Methodology change | Solactive Candriam Factors Sustainable Indices | Effective Date 19th November 2020

Today, on the 5th of November 2020, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

Rationale for Methodology Change

Solactive AG decided to adjust the Controversial Activities filter of the Affected Indices to accommodate the developments in the field of Controversial Activities. Moreover, to ensure low transaction costs and enhance the tradability, the weighting concept is amended.

Changes to the Index Guideline

The following part is added at the end of Section 1.5 Weighting

• Any Index Component with a Final Weight below 0.025% will be removed with a weight of 0%

Any excess weight will be redistributed among the other Index Components in accordance with the above.

The following criteria of Controversial Activities is amended in section 4 Definitions:

Old Wording:

• Alcohol: Revenues > 10% without any responsible policy

New wording:

• Alcohol: Revenues > 10%

Old wording:

• Electricity Generation*: Carbon Intensity > 429 (GCO2/kWh)

New wording

• Electricity Generation*: Carbon Intensity > 408 (GCO2/kWh)

Old wording

• *In 2020, the following new threshold will be applicable: Carbon intensity > 408 (gCO2/kWh)

New wording

• *In 2021, the following new threshold will be applicable: Carbon intensity > 393 (gCO2/kWh)

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices.