As of: May 13, 2022

Effective date S&P 500 (Net TR)

5/13/2021 7512.57
5/14/2021 7625.07
5/17/2021 7605.78
5/18/2021 7541.65
5/19/2021 7520.2
5/20/2021 7600.06
5/21/2021 7594.3
5/24/2021 7670.1
5/25/2021 7653.89
5/26/2021 7668.32
5/27/2021 7677.72
5/28/2021 7684.3
6/1/2021 7680.69
6/2/2021 7692.36
6/3/2021 7665.33
6/4/2021 7733.1
6/7/2021 7727.06
6/8/2021 7728.52
6/9/2021 7714.64
6/10/2021 7750.8
6/11/2021 7766.03
6/14/2021 7781.47
6/15/2021 7766.01
6/16/2021 7724.23
6/17/2021 7721
6/18/2021 7619.94
6/21/2021 7726.88
6/22/2021 7766.47
6/23/2021 7758.07
6/24/2021 7803.63
6/25/2021 7829.72
6/28/2021 7847.84
6/29/2021 7850.5
6/30/2021 7861.08
7/1/2021 7902.5
7/2/2021 7962.48
7/6/2021 7946.64
7/7/2021 7973.34
7/8/2021 7906.17
7/9/2021 7995.42
7/12/2021 8023.01
7/13/2021 7994.81
7/14/2021 8004.8
7/15/2021 7978.8
7/16/2021 7918.65
7/19/2021 7793.09
7/20/2021 7911.41
7/21/2021 7976.62
7/22/2021 7993.12
7/23/2021 8074.47
7/26/2021 8093.77
7/27/2021 8055.65
7/28/2021 8054.19
7/29/2021 8088.73
7/30/2021 8045.45
8/2/2021 8030.63
8/3/2021 8096.53
8/4/2021 8059.08
8/5/2021 8107.88
8/6/2021 8122.12
8/9/2021 8114.93
8/10/2021 8122.98
8/11/2021 8143.26
8/12/2021 8168.8
8/13/2021 8182.16
8/16/2021 8203.76
8/17/2021 8146.19
8/18/2021 8059.71
8/19/2021 8070.22
8/20/2021 8136.19
8/23/2021 8206.07
8/24/2021 8218.37
8/25/2021 8236.69
8/26/2021 8188.92
8/27/2021 8261.24
8/30/2021 8297.19
8/31/2021 8286.66
9/1/2021 8289.63
9/2/2021 8314.1
9/3/2021 8311.47
9/7/2021 8283.42
9/8/2021 8272.69
9/9/2021 8235.09
9/10/2021 8171.76
9/13/2021 8190.41
9/14/2021 8144.75
9/15/2021 8213.93
9/16/2021 8201.37
9/17/2021 8126.66
9/20/2021 7988.73
9/21/2021 7982.5
9/22/2021 8058.49
 9/23/2021 8156.51
9/24/2021 8168.5
9/27/2021 8145.94
9/28/2021 7980.36
9/29/2021 7993.43
9/30/2021 7898.61
10/1/2021 7989.41
10/4/2021 7885.99
10/5/2021 7969.62
10/6/2021 8002.34
10/7/2021 8070.04
10/8/2021 8054.68
10/11/2021 7999.39
10/12/2021 7980.05
10/13/2021 8004.28
10/14/2021 8141.49
10/15/2021 8202.23
10/18/2021 8229.91
10/19/2021 8290.85
10/20/2021 8321.28
10/21/2021 8346.64
10/22/2021 8337.78
10/25/2021 8377.39
10/26/2021 8392.66
10/27/2021 8350.36
10/28/2021 8432.73
10/29/2021 8449.82
11/1/2021 8465.1
11/2/2021 8496.26
11/3/2021 8551.15
11/4/2021 8587.69
11/5/2021 8620.36
11/8/2021 8628.08
11/9/2021 8598.32
11/10/2021 8528.93
11/11/2021 8533.63
11/12/2021 8595.83
11/15/2021 8595.99
11/16/2021 8629.54
11/17/2021 8608.28
11/18/2021 8637.96
11/19/2021 8626.01
11/22/2021 8599
11/23/2021 8613.32
11/24/2021 8633.35
11/26/2021 8437.28
11/29/2021 8549.04
11/30/2021 8387.72
12/1/2021 8289.11
12/2/2021 8407.69
12/3/2021 8336.93
 12/6/2021 8434.9
12/7/2021 8609.64
12/8/2021 8636.33
12/9/2021 8575.05
12/10/2021 8656.99
12/13/2021 8578.03
12/14/2021 8514.81
12/15/2021 8654.14
12/16/2021 8578.73
12/17/2021 8490.8
12/20/2021 8394.16
12/21/2021 8543.83
12/22/2021 8631.44
12/23/2021 8685.27
12/27/2021 8805.68
12/28/2021 8796.79
12/29/2021 8809.13
12/30/2021 8783.36
12/31/2021 8760.59
1/3/2022 8816.47
1/4/2022 8811.32
1/5/2022 8640.91
1/6/2022 8633.02
1/7/2022 8599.15
1/10/2022 8586.76
1/11/2022 8665.41
1/12/2022 8689.92
1/13/2022 8566.81
1/14/2022 8573.95
1/18/2022 8416.38
1/19/2022 8334.94
1/20/2022 8243.39
1/21/2022 8087.53
1/24/2022 8109.94
1/25/2022 8011.26
1/26/2022 7999.32
1/27/2022 7956.62
1/28/2022 8151.01
1/31/2022 8305.05
2/1/2022 8362.08
2/2/2022 8440.93
2/3/2022 8235.32
2/4/2022 8278.76
2/7/2022 8248.24
2/8/2022 8317.59
2/9/2022 8439.07
2/10/2022 8286.94
2/11/2022 8129.96
2/14/2022 8099.14
2/15/2022 8227.5
2/16/2022 8235.52
2/17/2022 8061.85
2/18/2022 8004.91
2/22/2022 7923.79
2/23/2022 7777.93
2/24/2022 7894.7
2/25/2022 8071.95
2/28/2022 8052.85
3/1/2022 7928.39
3/2/2022 8076.39
3/3/2022 8034.66
3/4/2022 7971.3
3/7/2022 7736.08
3/8/2022 7680.26
3/9/2022 7878.47
3/10/2022 7845.17
3/11/2022 7743.79
3/14/2022 7687.5
3/15/2022 7852.2
3/16/2022 8028.1
3/17/2022 8127.56
3/18/2022 8222.41
3/21/2022 8219.14
3/22/2022 8312.04
3/23/2022 8210.36
3/24/2022 8328.63
3/25/2022 8370.86
3/28/2022 8430.68
3/29/2022 8534.02
3/30/2022 8480.92
3/31/2022 8348.57
4/1/2022 8377.04
4/4/2022 8444.86
4/5/2022 8339.81
4/6/2022 8258.79
4/7/2022 8294.65
4/8/2022 8272.76
4/11/2022 8133.14
4/12/2022 8105.53
4/13/2022 8197.19
4/14/2022 8097.64
4/18/2022 8095.98
4/19/2022 8226.07
4/20/2022 8221.07
4/21/2022 8100.25
4/22/2022 7875.62
4/25/2022 7920.57
4/26/2022 7697.69
4/27/2022 7713.89
4/28/2022 7905.11
4/29/2022 7618.67
5/2/2022 7661.94
 5/3/2022 7699
5/4/2022 7928.98
5/5/2022 7646.9
5/6/2022 7604.3
5/9/2022 7361.08
5/10/2022 7379.2
5/11/2022 7257.91
5/12/2022 7250.31
5/13/2022 7423.95

