Corentera Funds SICAV - European Equity Strategy CI-EUR II

The sub-fund seeks to maximise long-term capital growth by investing primarily in equity securities of companies that are domiciled in the European Economic Area (including the United Kingdom) and Switzerland. The sub-fund aims to achieve its investment objective through direct invest ments in equity securities traded in the European Economic Area, the United Kingdom (to the extent not being part of the European Economic Area) and Switzerland traded on Regulated Markets or on markets that are regulated, operate regularly and are recognised and open to the public. The equities are selected by using the "FORWARD LUCY" algorithm that will evaluate the current market preference for various smart beta factors, and allocate capital to the equities which score best on the most favourable factors. The sub-fund is managed through a predominantly unbiased and disciplined quantitative strat egy. The portfolio is reviewed regularly and adapted to current capital market trends. Based on the strategy and trends identified, the Management Company performs a core selection of assets on a bi-weekly basis in which the sub-fund invests. The sub-fund invests mainly in shares. The sub-fund may also invest in money market instruments and derivatives. The sub-fund may use forward currency contracts, Exchange traded Futures and may engage in plain vanilla option strategies (such as selling or buying of call options or put options), either as a hedge or for efficient portfolio management. The sub-fund will have recourse to securities lending for the purposes of efficient portfolio management up to a maximum of 50% of the Net Asset Value of the sub-fund. Under normal circum stances, it is generally expected that the principal amount of such transactions will not exceed 30% of the Net Asset Value and remain within the range of 5% to 30% of the Net Asset Value.

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