ISTOXX® EUROPE LOW RISK FACTOR INDEX

Components1

Company Supersector Country Weight (%) NOVARTIS Health Care Switzerland 3.90 NV Personal & Household Goods 3.03 GLAXOSMITHKLINE Health Care Great Britain 2.57 LVMH MOET HENNESSY Personal & Household Goods France 2.42 NESTLE Food & Beverage Switzerland 2.26 SANOFI Health Care France 2.26 SIEMENS Industrial Goods & Services Germany 2.06 DEUTSCHE TELEKOM Telecommunications Germany 1.94 AIR LIQUIDE Chemicals France 1.87 BHP GROUP PLC. Basic Resources Great Britain 1.87 SIKA Construction & Materials Switzerland 1.87 HERMES INTERNATIONAL Personal & Household Goods France 1.86 ABB Industrial Goods & Services Switzerland 1.86 DASSAULT SYSTEMS Technology France 1.77 MERCK Health Care Germany 1.75 SGS Industrial Goods & Services Switzerland 1.73 GEBERIT Construction & Materials Switzerland 1.73 E.ON Utilities Germany 1.72 FRESENIUS MEDICAL CARE Health Care Germany 1.71 UPM KYMMENE Basic Resources Finland 1.69 MICHELIN Automobiles & Parts France 1.66 HENKEL PREF Personal & Household Goods Germany 1.65 LafargeHolcim Construction & Materials Switzerland 1.63 SWISS LIFE HLDG Insurance Switzerland 1.63 INTESA SANPAOLO Banks Italy 1.59 MONDI Basic Resources Great Britain 1.53 ATOS Technology France 1.52 RELX PLC Media Great Britain 1.48 ENAGAS Oil & Gas Spain 1.48 SAGE GRP Technology Great Britain 1.42 SNAM RETE GAS Oil & Gas Italy 1.38 BEIERSDORF Personal & Household Goods Germany 1.38 GRP BRUXELLES LAMBERT Financial Services Belgium 1.35 COMPASS GRP Travel & Leisure Great Britain 1.30 SCHNEIDER ELECTRIC Industrial Goods & Services France 1.28 BUREAU VERITAS Industrial Goods & Services France 1.27 GALP ENERGIA Oil & Gas Portugal 1.26 SIMCORP Technology Denmark 1.23 ROCHE HLDG P Health Care Switzerland 1.13 INTERCONTINENTAL HOTELS GRP Travel & Leisure Great Britain 1.12 JULIUS BAER GRP Banks Switzerland 1.08 GAMESYS GROUP Travel & Leisure Great Britain 1.04 TAG IMMOBILIEN AG Real Estate Germany 1.02 SKANSKA B Construction & Materials Sweden 1.01 METSO OUTOTEC Industrial Goods & Services Finland 1.00 KOJAMO OYJ Real Estate Finland 0.99 UNIPER Utilities Germany 0.98 NORDEA BANK Banks Sweden 0.92 FERROVIAL Construction & Materials Spain 0.89 SVENSKA CELLULOSA B Basic Resources Sweden 0.86 RIO TINTO Basic Resources Great Britain 0.80 SOFTWARE Technology Germany 0.80 SBM OFFSHORE Oil & Gas Netherlands 0.78 ING GRP Banks Netherlands 0.73 BILLERUDKORSNAS Basic Resources Sweden 0.72 BARRATT DEVELOPMENTS Personal & Household Goods Great Britain 0.68 NOVO NORDISK B Health Care Denmark 0.68 QUILTER Financial Services Great Britain 0.67 SEGRO Real Estate Great Britain 0.65 LA FRANCAISE DES JEUX Travel & Leisure France 0.64 ADIDAS Personal & Household Goods Germany 0.62 M&G Financial Services Great Britain 0.56 COFINIMMO Real Estate Belgium 0.56 TRAINLINE PLC Travel & Leisure Great Britain 0.55 UNIPOLSAI Insurance Italy 0.51 BUCHER INDUSTRIES Industrial Goods & Services Switzerland 0.50 PRIMARY HEALTH PROPS. Real Estate Great Britain 0.49 ORPEA Health Care France 0.43 SAP Technology Germany 0.39 ALLREAL HLDG Real Estate Switzerland 0.39 Media Netherlands 0.38 ASML HLDG Technology Netherlands 0.37

1 Based on the last periodic review implementation

ISTOXX® EUROPE LOW RISK FACTOR INDEX

Components1

Company Supersector Country Weight (%) PLAYTECH Travel & Leisure Great Britain 0.35 BAE SYSTEMS Industrial Goods & Services Great Britain 0.34 BETSSON B Travel & Leisure Sweden 0.34 SUBSEA7 Oil & Gas Norway 0.34 TIETOEVRY Technology Finland 0.33 STORA ENSO R Basic Resources Finland 0.33 ALLIANZ Insurance Germany 0.33 EQT Financial Services Sweden 0.30 INDUSTRIVARDEN A Financial Services Sweden 0.28 PORSCHE PREF Automobiles & Parts Germany 0.28 ADMIRAL GRP Insurance Great Britain 0.28 Prosus Technology Netherlands 0.27 AUTOGRILL Travel & Leisure Italy 0.25 TOTAL Oil & Gas France 0.25 SPAREBANK 1 SR-BANK ASA Banks Norway 0.23 SCANDINAVIAN TOBACCO GROUP Personal & Household Goods Denmark 0.22 FORBO 'R' Personal & Household Goods Switzerland 0.22 ASTRAZENECA Health Care Great Britain 0.22 NOBIA Personal & Household Goods Sweden 0.22 TAYLOR WIMPEY Personal & Household Goods Great Britain 0.21 JYSKE BANK Banks Denmark 0.20 PREMIER OIL Oil & Gas Great Britain 0.20 LOGISTA Industrial Goods & Services Spain 0.20 ALTEN Technology France 0.20 dorma+kaba Industrial Goods & Services Switzerland 0.20 COMMERZBANK Banks Germany 0.20 SCANDIC HOTELS GROUP AB Travel & Leisure Sweden 0.19 SVENSKA HANDELSBANKEN A Banks Sweden 0.19

1 Based on the last periodic review implementation