios (“Target-Date Replicating Portfolios”) that attempt to replicate the average performance of target-date funds operating at multiple risk levels, based on QuantStreet’s analysis of publicly available returns data associated with target-date funds. QuantStreet’s SMA Strategies For those clients who have separately managed accounts (“SMAs”), QuantStreet generally manages the assets on a fully discretionary basis and offers various strategy options based on client risk level and investment objectives. QuantStreet offers certain Model-based standard (non-custom) strategies, including: a conservative strategy called the Balanced Strategy; a moderate risk strategy called the Core Strategy; a higher risk strategy called the Aggressive Strategy; and various other strategies at different risk levels (“Strategies”). In addition, QuantStreet offers Target-Date Replicating Portfolios and, as explained below, QuantStreet also offers custom investing strategies to meet specific client needs. 4  In its Core Strategy, QuantStreet aspires to maintain a level of risk that is generally in line with that of an 85/15 stock/bond portfolio which is 85 percent invested in a broadly diversified U.S. stock market index and 15 percent invested in a diversified index of intermediate-duration U.S. government bonds (the “Risk Benchmark Portfolio”). In its Balanced Strategy, QuantStreet targets a level of volatility below that of the Risk Benchmark Portfolio. In its Aggressive Strategy, QuantStreet targets a level of volatility above that of the Risk Benchmark Portfolio. QuantStreet offers other Strategies at risk levels ranging from conservative to aggressive; they are calibrated to deviate from the Risk Benchmark Portfolio accordingly. QuantStreet is permitted to choose a higher or lower risk level for each Strategy based on QuantStreet’s assessment of market conditions or if QuantStreet believes a temporary risk modification will improve portfolio performance. As explained in the “Tailoring of Advisory Services” section below, QuantStreet also offers custom investing strategies to address individual client goals and needs. For example, QuantStreet may make specific decisions in a client portfolio to account for the client’s other investments, the client’s risk exposure to a particular industry, the tax implications of selling existing positions, and the client’s goals and requests. Model Portfolio Subscriptions In addition to its SMA offerings, QuantStreet offers subscriptions to model portfolios. On a monthly basis, subscribers receive two sets of model portfolios: (1) Target-Date Replicating Portfolios; and (2) tactical portfolios, which may experience turnover higher than that of the Target-Date Replicating Portfolios, depending on QuantStreet’s assessment of market opportunities and risks. QuantStreet’s model portfolios are intended as a resource for institutional, professional, and/or other sophisticated investors to use as one reference point when making investment decisions. Subscribers must conduct an independent analysis of the model portfolios, their informational value, their limitations, and their suitability to inform any particular investment strategy. QuantStreet does not have discretionary authority over any model portfolio subscriber’s client accounts, does not monitor such accounts, and does not provide suitability determinations. News Summaries QuantStreet provides certain clients who opt in with automated summaries of financial news or market developments generated using artificial intelligence tools. These summaries are produced without human review prior to distribution, are provided for informational and educational purposes, and are not individualized investment advice. Adviser Affiliation QuantStreet offers independent investment advisers the option to affiliate with QuantStreet as investment adviser representatives. Affiliated advisers will provide advisory services to clients under QuantStreet’s registration. They will be subject to QuantStreet’s policies and compliance supervision, and will receive access to our model portfolios and operational and technology infrastructure. This affiliation option is a new offering, and as of the date of this brochure, QuantStreet does not yet have any non-owner affiliated advisers. 5  Tailoring of Advisory Services QuantStreet SMA Strategies Some clients invest in a QuantStreet Strategy without engaging in a larger financial planning process. For these clients, QuantStreet provides advice about choosing an appropriate risk level but does not otherwise tailor the investments in the Strategy to the particular needs, investment objectives, or investment guidelines of the client. Investing in a QuantStreet Strategy without engaging in a larger financial planning process should not be considered a comprehensive investment plan. QuantStreet will only use one of its Strategies for an investor if QuantStreet believes that the Strategy is appropriate for the investor’s goals and circumstances. QuantStreet also offers bespoke portfolio management and financial planning services at an additional cost. When QuantStreet engages in a financial planning process with a client, QuantStreet may determine that one