ICE Factset® Global ESG Foundry Leader PLUS Network Index

ICE DATA INDICES RULES AND METHODOLOGY

ICE FactSet® Global ESG Foundry Leader PLUS Network Index The ICE FactSet Global ESG Foundry Leader PLUS Network Index is a rules-based equity benchmark designed to track the performance of the world’s largest semiconductor foundry and companies that it either partially owns or are involved in its network as suppliers, customers, and partners. The index includes companies with higher profitability, positive earnings and a higher long-term Environmental, Social, and Governance (“ESG”) rating. The index undergoes a reconstitution semi-annually after the close of the fourth Friday in April and October. The reference date for all reconstitutions is the third Friday of the respective month. The starting universe from which index constituents are selected is comprised of common stocks, ADRs, or GDRs of companies that have a primary listing on the following global exchanges:

Exchange Country Australian Securities Exchange Australia Wiener Boerse Austria Euronext Brussels Belgium BM&F Bovespa Brazil Toronto Stock Exchange Canada NASDAQ Nordic Denmark NASDAQ Nordic Finland Euronext Paris France XETRA Germany Frankfurt Germany Stock Exchange of Hong Kong Hong Kong Indonesia Stock Exchange Indonesia Euronext Dublin Ireland Tel Aviv Stock Exchange Israel Electronic Share Market Italy Tokyo Stock Exchange Japan Bursa Malaysia Malaysia Bolsa Mexicana de Valores Mexico Euronext Amsterdam Netherlands Oslo Bors ASA Norway Warsaw Stock Exchange Poland Euronext Lisbon Portugal

Exchange Country Korea Exchange Republic of Korea (South Korea) Singapore Exchange Singapore Johannesburg Stock Exchange South Africa Bolsa de Madrid Spain NASDAQ Nordic Sweden SIX Swiss Exchange AG Switzerland Taiwan Stock Exchange Taiwan Taipei Exchange* Taiwan London Stock Exchange United Kingdom New York Stock Exchange United States NASDAQ United States NYSE American United States NYSE Arca United States Cboe BZX United States *Only securities listed on the General Stock Board of the Taipei Exchange are eligible for inclusion in the index

To be included in the index, securities must have a minimum company-level float-adjusted market capitalization of $400 million or greater, and a three-month Average Daily Trading Value (ADTV) of $3 million or greater on the reference date1. If multiple share classes qualify for a given company, then only the most liquid share class based on the three-month ADTV is selected.

Securities are selected for inclusion in the index based on the following criteria:

1 All dollar amounts are U.S. dollars unless otherwise indicated. Currency conversions take place at the London 4:00 PM WM/Refinitiv Spot FX rate as of the Reference Date.

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FactSet is a registered trademark of FactSet Research Systems, Inc. 1. The world’s largest semiconductor foundry is selected for inclusion in the index (“Foundry Leader”). This determination is based on market share of the RBICS Focus Level 6 industry “Semiconductor Foundry Services”. 2. First order suppliers and second order suppliers are identified for the Foundry Leader. This includes both direct suppliers where the source company identifies the relationship and reverse suppliers where the target company identifies the relationship. Only first and second order suppliers of the Foundry Leader that belong to one of the following semiconductor-related RBICS Focus Level 3 and Level 6 industries are eligible for inclusion in the index. In addition, only second order suppliers that are listed on an exchange located in the same country as that of the Foundry Leader based on its headquarters are eligible for inclusion in the index.

RBICS Level RBICS Level 3 / Level 6 Industry Code RBICS Level 3 / Level 6 Industry Name

Level 3 551015 Manufacturing Equipment and Services

Level 3 551030 Semiconductor Equipment and Services

Level 3 551020 Semiconductor Manufacturing

Level 3 451020 Specialty and Performance Chemicals

Level 6 451020301510 Electronic Materials Manufacturing

Level 6 551025101010 Electronics Manufacturing Equipment Manufacturing

Level 6 552015101510 IC-Level Electronic Design Software

Level 6 552015101515 IC-Level Intellectual Property Software Libraries

Level 6 401525102015 Industrial/Environmental Construction Contractors

Level 6 551015151010 Mixed Electronic Systems Manufacturing Services

Level 6 551010102010 Other Interconnect Components

Level 6 551530151015 Semiconductors Distributors

3. First order customers and second order customers are identified for the Foundry Leader (both direct and reverse). Only first order customers that belong to the following RBICS Focus Level 1 industry are eligible for inclusion in the index.

RBICS Level 1 Industry Code RBICS Level 1 Industry Name

55 Technology

4. First order partners and second order partners are identified for the Foundry Leader (both direct and reverse). Only first order partners of the Foundry Leader that belong to one of the following semiconductor-related RBICS Focus Level 3 and Level 6 industries are eligible for inclusion in the index.

