# ANNEX 1 – INFORMATION ON THE INDICES USED WITHIN THE MEANING OF THE BENCHMARKS REGULATION
At the date of this Prospectus, the indices used by the Sub-funds within the meaning of the Benchmarks Regulation, their administrator as well as their registration status in the list held with the European Securities and Markets Authority (ESMA) (hereinafter the Register), in accordance with article 36 of the Benchmarks Regulation are listed in the tables below.
This Register provides a list with the identities of all (i) administrators located in the Union which have been authorised or registered pursuant to Article 34 of the Benchmarks Regulation, (ii) administrators located outside the Union that comply with the conditions laid down in Article 30(1) of the Benchmarks Regulation,
(iii) administrators located outside the Union that acquired recognition in accordance with Article 32 of the Benchmarks Regulation, (iv) administrators located outside the Union which provide benchmarks that are endorsed in accordance with the procedure laid down in Article 33 of the Benchmarks Regulation and supervised entities endorsing benchmarks in accordance with Article 33 of the Benchmarks Regulation. According to Article 36 of the Benchmarks Regulation, the ESMA has to establish and maintain a public Register that contains the consolidated list that is provided in this Register.
The Register has been set up by the ESMA on the basis of information provided by Member States in accordance with the procedure laid down in Article 34(7), Article 32(7) and Article 33(3) of the Benchmarks Regulation. Therefore, the national competent authorities are responsible for the content of this database regarding Article 34, Article 32 and Article 33 of the Benchmarks Regulation.
Administrators listed below neither registered yet nor authorised benefit from the transitional period ending on 1 January 2020 for administrators located in the European Union and on 1 January 2022 for administrators located outside the European Union. The information set-out below will be updated at the occasion of the next update of this Prospectus.
| Sub-fund THEAM QUANT FUNDS - BNP PARIBAS Multi Flexible Income |
| --- |
| Index name | Administrator | Administrator status |
| BNP Paribas High Dividend Europe Equity Net Total Return Index | BNP Paribas SA | Registered under Art. 34 |
| BNP Paribas High Dividend Yield US Equity Long TR USD Index | BNP Paribas SA | Registered under Art. 34 |
| BNP Paribas Investment Grade Europe 5Y Credit Index | BNP Paribas SA | Registered under Art. 34 |
| BNP Paribas High Yield Europe 5Y Credit Index | BNP Paribas SA | Registered under Art. 34 |
| BNP Paribas Investment Grade US 5Y Credit Index | BNP Paribas SA | Registered under Art. 34 |
| BNP Paribas High Yield US 5Y Credit Index | BNP Paribas SA | Registered under Art. 34 |

| Sub-fund THEAM QUANT FUNDS - EQUITY GLOBAL SDG CHAMPIONS PROTECTION 90% |
| --- |
| Index name | Administrator | Administrator status |
| BNP Paribas Equity Global Goals World NTR Index STOXX Global 1800 Net TR USD Index | BNP Paribas SA Stoxx Limited | Registered under Art.34 Recognised under Art. 32 |

| Sub-fund THEAM QUANT FUNDS – WORLD CLIMATE NAVIGATOR 90% PROTECTED |
| --- |
| Index name | Administrator | Administrator status |
| BNP Paribas Equity World Climate Care NTR Index STOXX Global 1800 Net TR USD Index | BNP Paribas SA Stoxx Limited | Registered under Art.34 Recognised under Art. 32 |

ADDITIONAL INFORMATION FOR INVESTORS IN THE FEDERAL REPUBLIC OF GERMANY
Facilities in the Federal Republic of Germany according to section 306a (1) of the Investment Code
Subscriptions, repurchase and redemption orders can be addressed to BNP Paribas Securities Services S.A., Frankfurt branch Europa-Allee 12 60327 Frankfurt am Main, Germany
Payments relating to the units of the UCITS will be made by BNP Paribas Securities Services S.A., Frankfurt branch Europa-Allee 12 60327 Frankfurt am Main, Germany
Information on how orders can be made and how repurchase and redemption proceeds are paid can be obtained from BNP Paribas Securities Services S.A., Frankfurt branch Europa-Allee 12 60327 Frankfurt am Main, Germany
Information and access to procedures and arrangements referred to in Article 15 of Directive 2009/65/EC relating to investors’ exercise of their rights can be obtained from BNP Paribas Asset Management France, 1, boulevard Haussmann, 75009 Paris, France (AMFR.CLIENTSERVICE@bnpparibas.com
phone number: +33 1 58 97 00 00).
Information and documents required pursuant to Chapter IX of Directive 2009/65/EC available to investors can be obtained free of charge and in hard copy from BNP Paribas Asset Management France, 1, boulevard Haussmann, 75009 Paris, France (LIST.AMGPECIBSALESSUPPORT@bnpparibas.com)
The prospectus, the key investor information documents, the management regulations, the annual, semi- annual reports, the issue, sale, repurchase or redemption price of the units is available free of charge, in hard copy form at BNP Paribas Asset Management France, 1, boulevard Haussmann, 75009 Paris, France (LIST.AMGPECIBSALESSUPPORT@bnpparibas.com) and on the website www.bnpparibas-am.com.
No units of EU UCITS will be issued as printed individual certificates.
Any notices to the investors in the Federal Republic of Germany are published in the Federal Gazette (www.bundesanzeiger.de).
In addition, communications to investors in the Federal Republic of Germany will be made available by means of a durable medium (section 167 of the Investment Code) in the following cases:
- suspension of the redemption of the units,
- termination of the management of the fund or its liquidation,
- any amendments to the company rules which are inconstant with the previous investment principles, which affect material investor rights or which relate to remuneration and reimbursement of expenses that may be paid or made out of the asset pool,
- merger of the fund with one or more other funds and
- the change of the fund into a feeder fund or the modification of a master fund.