of its existing Strategies is appropriate for the client as a comprehensive investment plan. Alternatively, QuantStreet may determine that the client portfolio needs a modified approach based on various individualized considerations, such as the client’s other investments, the client’s risk exposure to a particular industry, the tax implications of selling existing positions, and the client’s goals and requests. In this case, QuantStreet engages in custom portfolio management. Clients may impose restrictions on investing in certain securities or types of securities. QuantStreet works with clients on an individualized basis to implement such restrictions. Model Portfolio Subscriptions QuantStreet does not typically tailor its model portfolios, and each subscriber receives the same set of model portfolios. However, on a case-by-case basis, QuantStreet may agree to provide a model portfolio subscriber with additional resources or analysis based on the subscriber’s specific requests. Assets Under Management As of January 2026, QuantStreet Capital had approximately $190,000,000 in assets under management (“AUM”), all of which were managed on a discretionary basis. This AUM includes personal accounts that QuantStreet manages for its owners, Harry Mamaysky and Isaac Mamaysky and their families. As previously explained, QuantStreet provides model portfolios to other asset managers. Because those firms retain full discretionary authority over their own client accounts, are solely responsible for their own client accounts, and independently decide whether and how to implement the models in their own client accounts, the assets they manage using QuantStreet’s models are not included in QuantStreet’s AUM. 6  5. Fees and Compensation Management Fees Separately Managed Account Fees For SMA clients, QuantStreet is generally compensated through an annual management fee based on a percentage of the assets under management in the client’s account. QuantStreet typically offers management fees that range from 0.30% to 0.80% of AUM, although actual fees may be higher or lower depending on factors such as the services provided, the complexity of the relationship, and the size of the account. QuantStreet’s management fees may be negotiated based on the size of an account, the nature of the investments involved, the complexity of client objectives, and other client-specific considerations. Higher fees may apply when a client has atypical objectives or requires a customized investing solution, and lower fees may be offered for larger accounts or under other circumstances. QuantStreet may enter into other fee arrangements and adjust its approach to fees for various other reasons, as agreed upon with each client. QuantStreet occasionally waives fees for accounts such as those belonging to family members. QuantStreet typically charges SMA management fees quarterly in advance and typically deducts its fees directly from client accounts. However, a client may choose to be billed for fees rather than to have fees directly deducted, and QuantStreet may allow clients to pay in arrears. QuantStreet’s Investment Management Agreement for SMA clients generally permits either the client or QuantStreet to terminate the investment advisory relationship at any time. Upon termination, QuantStreet will typically maintain the client’s existing positions, but may move the client’s positions into cash upon the client’s request. If a relationship terminates, QuantStreet refunds any unearned fees previously paid on a prorated basis for the number of calendar days remaining after the termination date in the period on which fees have been prepaid. Management fees are calculated and billed by Charles Schwab and Interactive Brokers using their standard fee calculation methodologies based on custodial account records. QuantStreet ensures that fee rates are entered correctly and then relies on the custodians’ calculations and billing systems. Model Portfolio Fees QuantStreet offers model portfolio subscriptions to asset managers, financial advisers, and other sophisticated clients based on a fee scale ranging from $1,200 for a subscriber with no or negligible assets under management (such as a new advisory firm) to $31,000 for a subscriber with an overall AUM of $1 billion. Intermediate AUM levels are charged intermediate-level fees, and fees are negotiated on an individualized basis with subscribers that manage over $1 billion in AUM. However, actual subscription fees may be higher or lower than the fees set forth in the fee schedule depending on the nature of the services provided and other considerations. For example, if a particular subscriber requests custom analysis in addition to model portfolios, then QuantStreet may charge a higher fee. On the other hand, if a particular subscriber was an early adopter of QuantStreet’s models, or is just launching their business, then QuantStreet may charge 7  a lower fee. QuantStreet’s fees are negotiable, and QuantStreet may choose to increase these fees over time, as agreed upon with each client. QuantStreet typically bills model portfolio subscribers quarterly in advance, but may enter into other billing arrangements on a case-by-case