KEY INFORMATION DOCUMENT 1/3PURPOSE This document provides you with key information about this investment product. It is not marketing material. The information is required by law to help you understand the nature, risks, costs, potential gains and losses of this product and to help you compare it with other products. PRODUCT BNP PARIBAS EASY CAC 40® ESG UCITS ETF (FR0010150458) Manufacturer: BNP PARIBAS ASSET MANAGEMENT Europe (« BNPP AM ») Website: https://www.bnpparibas-am.com call +33.1.58.97.13.09 for more information. The Autorité des marchés financiers (“AMF”) is responsible for the supervision of BNPP AM with regard to this key information document. BNPP AM is authorized in France under number GP96002 and regulated by the AMF. Date of production of the KID: 01/03/2024 WHAT IS THIS PRODUCT? Type This Product is an undertaking for collective investment in transferable securities (UCITS). It is established as an FCP (fonds commun de placement mutual investment fund) subject to the provisions of the French Monetary and Financial Code and UCITS Directive 2009/65/EC as amended. Term The Product was initially established for a term of 99 years. BNPP AM is entitled to dissolve the Product unilaterally. Dissolution may also take place in the event of a merger, total redemption of the units or when the net assets of the Product are less than the minimum regulatory amount. Objectives Management objective: Classified as an Equities of European Union countries fund, the Fund aims to replicate the performance of the Euronext CAC 40® ESG Gross Return index (Bloomberg Code: CACESGGR Index), calculated with dividends reinvested, whether it rises or falls, by investing in equities selected in accordance with environmental, social and governance (ESG) responsibility criteria, in line with the weightings of the index (full replication) or in a sample of equities issued by companies in the index (optimised replication). As the Fund is indexed, it seeks to maintain the tracking error at a level below 1% in absolute terms between the growth of the Fund's net asset value and that of the index. If this tracking error exceeds 1%, it must not, in any event, exceed 5% of the index's volatility. The tracking error is calculated from the weekly performance observed over the last 52 weeks. The Fund is managed passively. Key characteristics of the Fund: - The Index comprises 40 equities of mainly French companies selected on the basis of sustainability-related criteria, with the aim of reducing the (weighted*) carbon footprint of the index relative to its starting universe, the Euronext CAC® Large 60 index. These company securities are subject to an ESG rating (environmental opportunities, pollution and waste, human capital, corporate governance etc.). They are selected and ranked on the basis of their ratings, as well as their efforts to reduce their exposure to coal and unconventional fossil fuels, with a cap that limits a company's maximum weighting within the index to 10% at each rebalancing date. As a result, companies operating in sectors with a potentially high negative ESG impact, companies that have committed significant violations of the UN Global Compact principles and companies that are involved in serious ESG-related controversies are excluded from the index. *The weighted average carbon footprint is defined as the combination of company-level scope 1 and 2 emissions, weighted by the weight of each company in the index and then aggregated. The type of approach used here is Best-in-Universe . The Best-in-Universe approach favours the highest-rated issuers from a non-financial perspective, regardless of their industry. This approach permits sectoral biases, as sectors that are generally considered more virtuous will be better represented. The index follows a selective approach, i.e. it excludes 20% of the lowest-rated environmental, social and governance securities from the index relative to the investment universe, namely the Euronext CAC® Large 60 index. The non-financial analysis is carried out on all the equities comprising the index. The index administrator uses company ratings provided by their ESG research and rating partners to determine, among other things, equity eligibility. The index's non-financial strategy may include methodological limitations, such as ESG investment risk, not factoring in scope 3 for carbon footprints or index rebalancing. Further information on the index, its composition, calculation, rules for periodic monitoring and rebalancing and information on the general methodology shared by all Euronext indices, can be found online at www.euronext.com. - The Fund invests in securities of mostly French large- and possibly mid-cap companies from all sectors, issued on the markets of one or more European countries that are members of the OECD, as well as in bond and/or money market instruments. - The Fund is eligible for the PEA and must therefore ensure that at least 75% of its assets are comprised of securities eligible for the PEA. - Allocation of distributable income: Distribution. - Frequency of NAV calculation: calculated daily, provided that the market underlying the index and the market on which the Fund is listed are open. An