As of: May 13, 2022

Effective date S&P 500

5/13/2021 4112.5
5/14/2021 4173.85
5/17/2021 4163.29
5/18/2021 4127.83
5/19/2021 4115.68
5/20/2021 4159.12
5/21/2021 4155.86
5/24/2021 4197.05
5/25/2021 4188.13
5/26/2021 4195.99
5/27/2021 4200.88
5/28/2021 4204.11
6/1/2021 4202.04
6/2/2021 4208.12
6/3/2021 4192.85
6/4/2021 4229.89
6/7/2021 4226.52
6/8/2021 4227.26
6/9/2021 4219.55
6/10/2021 4239.18
6/11/2021 4247.44
6/14/2021 4255.15
6/15/2021 4246.59
6/16/2021 4223.7
6/17/2021 4221.86
6/18/2021 4166.45
6/21/2021 4224.79
6/22/2021 4246.44
6/23/2021 4241.84
6/24/2021 4266.49
6/25/2021 4280.7
6/28/2021 4290.61
6/29/2021 4291.8
6/30/2021 4297.5
7/1/2021 4319.94
7/2/2021 4352.34
7/6/2021 4343.54
7/7/2021 4358.13
7/8/2021 4320.82
7/9/2021 4369.55
7/12/2021 4384.63
7/13/2021 4369.21
7/14/2021 4374.3
7/15/2021 4360.03
7/16/2021 4327.16
7/19/2021 4258.49
7/20/2021 4323.06
7/21/2021 4358.69
7/22/2021 4367.48
7/23/2021 4411.79
7/26/2021 4422.3
7/27/2021 4401.46
7/28/2021 4400.64
7/29/2021 4419.15
7/30/2021 4395.26
8/2/2021 4387.16
8/3/2021 4423.15
8/4/2021 4402.66
8/5/2021 4429.1
8/6/2021 4436.52
8/9/2021 4432.35
8/10/2021 4436.75
8/11/2021 4447.7
8/12/2021 4460.83
8/13/2021 4468
8/16/2021 4479.71
8/17/2021 4448.08
8/18/2021 4400.27
8/19/2021 4405.8
8/20/2021 4441.67
8/23/2021 4479.53
8/24/2021 4486.23
8/25/2021 4496.19
8/26/2021 4470
8/27/2021 4509.37
8/30/2021 4528.79
8/31/2021 4522.68
9/1/2021 4524.09
9/2/2021 4536.95
9/3/2021 4535.43
9/7/2021 4520.03
9/8/2021 4514.07
9/9/2021 4493.28
9/10/2021 4458.58
9/13/2021 4468.73
9/14/2021 4443.05
9/15/2021 4480.7
9/16/2021 4473.75
9/17/2021 4432.99
9/20/2021 4357.73
9/21/2021 4354.19
9/22/2021 4395.64
 9/23/2021 4448.98
9/24/2021 4455.48
9/27/2021 4443.11
9/28/2021 4352.63
9/29/2021 4359.46
9/30/2021 4307.54
10/1/2021 4357.04
10/4/2021 4300.46
10/5/2021 4345.72
10/6/2021 4363.55
10/7/2021 4399.76
10/8/2021 4391.34
10/11/2021 4361.19
10/12/2021 4350.65
10/13/2021 4363.8
10/14/2021 4438.26
10/15/2021 4471.37
10/18/2021 4486.46
10/19/2021 4519.63
10/20/2021 4536.19
10/21/2021 4549.78
10/22/2021 4544.9
10/25/2021 4566.48
10/26/2021 4574.79
10/27/2021 4551.68
10/28/2021 4596.42
10/29/2021 4605.38
11/1/2021 4613.67
11/2/2021 4630.65
11/3/2021 4660.57
11/4/2021 4680.06
11/5/2021 4697.53
11/8/2021 4701.7
11/9/2021 4685.25
11/10/2021 4646.71
11/11/2021 4649.27
11/12/2021 4682.85
11/15/2021 4682.8
11/16/2021 4700.9
11/17/2021 4688.67
11/18/2021 4704.54