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Translation (ENIT, 2022-01-01):
# ALLEGATO 1 –INFORMAZIONI SUGLI INDICI USATI AI SENSI DEL REGOLAMENTO SUGLI INDICI DI RIFERIMENTO
Alla data del presente Prospetto, gli indici utilizzati dal Comparto ai sensi del Regolamento sugli indici di riferimento, il relativo amministratore, oltre al loro status di registrazione nell'elenco depositato presso l'Autorità europea degli strumenti finanziari e dei mercati (ESMA) (di qui appresso Registro) in conformità all'articolo 36 del Regolamento sugli indici di riferimento, sono indicati nelle tabelle seguenti.
Questo Registro fornisce un elenco con le identità di tutti gli (i) amministratori situati nell'Unione che sono stati autorizzati o registrati in conformità all'Articolo 34 del Regolamento sugli indici di riferimento, (ii) amministratori situati al di fuori dell'Unione, che soddisfano le condizioni stabilite all'articolo 30(1) del Regolamento sugli indici di riferimento, (iii) amministratori situati al di fuori dell'Unione riconosciuti in conformità all'Articolo 32 del Regolamento sugli indici di riferimento, (iv) amministratori situati al di fuori dell'Unione che forniscono indici di riferimento che sono approvati in conformità alla procedura di cui nell'Articolo 33 del Regolamento sugli indici di riferimento ed entità vigilate che approvano gli indici di riferimento in conformità all'Articolo 33 del Regolamento sugli indici di riferimento. Secondo l'Articolo 36 del Regolamento sugli indici di riferimento, l'ESMA deve stabilire e mantenere un pubblico Registro che contiene l'elenco consolidato fornito nel presente Registro.
Il Registro è stato istituito dall'ESMA sulla base delle informazioni fornite dagli Stati membri in conformità alla procedura di cui nell'Articolo 34(7), nell'Articolo 32(7) e nell'Articolo 33(3) del Regolamento sugli indici di riferimento. Quindi, le autorità nazionali competenti sono responsabili del contenuto di questo database che riguarda l'Articolo 34, l'Articolo 32 e l'Articolo 33 del Regolamento sugli indici di riferimento.
Gli Amministratori elencati di seguito non sono né registrati né autorizzati a beneficiare del periodo transitorio che termina il 1° gennaio 2020 per gli amministratori ubicati nell’Unione Europea e il 1° gennaio 2022 per quelli ubicati al di fuori dell’Unione Europea. Le informazioni riportate di seguito verranno adeguate in occasione del prossimo aggiornamento del presente Prospetto.
| Sub-fund THEAM QUANT FUNDS - BNP PARIBAS Multi Flexible Income |
| --- |
| Nome indice | Amministratore | Status amministratore |
| BNP Paribas High Dividend Europe Equity Net Total Return Index BNP Paribas High Dividend Yield US Equity Long TR USD Index BNP Paribas Investment Grade Europe 5Y Credit Index BNP Paribas High Yield Europe 5Y Credit Index BNP Paribas Investment Grade US 5Y Credit Index BNP Paribas High Yield US 5Y Credit Index | BNP Paribas SA BNP Paribas SA BNP Paribas SA BNP Paribas SA BNP Paribas SA BNP Paribas SA | Registrato ai sensi dell’art. 34 Registrato ai sensi dell’art. 34 Registrato ai sensi dell’art. 34 Registrato ai sensi dell’art. 34 Registrato ai sensi dell’art. 34 Registrato ai sensi dell’art. 34 |

| Comparto THEAM QUANT FUNDS - EQUITY GLOBAL SDG CHAMPIONS PROTECTION 90% |
| --- |
| Nome dell’Indice | Agente amministrativo | Status dell’Amministratore |
| Indice BNP Paribas Equity Global Goals World NTR Indice STOXX Global 1800 Net TR USD | BNP Paribas SA Stoxx Limited | Registrato ai sensi dell’art. 34 Riconosciuto ai sensi dell’art. 32 |
| Comparto THEAM QUANT FUNDS – WORLD CLIMATE NAVIGATOR 90% PROTECTED |
| Nome dell'Indice | Agente Amministrativo | Status dell'Amministratore |
| Indice BNP Paribas Equity World Climate Care NTR Indice STOXX Global 1800 Net TR USD | BNP Paribas SA Stoxx Limited | Registrato ai sensi dell'Art. 34 Riconosciuto ai sensi dell'Art. 32 |