THEAM QUANT Equity Japan Climate Care C EUR

The objective of the Sub-fund is to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on the Japan equity market, the components of which are chosen using a systematic selection method based on environmental, social and governance criteria (ESG) as well as greenhouse gas intensity, energy transition criteria and companies financial robustness. In order to achieve its investment objective, the Sub-fund implements a quantitative investment strategy (the "Strategy") that takes long positions on a diversified basket composed of Japanese equities (the "Optimal Portfolio"). The model used by the Optimal Portfolio consists of the following steps: (a) identification of the initial investment universe (the "Initial Portfolio") composed of a broad and representative basket of Japanese stocks; (b) identification of an investment portfolio composed of liquid equities from the Initial Portfolio meeting minimum additional ESG requirements such as the Responsible business conduct standards and Specific ESG Exclusion criteria. The incorporation of the ESG criteria aforementioned is applied to the whole Initial Portfolio and the selection based on those criteria follows leads to a Selectivity approach excluding at least 25% of the Initial Portfolio; (c) a set of filtering criteria based on financial indicators (such as measurements of the companies' valuation, profitability and momentum); (d) identification of the Optimal Portfolio via an optimization algorithm which seeks to minimize the tracking error against the MSCI Japan (EUR) NR (the "Benchmark Index"). As a result, the Sub-fund's returns may be close to that of the Benchmark Index. The optimization is applied according to the principal constraints of improvement of the energy transition score versus the Initial Portfolio by 15%, GHG intensity at least 50% lower than the one of the Initial Portfolio, gender board diversity, or of sectorial diversification. The Ben

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No