BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped - EUR ACC ETF

Replicate the performance of the MSCI EMU SRI S-Series 5% CAPPED (NTR) index* (Bloomberg: M7CXEMS Index), including fluctuations, and to maintain the Tracking Error between the sub-fund and the index below 1%. At least, 75% of the assets will be invested at all times in equities issued by companies that have their registered office in a member country of the European Economic Area, other than non cooperative countries in the fight against fraud and tax evasion. The sub-fund will not invest more than 10% of its net assets in shares or units issued by UCITS or other UCIs. The sub-fund will achieve exposure to equities issued in the Eurozone by investing at least 90% of its assets in: - equities issued by companies included in the index, and/or - equity equivalent securities whose underlying assets are issued by companies included in the index. The remainder of the assets may be invested in equities or equity equivalent securities other than those referred to in the core policy, Money Market Instruments, cash and futures. The sub-fund will achieve exposure to equities issued in the Eurozone by investing in a representative sample of the underlying index (the model portfolio). The sub-fund will invest at least 90% of its assets in equities or equity equivalent securities issued by issuers included in the index. The remainder of the assets may be invested in equities or equity equivalent securities other than those referred to in the core policy, convertible bonds, Money Market Instruments or, cash.