Picto_Video THEAM Quant – Fixed Income Diversifier

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

investment-theme

Investment Theme

Factor Investing

asset-class

Asset class

Fixed Income

style

Style

Absolute Return

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
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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