Investment objective: The investment objective of OSSIAM iSTOXX® EUROPE MINIMUM VARIANCE NR (the “Fund”) is to replicate, before the Fund’s fees and expenses, the performance of the iSTOXX® Europe Minimum Variance Index Net Return closing level. The iSTOXX® Europe Minimum Variance Index Net Return (the “Index, ISIN: CH0124001543”) is a total return index (net dividends reinvested) expressed in EUR, calculated and published by STOXX (the “Index Provider”) and initiated by Ossiam. For a detailed description of the Index, see section “Description of the Index” in the Prospectus. The iSTOXX® Europe Minimum Variance Index reflects the performance of a dynamic selection of the 300 most liquid stocks from the STOXX™ Europe 600 Index (the “Base Index”) which tracks the performance of 600 leading companies in major European industries in 18 European countries. Constituents of the Index will be selected on a monthly basis and weighted according to an optimization procedure performed by the Index Provider. As such, sector and company exposures in the Index will differ from those of the Base Index. Investment policy: In order to achieve its investment objective, the Fund will primarily use index swaps with the objective of gaining exposure to the Index through synthetic replication. In that case, the Fund will invest in a portfolio of assets, the performance of which will be exchanged against the performance of the Index through a swap agreement with a swap counterparty. This method implies a counterparty risk as described in the below Risk and Reward Profile. The net asset value per share of the Fund will therefore increase (or decrease) according to the evolution of the Index. The counterparty to the swap will be a first class financial institution that specializes in this type of transaction. The Fund may also enter into multiple swap agreements with multiple swap counterparties with the same characteristics as previously described. Alternatively, the Fund may invest in all or part of the equity securities comprised in the Index. The Fund may, with due regard to the best interest of its Shareholders, decide to switch partially or totally from one of the above described policies to the other (i.e. synthetic replication vs. physical replication). In both replication strategies, the Fund shall be permanently invested for a minimum of 75% in equities securities or rights issued by companies having their registered office in the European Economic Area, excluding Liechtenstein. In addition and on an ancillary basis, the Fund may use other derivatives for hedging and investment purposes and enter into securities lending and borrowing transactions as well as repurchase agreement transactions, as described under “Use of Derivatives, Special Investment and Hedging Techniques” in the Prospectus. The Reference Currency of the Fund is the Euro.