indicative net asset value is calculated during the opening hours of the stock exchange. Redemption requests are cleared through BNP Paribas from Monday to Friday until 4.30 p.m. Paris time. They are executed on the basis of the net asset value dated the same day and are settled within five days of the calculation of the net asset value. Other information: This Fund may not be appropriate for investors who plan to withdraw their money within five years. Intended retail investors This Product is designed for investors who have neither financial expertise nor any specific knowledge to understand the Product but nevertheless may bear a total capital loss. It is suited for clients who seek growth of and/or income from capital. Potential investors should have an investment horizon of at least 5 years. The product is not marketed to US investors that fall within the definition of restricted persons, as summarised in the Product's prospectus. Practical Information Custodian: BNP PARIBAS Further information about the Product including the latest prospectus, Key Investor Information Document, net asset values, latest published prices of share, annual report, investment description, may be obtained free of charge from BNP PARIBAS ASSET MANAGEMENT Europe - Service Client - TSA 90007 - 92729 Nanterre CEDEX, France. KEY INFORMATION DOCUMENT 2/3WHAT ARE THE RISKS AND WHAT COULD I GET IN RETURN? Risk Indicator The risk indicator assumes you keep the Product for 5 years. The risk indicator assumes you keep the Product for 5 years. You may not be able to sell your Product easily or you may have You may not be able to sell your Product easily or you may have to to sell at a price that significantly impacts on how much you get sell at a price that significantly impacts on how much you get back. back.Lower risk Higher risk The summary risk indicator is a guide to the level of risk of this Product compared to other Products. It shows how likely it is that the Product will lose money because of movements in the markets or because we are not able to pay you. We have classified this Product as 5 out of 7, which is a medium-high risk class. Investment in equity instruments justifies the risk category. These are subject to significant price fluctuations, which are often amplified in the short term. In other words, the potential losses related to the Product's future results are medium to high, and if the market situation deteriorates, it is likely that the value of your investment will be affected when you request the redemption of your units. Other risk materially relevant to the Product not included in the summary risk indicator:Liquidity risk: this risk arises from the difficulty of selling a security at its fair value and within a reasonable period of time due to a lack of buyers. For additional details regarding the risks, please refer to the prospectus. This Product does not include any protection from future market performance so you could lose some or all of your investment. Performance Scenarios The figures shown include all the costs of the Product itself, but may not include all the costs that you pay to your advisor or distributor. The figures do not take into account your personal tax situation, which may also affect how much you get back. What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted. The unfavourable,moderate and favourable scenarios presented represent examples using the best and worst performance, as well as the average performance of the Product and/or appropriate benchmark over the last 10 years. The markets could develop very differently in the future. The stress scenario shows what you might get back in extreme market circumstances. Recommended holding period: 5 yearsIf you exit after 1 year If you exit after 5 years Example Investment: EUR 10,000 Scenarios Minimum There is no minimum guaranteed return. You could lose some or all of your investment. What you might get back after costs 5,149.2 EUR 1,342.22 EUR Stress Average return each year -48.51%-33.08% What you might get back after costs 7,701.13 EUR 9,580.38 EUR Unfavourable Average return each year -22.99% -0.85% What you might get back after costs10,313.98 EUR 13,822.91 EUR Moderate Average return each year 3.14% 6.69% What you might get back after costs14,268.48 EUR 16,630.59 EUR Favourable Average return each year42.68% 10.71% The favorable scenario occurred for an investment between 2018 and 2023. The moderate scenario occurred for an investment between 2015 and 2020. The unfavorable scenario occurred for an investment between 2015 and 2020. WHAT HAPPENS IF BNPP AM IS UNABLE TO PAY OUT? The Product is a fund of jointly owned financial instruments and deposits separate from BNPP AM. In the event that BNPP AM defaults, the assets of the Product held by the depositary will not be affected. However, in the event that the depositary defaults, the Product's risk of financial loss is mitigated by the legal segregation of the depositary's assets from those of the Product. WHAT ARE THE COSTS? The person advising on or selling you this Product may charge you other costs. If so, this person will provide you with information about these costs and how they affect your investment. Costs over