SOLSTICE TRANSATLANTIC

The investment objective of SOLYS – Solstice Transatlantic (the "Sub-Fund") is to generate performance over a long-term horizon by exploiting investment opportunities on the equity markets with a major component on US equity markets, while providing a fixed stream of distributions. There is no pertinent or relevant benchmark index for the Sub-Fund, due to its actively managed investment strategy. Investor may however choose to use the Solactive GBS CW DM US & Eurozone EUR Index NTR (SCWUEZEN). The Index is a broad liquid equity index (approximately 800 stocks) based on a custom weighting (50% US and 50% Eurozone). The Fund is actively managed, the equity exposure may significantly deviate from the components of the Benchmark Index. The fund is article 6 of SFDR. The Portfolio exposure to each of the two (2) following indices (Euro Stoxx 50 Price EUR Index (SX5P); and the (S&P 500 Index (SPX Index) will be predominantly weighted in accordance with (the "Methodology") developed by the Management Company. The Management Company retains discretion to deviate from such Methodology on an exceptional basis. The Portfolio consists primarily of financial futures positions rolled on financial indices. Rolled financial futures composing the Portfolio will be selected by a proprietary methodology designed by the Management Company which relies on a financial analysis that ranks the instruments of the Investment Universe. The variable exposure mechanism implemented by the Fund aims to provide the Fund with an average exposure to equity markets over five (5) years that exceeds 80%.The Portfolio will be rebalanced monthly respecting the methodology. However, the Management Company may decide to rebalance the Portfolio at any time at its discretion (the "Rebalancing Date"). In order to enhance the Sub-Fund’s performance, the total exposure of the Portfolio over the Euro Stoxx 50 Price EUR Index (SX5E) and the S&P 500 Index (SPX Index) is fixed at a permanent level of 150%. The Fund activated share class distributes a fixed dividend of EUR 5 per fund unit per year, divided into 12 identical monthly payments.