Theam quant funds
THEAM Quant – Fixed Income Diversifier
Fixed Income Diversifier offers access to different sources of returns in the interest rates curves in a fully systematic fashion
Objective:
The THEAM Quant – Fixed Income Diversifier (FIND) fund implements a systematic strategy aiming to generate uncorrelated performance over the medium term, by being exposed to a global dynamic long/short portfolio of short-term money market rates and long term government bonds.
Key points:
THEAM Quant Fixed Income Diversifier gives access to different sources of returns in the interest rates curve with risk control mechanisms, in a fully systematic fashion:
- Firstly, trends in short-term interest rates.
- Moreover, interest rates differences across countries observed with a diversified set of factors: Carry, Momentum, and Relative Value while aiming at neutralising the long-term duration exposure.
- In addition, leverages on the most recent research on factor investing in fixed-income. The BNP Paribas Quantitative Investment Strategies Lab team (QIS lab) has released a new research paper called ‘Beyond carry and momentum in government bonds’ based on the results of their extensive work on factor investing in fixed-income. This research paper is available publicly.
- At last, volatility control target set at 4.50%.
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Overview of funds
Funds | Investment theme | Asset Class | Style |
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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 Europe Income Defensive | Defensive Strategies / Income | Equities | Defensive / Income |
THEAM Quant - Equity Eurozone Income Defensive | Defensive Strategies / Income | Equities | Defensive / Income |
THEAM Quant - Equity US 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 Euro Covered | Equities | Benchmarked | |
THEAM Quant - Equity US Covered | Equities | Benchmarked | |
THEAM Quant - Equity Asia GURU® | Equities | High Conviction | |
THEAM Quant - Equity Emerging GURU® | Equities | High Conviction | |
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 - Convertible Europe Investment Grade | 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 |

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