THEAM Quant – Equity US Premium IncomeTheam quant funds
THEAM Quant - Equity US Premium Income
US Premium Income is an alternative way to generate income: systematic put-writing on a selection of single stocks
Objective:
The THEAM Quant – Equity US Premium Income Fund seeks 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.
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).
Key points:
- Firstly, Every month, the Strategy selects equities on the basis of fundamental and market criteria.
- Moreover, the objective is to identify the large-cap, liquid US stocks benefiting from a sustainable business model, favourable price momentum, low correlation to US equities, attractive valuation of option premium, and favourable trading conditions on the option market.
- In addition, once the stocks have been identified, the strategy dynamically sells short-term out-of-the-money put options on each of the selected equities, in equal proportions.
- At last, THEAM has combined its recognised expertise in both stock-picking strategies (THEAM Quant Equity GURU® funds live since 2009) and option-writing (THEAM Quant Equity Covered funds live since 2006) to create this innovative solution.
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Overview of funds
| Funds | Investment theme | Asset Class | Style |
|---|---|---|---|
| THEAM Quant - Alpha Commodity | Liquid Alternatives | Commodities | Long Short Multi Premia |
| THEAM Quant - Raw Materials Income | Liquid Alternatives / Income | Commodities | Income |
| BNP Paribas Easy Energy & Metals Enhanced Roll ETF | Commodities | Carry | |
| THEAM Quant - Equity Euro Long Dividends | Defensive Strategies | Equities | Dividends |
| THEAM Quant - Equity Eurozone Income Defensive | Defensive Strategies / Income | Equities | Defensive / Income |
| THEAM Quant - Equity Europe DEFI | Factor Investing | Equities | Benchmarked |
| THEAM Quant - Equity Eurozone DEFI | Factor Investing | Equities | Benchmarked |
| THEAM Quant - Equity US DEFI | Factor Investing | Equities | Benchmarked |
| THEAM Quant - Equity World DEFI | Factor Investing | Equities | Benchmarked |
| BNP Paribas Easy Equity Dividend Europe ETF | Factor Investing | Equities | Dividend |
| BNP Paribas Easy Equity Low Vol Europe ETF | Factor Investing | Equities | Low Vol |
| BNP Paribas Easy Equity Low Vol US ETF | Factor Investing | Equities | Low Vol |
| BNP Paribas Easy Equity Momentum Europe ETF | Factor Investing | Equities | Momentum |
| BNP Paribas Easy Equity Quality Europe ETF | Factor Investing | Equities | Quality |
| BNP Paribas Easy Equity Value Europe ETF | Factor Investing | Equities | Value |
| THEAM Quant - Equity Europe Factor Defensive | Factor Investing / Defensive Strategies | Equities | Defensive |
| THEAM Quant - Equity Eurozone Factor Defensive | Factor Investing / Defensive Strategies | Equities | Defensive |
| THEAM Quant - Equity US Factor Defensive | Factor Investing / Defensive Strategies | Equities | Defensive |
| THEAM Quant - Europe Target Premium | Income | Equities | Defensive / Income |
| THEAM Quant - Equity GURU® Long/Short | Liquid Alternatives | Equities | Long Short Equity |
| THEAM Quant - Dispersion US | Liquid Alternatives | Equities | Volatility Arbitrage |
| THEAM Quant - Equity World DEFI Market Neutral | Liquid Alternatives / Factor Investing | Equities | Market Neutral |
| THEAM Quant - Equity US Premium Income | Liquid Alternatives / Income | Equities | Income |
| THEAM Quant - Equity World Global Goals | SRI Investing | Equities | Benchmarked |
| THEAM Quant Europe Climate Carbon Offset Plan | SRI Investing | Equities | Benchmarked |
| THEAM Quant - World Climate Carbon Offset Plan | SRI Investing | Equities | Benchmarked |
| THEAM Quant - Equity Europe Climate Care Protection 90% | SRI Investing | Equities | Protected |
| THEAM Quant - Equity Europe Climate Care | SRI Investing | Equities | Thematic |
| THEAM Quant - Equity Europe GURU® | Equities | High Conviction | |
| THEAM Quant - Equity Eurozone GURU® | Equities | High Conviction | |
| THEAM Quant - Equity US GURU® | Equities | High Conviction | |
| THEAM Quant - Equity World GURU® | Equities | High Conviction | |
| THEAM Quant - High Yield Europe Defensive | Defensive Strategies / Income | Fixed Income | Defensive / Income |
| THEAM Quant - Fixed Income Diversifier | Factor Investing | Fixed Income | Absolute Return |
| THEAM Quant - Enhanced Government Bonds Global | Fixed Income | Government bond | |
| THEAM Quant - Global Income | Income | Multi-Asset | Income |
| THEAM Quant - Absolute Alpha | Liquid Alternatives | Multi-Asset | Absolute Return |
| THEAM Quant - Multi Asset Artificial Intelligence | Liquid Alternatives | Multi-Asset | Managed Futures |
| THEAM Quant - Multi Asset Diversified | Liquid Alternatives | Multi-Asset | Managed Futures |
| THEAM Quant - Volatility World Absolute | Liquid Alternatives | Multi-Asset | Volatility Arbitrage |
| THEAM Quant - Multi Asset Diversified Defensive | Liquid Alternatives / Defensive Strategies | Multi-Asset | Flexible Multi-Asset |
| THEAM Quant - Multi Asset Diversified Protected | Liquid Alternatives / Defensive Strategies | Multi-Asset | Protected |
Investments in the aforementioned fund are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09
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