May 31st 2017 ET UK 100 LOW CARBON TRACKER INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: Tracks the ET UK 100 Index as closely as possible while applying the Engaged Tracking (ET) approach to reduce carbon exposure. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction Scope 1+2+3 tCO2e / $m Invested 180 170 160 150 140 130 120 110 100 2012 2013 2014 2015 2016 2017 ET UK 100 Low Carbon Tracker ET UK 100 Reduction of 19% 4000 4178 3389 3000 2000 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Low Carbon Tracker 24.22% 24.86% 79.22% 7.68% 12.38% 14.17% 13.08% 0.54 0.95 1.22% 42 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Top 10 Constituent Weights Constituent Reweights by ET Carbon Rank ET Carbon Rank* ET UK 100 HSBC 7.57% 9.19% 29 UNILEVER 6.61% 6.73% 56 GLAXOSMITHKLINE 4.79% 5.72% 32 ASTRAZENECA 3.58% 4.33% 30 BP 5.23% 4.27% 84 DIAGEO 3.37% 3.93% 36 VODAFONE GR 3.25% 3.86% 33 LLOYDS BANKING GR 2.78% 3.48% 24 PRUDENTIAL 2.52% 3.46% 7 BARCLAYS 2.26% 2.79% 26 1.6 Reweight Factor Name ET UK 100 Low Carbon Tracker 1.2 0.8 0.4 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom 100.0% ET UK 100 Low Carbon Tracker 100.0% Transportation Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 Sector Weight (%) ET UK 100 Low Carbon Tracker 25 30 35 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 98 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com May 31st 2017 ET UK 100 LOW CARBON BENCHMARK INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: A balanced Engaged Tracking (ET) approach with a carbon exposure reduction target equal to the midpoint between the ET Low Carbon Tracker and Transition Indexes. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction 190 Scope 1+2+3 tCO2e / $m Invested 180 170 160 150 140 130 120 110 100 2012 2013 2014 2015 2016 2017 ET UK 100 Low Carbon Benchmark ET UK 100 Reduction of 46% 4000 4178 3000 2264 2000 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Low Carbon Benchmark 23.42% 26.11% 84.54% 8.04% 13.04% 14.14% 13.10% 0.57 1.00 1.88% 42 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Constituent Reweights by ET Carbon Rank Name ET UK 100 HSBC 7.57% ET UK 100 Low Carbon Benchmark 10.18% UNILEVER 6.61% 6.31% 56 GLAXOSMITHKLINE 4.79% 6.24% 32 ASTRAZENECA 3.58% 4.77% 30 DIAGEO 3.37% 4.20% 36 PRUDENTIAL 2.52% 4.19% 7 VODAFONE GR 3.25% 4.19% 33 LLOYDS BANKING GR 2.78% 3.95% 24 BARCLAYS 2.26% 3.14% 26 BP 5.23% 2.87% 84 ET Carbon Rank* 2.0 29 Reweight Factor Top 10 Constituent Weights 1.5 1.0 0.5 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom Transportation 100.0% ET UK 100 Low Carbon Benchmark 100.0% Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 Sector Weight (%) 25 ET UK 100 Low Carbon Benchmark 30 35 40 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 98 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com May 31st 2017 ET UK 100 LOW CARBON TRANSITION INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: Greatest reduction in carbon exposure within the ET Low Carbon Index Series. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction Scope 1+2+3 tCO2e / $m Invested 190 180 170 160 150 140 130 120 110 100 2012 2013 2014 2015 2016 2017 ET UK 100 Low Carbon Transition ET UK 100 Reduction of 72% 4000 4178 3000 2000 1206 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Low Carbon Transition 22.70% 27.10% 89.25% 8.32% 13.61% 14.16% 13.17% 0.59 1.03 2.55% 42 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Constituent Reweights by ET Carbon Rank Name ET UK 100 HSBC 7.57% ET UK 100 Low Carbon Transition 11.11% GLAXOSMITHKLINE 4.79% 6.73% 32 UNILEVER 6.61% 5.91% 56 ASTRAZENECA 3.58% 5.18% 30 PRUDENTIAL 2.52% 4.88% 7 VODAFONE GR 3.25% 4.50% 33 DIAGEO 3.37% 4.45% 36 LLOYDS BANKING GR 2.78% 4.38% 24 BARCLAYS 2.26% 