DCG Iris is a feeder fund into CS IRIS Low Volatility Plus Fund (the ‘Master Fund’). Credit Suisse AG is manager of the Master Fund. DCG Iris’ investment objective is to achieve target net returns of Libor +5% to 7% through an investment strategy tied to insured event risks. The Company seeks to achieve this through investment in an actively managed portfolio of single insurance-linked investment positions, focused on catastrophe risks, which is diversified across regions and risk types. DCG Iris targets the lowest expected losses and should only be impacted by mega or very large events. Returns are expected to have a low correlation to the financial markets