ISTOXX® EUROPE MULTI-FACTOR XC INDEX

Components1

Company Supersector Country Weight (%) ROCHE HLDG P Health Care Switzerland 3.85 NOVO NORDISK B Health Care Denmark 2.61 GLAXOSMITHKLINE Health Care Great Britain 2.30 DANONE Food, Beverage & Tobacco France 1.84 EVRAZ Basic Resources Great Britain 1.74 NESTLE Food, Beverage & Tobacco Switzerland 1.72 ROYAL DUTCH SHELL A Energy Great Britain 1.71 FRESENIUS Health Care Germany 1.67 ENGIE Utilities France 1.65 BARRY CALLEBAUT Food, Beverage & Tobacco Switzerland 1.62 PUMA Consumer Products & Services Germany 1.61 SGS Industrial Goods & Services Switzerland 1.59 BOUYGUES Construction & Materials France 1.58 SVENSKA HANDELSBANKEN A Banks Sweden 1.55 ATOS Technology France 1.54 ANDRITZ Industrial Goods & Services Austria 1.50 SAINSBURY (J) Personal Care, Drug & Grocery Great Britain 1.48 RIO TINTO Basic Resources Great Britain 1.48 FRESENIUS MEDICAL CARE Health Care Germany 1.47 HENKEL PREF Consumer Products & Services Germany 1.46 ORANGE Telecommunications France 1.44 NEXT Retail Great Britain 1.42 AZIMUT HLDG Financial Services Italy 1.42 KPN Telecommunications Netherlands 1.42 JULIUS BAER GRP Financial Services Switzerland 1.40 ENDESA Utilities Spain 1.39 TEMENOS Technology Switzerland 1.34 RAIFFEISEN BANK INTERNATIONAL Banks Austria 1.33 JOHNSON MATTHEY Chemicals Great Britain 1.33 RANDSTAD Industrial Goods & Services Netherlands 1.31 ASSICURAZIONI GENERALI Insurance Italy 1.25 CONVATEC PLC Health Care Great Britain 1.23 MORRISON (WILLIAM) SUPERMARK Personal Care, Drug & Grocery Great Britain 1.21 A2A Utilities Italy 1.18 TIETOEVRY Technology Finland 1.11 VOPAK Industrial Goods & Services Netherlands 1.11 UNITED INTERNET Technology Germany 1.11 LANDIS GYR GROUP AG Industrial Goods & Services Switzerland 1.09 AKZO NOBEL Chemicals Netherlands 1.08 Technology Great Britain 1.05 KBC GRP Banks Belgium 1.04 TECHNIPFMC Energy France 1.01 BAYER Health Care Germany 0.97 MONCLER Consumer Products & Services Italy 0.96 SCANDIC HOTELS GROUP AB Travel & Leisure Sweden 0.95 SALVATORE FERRAGAMO Consumer Products & Services Italy 0.93 JERONIMO MARTINS Personal Care, Drug & Grocery Portugal 0.91 UNIPER Utilities Germany 0.90 M&G Financial Services Great Britain 0.89 SWISS PRIME SITE Real Estate Switzerland 0.85 JYSKE BANK Banks Denmark 0.84 CARLSBERG B Food, Beverage & Tobacco Denmark 0.79 CIE AUTOMOTIVE Automobiles & Parts Spain 0.76 BAE SYSTEMS Industrial Goods & Services Great Britain 0.74 IPSEN Health Care France 0.69 PRYSMIAN Industrial Goods & Services Italy 0.68 Financial Services Great Britain 0.67 NOVARTIS Health Care Switzerland 0.67 SIXT Consumer Products & Services Germany 0.66 FLOW TRADERS Financial Services Netherlands 0.66 TP ICAP Financial Services Great Britain 0.64 FREENET Telecommunications Germany 0.64 Industrial Goods & Services Great Britain 0.63 FRONTLINE Industrial Goods & Services Norway 0.61 Technology Great Britain 0.60 ALTICE EUROPE NV A Telecommunications Netherlands 0.58 ELECTROLUX B Consumer Products & Services Sweden 0.55 ALTEN Technology France 0.54 Basic Resources Great Britain 0.53 LOGISTA Industrial Goods & Services Spain 0.52 WENDEL Financial Services France 0.51 BETSSON B Travel & Leisure Sweden 0.50

1 Based on the last periodic review implementation

ISTOXX® EUROPE MULTI-FACTOR XC INDEX

Components1

Company Supersector Country Weight (%) BIC Personal Care, Drug & Grocery France 0.48 Naturgy Energy Group Utilities Spain 0.46 PHILIPS Health Care Netherlands 0.46 DEUTSCHE EUROSHOP Real Estate Germany 0.45 EVONIK INDUSTRIES Chemicals Germany 0.44 ASML HLDG Technology Netherlands 0.43 TOKMANNI Retail Finland 0.43 EURONAV Industrial Goods & Services Belgium 0.43 SCHAEFFLER AG Automobiles & Parts Germany 0.43 MAN GRP Financial Services Great Britain 0.42 INCHCAPE Industrial Goods & Services Great Britain 0.41 LEO VEGAS Travel & Leisure Sweden 0.41 ALLREAL HLDG Real Estate Switzerland 0.39 NEXITY Real Estate France 0.37 DRAX GRP Utilities Great Britain 0.37 Industrial Goods & Services Great Britain 0.37 VEON Telecommunications Netherlands 0.36 MERCIALYS REIT Real Estate France 0.36 NCC B Construction & Materials Sweden 0.36 CHRISTIAN DIOR Consumer Products & Services France 0.35 BW LPG Industrial Goods & Services Norway 0.34 ELIOR GROUP Consumer Products & Services France 0.33 ARJO B Health Care Sweden 0.32 Bonava B Consumer Products & Services Sweden 0.31 SAP Technology Germany 0.30 ACKERMANS & VAN HAAREN Financial Services Belgium 0.30 NOS SGPS Telecommunications Portugal 0.30 RHEINMETALL Industrial Goods & Services Germany 0.29 PLAYTECH Travel & Leisure Great Britain 0.29 SONAE Personal Care, Drug & Grocery Portugal 0.29 KEMIRA Chemicals Finland 0.28 OESTERREICHISCHE POST Industrial Goods & Services Austria 0.28 AVANCE GAS Industrial Goods & Services Norway 0.26 SOPRA STERIA GROUP Technology France 0.25 NOBIA Consumer Products & Services Sweden 0.25 DUFRY GRP Retail Switzerland 0.25 UNIQA VERSICHERUNGEN Insurance Austria 0.25 SYDBANK Banks Denmark 0.23 Energy Great Britain 0.23 BANCA FARMAFACTORING S.P.A. Financial Services Italy 0.22 CAF Industrial Goods & Services Spain 0.22 BW OFFSHORE Energy Norway 0.22 CLAS OHLSON B Retail Sweden 0.22 INDRA SISTEMAS Technology Spain 0.21 FORBO 'R' Consumer Products & Services Switzerland 0.21 VIENNA INSURANCE Insurance Austria 0.21 ACADEMEDIA Consumer Products & Services Sweden 0.20 LVMH MOET HENNESSY Consumer Products & Services France 0.20

1 Based on the last periodic review implementation