3.46% 26 RECKITT BENCKISER GR 2.72% 2.49% 55 ET Carbon Rank* 2.0 29 Reweight Factor Top 10 Constituent Weights 1.5 1.0 0.5 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom Transportation 100.0% ET UK 100 Low Carbon Transition 100.0% Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 25 Sector Weight (%) ET UK 100 Low Carbon Transition 30 35 40 45 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 97 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com May 31st 2017 ET UK 100 FOSSIL FREE LOW CARBON TRACKER INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: Combines divestment with Engaged Tracking (ET) to exlude fossil-fuel stocks and significantly reduce carbon exposure across all remaining constituent companies while tracking the ET UK 100 Index as closely as possible. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction Scope 1+2+3 tCO2e / $m Invested 190 180 170 160 150 140 130 120 110 100 2012 2013 2014 2015 2016 2017 ET UK 100 Fossil Free Tracker ET UK 100 Reduction of 28% 4000 4178 3019 3000 2000 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Fossil Free Tracker 23.77% 27.41% 88.22% 8.41% 13.48% 13.94% 12.97% 0.60 1.04 2.08% 40 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Constituent Reweights by ET Carbon Rank Name ET UK 100 HSBC 7.57% ET UK 100 Fossil Free Tracker 9.70% UNILEVER 6.61% 7.05% 56 GLAXOSMITHKLINE 4.79% 6.03% 32 ASTRAZENECA 3.58% 4.56% 30 DIAGEO 3.37% 4.13% 36 VODAFONE GR 3.25% 4.06% 33 LLOYDS BANKING GR 2.78% 3.68% 24 PRUDENTIAL 2.52% 3.67% 7 BARCLAYS 2.26% 2.95% 26 RECKITT BENCKISER GR 2.72% 2.92% 55 ET Carbon Rank* 1.5 29 Reweight Factor Top 10 Constituent Weights 1.0 0.5 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom 100.0% ET UK 100 Fossil Free Tracker 100.0% Transportation Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 Sector Weight (%) ET UK 100 Fossil Free Tracker 25 30 35 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 95 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com May 31st 2017 ET UK 100 FOSSIL FREE LOW CARBON BENCHMARK INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and significantly reduce carbon exposure across all remaining constituent companies to a midpoint between the ET Fossil Free Low Carbon Tracker and Transition Indexes. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction Scope 1+2+3 tCO2e / $m Invested 200 180 160 140 120 100 2012 2013 2014 2015 2016 2017 ET UK 100 Fossil Free Benchmark ET UK 100 Reduction of 53% 4000 4178 3000 1977 2000 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Fossil Free Benchmark 23.30% 28.10% 91.53% 8.60% 13.88% 14.04% 13.07% 0.61 1.06 2.44% 40 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Constituent Reweights by ET Carbon Rank Name ET UK 100 HSBC 7.57% ET UK 100 Fossil Free Benchmark 10.59% GLAXOSMITHKLINE 4.79% 6.48% 32 UNILEVER 6.61% 6.44% 56 ASTRAZENECA 3.58% 4.95% 30 PRUDENTIAL 2.52% 4.39% 7 DIAGEO 3.37% 4.35% 36 VODAFONE GR 3.25% 4.34% 33 LLOYDS BANKING GR 2.78% 4.11% 24 BARCLAYS 2.26% 3.27% 26 RECKITT BENCKISER GR 2.72% 2.69% 55 ET Carbon Rank* 2.0 29 Reweight Factor Top 10 Constituent Weights 1.5 1.0 0.5 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom 100.0% ET UK 100 Fossil Free Benchmark 100.0% Transportation Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 Sector Weight (%) 25 ET UK 100 Fossil Free Benchmark 30 35 40 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 95 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com May 31st 2017 ET UK 100 FOSSIL FREE LOW CARBON TRANSITION INDEX • Universe: The ET UK 100 Index represents the largest 100 stocks in the UK. • Objective: The index can be used in the creation of index tracking funds, derivatives and as a performance benchmark. • Strategy: Combines divestment with Engaged