THEAM QUANT Eq. World DEFI I Cap $

The Sub-Fund seeks to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on worldwide markets or operating on these markets, the components of which are chosen using a systematic selection method based on a fundamental analysis of companies.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 worldwide markets equities and long or short positions on futures through the BNP Paribas DEFI Equity World Long Net TR Index (the Strategy Index).The Strategy is based on a systematic investment process that aims (i) to select equities through a combination of four performance factors: value, quality, momentum and low volatility, and (ii) to benefit from such factors diversification of the investment and (iii) to maintain a beta near to 1 and an ex-ante tracking error below 3.5% with regards to the to the MSCI World Net TR USD Index (Bloomberg code: NDDUWI Index) through an additional exposure to futures contracts.The Strategy Index is a diversified index representing a dynamic investment in a basket of worldwide markets equities and providing futures exposure. The Strategy Index is based on a systematic model developed by BNP Paribas and is rebalanced every month using a specific algorithm. The complete breakdown of the Strategy Index is available on the website: https://indx.bnpparibas.com. The index calculation method is available directly at: https://indx.bnpparibas.com/nr/BNPIDFWT.pdf. The Strategy Index may use leverage through an additional long or short exposure to futures in order to maintain a beta near to 1 with regards to the MSCI Daily TR Net World USD Index. Leverage is located at the level of the Strategy Index. It should be noted that there are costs relating to replication and rebalancing of the Strategy Index that are disclosed in the Strategy Index rulebook.The Strategy of

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No