BNP Paribas Funds Sustainable Euro Multi-Factor Corporate Bond X Capitalisation/  LU1664649271  /

The Product seeks to increase the value of its assets over the medium term, by investing in Investment Grade corporate bonds denominated in EUR issued primarily by socially responsible companies. The Product's portfolio will be built based on a systematic approach, combining several factor criteria such as, but not limited to, (i) cash flow generation (quality), (ii) relative valuation compared to peers (value), (iii) medium term performance trend (momentum) and (iv) low indebtedness ("low-risk"). Exposure to currencies other than the EUR will be less than 5%. Investment grade structured debts may represent up to 20% of the assets. It is actively managed and as such may invest in securities that are not included in the index which is ICE BofAML Euro Corporate (EUR) RI. The investment team applies also BNP PARIBAS ASSET MANAGEMENT's sustainable Investment Policy, which takes into account Environmental, Social and Governance (ESG) criteria such as but not limited to reduction of emissions of greenhouse gas, respect of human rights, respect of minority shareholders rights, at each step of the investment process of the Product.

The Product seeks to increase the value of its assets over the medium term, by investing in Investment Grade corporate bonds denominated in EUR issued primarily by socially responsible companies.