Tracking (ET) to exclude fossil-fuel stocks and provide the greatest reduction in carbon exposure across all remaining constituent companies. • Engagement: ET Index Research directly engages with constituent companies on behalf of ET Investors to lower emissions and improve disclosure as part of the public ET Carbon Ranking process. • Investability: Stocks are selected and weighted to ensure that the index is investable. • Classification: Index constituents are assigned to sectors in accordance with the Sustainable Industry Classification SystemTM (SICSTM) from the Sustainability Accounting Standards BoardTM (SASBTM). Performance Chart Carbon Emissions Intensity Reduction Scope 1+2+3 tCO2e / $m Invested 200 180 160 140 120 100 2012 2013 2014 2015 2016 2017 ET UK 100 Fossil Free Transition ET UK 100 Reduction of 76% 4000 4178 3000 2000 1017 1000 0 Footprint date October 2016 FTSE 100 Data source: Bloomberg & ET Index Research Data source: ET Index Research 1Y Returns 3Y Returns 5Y Returns 3Y Ann. Returns 5Y Ann. Returns 3Y Ann. StdDev 5Y Ann. StdDev 3Y Return/ Risk Ratio 5Y Return/ Risk Ratio Tracking Error Avg. ET Carbon Rank ET UK 100 Fossil Free Transition 22.87% 28.62% 94.29% 8.75% 14.21% 14.15% 13.19% 0.62 1.08 2.84% 40 ET UK 100 25.06% 26.12% 75.96% 8.04% 11.96% 14.22% 13.01% 0.57 0.92 - 51 FTSE 100 25.22% 23.70% 70.10% 7.35% 11.21% 14.59% 13.27% 0.50 0.84 - - Performance Statistics ET UK 100 indicates the original version of the index or fund prior to optimisation by ET Index Research - unless specified it is market capitalisation weighted. Carbon emissions intensity data comes from ET Index Research. Index performance is based on Total Reurns. Constituent Reweights by ET Carbon Rank Name ET UK 100 HSBC 7.57% ET UK 100 Fossil Free Transition 11.41% GLAXOSMITHKLINE 4.79% 6.90% 32 UNILEVER 6.61% 5.89% 56 ASTRAZENECA 3.58% 5.32% 30 PRUDENTIAL 2.52% 5.06% 7 VODAFONE GR 3.25% 4.60% 33 DIAGEO 3.37% 4.55% 36 LLOYDS BANKING GR 2.78% 4.51% 24 BARCLAYS 2.26% 3.56% 26 AON 1.45% 2.51% 19 ET Carbon Rank* 2.5 29 2.0 Reweight Factor Top 10 Constituent Weights 1.5 1.0 0.5 0.0 0 25 50 ET Carbon Rank Data source: ET Index Research ET Carbon Rank denotes the relative rank specifically calculated for this universe. Depending on the index strategy this may differ from the public ET Carbon Rank. * 75 100 Data source: ET Index Research Sector Weights Country Weights Country ET UK 100 United Kingdom 100.0% ET UK 100 Fossil Free Transition 100.0% Transportation Technology and Communications Services Resource Transformation Non−Renewable Resources Infrastructure Health Care Financials Consumption II Consumption I 0 5 10 15 20 25 Sector Weight (%) ET UK 100 Fossil Free Transition 30 35 40 45 ET UK 100 Data source: SASBTM SICSTM & ET Index Research Data source: Bloomberg & ET Index Research Characteristics Currency Number of Constituents Review Dates GBP 94 Annually in December About ET Index Research Investment Strategies The Engaged Tracking (ET) Index Series incorporates engagement with constituent companies to improve transparency and lower emissions on behalf of ET Investor clients. Constituent weightings within the ET Low Carbon Index Series and the Fossil Free Low Carbon Index Series are based on a company’s position in the fully transparent, public ET Carbon Rankings. The ET Index Series includes Scope 3 emissions (which typically account for 75% of emissions) and comes with a variety of tracking error and emissions intensity reduction options to suit the needs of all investors. ET Carbon Rankings Visit etindex.com to view the ET Carbon Rankings online. ET Index Research Level39, One Canada Square, Canary Wharf, London, E14 5AB Tel: +44 (0)207 460 1001 [email protected] www.etindex.com
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