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EURO STOXX® RESIDUAL MOMENTUM PREMIUM INDEX

Components1

Company Supersector Country Weight (%) HENKEL PREF Personal & Household Goods DE 3.94 KERRY GRP Food & Beverage IE 3.71 HERA Utilities IT 2.87 HANNOVER RUECK Insurance DE 2.32 MUENCHENER RUECK Insurance DE 2.07 INGENICO Technology FR 1.96 AMPLIFON Health Care IT 1.91 TELECOM Telecommunications ES 1.87 ILIAD Telecommunications FR 1.77 Construction & Materials ES 1.73 ESSILORLUXOTTICA Health Care FR 1.72 Industrial Goods & Services FR 1.69 Retail DE 1.56 ORION B Health Care FI 1.53 ENAGAS Oil & Gas ES 1.52 Technology DE 1.51 SCHNEIDER ELECTRIC Industrial Goods & Services FR 1.44 ASM INTERNATIONAL Technology NL 1.41 GEA GRP Industrial Goods & Services DE 1.37 ALSTRIA OFFICE REIT Real Estate DE 1.36 MERCK Health Care DE 1.35 Industria de Diseno Textil SA Retail ES 1.32 Financial Services FR 1.28 Chemicals DE 1.28 CTS EVENTIM Media DE 1.26 ICADE Real Estate FR 1.25 EUROFINS SCIENTIFIC Health Care FR 1.24 INMOBILIARIA COLONIAL SOCIMI Real Estate ES 1.21 ASML HLDG Technology NL 1.18 AIR LIQUIDE Chemicals FR 1.17 SIEMENS Industrial Goods & Services DE 1.15 BOUYGUES Construction & Materials FR 1.12 HUHTAMAKI Industrial Goods & Services FI 1.11 INTESA SANPAOLO Banks IT 1.10 BAYER Health Care DE 1.07 CREDIT AGRICOLE Banks FR 1.06 COFINIMMO Real Estate BE 1.06 BNP PARIBAS Banks FR 1.05 ATOS Technology FR 1.03 Oil & Gas ES 1.03 GECINA Real Estate FR 1.02 AALBERTS Industrial Goods & Services NL 1.02 Health Care ES 1.00 ENEL Utilities IT 0.99 GROUP Technology FR 0.99 RANDSTAD Industrial Goods & Services NL 0.99 SARTORIUS STEDIM BIOTECH Health Care FR 0.98 VEOLIA ENVIRONNEMENT Utilities FR 0.96 Utilities ES 0.95 ALSTOM Industrial Goods & Services FR 0.95 Industrial Goods & Services FR 0.95 TERNA Utilities IT 0.94 SUEZ ENVIRONNEMENT Utilities FR 0.93 SCOUT24 Technology DE 0.93 SAP Technology DE 0.92 BE SEMICONDUCTOR Technology NL 0.92 ELIA GROUP Utilities BE 0.90 PREF Chemicals DE 0.86 Chemicals DE 0.86 GALAPAGOS Health Care BE 0.84 KESKO Retail FI 0.83 STMICROELECTRONICS Technology IT 0.83 DEUTSCHE BANK Banks DE 0.83 SANOFI Health Care FR 0.83 KION GROUP Industrial Goods & Services DE 0.81 S.A. Construction & Materials ES 0.80 GRP SOCIETE GENERALE Banks FR 0.79 ALTICE EUROPE NV A Telecommunications NL 0.78 PRYSMIAN Industrial Goods & Services IT 0.76 LICHT Industrial Goods & Services DE 0.75 WDP Real Estate BE 0.71 Real Estate FR 0.71

1 Based on the last periodic review implementation

EURO STOXX® RESIDUAL MOMENTUM PREMIUM INDEX

Components1

Company Supersector Country Weight (%) FREENET Telecommunications DE 0.69 ELIS Industrial Goods & Services FR 0.69 WIENERBERGER Construction & Materials AT 0.68 UBI BCA Banks IT 0.68 FRESENIUS Health Care DE 0.67 SIGNIFY Industrial Goods & Services NL 0.67 JERONIMO MARTINS Retail PT 0.64 BANCO BPM Banks IT 0.61 FRESENIUS MEDICAL CARE Health Care DE 0.61 KBC GRP Banks BE 0.55 Real Estate DE 0.54 AEDIFICA Real Estate BE 0.47 Vonovia SE Real Estate DE 0.46 TELEFONICA DEUTSCHLAND Telecommunications DE 0.44 SOFINA Financial Services BE 0.38 ELISA CORPORATION Telecommunications FI 0.14 UCB Health Care BE 0.12 EDP ENERGIAS DE PORTUGAL Utilities PT 0.05

1 Based on the last periodic review implementation