Disclosures

Whistleblower Protection Statement

WorldQuant Millennium Advisors LLC and its affiliates (collectively, “WMA” or the “Firm”), respect the rights of whistleblowers and do not tolerate any conduct that impedes, prevents, or discourages individuals from reporting possible securities law violations. In the course of its business, the Firm has entered into agreements that include confidentiality or similar provisions prohibiting disclosure of the Firm’s confidential information. We wish to make clear that no such agreement or confidentiality provision prohibits or prevents any individual from reporting possible securities law violations to the SEC, CFTC, or any other federal, state, or local governmental regulatory or law enforcement agency or requires disclosure to the Firm thereof, or impairs any individual’s rights under whistleblower laws. The Firm will not enforce any such agreement or provision against any individual in relation to reporting a possible securities law violation to regulators.

Information and Statistics Disclosures

Unless otherwise indicated, all information and statistics included herein are updated as of November 30, 2024

Regulatory Disclosures

Millennium Capital Partners LLP (Company number: OC312897), a limited liability partnership whose registered office is at 50 Berkeley Street, London, W1J 8HD, is authorised and regulated by the Financial Conduct Authority in the United Kingdom and is a sub-adviser to certain affiliated investment management entities which are based overseas. Please see further information at www.mlp.com/disclosures/

SFDR

Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability‐related disclosures in the financial services sector (the “SFDR”) requires WorldQuant Millennium Advisors LLC (the “Firm”) to publish on its website information on:

(a) the integration of sustainability risks into the investment decision-making process (including Environmental, Social, or Governance (“ESG“) risks, as well as risks related to climate change and biodiversity);

(b) the principal adverse impacts of investment decisions on ESG factors; and

The investment strategy of the Firm concerning the funds it manages does not have a specific sustainable investment objective and does not promote environmental or social characteristics. Consequently, the Firm does not generally integrate sustainability risks in its investment decision-making processes.

The SFDR requires the Firm to disclose whether, and if so how, it considers the principal adverse impacts of its investment decisions on sustainability factors, in accordance with a specific regime outlined in SFDR. The Firm does not consider the principal adverse impacts of its investment decisions on sustainability factors either generally or in relation to the funds it manages, as the investment objective and approach of the funds in respect of which the Firm has been appointed as manager does not provide that such impacts be taken into account.

For the above-mentioned reasons, the Firm also does not take into account sustainability risks or principal adverse impacts on sustainability factors in its remuneration system.

This Disclosure is published for information purposes only. In the event of any inconsistency between this Disclosure and the terms of any agreement between the Firm and any of its clients, such other document shall prevail.

In this regard, the SFDR also requires that the Firm include, in the pre-contractual disclosures for its financial products, a description of the manner in which sustainability risks are integrated into its investment decisions. The Firm satisfies this requirement by disclosing a separate summary of this policy in pre-contractual disclosures. For these purposes, “pre-contractual disclosures” means the prospectus or offering document for a fund, and the investment management agreement or other terms and conditions for a portfolio management service.