Ordinary Index Rebalancing in the Solactive Candriam Factors Sustainable Europe Equity Index | March 2020

In the ordinary rebalance the following composition will be implemented:

3I GROUP PLC ORD
ABB LTD-REG
ABN AMRO BANK NV
ACCOR SA
ACKERMANS & VAN HAAREN NV
ADECCO GROUP AG
ADIDAS AG
ADMIRAL GROUP PLC
ADYEN NV
AIR LIQUIDE SA
AKZO NOBEL NV
ALCON INC
ALFA LAVAL AB
ALLIANZ SE
ALSTOM SA
AMADEUS IT GROUP SA CLASS A
AMPLIFON SPA
AMUNDI SA
ANTOFAGASTA PLC
AP MOLLER MAERSK AS CLASS B
ASHTEAD GROUP PLC
ASM INTERNATIONAL NV
ASML HOLDING NV
ASSA ABLOY AB CLASS B
ASSICURAZIONI GENERALI SPA
ASSOCIATED BRITISH FOODS PLC
ASTRAZENECA PLC
ATLAS COPCO AB CLASS A
ATOS SE
AUTO TRADER GROUP PLC
AVAST PLC
AVEVA GROUP PLC
AVIVA PLC
AXA SA
BANCA MEDIOLANUM SPA
BANCO BILBAO VIZCAYA ARGENTARIA SA
BANCO SANTANDER SA
BARRATT DEVELOPMENTS PLC
BASF SE
BAYERISCHE MOTOREN WERKE AG
BECHTLE AG
BEIERSDORF AG
BERKELEY GROUP HOLDINGS PLC
BHP GROUP PLC
BIOMERIEUX
BNP PARIBAS SA
BOLIDEN AB
BOUYGUES SA
BRENNTAG AG
BRITISH LAND CO PLC
BT GROUP PLC
BUNZL PLC
BURBERRY GROUP PLC
BUREAU VERITAS SA
CAPGEMINI SA
CARLSBERG AS CLASS B
CARREFOUR SA
CASTELLUM AB
CELLNEX TELECOM SA
CHR HANSEN HOLDING AS
CIE GENERALE DES ETABLISSEMENTS MICHELIN
CNP ASSURANCES SA
COCA-COLA HBC AG-DI
COLOPLAST AS CLASS B
COMMERZBANK AG
COMPAGNIE DE SAINT GOBAIN SA
COMPAGNIE FINANCIERE RICHEMONT SA
COMPASS GROUP PLC
CONTINENTAL AG
COVESTRO AG
COVIVIO SA
CREDIT AGRICOLE SA
CREDIT SUISSE GROUP AG
CRH PLC
CRODA INTERNATIONAL PLC
DAIMLER AG
DANONE SA
DANSKE BANK A/S
DASSAULT SYSTEMES SA
DELIVERY HERO SE
DERWENT LONDON PLC
DEUTSCHE BANK AG
DEUTSCHE BOERSE AG
DEUTSCHE LUFTHANSA AG
DEUTSCHE POST AG
DEUTSCHE TELEKOM AG
DEUTSCHE WOHNEN SE
DIAGEO PLC
DIASORIN SPA
DIE RAIFFEISEN BANK INTERNATIONAL AG
DNB ASA
DS SMITH PLC
DSV PANALPINA A S
EASYJET PLC
EDENRED
EDP ENERGIAS DE PORTUGAL SA
EIFFAGE SA
ELIA GROUP SA/NV
ELISA OYJ CLASS A
ENAGAS SA
ENEL SPA
ENGIE SA
ENI SPA
EPIROC AB-A
EQUINOR ASA
ESSILORLUXOTTICA
ESSITY AB CLASS B
EURAZEO SE
EXPERIAN PLC
FABEGE AB
FAURECIA SA
FERGUSON PLC
FERROVIAL SA
FINECOBANK BANCA FINECO SPA
FRESENIUS MEDICAL CARE AG & CO KGAA
FRESENIUS SE & CO KGAA
GEBERIT AG
GECINA SA
GENMAB A/S
GETLINK
GIVAUDAN SA
GLAXOSMITHKLINE PLC
GN STORE NORD A/S
H&M HENNES & MAURITZ AB CLASS B
HALMA PLC
HANNOVER RUCK SE
HEINEKEN NV
HENKEL AG & CO KGAA PREF
HOWDEN JOINERY GROUP PLC
HSBC HOLDINGS PLC
IBERDROLA SA
ICA GRUPPEN AB
ICADE SA ORD
ILIAD SA
INDUSTRIA DE DISENO TEXTIL SA
INDUSTRIVAERDEN AB ORD C
INFINEON TECHNOLOGIES AG
INFORMA PLC
INFRASTRUTTURE WIRELESS ITALIANE SPA
ING GROEP NV
INMOBILIARIA COLONIAL SOCIMI
INTERCONTINENTAL HOTELS GROUP PLC
