ANNEX II Section 1 EQUITY Section 2 FIXED INCOME Section 3 SOVEREIGN DEBT Section 4 COMMODITY Section 5 OTHER

Combined ESG factors

Weighted average ESG rating of the benchmark (voluntary).

Overall ESG rating of top ten benchmark constituents by weighting in the benchmark (voluntary).

Environmental

Weighted average environmental rating of the benchmark (voluntary).

Exposure of the benchmark portfolio to renewable energy as measured by capital expenditures (CapEx) in those activities (as a share of total CapEx by energy companies included in the portfolio) (voluntary).

Exposure of the benchmark portfolio to climate-related physical risks, measuring the effects of extreme weather events on companies' operations and production or on the different stages of the supply chain (based on issuer exposure) (voluntary).

Degree of exposure of the portfolio to the sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006 of the European Parliament and of the Council as a percentage of the total weight in the portfolio.

Greenhouse gas (GHG) intensity of the benchmark.

Percentage of GHG emissions reported versus estimated.

Exposure of the benchmark portfolio to companies the activities of which fall under Divisions 05 to 09, 19 and 20 of Annex I to Regulation (EC) No 1893/2006.

Exposure of the benchmark portfolio to activities included in the environmental goods and services sector, as defined in Article 2, point (5) of Regulation (EU) No 691/2011 of the European Parliament and of the Council.

Social

Weighted average social rating of the benchmark (voluntary).

International treaties and conventions, United Nations principles or, where applicable, national law used in order to determine what constitutes a "controversial weapon".

Weighted average percentage of benchmark constituents in the controversial weapons sector.

Weighted average percentage of benchmark constituents in the tobacco sector.

Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law.

Exposure of the benchmark portfolio to companies without due diligence policies on issues addressed by the fundamental International Labor Organisation Conventions 1 to 8.

Weighted average gender pay gap.

Weighted average ratio of female to male board members.

Weighted average ratio of accidents, injuries, fatalities.

Numbers of convictions and amount of fines for violations of anti-corruption and anti-bribery laws.

Governance

Weighted average governance rating of the benchmark (voluntary).Weighted average percentage of board members who are independent.Weighted average percentage of female board members.

Combined ESG factors

Weighted average ESG rating of the benchmark (voluntary).

Overall ESG rating of top ten benchmark constituents by weighting in the benchmark (voluntary).

Environmental

Weighted average environmental rating of the benchmark (voluntary).

Exposure of the benchmark portfolio to renewable energy as measured by capital expenditures (CapEx) in those activities (as a share of total CapEx by energy companies included in the portfolio) (voluntary).

Exposure of the benchmark portfolio to climate-related physical risks, measuring the effects of extreme weather events on companies' operations and production or on the different stages of the supply chain (based on issuer exposure) (voluntary).

Degree of exposure of the portfolio to the sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006 as a percentage of the total weight in the portfolio.

GHG intensity of the benchmark.

Percentage of reported versus estimated emissions.

Exposure of the benchmark portfolio to companies the activities of which fall under Divisions 05 to 09, 19 and 20 of Annex I to Regulation (EC) No 1893/2006.

Percentage of green bonds in the benchmark portfolio.

Social

Weighted average social rating of the benchmark (voluntary).

International treaties and conventions, United Nations principles or, where applicable, national law used in order to determine what constitutes a "controversial weapon".

Weighted average percentage of benchmark constituents in the controversial weapons sector.

Weighted average percentage of benchmark constituents in the tobacco sector.

Number of benchmark constituents subject to social violations (absolute number and relative divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles or, where applicable, national law.

Exposure of the benchmark portfolio to companies without due diligence policies on issues addressed by Conventions 1 to 8 of the International Labour Organisation.

Weighted average gender pay gap.

Weighted average ratio of female to male board members.

Weighted average ratio of accidents, injuries, fatalities.

Numbers of convictions and amount of fines for violations of anti-corruption and anti-bribery laws.

Governance

Weighted average governance rating of the benchmark (voluntary).

Combined ESG factors

Weighted average ESG rating of the benchmark (voluntary).

Overall ESG rating of top ten benchmark constituents by weighting in the benchmark (voluntary).

The percentage of underlying fund management companies signed up to international standards.

Environmental

Weighted average environmental rating of the benchmark (voluntary).

Exposure of the benchmark portfolio to climate-related physical risks, measuring the effects of extreme weather events on companies' operations and production or on the different stages of the supply chain (based on issuer exposure) (voluntary).

Top ten and bottom ten constituents by exposure to climate-related physical risks (voluntary).

GHG intensity of the benchmark.

Percentage of reported versus estimated emissions.

Percentage of green bonds in the benchmark portfolio.

Social

Weighted average social rating of the benchmark (voluntary).

Number of benchmark constituents subject to social violations (absolute number and relative number divided by all benchmark constituents), as referred to in international treaties and conventions, United Nations principles and, where applicable, national law.

Average human rights performance of the issuers (including a quantitative indicator and the methodology used to calculate it).

Average income inequality score, measuring the distribution of income and economic inequality among the participants in a particular economy (including a quantitative indicator and the methodology used to calculate it).

Average freedom of expression score measuring the extent to which political and civil society organizations can operate freely (including a quantitative indicator and the methodology used to calculate it).

Governance

Weighted average governance rating of the benchmark (voluntary).Average corruption score measuring the perceived level of public sector corruption (including a quantitative indicator and the methodology used to calculate it).

Average political stability score, measuring the likelihood that the current regime will be overthrown by the use of force (including a quantitative indicator and the methodology used to calculate it).

Average rule of law score, based on the absence of corruption, respect for fundamental rights, and the state of civil and criminal justice (including a quantitative indicator and the methodology used to calculate it).

Environmental

Degree of exposure of the underlying commodities to climate-related physical risks, measuring the effects of extreme weather events on companies' operation and production or on the different stages of the supply chain (low, moderate or high) (voluntary).

The methodology used to calculate the climate-related physical risks (voluntary).

Degree of exposure of the underlying commodities to climate-transition risks, measuring the financial impacts resulting from the effects of the implementation of a low-carbon strategies (low, moderate or high)

Social

Degree of exposure of the underlying commodities to social risks (low, moderate or high).

Governance

Degree of exposure of the underlying commodities to governance risks (low, moderate or high).

Average rule of law score, based on the absence of corruption, respect for fundamental rights and the state of civil and criminal justice (including a quantitative indicator and the methodology used to calculate it).

Combined ESG factors

Weighted average ESG rating of the benchmark (voluntary).

Environmental

Weighted average environmental rating of the benchmark (voluntary).

Degree of exposure of the portfolio to climate-related opportunities, measuring investment opportunities related to climate change, innovating new investment solutions, as percentage of total weight in portfolio (voluntary).

GHG intensity of the benchmark.

Degree of exposure of the portfolio to the sectors listed in Sections A to H and Section L of Annex I to Regulation (EC) No 1893/2006 as percentage of total weight in the portfolio.

Social

Weighted average social rating for the benchmark (voluntary).

International treaties and conventions, United Nations principles or, where applicable, national law used in order to determine what constitutes a "controversial weapon".

Weighted average percentage of benchmark constituents in the controversial weapons sector.

Weighted average percentage of benchmark constituents in the tobacco sector.

Governance

Weighted average governance rating of the benchmark (voluntary).

Percentage of underlying funds with stewardship policies in place, including measures for the planning and management of resources.