T.JP.M.G.C.V.P.I.UEEO EOA

The objective of the Sub-Fund is to achieve the performance of the Index to within an acceptable tracking error, (which will take into account, amongst other things, the fees and expenses incurred). The Sub-Fund will seek to achieve its investment objective primarily through investment in an OTC Total Return Swap whereby the Sub-Fund receives the return of the Index (the “Swap Agreement”) in exchange for the payment to the Swap Counterparty of an agreed rate of return related to the Reference Cash Rate and Reference Cash Spread pursuant to an agreement in accordance with the requirements of the International Swaps and Derivatives Association.