11/19/2021 4697.96
11/22/2021 4682.94
11/23/2021 4690.7
11/24/2021 4701.46
11/26/2021 4594.62
11/29/2021 4655.27
11/30/2021 4567
12/1/2021 4513.04
12/2/2021 4577.1
12/3/2021 4538.43
 12/6/2021 4591.67
12/7/2021 4686.75
12/8/2021 4701.21
12/9/2021 4667.45
12/10/2021 4712.02
12/13/2021 4668.97
12/14/2021 4634.09
12/15/2021 4709.85
12/16/2021 4668.67
12/17/2021 4620.64
12/20/2021 4568.02
12/21/2021 4649.23
12/22/2021 4696.56
12/23/2021 4725.79
12/27/2021 4791.19
12/28/2021 4786.35
12/29/2021 4793.06
12/30/2021 4778.73
12/31/2021 4766.18
1/3/2022 4796.56
1/4/2022 4793.54
1/5/2022 4700.58
1/6/2022 4696.05
1/7/2022 4677.03
1/10/2022 4670.29
1/11/2022 4713.07
1/12/2022 4726.35
1/13/2022 4659.03
1/14/2022 4662.85
1/18/2022 4577.11
1/19/2022 4532.76
1/20/2022 4482.73
1/21/2022 4397.94
1/24/2022 4410.13
1/25/2022 4356.45
1/26/2022 4349.93
1/27/2022 4326.51
1/28/2022 4431.85
1/31/2022 4515.55
2/1/2022 4546.54
2/2/2022 4589.38
2/3/2022 4477.44
2/4/2022 4500.53
2/7/2022 4483.87
2/8/2022 4521.54
2/9/2022 4587.18
2/10/2022 4504.08
2/11/2022 4418.64
2/14/2022 4401.67
2/15/2022 4471.07
2/16/2022 4475.01
2/17/2022 4380.26
2/18/2022 4348.87
2/22/2022 4304.76
2/23/2022 4225.5
2/24/2022 4288.7
2/25/2022 4384.65
2/28/2022 4373.94
3/1/2022 4306.26
3/2/2022 4386.54
3/3/2022 4363.49
3/4/2022 4328.87
3/7/2022 4201.09
3/8/2022 4170.7
3/9/2022 4277.88
3/10/2022 4259.52
3/11/2022 4204.31
3/14/2022 4173.11
3/15/2022 4262.45
3/16/2022 4357.86
3/17/2022 4411.67
3/18/2022 4463.12
3/21/2022 4461.18
3/22/2022 4511.61
3/23/2022 4456.24
3/24/2022 4520.16
3/25/2022 4543.06
3/28/2022 4575.52
3/29/2022 4631.6
3/30/2022 4602.45
3/31/2022 4530.41
4/1/2022 4545.86
4/4/2022 4582.64
4/5/2022 4525.12
4/6/2022 4481.15
4/7/2022 4500.21
4/8/2022 4488.28
4/11/2022 4412.53
4/12/2022 4397.45
4/13/2022 4446.59
4/14/2022 4392.59
4/18/2022 4391.69
4/19/2022 4462.21
4/20/2022 4459.45
4/21/2022 4393.66
4/22/2022 4271.78
4/25/2022 4296.12
4/26/2022 4175.2
4/27/2022 4183.96
4/28/2022 4287.5
4/29/2022 4131.93
5/2/2022 4155.38
 5/3/2022 4175.48
5/4/2022 4300.17
5/5/2022 4146.87
5/6/2022 4123.34
5/9/2022 3991.24
5/10/2022 4001.05
5/11/2022 3935.18
5/12/2022 3930.08
5/13/2022 4023.89

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
not constitute an offer of any services. Except for certain custom index calculation services, all information provided by S&P Dow Jones Ind
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