BNPP F.Su.US Value Multi-Factor Eq.C./  LU1458427868  /

This Product is actively managed. The benchmark MSCI USA Value (USD) NR is used for performance comparison only. The Product is not benchmark constrained and its performance may deviate significantly from that of the benchmark. The Product seeks to increase the value of its assets over the medium term by investing in shares undervalued as compared to the market on the purchase date, issued by US companies, and/or socially responsible companies operating in this country. The portfolio is built based on a systematic approach, combining several equity factor criterions such as value, quality, low-volatility and momentum. Once the quantitative investment is implemented, the portfolio is then rebalanced in order to maximise ESG scoring and to reduce its carbon footprint. 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 quantitative approach is implemented in order to consistently achieve the following targets: a portfolio's ESG score higher than the ESG score of the index after eliminating at least 20% of the least well-rated securities, and a portfolio's carbon footprint at least 50% lower than the carbon footprint of the index. An extra-financial strategy may comprise methodological limitations such as the ESG Investment Risk as defined by the asset manager.

This Product is actively managed. The benchmark MSCI USA Value (USD) NR is used for performance comparison only. The Product is not benchmark constrained and its performance may deviate significantly from that of the benchmark. The Product seeks to increase the value of its assets over the medium term by investing in shares undervalued as compared to the market on the purchase date, issued by US companies, and/or socially responsible companies operating in this country.