After having made a sustainability risk assessment, the Fund Manager has concluded that sustainability risks are not relevant for this financial product and will therefore not be integrated as part of its decision-making processes with respect to the portfolio investments to be made by the Fund, notably in view of the investment strategy and restrictions applicable to the Fund as further detailed in the Membership Agreement.

Furthermore, sustainability risks will not likely materially adversely affect the Fund’s returns. Investors should however note that it may be difficult to assess with any reasonable certainty whether sustainability risk exists or the likely outcome of any sustainability risk on the Fund’s returns.