Methodology Change | Solactive ISS ESG Screened Paris Aligned Index Series | Effective Date 2024-04-04

Today, on the 22/04/2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

 Rationale  for  the  Methodology  Change

The underlying assets of the ISS ESG Screened Paris Aligned Index Series are selected in such a manner
that the resulting benchmark portfolio’s GHG emissions are aligned with the long-term global warming
target of the Paris Climate Agreement, including only companies operating in accordance with market
standards for responsible business conduct (Norms-Based Research) and controversial weapons. Those
standards are based on established norms such as the United Nations Global Compact and the exclusion
of significant involvement in defined sectors.

In order to reflect the latest market standards and requirements for sustainable investments and to
strengthen the ESG focus of the index, the maximum revenue from coal-fired power generation in the fossil fuel exclusions filter in section 2.2 of the guidelines from 10% to 5%.

Changes  to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

Section 2.2. “SELECTION OF THE INDEX COMPONENTS”
Exclusion Criterion: Fossil Fuel
From:
Exception 1:
Max 10% Production, Distribution & Exploration, min 10% Revenues from Renewable Energies Power
Generation, max 10% Revenues from Coal Power Generation, Concrete science-based target
Exception 2:
0% Oil Extraction, Oil Refinement & Fossil Fuel Exploration, max 10% Oil distribution max 50% Gas
Extraction, Gas Refinement & Fossil Fuel Distribution Concrete science-based target, min 10% Revenues
from Renewable Energies Power Generation, max 10% Revenues from Coal Power Generation, company
sector “Utilities” according to the FactSet sector classification system.
To:
Exception 1:
Max 10% Production, Distribution & Exploration, min 10% Revenues from Renewable Energies Power
Generation, max 5% Revenues from Coal Power Generation, Concrete science-based target
Exception 2:
0% Oil Extraction, Oil Refinement & Fossil Fuel Exploration, max 10% Oil distribution, max 50% Gas
Extraction, Gas Refinement & Fossil Fuel Distribution Concrete science-based target, min 10% Revenues
from Renewable Energies Power Generation, max 5% Revenues from Coal Power Generation, company
sector “Utilities” according to the FactSet sector classification system.

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices. The amended version of the index guideline will be available on the announcement date.