basis. Subscribers receive an invoice near the start of each quarter. If a subscription relationship terminates, QuantStreet refunds any unearned fees previously paid on a prorated basis for the number of calendar days remaining after the termination date in the period on which fees have been prepaid. Other Services QuantStreet may provide consulting services and paid speaking engagements. The fees and billing arrangements for these services will be determined and negotiated on a case-by-case basis and may include flat fees or hourly fees, depending on each potential client’s needs and goals and the details of the engagement. While QuantStreet offers these services, as of the date of this brochure, we are not providing either of these services to any clients. In addition, if we have any non-owner affiliated advisers in the future, they may be required to pay QuantStreet a minimum annual fee and/or percentage of advisory revenue, in each case pursuant to a written agreement with QuantStreet. The specific terms of any such arrangements will be negotiated on a case-by-case basis. As previously noted, we do not currently have any non-owner affiliated advisers. Brokerage Fees, Security Fees, and Other Fees Brokerage firms typically charge transaction fees on purchases or sales of securities, and certain account custodians may charge custodial fees. Also, the ETFs, ETNs, mutual funds, and other securities in which QuantStreet invests may charge fees, which are in addition to the fees that clients pay to QuantStreet for its services. Additional information about transaction expenses is available in the section of this firm brochure and brochure supplement entitled “Brokerage Practices.” Compensation for Sale of Securities QuantStreet does not receive any commissions, compensation, or other financial incentive for selecting one particular type of security over another. QuantStreet does not have any financial relationships with the issuers of the securities that it selects for client accounts. 6. Performance-Based Fees and Side-by-Side Management This item is not applicable. 7. Types of Clients Description QuantStreet Capital offers investment management, financial planning, and consulting services to individuals, trusts, retirement plans, businesses, and charitable organizations. QuantStreet offers model portfolio subscriptions and consulting to clients including other financial advisory 8  firms and asset managers. Several QuantStreet clients are, or are controlled or influenced by, QuantStreet personnel or members of their families. Minimum Account Size For its SMA clients, QuantStreet requires a minimum account size of $300,000. QuantStreet may increase or decrease this minimum in the future, and it makes exceptions for individual clients who have smaller accounts. 8. Methods of Analysis, Investment Strategies, and Risk of Loss Methods of Analysis and Investment Strategies Investing in securities and financial markets involves risks of loss that clients should be prepared to bear. QuantStreet uses a proprietary machine learning algorithm (the Model), together with human oversight, to allocate client assets across liquid asset classes with the goal of maximizing expected returns at each targeted risk level. QuantStreet offers various investment strategies with different volatility targets and may adjust risk levels or portfolio turnover in response to market conditions. While the Model informs QuantStreet’s investment decisions, QuantStreet’s CIO constrains the Model’s parameters and may override Model-generated portfolios when he determines that doing so is appropriate. In addition, QuantStreet offers the Target-Date Replicating Portfolios described above. These portfolios attempt to replicate the average performance of a number of target-date funds operating at multiple risk levels. The replicating portfolios are estimated by QuantStreet based on publicly available information and historical return relationships. QuantStreet may invest client assets into: ETFs, ETNs, mutual funds, U.S. Treasury securities, corporate bonds, government-issued bonds, single-company stocks, securities that track stock portfolios, options and other derivatives, and other types of investments that QuantStreet considers to be advantageous for clients. As explained in the “Brokerage Fees, Security Fees, and Other Fees” section above, ETFs, ETNs, mutual funds, and other financial products often charge a fee out of the assets invested in those products. The fees payable to ETFs, ETNs, mutual funds, and other financial products are in addition to the management fees payable by a client to QuantStreet Capital. The main sources of information that inform QuantStreet’s Model and are used by QuantStreet to make investment decisions include: financial publications; general economic data; research materials prepared by others; information provided by corporate rating services; annual reports, prospectuses, filings with the Securities and Exchange Commission; company press releases and public communications; direct communications with other market participants; financial and macroeconomic data sets; financial and general news media; and similar sources. In addition, QuantStreet