Hori VF4 Stick

I have a question: does the Hori VF4 stick have a memory card slot? So you can save your Data, items, costumes, stats, etc.? Or do you save it to the memory card on your standard controller somehow.

I don't have a PS2, VF4, or the Hori stick. Yet. Planning to get all 3 in the next couple weeks, and was just wondering how this works.

Thanks.

 

The memory card plugs into the console deck just above the controller.

 

Oh! Shows how PSilliterate I am, I guess.
Thanks.