The Fund seeks to replicate, before the Master’s fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Net TR Index (the “Benchmark”). The Benchmark is a total return index (net dividends reinvested) expressed in USD, sponsored by Barclays and calculated and published by Bloomberg Index Services Limited. The anticipated level of realised tracking error of the Master with regard to the Benchmark in normal conditions is 0.50% over a one-year period.

Natixis Investment Managers International

OSSIAM

US Large-Cap Blend Equity

Morningstar US Large-Mid NR USD

Equity

Shiller Barclays CAPE US Sec Value NRUSD

Ossiam Shiller Bcly CAPE® US R/A SGD

Ossiam Shiller Bcly CAPE® US S/A USD

2024

2023

2022

2021

2020