uses artificial intelligence tools to assist in monitoring large volumes of news articles and market commentary. The tools review and summarize news stories and highlight developments that may be relevant to the asset classes in which the firm invests. The 9  news summaries are used as one informational input to QuantStreet’s investment process. The CIO uses the summaries with the goal of ensuring that he does not miss major news stories that may impact our investment decisions. If an AI news summary contains information that the CIO does not already know and the CIO plans to make an investment decision based on such information, then the CIO first verifies the information using the traditional sources of information outlined in the prior paragraph. Risk of Loss All investment programs have certain risks of loss that investors must be prepared to bear. QuantStreet Capital’s clients face the following investment risks: Dependence on CIO: The performance of an investment account at QuantStreet Capital is critically dependent on the efforts of QuantStreet’s CIO, Harry Mamaysky. In the event of the CIO’s unavailability or inability to perform his duties, the firm may not be able to operate effectively. Biographical information about Harry Mamaysky is included in the brochure supplement at the end of this brochure. Harry Mamaysky devotes the time and effort that he deems necessary to supervision of QuantStreet Capital investment accounts, but he has other outside professional responsibilities explained later in this brochure. investment process is driven by Model-Based Risks: QuantStreet’s an algorithmically-driven Model developed by the CIO. The Model entails various risks, including the following: the Model may rely on inaccurate or incomplete information in making its investment decisions, which would lead the Model to make incorrect investment decisions; as the CIO updates the Model, a programming mistake, software bug, system outage, or cybersecurity breach can lead to adverse outcomes; the Model may be overfitted to historical data and may not perform well during unforeseen market events; the Model often lacks information about current events, which requires the CIO to impose discretionary overrides on the Model; and QuantStreet puts self-imposed constraints around the Model and thereby limits the parameters within which the Model makes investment decisions, which may reduce flexibility or responsiveness to changing market conditions. For all these reasons, the Model may cause investment losses. Also, QuantStreet uses machine learning and artificial intelligence tools to assist in processing large volumes of financial and economic information, such as summarizing news flow, detecting market patterns, and evaluating risk exposures. While these tools are intended to enhance analytical capabilities, they are subject to limitations, including potential biases in training data, overfitting, and misinterpretation of inputs. QuantStreet’s use of machine learning and artificial intelligence tools may lead to incorrect conclusions, suboptimal investment decisions, and investment losses. Target-Date Replication Risk: QuantStreet’s Target-Date Replicating Portfolios are based on our analysis of publicly available information and historical return relationships. The resulting portfolios consist of ETFs meant to replicate the average performance of target-date funds at multiple risk levels rather than the actual holdings of any specific target-date fund. Because the methodology relies on historical data and statistical relationships, there is no guarantee that portfolios constructed using prior-period data will accurately track the future performance of target-date funds; these portfolios may not closely approximate the returns of target-date funds and may produce materially different and potentially worse results. 10  AI News Summary Risk: QuantStreet uses artificial intelligence tools to summarize major news stories and analyze how they may impact the firm’s investment decisions. These summaries may contain inaccuracies, omissions, hallucinations, or mischaracterizations of underlying news reports, and they rely on third party information sources that may themselves be inaccurate. When making investment decisions, QuantStreet’s CIO uses the news summaries as one of many reference points, with the goal of ensuring that he has not missed major news stories that may impact the firm’s investment decisions. If an AI news summary contains information that the CIO does not already know and the CIO plans to make an investment decision based on such information, then the CIO first verifies the information using the traditional sources of information outlined earlier in this section. QuantStreet also emails these automated news summaries to certain clients who opt in to receiving them. The summaries are produced without human review, are not individualized investment advice, and are provided only for informational and educational purposes. Market Risk: The price of a security may drop in reaction to tangible and intangible events and conditions. External factors may cause this type of risk regardless of the specific circumstances relating to a security. For