BNP AM

The bank for a changing world

The fund has a systematic strategy exposed to a global portfolio of money market rates and government bonds.

Investment Theme

Factor Investing

Asset class

Fixed Income

Style

Absolute Return

Fund 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:

  • The fund strategy gives access to different sources of returns in the interest rates curve with risk control mechanisms, in a fully systematic fashion:
  • Trends in short-term interest rates
  • Interest rate differences across countries observed with a diversified set of factors (Carry, Momentum and Relative Value) while aiming to neutralise duration exposure in the medium-term
  • ESG Integration – the fund strategy’s geographical allocation is contingent to each country’s adherence to the Paris Agreement, and their respective democracy score (by leveraging data from expert ESG providers such as Moody’s ESG Solutions)

Performance data and latest documents:

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