THEAM Quant Equity Europe Climate Care (BNP Paribas)

Sustainable, Responsible &/or ESG Policy:

The Fund's management objective is, over a recommended investment period of 5 years, to increase the value of its medium-term assets by exposing itself to a dynamic basket of shares of companies that are listed on European markets or are active on such markets, the components of which are chosen through a systematic selection 
method based on environmental, social and governance (ESG) criteria, financial strength and carbon emission and low-carbon transition criteria. To do this, the Fund implements a systematic investment strategy based on the BNP Paribas Equity Europe Select Climate Care NTR Index, which includes a tracking error constraint of up to
5% with the STOXX Europe 600 NTR index. NTR (Net Total Return) means that dividends are reinvested after withholding tax has been deducted.
The expected performance of the Fund is net of fees.

In order to achieve its management objective, the Fund implements an investment strategy (the Strategy) that takes long positions in a diversified basket of European equities through the BNP Paribas Equity Europe Select Climate Care NTR Index (the Strategy Index).

The objective of the model used to build the Strategy Index is to offer exposure to the performance of a basket of liquid European companies that respect environmental, social and governance (ESG) responsibility criteria and are attractive because of their efforts to reduce carbon emissions and contribute to the low carbon transition.

Filters, exclusion criteria and other ESG criteria are based on data from BNP PARIBAS ASSET MANAGEMENT Europe and/or external data providers.

(S0urce: KIID, as at December 2025)

SDR Labelling:

Not eligible to use label (out of scope)