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 international 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. Investors may however choose to use the Solactive GBS CW DM US & Eurozone EUR Index NTR (SCWUEZEN) (the "Index" and the "Investment Universe") for indicative ex-post performance comparison purposes. The ‘Portfolio’ consists primarily of financial futures positions rolled on financial equity indices. Exposure to the various equity indices will be weighted in accordance with a proprietary methodology developed by the Management Company (the “Methodology”). The exposure to US equities (S&P 500 Index (SPX Index)) is expected to represent around 100% of Sub-Fund’s net assets and the portfolio exposure to European equities (Euro Stoxx 50 Price EUR Index (SX5E)) is expected to represent around 50% of Sub-Fund’s net assets, with a permanent aggregate global exposure at 150%. In addition to such financial futures, the Portfolio may comprise equities on an exceptional basis. The rolled futures and/or equities comprised within the Portfolio will be rebalanced in compliance with the Methodology on a monthly basis. However, the Management Company may decide to rebalance the rolled futures and/or equities comprised within the Portfolio at any time at its discretion (the "Rebalancing Date"). The Sub-Fund activated share class distributes a fixed dividend of EUR 5 per fund unit per year, divided into 12 identical monthly payments.