New Millennium Euro Equities I Cap EUR

Objectives Investment objective The aim of the Sub-Fund is to provide real capital growth deriving from the economic development of the countries in which it invests also taking into account the need to promote environmental, social and governance characteristics on the investments (ESG factors), mitigating the relevant sustainability risk. Investment policies The investment strategy is based on keeping a sector exposure which replicates that of the benchmark and on implementing further rules aimed at reducing risks. The Sub-Fund mainly invests in transferable securities such as equities, convertible bonds and warrants on transferable securities mainly issued by large capitalization companies; such securities are denominated in Euros and are included in the main European indexes. Warrants are securities that entitle the holder to buy the underlying stock of the issuing company at a fixed exercise price until the expiry date; Derivative instruments, which are financial contracts whose value depends on the market price of a reference asset, can be used also for investment purposes provided that the total commitment does not exceed 50% of the net asset value; Investment in Special Purpose Acquisition Companies ("SPACs") is allowed up to 5% of the net assets only if they qualify as transferable securities. The "ESG features", according to art.8 of EU Regulation 2019/2088, are implemented through a two-level approach: 1. an average portfolio ESG rating, determined as described in the Paragraph Disclosure on "ESG integration" practices of the Prospectus, which will be equal or over the quarterly weighted average ESG rating of a specific index indicated in the Appendix of the Sub-Fund 2. a set of specific restrictions and investment limits identified to promote sustainable investments. Benchmark 95% Bloomberg Eurozone 50 Net Return Index (EURODN50) + 5% BCE euro short-term rate index (ESTCINDX Index) Benchmark uses Discretion is allowed with respect to the benchmark. The

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No