BNP AM

The bank for a changing world

The fund constitutes a quality-dividend ESG stock-picking strategy with an option overlay aiming to reduce volatility.

Investment Theme

Defensive Strategies

Asset class

Equity

Style

Income

Funds Objective:

The THEAM Quant – Equity iESG Eurozone Income Defensive fund aims to increase the value of its assets over the medium term by being exposed to a portfolio of quality-dividend equities from the European Economic and Monetary Union of the European Union (the Eurozone), which are compliant with higher ESG standards, and by implementing a systematic options strategy (the “protection overlay”) which aims at reducing risk by minimizing volatility in the fund.

Key points:

  • The fund consists of a portfolio of systematically selected Eurozone stocks with high and stable dividends, and strong financial fundamentals that have better ESG score and a lower carbon footprint than the reference universe.
  • It also constitutes of an agile option-based risk-reduction overlay:
    • A short-term call option overlay strategy with the objective to generate additional income while limiting the fund’s volatility;
    • A long-term put option strategy aiming to reduce the fund’s volatility.

Performance data and latest documents

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Investments in the aforementioned strategies 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