KEY INFORMATION DOCUMENT This document provides you with key information about this investment product. It is not marketing material. The information is required by law to help you understand the nature, risks, costs, potential gains and losses of this product and to help you compare it with other products. OSSIAM SHILLER BARCLAYS CAPE® EUROPE SECTOR VALUE TR - UCITS ETF 1C (EUR) Name of fund initiator: Ossiam ISIN: LU1079842321 Contact: www.ossiam.com Call +33 1 84 79 42 70 for further information The Commission de Surveillance du Secteur Financier (CSSF) is responsible for supervising Ossiam with regard to this key information document. Ossiam is registered in France under n°GP-10000016 and regulated by the AMF. Date of production: 31/12/2024 1. What is this product? Product Type: The Fund is a passively managed Undertakings for Collective Investments in Transferable Securities (UCITS) ETF under Luxembourg law in the form of a sub-fund of a Société d'Investissement à Capital Variable (SICAV). Maturity: This product has no specific maturity date. However, this product may be dissolved or merged, in which case you will be informed by any appropriate means provided for by the regulations. Objectives: The investment objective of OSSIAM SHILLER BARCLAYS CAPE® EUROPE SECTOR VALUE TR (the “Fund”) is to replicate, before the Fund’s fees and expenses, the performance of the Shiller Barclays CAPE® Europe Sector Value Net TR Index closing level. The Fund is passively managed. The Shiller Barclays CAPE® Europe Sector Value Net TR Index (the “Index”) is a total return index (net dividends reinvested), sponsored by Barclays (the “Index Provider”) and calculated and published by Bloomberg Index Services Limited (the “Calculation Agent”). It is expressed in euros (EUR). The Shiller Barclays CAPE® Europe Sector Value Net TR Index reflects the performance of a dynamic long exposure to four European equity sectors which are selected every month according to their Relative CAPE® (cyclically-adjusted P/E) and price variations over the prior 12 months (“12-month price momentum”). Exposure to European equity sectors is achieved through MSCI Europe Sector indexes (the “Sub-Indexes”) which capture large and mid-cap representation across 15 developed European countries. The sector components of the Index are selected each month according to the methodology of the Shiller Barclays CAPE® index series. Each of the selected Sub-Indexes is allocated the same weight (25%) at each rebalancing. The anticipated level of tracking error in normal conditions is 0.50% over a one-year period. For a detailed description of the Index, see section “Description of the Index” in the relevant Fund Appendix of the Prospectus. Investment Policy: In order to achieve its investment objective, the Fund will primarily use swaps with the objective of tracking the Index performance 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 or a related index, or a portfolio of its constituents through swap agreements with a swap counterparty. This method implies a counterparty risk as described in the below Risk and Reward Profile. As a result, the net asset value per share of the Fund will 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. 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 or rights issued by companies having their registered office in European Economic Area, excluding Liechtenstein. Allocation of distributable amounts: Capitalization. Intended Investors: Investors who understand the risks of the Fund and plan to invest for the long term (minimum 5 years). The Fund may appeal to investors who : (i) seek a growth-oriented investment, (ii) are interested in exposure to European equity markets, either for core investment or diversification purposes, (iii) have a high risk profile and can tolerate substantial losses. The shares of this Fund have not been registered under the "US Securities Act of 1933" and may not be offered or sold directly or indirectly for the account or benefit of a "U.S. Person" as defined by US "Regulation S" and/or the "Foreign Account Tax Compliance Act". In view of the provisions of EU Regulation No. 833/2014 and EU Regulation 2022/398 the subscription of shares in this Fund is prohibited to any Russian or Belarusian national, any natural person residing in Russia or Belarus or any legal person, entity or body established in Russia or Belarus except nationals of a Member State and natural persons holding a temporary or permanent residence permit in a Member State. Depositary: State Street Bank International GmbH, Luxembourg Branch Additional information: The Fund's regulations and annual and semi-annual reports are available on the management company's website and free of charge on written request to info@ossiam.com. The net asset value is available on the management company's website. www.ossiam.com 2. What are the risks and what could I get in return? Risk IndicatorThe risk indicator assumes that you hold this product for 5 years. The1 2 3 4 5 6 7 real risk may be very different if you opt to exit before maturity, and youmay get less in return. The risk indicator allows you to assess the level of LOWER RISK HIGHER RISK risk of this product compared with others. It indicates the probability ofthis product incurring losses in the event of market movements or ourinability to pay you.We have classified the Fund in risk class 4, which is a medium risk class. In other words, the potential losses linked to the product's future results are at a medium level, and if the situation were to deteriorate on the markets, it is possible that our ability to pay you could be affected. The market liquidity risk could amplify the variation of product performances. Beware of currency risk. If the sums paid to you are in another currency, your final profit will depend on the exchange rate between the two currencies. This risk is not taken into account in the above indicator. In addition to the risks included in the risk indicator, other risks may influence the Fund's performance. Please refer to the Fund's prospectus. As this Product does not provide protection against the vagaries of the market, you could lose all or part of your investment. Performance Scenarios The figures shown include all costs of the product itself, but not necessarily all fees due to your advisor or distributor. These figures do not take into account your personal tax situation, which may also affect the amounts you will receive. What you will receive from this product depends on future market performance. Future market trends are random and cannot be accurately predicted. The unfavorable, moderate and favorable scenarios presented represent examples using the best and worst performances, as well as the average performance of the product over the last 10 years. Markets may evolve very differently in the future. The stress scenario shows what you could achieve in extreme market situations. 