example, political, economic, and social conditions may influence market conditions. In addition, risks specific to a security may adversely impact its price. For example, an ETF may have a large concentration in a particular security, sector, or country at a time when the security, sector, or country experiences adverse events. Tax Risk in ETFs, Mutual Funds, and Other Investment Products: In some cases, an ETF, mutual fund, or other investment product will distribute capital gains to shareholders. These capital-gain distributions are not always desirable, as shareholders are responsible for paying the capital gains tax. QuantStreet Capital will usually wish to reinvest any capital-gain distributions. In order to make the reinvestment, QuantStreet Capital will need to buy more shares in the ETF, mutual fund, or investment product, which may result in additional fees. Inflation Risk: When inflation is present, a dollar today will not buy as much as a dollar next year, because the purchasing power of the dollar is eroding at the rate of inflation. Volatility Risk: Volatility refers to the amount of uncertainty or risk about the magnitude of changes in the value of a security. High volatility means that the price of a security may be spread over a large range of possible outcomes and the price of a security may change dramatically over a short time period. Very large price drops may occur. Many securities have experienced high volatility and large price drops in recent years. While each of QuantStreet’s investing strategies is subject to this risk, its more aggressive strategies are especially prone to volatility risk. Currency Risk: A security that is not denominated in United States dollars is subject to fluctuations in the value of the United States dollar against the currency in which the security is denominated. For example, the dollar value of a security denominated in euros will decrease if the dollar strengthens against the euro. This type of risk is also called exchange-rate risk. 11  Reinvestment Risk: Future proceeds from investments may be reinvested in government or corporate bonds at a lower rate of return because of potentially lower future yields. Business Risk: This risk is associated with a particular industry or a particular issuer. For example, an oil production company depends upon a lengthy process of finding, transporting, and then selling oil before the company can generate a profit. As a result, an oil production company carries a higher risk of profitability variance than an electric utility company, which generates income from a relatively stable customer base that must purchase electricity regardless of the economic environment. Liquidity Risk: Liquidity is the ready ability to convert an investment into cash. Generally, assets are more liquid if many traders are interested in a standardized product. For example, U.S. Treasury bills are highly liquid, while real estate is not. Only investors who are financially able to maintain their investment without a need for immediate liquidity should consider an investment with QuantStreet Capital. Structural Risk: QuantStreet Capital invests in ETFs, ETNs, mutual funds, and/or other investment products that may use leverage, and may invest in financial derivatives. While QuantStreet does not engage in short-selling, it may have exposures that are similar to short-selling. ETFs, ETNs, and other investment products are exposed to risks, such as the inability to post collateral or sufficient capital relative to the size of the underlying positions, which may force these investments to unwind their positions quickly in unfavorable market conditions, which may result in large losses to investors. Financial Risk: Excessive borrowing to finance the operations of a business increases risks to profitability, because the company is required to repay principal and interest in both good and bad economic times. During periods of financial stress, the inability of a company to meet its loan obligations may decrease the value of its securities and, in some cases, force the company to seek bankruptcy protection. Risks Related to Public-Health Crises: A future public-health crisis, such as the outbreak of COVID-19, may have unpredictable and adverse impacts on global, national, and local economies, which in turn may negatively impact QuantStreet clients and their investment performance. Such events are difficult to predict and present material uncertainty and risk with respect to the performance of client investments. Custodian Risk: While the custodians of QuantStreet’s clients’ funds are well-known and widely-recognized custodians, there is a risk that such custodian firms will not provide the services that they promise to QuantStreet’s clients. There is also a risk that one or more custodians may have financial challenges that would negatively impact clients. 9. Disciplinary Information This item is not applicable. 