THEAM QUANT - EQUITY EUROPE CLIMATE CARE C Capitalisation/  LU1353195891  /

The Sub-Fund seeks to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on European markets or operating on these markets, the components of which are chosen using a systematic selection method based on environmental, social and governance criteria (ESG) as well as a carbon emission and energy transition criteria. In order to achieve its investment objective, the Sub-fund implements a quantitative investment strategy (the Strategy) that takes long positions on a diversified basket composed of European markets equities selected on the basis of their ESG score, liquidity constraints, their energy transition rating and their financial robustness, while not being involved in disputable activities or critical controversies and displaying low implication in coal, oil and gas activities and which are (i) either not continuing or (ii) phasing out practices that are widely considered as unsustainable. The application of ESG criteria, such as, but not limited to, energy efficiency, respect of human and workers'rights or board of directors independence, follows a best-in-class and selectivity approach which aims to select the leading companies in their sector by excluding at least 25% of the securities from the initial investment universe. Then, the allocation algorithm follows a thematic investing approach which assigns optimal weight to each share of the investment universe in a manner which seeks to maximize the energy transition criteria of the resulting basket of shares, applied according to constraints such as a carbon footprint less than or equal to 50% of the carbon footprint of a European reference investment universe, of a year-on-year self-decarbonization of at least 7%, and is constructed to be aligned to the Paris Agreement goal to limit the increase in global average temperatures to well below 2°C above pre-industrial levels. The Strategy aims to maintain an ex-ante tracking error below 5% with regards to the Stoxx Europe 600 Net Return EUR (Bloomberg code: SXXR Index).

The Sub-Fund seeks to increase the value of its assets over the medium term by being exposed to a dynamic basket of equities listed on European markets or operating on these markets, the components of which are chosen using a systematic selection method based on environmental, social and governance criteria (ESG) as well as a carbon emission and energy transition criteria.