BSF Systematic Style Factor Absolute Return I2 Cap EUR Hdg

The Fund aims to achieve a positive absolute return through a combination of capital growth and income on your investment regardless of market conditions. The Fund will provide exposure to several investment styles including, (i) Value; (ii) Momentum; (iii) Carry; and (iv) Defensive. The Fund will invest on a global basis in any or all of the following asset classes: equity securities (e.g. shares), other equity-related securities, fixed income securities (e.g. bonds), other fixed-income related securities, money market instruments (e.g. debt instruments with short-term maturities), deposits, cash and other funds. The Fund may invest in financial derivative instruments (FDIs). FDIs are investments the prices of which are based on one or more underlying assets. The IA intends to generate market leverage via FDIs (i.e. where the Fund gains market exposure in excess of the value of its assets).A significant portion of the Fund's assets may be invested in total return swaps and contracts for difference that aim to achieve a specified return based on underlying assets such as equity and FI securities. The fixed income securities and money market instruments may be issued by governments, government agencies, companies and supranationals (e.g. the International Bank for Reconstruction and Development). The Fund will invest in the full range of fixed income securities which may include investments with a relatively low credit rating or which are unrated. The Fund will use quantitative (i.e. mathematical or statistical) models in order to achieve a systematic (i.e. rule based) approach to stock selection. At any one time, a substantial amount, or even all of the Fund's assets may be held as cash. The Fund is actively managed and the IA has discretion to select the Fund's investments. The 3 Month Secured Overnight Financing Rate (SOFR) compounded in arrears plus 26.1 basis point spread should be used by shareholders to compare the performance of the Fund. Compounding in arrea

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No