12  10. Other Financial Industry Activities and Affiliations Material Relationship to Advisory Business or Clients In addition to his role as a managing member and CCO of QuantStreet Capital, Isaac Mamaysky is a partner in a law firm (among other professional commitments outside of the financial industry, as explained in the “Educational Background & Business Experience” section below). In addition to his role as a managing member and CIO of QuantStreet, Harry Mamaysky is a professor at Columbia Business School. Some of Isaac’s law clients are similar to QuantStreet’s target investors and model portfolio subscribers. This creates a potential conflict of interest. Isaac may have a financial incentive for QuantStreet investors to become clients of his law firm and vice versa. If one of QuantStreet’s investors or subscribers expresses interest in becoming a law client, or if one of Isaac’s law clients expresses interest in becoming a QuantStreet investor, then any potential conflict will be promptly disclosed and discussed with the client or prospective client. All legal services are provided solely through the law firm and not through QuantStreet, which does not provide legal advice. QuantStreet does not receive any portion of the legal fees charged by the law firm, and the law firm does not receive any portion of the advisory fees charged by QuantStreet. 11. Code of Ethics, Personal Trading Code of Ethics QuantStreet follows a code of ethics expressing the organization’s commitment to honest, ethical, and lawful conduct and its prohibition on the use of material nonpublic information, among various other matters. The code of ethics also includes sections related to compliance with securities laws, reporting of violations of the code to the CCO, and the distribution of the code to all supervised persons. To request a copy of the code of ethics, please call or email the CCO at 212.537.3877 or imamaysky@quantstreetcapital.com. Trading in Same Securities as Clients QuantStreet Capital permits its supervised persons to purchase and sell securities for their personal accounts and for the accounts of individuals who are related to them. Because these securities may be among those purchased or sold for QuantStreet’s client accounts, conflicts of interest between QuantStreet Capital and its clients may arise. In general, QuantStreet Capital seeks to identify and manage any specific conflict of interest by disclosing the conflict and conferring with the impacted client. Transactions in client accounts and for the accounts of persons and entities related to QuantStreet may be traded simultaneously to mitigate the conflict of interest. 13  12. Brokerage Practices Selecting and Recommending Broker-Dealers for Client Transactions Research and Soft Dollar Benefits QuantStreet does not maintain custody of client assets that it manages, although QuantStreet may be deemed to have constructive custody when clients give authority to deduct fees from their accounts. QuantStreet routinely recommends that its SMA clients custody and broker their invested funds with Charles Schwab and, more occasionally, Interactive Brokers. QuantStreet receives certain research and services other than trade execution from the custodians. Through the custodians, QuantStreet receives access to institutional brokerage services, such as trading, custodianship, and reporting. The custodian’s support services also include software and technology that facilitates: client account management and data access (trade confirmations, account statements, etc.); trade execution, aggregation, and allocation; securities pricing and other market data; payment of QuantStreet’s fees from client accounts; recordkeeping and client reporting; and other practice management resources. In addition, the custodians may provide QuantStreet with investment research. Receiving these services from the custodians benefits QuantStreet because it does not have to provide these services itself or pay to receive these services from third parties. This creates an incentive for QuantStreet to recommend these custodians to clients as both custodians and broker-dealers, which presents a potential conflict of interest: QuantStreet may choose the custodians for reasons other than receiving the lowest cost of trade execution. QuantStreet has a fiduciary duty to act in the best interests of its clients, including an obligation to seek best execution of client transactions. Best execution involves seeking to execute securities transactions in a manner that is most favorable to the client under the circumstances, not necessarily the lowest commission or cost. In selecting the custodians, QuantStreet considered a range of factors, including execution quality, commission and fee structures, financial stability, responsiveness, and the availability of research and other brokerage services. The custodians generally do not charge separately for custody services but are compensated by client account holders, including through commissions, transaction-related fees for securities trades executed through them, and the interest charged on margin loans. Such commissions or fees may be higher than those charged by other custodians/broker-dealers, but QuantStreet has determined that the amount paid is reasonable in relation to the value of the brokerage and research services provided by the custodians. Directed Brokerage While most QuantStreet SMA clients currently use Schwab as their custodian, and