The SPI Multi Premia Index Family comprises seven SPI Single Premia Indices
and one SPI Multi Premia Index with the goal of diversification over several sources of return.
The underlying securities universe is based on the SPI.
The composition of the SPI Single Premia Indices is determined by selecting the 60 largest
and most liquid securities from the SPI and reviewing them for specific factors.
Each one of the seven SPI Single Premia Indices then includes those 30 securities
which have the best values in terms of a specific factor.
The 30 selected securities are weighted in such a way that each security contributes
to the total risk of the index in question in equal measure.
The SPI Multi Premia Index combines the seven SPI Single Premia Indices
and allows for a wide and diversified absorption of factor premiums.