To track the performance of STOXX Europe Total Market Defense Capped Index (the "Index"), and to minimize the tracking error between the net asset value of the sub-fund and the performance of the Index. In order to deal with inflows and outflows and also with some local market specificities (market access and liquidity, local tax); the Investment Manager will be able to combine the direct replication with a replication through derivatives such as amongst other futures. In case of such replication, the sub-fund may hold deposits while keeping full exposure to the Index