some also use Interactive Brokers, QuantStreet permits clients to choose their own custodian and broker-dealer. If a client chooses a different custodian from Schwab or Interactive Brokers, then the client will establish their own relationship with the custodian by entering into an agreement directly with the custodian, just as clients currently do with Schwab and Interactive Brokers. QuantStreet Capital may not be able to accommodate all custodians. When a client directs brokerage, 14  QuantStreet may be unable to achieve most favorable execution of client transactions, which may cost clients more money. Order Aggregation QuantStreet often enters trades for multiple client accounts at or around the same time. Each account receives its own execution and may receive a different execution price, as determined by the custodian. Because QuantStreet does not aggregate these orders into a single block trade, clients may receive different execution prices and may not benefit from potential transaction-cost efficiencies and savings that can accompany aggregated orders. QuantStreet generally does not aggregate orders into block trades, but it may do so in the future where it determines that aggregation is appropriate and consistent with its compliance policies and duty to seek best execution. If a client chooses their own custodian and broker, then QuantStreet may not be able to aggregate orders, and the client may receive less favorable pricing. 13. Review of Accounts Periodic Reviews For its SMA clients, QuantStreet typically reviews client accounts on a monthly basis and makes portfolio changes as appropriate. QuantStreet also typically reviews the contents of its model portfolios on a monthly basis. Such reviews are conducted by Harry Mamaysky. Review Triggers Client inquiries, significant changes in market conditions, new investment information, changes in a client’s financial circumstances, or other events that QuantStreet determines to be material may prompt more frequent reviews of SMA client accounts or model portfolios. Regular Reports In addition to the account statements they receive from Charles Schwab or Interactive Brokers, SMA clients receive a typically-monthly email newsletter explaining QuantStreet’s analysis of the markets and how that analysis informs QuantStreet’s investing decisions. This newsletter is sent to QuantStreet’s then-current mailing list, which includes all clients who have not opted out, and is not individualized. Model portfolio subscribers receive a document monthly, alongside the model portfolios, containing an explanation of that month’s models. QuantStreet makes its model portfolio reports available to certain SMA clients to provide a deeper explanation of QuantStreet’s investment decisions made in such clients’ accounts. These reports are not typically individualized. 14. Client Referrals and Other Compensation 15  In the future, QuantStreet Capital may pay referral fees or other remuneration in order to receive client referrals. QuantStreet may establish a relationship with an individual or team that solicits investment advisers, other institutional clients, or individual investors to retain QuantStreet. In this case, QuantStreet will likely pay a percentage of AUM for any clients that are referred. Any such referral or solicitation arrangements will be conducted in compliance with applicable law, including the SEC’s Investment Adviser Marketing Rule. 15. Custody Constructive Custody QuantStreet Capital may be deemed to have constructive custody of client accounts because it is generally permitted to debit its fees directly from the accounts. All client funds and securities are held at qualified custodians, which maintain actual custody of client assets. Account Statements Clients are provided account statements at least quarterly by Charles Schwab or Interactive Brokers. The account statements are sent directly to each client by postal mail or delivered electronically. Clients should carefully review these statements when they are received. 16. Investment Discretion QuantStreet generally accepts discretionary authority to manage securities accounts on behalf of its SMA clients. QuantStreet generally has the authority to determine, without obtaining client consent, the securities to be bought or sold and the quantity of securities to be bought or sold. In the uncommon event that QuantStreet does not have such authority from a particular client, or a client has otherwise limited QuantStreet’s trading authority, QuantStreet consults with the client prior to each applicable trade to obtain authority. 17. Voting Client Securities Proxy Voting QuantStreet Capital’s authority to vote proxies depends on the terms of each client’s investment management agreement. Some clients have agreements under which they retain responsibility for receiving and voting all proxies, and QuantStreet does not accept authority to vote proxies for those clients. For those clients, QuantStreet does not monitor for proxy solicitations, notify clients of any proxy materials received, or take any action with respect to proxy materials. Some clients have agreements that grant QuantStreet authority to vote proxies relating to securities held in their accounts. Although this authority exists, QuantStreet Capital has informed these clients of its policy not to vote proxies unless a client provides written instructions directing QuantStreet to vote a particular proxy and specifying how that proxy should be voted. Absent such written instructions, clients retain responsibility for receiving and voting all proxies, and QuantStreet does not monitor for proxy solicitations, notify clients of any proxy materials received, or take any action with respect to proxy materials. 