1 year 5 years(recommended holding period) What you might get back after costs EUR 6 951EUR 1 899 Favorable Scenario: this type of Stress Scenario scenario occurred for an investment Average annual return -30.5% -28.3% between 28/12/2018 and 29/12/2023. What you might get back after costs EUR 8 643EUR 9 288 Moderate Scenario: this type of Unfavorable Scenario scenario occurred for an investment Average annual return -13.6%-1.5% between 30/06/2017 and 30/06/2022. Unfavorable Scenario: this type of What you might get back after costs EUR 9 898 EUR 13 970 scenario occurred for an investment Moderate Scenario between 31/03/2015 and 31/03/2020. Average annual return-1.0%6.9% What you might get back after costs EUR 14 583 EUR 17 165 Favorable Scenario Average annual return45.8% 11.4% 3. What happens if the Issuer is unable to pay out? The product is a co-ownership of financial instruments and deposits separate from the portfolio management company. In the event of the latter's default, the product's assets held by the custodian will not be affected. In the event of the custodian's default, the risk of financial loss to the product is mitigated by the legal segregation of the custodian's assets from those of the product. 4. What are the costs? The person selling or advising you on this Fund may ask you to pay additional costs. If this is the case, they will tell you about these costs and show you how they affect your investment. Cost over timeThe tables show the amounts deducted from your investment to cover the various types of Impact on returncosts. These amounts depend on the amount you invest, the period of time you hold the Total Cost (RIY)product and the product's performance. The amounts shown here are illustrations based on per year* an example investment amount and different possible investment periods. We haveassumed :• That in the first year you would get back the amount you invested (0% annual return). That If you cash in EUR 620.62%for the remaining holding periods, the product evolves as indicated in the moderate after 1 year scenario.• EUR 10,000 invested If you cash in at the *This illustrates the extent to which costs reduce your return annually over the holding end of the period. For example, it shows that if you exit at the end of the recommended holding EUR 443 0.63%period, your average return per annum is expected to be 7.5% before deducting costs and recommended holding period 6.9% after deducting costs.Composition of costs This table shows the impact each year of the different types of costs on the investment return you might get at the end of the recommended holding period and the meaning of the different cost categories. If you cash in after 1 year Entry costs* Up to 0.00% of the amount you receive when you enter the investment. EUR 0 One-off costs Exit costs* Up to 0.00% of the amount you receive when you exit the investment.EUR 0 Portfolio transaction 0.02% of the value of your investment per year. EUR 2 costs Ongoing costs Other ongoing costs 0.65% of the value of your investment per year.EUR 65 Performance fees There is no performance fee for this product.--- Incidental costs Carried interestsThere is no carried interest for this product. --- * Secondary Market: because the Fund is an ETF, Investors who are not Authorized Participants will generally only be able to buy or sell shares on the secondary market. Accordingly, investors will pay brokerage fees and/or transaction costs in connection with their dealings on stock exchange(s). These brokerage fees and/or transaction costs are not charged by, or payable to, the Fund nor the Management Company but to the investor own intermediary. In addition, the investors may also bear the costs of "bid- ask" spreads; meaning the difference between the prices at which shares can be bought and sold. Primary Market: Authorized Participants dealing directly with the Fund will pay related primary market transaction costs. 5. How long should I hold it and can I take my money out earlier? Recommended holding Period : 5 Years. This product has no required minimum Recommended Holding Period (RHP) but is designed for long term investment. Any investment should be considered according to your specific investment needs and appetite for risk. Ossiam does not consider the suitability or appropriateness of this investment for your personal situation. If you are in any doubt about the suitability of this product to your needs, you should seek professional advice. You can buy or sell your ETF securities daily on the secondary market through an intermediary on Stock exchange(s) on which the ETF securities are traded. Processing requests: Subscription and redemption orders are received no later than 2:45 p.m. (Luxembourg time). UCITS ETF 1C (EUR) Shares are listed on one or more Stock exchange(s). Investors can buy and sell their Shares either through their usual broker, on any trading day of the relevant Stock exchange(s) which is also a trading day, or through a fund distribution platform. Please contact your broker for further information. For further information, please read the section entitled "Subscription, transfer, conversion and redemption of shares" and the section entitled "Practical information" in the Fund Appendix in the Prospectus. 6. How can I complain? You may make a complaint about the product or the conduct of (i) the Management Company (ii) a person who provides advice about the product, or (iii) a person who sells the product by sending an e-mail or a letter to the following persons, as appropriate : • If your complaint concerns the product itself or the conduct of the Management Company : please contact the Management Company, by post, at 36 rue Brunel 75017 Paris (France) for the attention of OSSIAM - Compliance or by e-mail at info@ossiam.com. A complaints handling procedure is available on the management company's website www.ossiam.com • If your complaint concerns a person who advises on or offers the product, please contact that person directly. 7. Other relevant information SFDR Category: Article 6 Life Insurance: When this product is used as a unit-linked carrier in a life insurance or capitalization contract, additional information on this contract, such as the costs of the contract, which are not included in the costs indicated in this document, the contact in the event of a claim and what happens in the event of default by the insurance company are presented in the key information document for this contract which must be provided by your insurer or broker or any other insurance intermediary in accordance with its legal obligation.