pg. 4

" Since 2013, BlueBay LLP has had an Environmental, Social & Governance (ESG) investment policy in place, which seeks to consider ESG investment risks as part of the investment process, and manage this accordingly. The primary ESG investment strategy applied is ESG integration, which focuses on evaluating investment material risks, which can be a function of many factors, such as the nature of the products or services a company is involved in, its geographical presence, as well as its management of key ESG risks."