time The tables show the amounts that are taken from your investment to cover different types of costs. These amounts depend on how much you invest, how long you hold the Product. The amounts shown here are illustrations based on an example investment amount and different possible investment periods. We have assumed:in the first year, you would get back the amount that you invested (0% annual return). For the other holding periods we have assumed the Product performs asshown in the moderate scenario.EUR 10,000 is invested. If you exit after 1 yearIf you exit after 5 years Total Cost 618.52 EUR 930.82 EUR Annual Cost Impact (*)6.19% 1.61% each year (*) This illustrates how costs reduce your return each year over the holding period. For example it shows that if you exit at the recommended holding period your average return per year is projected to be 8.30% before costs and 6.69% after costs. We may share the costs with the person selling you the product to cover the services they provide to you. This person will inform you of the amount. KEY INFORMATION DOCUMENT 3/3 Composition of costs One-off entry or exit costsIf you exit after 1 year Up to Entry costsUp to 3.00% of the amount you pay in when entering this investment. 300 EUR3.00% of your investment before it is paid out to you. The exit costs indicated are the maximumcosts for subscriptions/redemptions in cash on the primary market for authorised participants. Insome cases, you may pay less. Investors can obtain the actual amount of the exit costs from their Exit costs advisor or financial intermediary. 291 EURThe conditions applicable to purchases and sales on the secondary market are those applicable onthis market and of your broker. No redemption or subscription costs are applied to you. Theintermediary costs you may pay depend on the intermediary used (execution, custody, etc.). Recurring costs levied annually Management costs and other administrative and 0.25% of the value of your investment per year. The amount is based on past expenses 24.25 EUR operating costs calculated on 31/12/2023.0.03% of the value of your investment per year. This is an estimate of the costs incurred when Transaction costs we buy and sell the underlying investments for the Product. The actual amount will vary3.27 EURdepending on how much we buy and sell. Incidental costs taken under specific conditions Performance fees There is no performance fee for this Product. 0 EUR HOW LONG SHOULD I HOLD IT AND CAN I TAKE MONEY OUT EARLY? The RHP has been defined and based on the risk and reward profile of the Product. The reimbursements modalities are detailed in the prospectus of the fund. Any redemption occurring before the end of the RHP may adversely impact the performance profile of the Product. HOW CAN I COMPLAIN? For any complaints, investors are invited to contact their usual advisor at the establishment that advised them on the Product. They can also contact BNPP AM via its website www.bnpparibas-am.fr (Complaints Management Policy in the footer at the bottom of the page), by sending a registered letter with acknowledgement of receipt to BNP PARIBAS ASSET MANAGEMENT Europe - Client Service - TSA 90007 - 92729 Nanterre CEDEX, France, France, or by sending an email to amfr.reclamations@bnpparibas.com. OTHER RELEVANT INFORMATION In order to access the Product’s past performances and performance scenarios, please follow the instructions below: (1) Click on https://www.bnpparibas-am.fr (2) On the welcome page, keep ''France'' country and choose the language and your investor profile; accept web site terms and conditions. (3) Go to tab 'FUNDS' and 'Fund explorer'. (4) Search for the Product using the ISIN code or the Product’s name and click on the Product. (5) Click on the 'Performance' tab. The chart on the website shows the Product’s performance as the percentage loss or gain per year over the last 10 years compared to its benchmark. It can help you assess how the Product has been managed in the past and compare it to its benchmark. If this Product is used as an underlying of an insurance policy or a capitalization policy, the additional information on this contract, such as the costs of the contract, which are not included in the costs indicated in this key information document, the contact in case of a claim and what happens in the case of failure of the insurance company are presented in the key information document of this contract, which must be provided by your insurer or broker or any other intermediary of insurance in accordance with its legal obligation. The Product falls under article 8 of the so-called SFDR regulation (Sustainable Finance Disclosure Regulation - regulation 2019/2088 of the European Parliament and of the Council of 27 November on sustainability related disclosures in the financial services sector). Information on sustainable finance is available at the following address: https://www.bnpparibas-am.com/sustainability-bnpp-am/. In the event of continued disagreement, investors can also contact the AMF Ombudsman by post: The AMF Ombudsman, Autorité des marchés financiers, 17 place de la Bourse, 75082 Paris CEDEX 02, FRANCE, or via the Internet: http://www.amf-france.org Section: The AMF Ombudsman.