PERFORMANCE DISCLOSURE

Source: S&P Dow Jones Indices LLC.

The launch date of the S&P 500 was March 4, 1957.

S&P Dow Jones Indices (or S&P DJI) defines various dates to assist our clients in providing transparency. The First Value Date is the first d
Date is the date at which the index is set to a fixed value for calculation purposes. The Launch Date designates the date when the values of a
index’s Launch Date are considered back-tested. S&P Dow Jones Indices defines the Launch Date as the date by which the values of an inde
website or its data feed to external parties. For Dow Jones-branded indices introduced prior to May 31, 2013, the Launch Date (which prior t
changes were permitted to be made to the index methodology, but that may have been prior to the Index’s public release date.

Please refer to the methodology for the Index for more details about the index, including the manner in which it is rebalanced, the timing of

Information presented prior to an index’s launch date is hypothetical back-tested performance, not actual performance, and is based on the in
back-tested history for periods of market anomalies or other periods that do not reflect the general current market environment, index metho
target market the index is designed to measure or strategy the index is designed to capture. For example, market capitalization and liquidity t
methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have positively affected its
considered to reflect survivor/look ahead bias. Actual returns may differ significantly from, and be lower than, back-tested returns. Past perf

Typically, when S&P DJI creates back-tested index data, S&P DJI uses actual historical constituent-level data (e.g., historical price, market
stages of development, certain datapoints used to calculate S&P DJI’s ESG indices may not be available for the entire desired period of back
cases when actual data is not available for all relevant historical periods, S&P DJI may employ a process of using “Backward Data Assumpt
“Backward Data Assumption” is a process that applies the earliest actual live data point available for an index constituent company to all pri
assumes that companies currently not involved in a specific business activity (also known as “product involvement”) were never involved hi
activity were involved historically too. The Backward Data Assumption allows the hypothetical back-test to be extended over more historic
Data Assumption”, please see https://www.spglobal.com/spdji/en/documents/education/faq-spdji-esg-back-testing-backward-data-assumptio
assumption in the back-tested history will explicitly state so. The methodology will include an Appendix with a table setting forth the specif

