THEAM QUANT Europe Target Premium I Cap EUR

The objective of the Sub-fund is to provide income and capital growth by implementing a dynamic systematic option strategy on EURO STOXX 50 ESG Index (Bloomberg Code: SX5EESG Index) which aims at generating income in bullish and moderately bearish markets while limiting Sub fund potential drawdowns.In order to achieve its investment objective, the Sub-fund implements a daily dynamic investment strategy (the Strategy) that combines two performance pillars:(a) a short exposure on short-term out-of-the money put options on the EURO STOXX 50 ESG Index. This options strategy enables the Sub-fund to generate income and is particularly appropriate in bullish, stable or fairly directionless markets but may generate losses during sudden major downwards phases.(b) a short dynamic exposure on futures on the EURO STOXX 50 ESG Index. This strategy is triggered only when markets fall significantly and aims at limiting the effects of such falling markets and thereby limits the Sub-fund volatility and is appropriate in particularly bearish markets.The EURO STOXX 50 ESG Index reflects the EURO STOXX 50 Index with Specific ESG Exclusion Criteria based on international norms and standards, controversies and sector criteria (such as thermal coal, unconventional oil & gas, military contracting, small arms and tobacco). Furthermore, an ESG Score Exclusion is applied, consisting of excluding companies with the lowest ESG Scores until a total of 20% (based on number of holdings) of the components of the initial investment universe, the EURO STOXX 50 Index, are excluded (Selectivity approach).Each exclusion is replaced by a Eurozone company with a higher ESG score from the same macro sector ("Supersector") as the excluded company. The EURO STOXX 50 ESG Index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers. The EURO S

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No