INTERMEDIATE CAPITAL GROUP PLC
INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA
INTERTEK GROUP PLC
INTESA SANPAOLO SPA
INVESTOR AB CLASS B
ITV PLC
J SAINSBURY PLC
JCDECAUX SA
JERONIMO MARTINS SGPS SA
JOHNSON MATTHEY PLC
JULIUS BAER GRUPPE AG
KBC GROUPE SA
KERING SA
KINGFISHER PLC
KINGSPAN GROUP PLC
KINNEVIK AB CLASS B
KLEPIERRE SA
KNORR-BREMSE AG
KONE OYJ CLASS B
KONINKLIJKE PHILIPS NV
KUEHNE & NAGEL INTERNATIONAL AG
L OREAL SA
LAND SECURITIES GROUP PLC
LEGAL & GENERAL GROUP PLC ORD
LEGRAND SA
LLOYDS BANKING GROUP PLC
LM ERICSSON TELEFON AB CLASS B
LONDON STOCK EXCHANGE GROUP ORD
LVMH MOET HENNESSY LOUIS VUITTON SE
MAPFRE SA
MERCK KGAA
MERLIN PROPERTIES SOCIMI SA
MONCLER SPA
MONDI PLC
MOWI ASA
MUNICH REINSURANCE COMPANY
NATIXIS SA
NEMETSCHEK SE
NESTE CORPORATION
NESTLE SA
NEXI SPA
NEXT PLC
NIBE INDUSTRIE-B
NN GROUP NV
NOKIA OYJ
NORDEA BANK ABP
NORSK HYDRO ASA
NOVO NORDISK A/S
NOVOZYMES AS CLASS B
OMV AG
ORANGE SA
ORION OYJ CLASS B
ORKLA ASA
ORPEA
ORSTED A/S
PEARSON PLC
PENNON GROUP PLC
PERNOD RICARD SA
PEUGEOT SA
POSTE ITALIANE SPA
PROSUS NV
PRUDENTIAL PLC
PRYSMIAN SPA
PUBLICIS GROUPE SA
PUMA SE
RATIONAL AG
RECKITT BENCKISER GROUP PLC
RED ELECTRICA CORP SA
RELX PLC
REMY COINTREAU SA
RENAULT SA
RENTOKIL INITIAL PLC
REPSOL SA
RIGHTMOVE PLC
RIO TINTO PLC
ROCHE HOLDING AG
ROYAL BANK OF SCOTLAND GROUP PLC
ROYAL DSM NV
ROYAL VOPAK NV
SAGE GROUP PLC
SAMPO OYJ CLASS A
SANDVIK AB
SANOFI SA
SAP SE
SARTORIUS AG PREF
SARTORIUS STEDIM BIOTECH
SCHINDLER HOLDING AG
SCHNEIDER ELECTRIC SE
SCHRODERS PLC ORD
SCOR SE
SCOUT24 AG
SEGRO PLC
SEVERN TRENT PLC
SGS SA
SIEMENS AG
SIEMENS GAMESA RENEWABLE ENERGY
SIKA AG
SKANDINAVISKA ENSKILDA BANKEN AB CLASS A
SKANSKA AB CLASS B
SKF AB CLASS B
SMITH & NEPHEW PLC
SMURFIT KAPPA GROUP PLC
SNAM SPA
SOCIETE GENERALE SA CLASS A
SODEXO SA
SOFINA SA
SOLVAY SA
SONOVA HOLDING AG
SPIRAX SARCO ENGINEERING PLC
STANDARD CHARTERED PLC
STANDARD LIFE ABERDEEN PLC
STMICROELECTRONICS NV
STORA ENSO OYJ CLASS R
SUEZ
SVENSKA CELLULOSA AKTIEBOLAGET CLASS B
SWEDBANK AB CLASS A
SWISS RE AG
SWISSCOM AG
SYMRISE AG
TALANX AG
TAYLOR WIMPEY PLC
TELE2 AB
TELECOM ITALIA SPA
TELEFONICA SA
TELENOR ASA
TELEPERFORMANCE SE
TERNA SPA
TOMRA SYSTEMS ASA
TOTAL SA
UBISOFT ENTERTAINMENT
UBS GROUP AG
UCB SA
UMICORE
UNIBAIL-RODAMCO-WESTFIELD
UNICREDIT SPA
UNILEVER NV
UNITE GROUP PLC
UNITED UTILITIES PLC
VALEO SA
VEOLIA ENVIRONNEMENT SA
VERBUND AG
VESTAS WIND SYSTEMS A/S
VINCI SA
VODAFONE GROUP PLC
VOLVO AB CLASS B
VONOVIA SE
WARTSILA OYJ ABP
WHITBREAD PLC
WM MORRISON SUPERMARKETS P L C
WOLTERS KLUWER NV
WORLDLINE SA
WPP PLC
YARA INTERNATIONAL ASA
ZALANDO SE
ZURICH INSURANCE GROUP AG