ISTOXX® EUROPE CARRY FACTOR INDEX

Components1

Company Supersector Country Weight (%)

NESTLE Food, Beverage & Tobacco Switzerland 3.20 ASML HLDG Technology Netherlands 2.76 ALLIANZ Insurance Germany 2.48 UNILEVER PLC Personal Care, Drug & Grocery Stores Great Britain 2.36 CIE FINANCIERE RICHEMONT Consumer Products & Services Switzerland 1.93 Prosus Technology Netherlands 1.84 EXPERIAN Industrial Goods & Services Great Britain 1.81 BT GRP Telecommunications Great Britain 1.80 KBC GRP Banks Belgium 1.68 CREDIT SUISSE GRP Financial Services Switzerland 1.66 WOLTERS KLUWER Media Netherlands 1.65 ALCON Health Care Switzerland 1.64 BEIERSDORF Personal Care, Drug & Grocery Stores Germany 1.64 SNAM RETE GAS Energy Italy 1.59 TEMENOS Technology Switzerland 1.59 TENARIS Energy Italy 1.58 VOPAK Industrial Goods & Services Netherlands 1.57 KINGSPAN GRP Construction & Materials Ireland 1.57 TERNA Utilities Italy 1.57 INTERCONTINENTAL HOTELS GRP Travel & Leisure Great Britain 1.57 CAIXABANK Banks Spain 1.56 NESTE Energy Finland 1.56 STANDARD CHARTERED Banks Great Britain 1.54 NEXT Retail Great Britain 1.54 SARTORIUS STEDIM BIOTECH Health Care France 1.53 DAVIDE CAMPARI Food, Beverage & Tobacco Italy 1.52 ERSTE GROUP BANK Banks Austria 1.52 MONCLER Consumer Products & Services Italy 1.49 KAZ MINERALS PLC Basic Resources Great Britain 1.49 RIGHTMOVE GRP Real Estate Great Britain 1.47 EXOR NV Financial Services Italy 1.46 CARL ZEISS MEDITEC Health Care Germany 1.41 Getlink Industrial Goods & Services France 1.41 BUZZI UNICEM Construction & Materials Italy 1.40 EDP RENOVAVEIS Utilities Portugal 1.39 LANXESS Chemicals Germany 1.35 JD SPORTS FASHION Retail Great Britain 1.31 DIRECT LINE INSURANCE GROUP Insurance Great Britain 1.31 DIASORIN Health Care Italy 1.30 HOLMEN B Basic Resources Sweden 1.21 JERONIMO MARTINS Personal Care, Drug & Grocery Stores Portugal 1.20 RENTOKIL INITIAL Industrial Goods & Services Great Britain 1.17 HIKMA PHARMACEUTICALS Health Care Great Britain 1.13 SIKA Construction & Materials Switzerland 1.13 AVIVA Insurance Great Britain 1.08 ASHTEAD GRP Industrial Goods & Services Great Britain 1.05 MERCK Health Care Germany 1.04 INVESTOR B Financial Services Sweden 1.04 ROYAL UNIBREW Food, Beverage & Tobacco Denmark 0.98 TAG IMMOBILIEN AG Real Estate Germany 0.97 ETS COLRUYT Personal Care, Drug & Grocery Stores Belgium 0.92 MELIA HOTELS INTL. Travel & Leisure Spain 0.88 NETWORK INTERNATIONAL HOLDINGS Industrial Goods & Services Great Britain 0.80 NOVO NORDISK B Health Care Denmark 0.76 OCI Chemicals Netherlands 0.71 EQT Financial Services Sweden 0.66 ROCHE HLDG P Health Care Switzerland 0.65 BCO COMERCIAL PORTUGUES Banks Portugal 0.63 SALVATORE FERRAGAMO Consumer Products & Services Italy 0.62 ALSTRIA OFFICE REIT Real Estate Germany 0.62 FRESNILLO Basic Resources Great Britain 0.62 LANDIS GYR GROUP AG Industrial Goods & Services Switzerland 0.56 KION GROUP Industrial Goods & Services Germany 0.53 BEIJER REF AB Industrial Goods & Services Sweden 0.52 GROUP Food, Beverage & Tobacco Great Britain 0.49 BOLLORE Industrial Goods & Services France 0.49 SMITH & NEPHEW Health Care Great Britain 0.48 NOVARTIS Health Care Switzerland 0.46 Basic Resources Great Britain 0.45 ITV Media Great Britain 0.45 CGG Energy France 0.44 HERMES INTERNATIONAL Consumer Products & Services France 0.44

1 Based on the last periodic review implementation

ISTOXX® EUROPE CARRY FACTOR INDEX

Components1

Company Supersector Country Weight (%)

EOLUS VIND B Energy Sweden 0.42 CAPITAL & COUNTIES PROPERTIES Real Estate Great Britain 0.42 LVMH MOET HENNESSY Consumer Products & Services France 0.40 NATIXIS Banks France 0.38 MERCATOR MEDICAL Health Care Poland 0.38 AVANCE GAS Industrial Goods & Services Norway 0.38 GESTAMP AUTOMOCION S.A. Automobiles & Parts Spain 0.36 BEFESA SA Utilities Germany 0.36 POLISH OIL AND GAS Energy Poland 0.35 DERMAPHARM HOLDING Health Care Germany 0.34 CELLINK B Health Care Sweden 0.34 D'IETEREN Automobiles & Parts Belgium 0.33 PETROPAVLOVSK Basic Resources Great Britain 0.33 BANQUE CANTONALE VAUDOISE Banks Switzerland 0.32 TELECOM ITALIA Telecommunications Italy 0.32 GRUPPO MUTUIONLINE Financial Services Italy 0.31 MEDI-STIM Health Care Norway 0.30 CRODA INTERNATIONAL Chemicals Great Britain 0.30 ROVIO ENTERTAINMENT OYJ Consumer Products & Services Finland 0.30 CHRISTIAN DIOR Consumer Products & Services France 0.30 CIE AUTOMOTIVE Automobiles & Parts Spain 0.29 FAGRON Health Care Belgium 0.28 IREN Utilities Italy 0.26 KERRY GRP Food, Beverage & Tobacco Ireland 0.26 INVISIO Industrial Goods & Services Sweden 0.24 BARCLAYS Banks Great Britain 0.22 SEMAPA Basic Resources Portugal 0.21 ADDTECH B Industrial Goods & Services Sweden 0.21 SAIPEM Energy Italy 0.21 CEMENTIR HOLDING Construction & Materials Italy 0.21 SKISTAR B Travel & Leisure Sweden 0.21 Real Estate Great Britain 0.20

1 Based on the last periodic review implementation