THEAM QUANT Equity Europe Climate Care S EUR

Management objective: The Fund seeks to increase the value of its assets over the medium term through exposure to a dynamic portfolio of equities listed or operating on European markets, the components of which are chosen using a systematic selection method based on environmental, social and governance (ESG) criteria as well as greenhouse gas (GHG) intensity and low-carbon transition criteria.Key characteristics of the Fund: In order to achieve its management objective, the Fund will implement a quantitative investment strategy (the Strategy ) consisting of taking long positions on a diversified portfolio of European market equities via the BNP Paribas Equity Europe Select Climate Care NTR Index (the Strategy Index ).The investment universe consists of European corporate equities selected on the basis of their ESG scores, liquidity constraints, low-carbon transition ratings, exclusion criteria and financial strength. The application of ESG criteria, including but not limited to, energy efficiency, respect for human and workers' rights, and the independence of the Board of Directors, follows a selective approach that aims to select the leading companies in their sector by excluding at least 25% of the securities from the initial investment universe.The Strategy Index is based on a systematic model designed by BNP Paribas and is rebalanced quarterly according to an allocation algorithm that assigns an optimal weighting to each equity in the investment universe so that the non-financial indicator used to build the resulting equity portfolio is maximised, with a maximum tracking error of 5% with the STOXX Europe 600 NTR index. The rebalancing of the Strategy Index does not involve any cost for this. For more information about the Strategic Index, investors should visit the website https://indx.bnpparibas.com, where the full composition of this index can be found.The Strategy may be implemented by concluding transactions in over-the-counter derivatives or by investin

PIR compliant

No

PEA compliant

Yes

PEA-PME compliant

No