RBICS Level RBICS Level 3 / Level 6 Industry Code RBICS Level 3 / Level 6 Industry Name

Level 3 551015 Manufacturing Equipment and Services

RBICS Level RBICS Level 3 / Level 6 Industry Code RBICS Level 3 / Level 6 Industry Name

Level 3 551030 Semiconductor Equipment and Services

Level 3 551020 Semiconductor Manufacturing

Level 3 451020 Specialty and Performance Chemicals

Level 6 451020301510 Electronic Materials Manufacturing

Level 6 551025101010 Electronics Manufacturing Equipment Manufacturing

Level 6 552015101510 IC-Level Electronic Design Software

Level 6 552015101515 IC-Level Intellectual Property Software Libraries

Level 6 401525102015 Industrial/Environmental Construction Contractors

Level 6 551015151010 Mixed Electronic Systems Manufacturing Services

Level 6 551010102010 Other Interconnect Components

Level 6 551530151015 Semiconductors Distributors

5. Publicly traded companies in which the Foundry Leader has a 10% or greater equity ownership stake are identified. Out of those companies, only those that belong to the following RBICS Focus Level 3 industries are eligible for inclusion in the index.

RBICS Level 3 Industry Code RBICS Level 3 Industry Name

551030 Semiconductor Equipment and Services

551020 Semiconductor Manufacturing

6. For securities that qualify under steps 2 to 5, the following fundamental data points are calculated. All fundamental data is lagged by 45 days.

FactSet is a registered trademark of FactSet Research Systems, Inc. i. Trailing 12-month return on equity (LTM ROE) - Defined as the net income over the last twelve months divided by the average of shareholders’ equity from each quarter during the period. ii. Composite Return on Equity (Composite ROE) - Calculated by combining the LTM ROE (75% weighting) and 3-year average ROE (25% weighting). iii. Trailing 12-month earnings per share (LTM EPS). 7. Only securities from step 6 that meet both of the following criteria are eligible for inclusion in the index. i. Either a LTM ROE greater than 5% or Composite ROE greater than 5%. ii. A positive LTM EPS. 8. For securities from step 6 that do not have data for the LTM ROE or LTM EPS, those data points are substituted with the Annual (Fiscal Year) ROE and Annual (Fiscal Year) EPS, respectively. If that data is also not available, the security is excluded from the index. 9. Finally, all qualifying securities, with exception of the Foundry Leader, must have a Truvalue Labs (TVL)2 ESG Insight Score (All Categories) that is greater than or equal to 30. The TVL ESG Insight Score (All Categories) is a measure of the longer-term ESG track record of a company based upon 26 sustainability-related business issues as identified by the Sustainability Accounting Standards Board (“SASB”). Companies without a TVL ESG Insight Score (All Categories) are excluded from the index. 10. The securities selected from the above steps are included in the index.

At the semi-annual index reconstitutions, constituent weights are determined by dividing their individual security-level float-adjusted market capitalization by the total float-adjusted market capitalization of all constituents as of the reference date. Individual security weights are capped at 8%, with any excess amounts redistributed among the remaining securities on a pro-rata basis, subject to the 8% cap. Constituent percentage weights as determined in the reconstitution process outlined above are converted to index shares to be implemented in the reconstitution using information from the reference date. The newly adjusted portfolio becomes the basis for the index’s value effective on the first trading day following the semi-annual adjustments. The divisor is adjusted to ensure continuity of the index’s value. The index composition may be adjusted between the reference date and reconstitution to account for corporate actions that occur in that period. Corporate actions were adjusted for in the backtest, however, the exact treatment in the backtest and live index may differ due to differences in timing and knowledge of those actions. By design, this index is focused on representing the performance of the world’s largest semiconductor foundry and companies that it either partially owns or are involved in its network as suppliers, customers, and partners. The index is therefore concentrated around a single company and within a single sector. Should the company or the underlying markets transform due to consolidation or other reasons, the composition of the index will adjust and change accordingly.

2 Truvalue Labs is owned by FactSet. http://www.truvaluelabs.com/

The index is also dependent on sourcing ESG scores from one third party data provider, Truvalue Labs, which is owned by FactSet. As the coverage and ESG scores of the global equity markets by FactSet transform, this index may have changes in the size of its eligible constituent universe. Information relating to the general publication, corporate actions, calculation, governance rules and disclaimer is provided in the ICE Equity Index Methodology, which can be accessed on the ICE Index Platform at indices.theice.com.

FactSet is a registered trademark of FactSet Research Systems, Inc. Index Summary Factsheet Full name ICE FactSet Global ESG Foundry Leader PLUS Network Index Price Return (USD): ICFSFLN Index tickers Gross Total Return (USD): ICFSFLNT Net Total Return (USD): ICFSFLNN Calculation frequency Every 15 seconds between 19:45 (T-1) & 19:00 (T) ET Base date October 23, 2015 Base level 100.00 Inception date October 23, 2015 Reuters code .ICFSFLN / .ICFSFLNT / .ICFSFLNN Launch date June 28, 2021 Website indices.theice.com The ICE FactSet Global ESG Foundry Leader PLUS Network Index does take ESG Disclosures ESG factors into account. See the ICE Equity Index Methodology for more information.