THEAM QUANT Eq. US Premium Income I $

The objective of the Sub-fund is to provide income and capital growth by implementing a systematic option strategy on a selection of US equities which aims at generating income in bullish and moderately bearish markets. The Sub-fund targets an income of 5% per year, the achievement of this target is not guaranteed.In order to achieve its investment objective, the Sub-Fund implements a quantitative investment strategy (the Strategy) which consists in selling short-term put options on a selection of US equities through the BNP Paribas Stock Put Write US Index (the Strategy Index).The model used to build the Strategy Index aims at: - Selecting equities on a monthly basis (Rebalancing) following a process based on fundamental and market criteria. The objective is to examine the investment universe in order to identify the stocks benefiting from a sustainable business model, favorable price momentum, a high average market capitalization, low correlation to US equities, attractive valuation of option premium, and favorable trading conditions on the options' market. The investment universe of the Strategy Index is composed of US largest stock market capitalizations offering satisfactory liquidity conditions.- Dynamically selling, in equal proportions, short-term out-of-the-money put options on each of the equities selected through the process afore-mentioned ("Put-Write Strategy"). Put Write Strategies aim at generatingincome while limiting its overall volatility and will be particularly appropriate in bullish and moderately bearish markets.The Strategy Index is a diversified index based on a quantitative algorithm developed by BNP Paribas. The complete breakdown of the Strategy Index is available on the website: https://indices-globalmarkets.bnpparibas.com. The index calculation method is available directly at: https://indices-globalmarkets.bnpparibas.com/nr/SPUSTR.pdfInvestors should note that there are annual replication costs linked to the dynamic selling of short-term

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No