Index returns shown do not represent the results of actual trading of investable assets/securities. S&P Dow Jones Indices maintains the index
actual assets. Index returns do not reflect payment of any sales charges or fees an investor may pay to purchase the securities underlying the
imposition of these fees and charges would cause actual and back-tested performance of the securities/fund to be lower than the Index perfor
for a 12-month period (or US $10,000) and an actual asset-based fee of 1.5% was imposed at the end of the period on the investment plus ac
a three-year period, an annual 1.5% fee taken at year end with an assumed 10% return per year would result in a cumulative gross return of 3

GENERAL DISCLAIMER

© 2022 S&P Dow Jones Indices. All rights reserved. Redistribution or reproduction in whole or in part are prohibited without written permis
registered trademark of Dow Jones Trademark Holdings LLC; and these trademarks have been licensed to S&P Dow Jones Indices. S&P Do
Indices”) and third party licensors makes no representation or warranty, express or implied, as to the ability of any index to accurately repres
and its third party licensors shall have no liability for any errors, omissions, or interruptions of any index or the data included therein. Past p
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persons. S&P Dow Jones Indices receives compensation in connection with licensing its indices to third parties and providing custom calcul
represented by an index may be available through investable instruments offered by third parties that are based on that index. S&P Dow Jone
investment product or vehicle that seeks to provide an investment return based on the performance of any Index. S&P Dow Jones Indices LL
regarding the advisability of investing in any such investment fund or other investment product or vehicle. A tax advisor should be consulted
making any particular investment decision. Credit-related information and other analyses, including ratings, are generally provided by licens
related analyses and statements are opinions as of the date they are expressed and are not statements of fact. S&P Dow Jones Indices LLC is
information on any of our indices please visit www.spglobal.com/spdji.
 cy. The First Value Date is the first day for which there is a calculated value (either live or back-tested) for a given index. The Base
ignates the date when the values of an index are first considered live: index values provided for any date or time period prior to the
e date by which the values of an index are known to have been released to the public, for example via the company’s public
2013, the Launch Date (which prior to May 31, 2013, was termed “Date of introduction”) is set at a date upon which no further
x’s public release date.

which it is rebalanced, the timing of such rebalancing, criteria for additions and deletions, as well as all index calculations.

al performance, and is based on the index methodology in effect on the launch date applied retroactively. However, when creating
nt market environment, index methodology rules may be relaxed to capture a large enough universe of securities to simulate the
e, market capitalization and liquidity thresholds may be reduced. Back-tested performance reflects application of an index
that may have positively affected its performance, cannot account for all financial risk that may affect results and may be
er than, back-tested returns. Past performance is not an indication or guarantee of future results.

el data (e.g., historical price, market capitalization, and corporate action data) in its calculations. As ESG investing is still in early
e for the entire desired period of back-tested history. The same data availability issue could be true for other indices as well. In
ss of using “Backward Data Assumption” (or pulling back) of ESG data for the calculation of back-tested historical performance.
n index constituent company to all prior history of index performance. For example, Backward Data Assumption inherently
nvolvement”) were never involved historically and similarly also assumes that companies currently involved in a specific business
est to be extended over more historical years than would be feasible using only actual data. For more information on “Backward
ack-testing-backward-data-assumption-overview.pdf. The methodology and factsheets of any index that employs backward
x with a table setting forth the specific data points and relevant time period for which backward projected data was used.

ow Jones Indices maintains the index and calculates the index levels and performance shown or discussed but does not manage
urchase the securities underlying the Index or investment funds that are intended to track the performance of the Index. The
und to be lower than the Index performance shown. As a simple example, if an index returned 10% on a US $100,000 investment
the period on the investment plus accrued interest (or US $1,650), the net return would be 8.35% (or US $8,350) for the year. Over
esult in a cumulative gross return of 33.10%, a total fee of US $5,375, and a cumulative net return of 27.2% (or US $27,200).

are prohibited without written permission. S&P is a registered trademark of S&P Global, Inc. or its affiliates; DOW JONES is a
to S&P Dow Jones Indices. S&P Dow Jones Indices LLC, Dow Jones, S&P and their respective affiliates (“S&P Dow Jones
ility of any index to accurately represent the asset class or market sector that it purports to represent and S&P Dow Jones Indices
x or the data included therein. Past performance of an index is not an indication or guarantee of future results. This document does
tion provided by S&P Dow Jones Indices is general in nature and not tailored to the needs of any person, entity or group of
d parties and providing custom calculation services. It is not possible to invest directly in an index. Exposure to an asset class
e based on that index. S&P Dow Jones Indices does not sponsor, endorse, sell, promote or manage any investment fund or other
ny Index. S&P Dow Jones Indices LLC is not an investment or tax advisor. S&P Dow Jones Indices makes no representation
cle. A tax advisor should be consulted to evaluate the impact of any tax-exempt securities on portfolios and the tax consequences of
ings, are generally provided by licensors and/or affiliates of S&P Dow Jones Indices. Any credit-related information and other
fact. S&P Dow Jones Indices LLC is analytically separate and independent from any other analytical department. For more