OSX9.F · Ossiam Lux - Ossiam Emerging Markets Minimum Variance NR

The investment seeks to replicate, net of expenses, the performance of the Ossiam Emerging Markets Minimum Variance Index Net Return USD. 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. The index reflects the performance of a dynamic selection of the most liquid among the largest stocks from the S&P/IFCI® Index, which tracks the performance of leading companies in 20 emerging countries.Constituents of the Index will be selected on a semi-annual basis and weighted according to an optimization procedure.