16  If a client instructs QuantStreet to vote a proxy and provides written voting instructions, then QuantStreet follows those instructions exactly and does not substitute its own judgment. To the extent a matter to be voted upon presents a potential conflict between the interests of the client and those of QuantStreet Capital, the firm will disclose the conflict to the affected client and will follow the client’s written voting instructions. Clients may request information regarding any proxies voted on their behalf and may request a copy of QuantStreet Capital’s proxy voting policies. QuantStreet Capital will maintain records of proxy voting activities (if any) and provide them to clients upon request. 18. Financial Information This item is not applicable. 19. Requirements for State-Registered Advisers This item is not applicable. 17  S1. Brochure Supplement Cover Page BROCHURE SUPPLEMENT EBH CAPITAL MANAGEMENT LLC doing business as QuantStreet Capital 1333A North Avenue, Suite 743 New Rochelle, New York 10804 www.quantstreetcapital.com This brochure supplement provides information about Harry Mamaysky and Isaac Mamaysky that supplements the QuantStreet Capital brochure. You should have received a copy of that brochure. Please contact Isaac Mamaysky by telephone at 212.537.3877 or by email at imamaysky@quantstreetcapital.com if you did not receive QuantStreet Capital’s brochure or if you have questions about the contents of this supplement. Additional information about Harry Mamaysky and Isaac Mamaysky is available on the SEC website at www.adviserinfo.sec.gov. March 2026 18  S2. Educational Background & Business Experience Harry Mamaysky Born 1971 Brown University, BS in Computer Science and BA in Economics, 1992 Brown University, MS in Computer Science, 1994 Massachusetts Institute of Technology, PhD in Financial Economics, 2000 Harry Mamaysky founded QuantStreet Capital in 2021 and has been a managing member since its inception. Since 2016, he has been a professor at the Columbia Business School, where he currently works alongside his role at QuantStreet. From 2015 to 2016, Harry was a visiting research scholar and adjunct professor at the Columbia Business School. From 2008 to 2014, he was a managing director at Citigroup Global Markets Inc. Isaac Mamaysky Born 1982 University of Rhode Island, BA in Philosophy, summa cum laude, 2005 Boston University School of Law, JD, cum laude, 2008 Isaac Mamaysky cofounded QuantStreet Capital and has been a managing member since 2022. He oversees compliance and operations. In addition to his role at QuantStreet, Isaac is a partner at Potomac Law Group PLLC (since 2019), an adjunct professor at the Elisabeth Haub School of Law at Pace University and previously at Albany Law School (since 2020), and a founder and executive director of CZ Wellness Group, Inc. (d/b/a Camp Zeke) (since 2012). S3. Disciplinary Information This item is not applicable. S4. Other Business Activities Isaac Mamaysky is an attorney at a law firm called Potomac Law Group PLLC and an officer and executive director of a nonprofit called Camp Zeke. These activities provide a substantial portion of Isaac’s income and take a substantial amount of his time. Isaac is also an adjunct professor at the Elisabeth Haub School of Law at Pace University, which represents an insubstantial amount of his time and income. The potential conflicts between Isaac’s legal work and his work at QuantStreet are disclosed in the “Other Financial Industry Activities and Affiliations” section above. Harry Mamaysky is a professor of finance, which provides a substantial portion of Harry’s income and takes a substantial portion of Harry’s time. S5. Additional Compensation This item is not applicable. 19  S6. Supervision Currently, Harry Mamaysky and Isaac Mamaysky are the only supervised persons of QuantStreet Capital. QuantStreet is a family-run firm owned and managed by its two principals, who are brothers. Harry Mamaysky generally provides investment advice to clients, and Isaac Mamaysky generally oversees firm operations and compliance. Each managing member has authority to supervise the other, and supervision is carried out on an ongoing basis. QuantStreet may add additional supervised persons in the future, including through its new adviser affiliation program described in the firm brochure. Any future supervised persons will be subject to QuantStreet’s written supervisory procedures and compliance oversight by the CCO. Questions relating to the supervision of QuantStreet Capital personnel may be directed to Isaac Mamaysky at 212.537.3877. S7. Requirements for State-Registered Advisers This item is not applicable. 20