As of: May 13, 2022

Effective date S&P 500 (TR)

5/13/2021 8541.39
5/14/2021 8669.49
5/17/2021 8647.57
5/18/2021 8574.98
5/19/2021 8550.95
5/20/2021 8641.98
5/21/2021 8635.55
5/24/2021 8722
5/25/2021 8703.59
5/26/2021 8720.04
5/27/2021 8730.97
5/28/2021 8738.77
6/1/2021 8734.74
6/2/2021 8748.3
6/3/2021 8717.97
6/4/2021 8795.08
6/7/2021 8788.28
6/8/2021 8790
6/9/2021 8774.31
6/10/2021 8815.56
6/11/2021 8832.94
6/14/2021 8851.17
6/15/2021 8833.68
6/16/2021 8786.18
6/17/2021 8782.58
6/18/2021 8667.76
6/21/2021 8789.52
6/22/2021 8834.56
6/23/2021 8825.01
6/24/2021 8877.06
6/25/2021 8906.79
6/28/2021 8927.4
6/29/2021 8930.67
6/30/2021 8942.78
7/1/2021 8990.08
7/2/2021 9058.66
7/6/2021 9040.76
7/7/2021 9071.14
7/8/2021 8995.26
7/9/2021 9096.84
7/12/2021 9128.22
7/13/2021 9096.15
7/14/2021 9107.85
7/15/2021 9078.33
7/16/2021 9009.89
7/19/2021 8867.07
7/20/2021 9001.77
7/21/2021 9075.97
7/22/2021 9094.95
7/23/2021 9187.64
7/26/2021 9209.63
7/27/2021 9166.27
7/28/2021 9164.62
7/29/2021 9204.25
7/30/2021 9155.21
8/2/2021 9138.36
8/3/2021 9213.35
8/4/2021 9170.76
8/5/2021 9226.49
8/6/2021 9243.03
8/9/2021 9235.05
8/10/2021 9244.22
8/11/2021 9267.4
8/12/2021 9297.2
8/13/2021 9312.51
8/16/2021 9337.18
8/17/2021 9271.83
8/18/2021 9173.93
8/19/2021 9186.07
8/20/2021 9261.31
8/23/2021 9341.09
8/24/2021 9355.11
8/25/2021 9376
8/26/2021 9321.74
8/27/2021 9404.15
8/30/2021 9445.24
8/31/2021 9433.58
9/1/2021 9437.15
9/2/2021 9465.47
9/3/2021 9462.54
9/7/2021 9430.68
9/8/2021 9418.57
9/9/2021 9375.99
9/10/2021 9304.03
9/13/2021 9325.29
9/14/2021 9273.99
9/15/2021 9352.83
9/16/2021 9338.61
9/17/2021 9253.57
9/20/2021 9096.52
9/21/2021 9089.55
9/22/2021 9176.08
 9/23/2021 9287.8
9/24/2021 9301.49
9/27/2021 9275.87
9/28/2021 9087.47
9/29/2021 9102.62
9/30/2021 8994.83
10/1/2021 9098.25
10/4/2021 8980.64
10/5/2021 9076.19
10/6/2021 9113.45
10/7/2021 9191.19
10/8/2021 9173.74
10/11/2021 9110.76
10/12/2021 9088.73
10/13/2021 9116.39
10/14/2021 9272.97
10/15/2021 9342.15
10/18/2021 9373.68
10/19/2021 9443.12
10/20/2021 9477.82
10/21/2021 9506.91
10/22/2021 9496.86
10/25/2021 9541.99
10/26/2021 9559.39
10/27/2021 9511.27
10/28/2021 9605.23
10/29/2021 9625.02
11/1/2021 9642.44
11/2/2021 9677.95
11/3/2021 9740.47
11/4/2021 9782.48
11/5/2021 9819.98
11/8/2021 9828.81
11/9/2021 9795.12
11/10/2021 9716.72
11/11/2021 9722.08
11/12/2021 9793.22
11/15/2021 9793.53
11/16/2021 9831.91
11/17/2021 9808.27
11/18/2021 9842.35
11/19/2021 9828.8
11/22/2021 9798.29
11/23/2021 9814.65
11/24/2021 9837.6
11/26/2021 9614.25
11/29/2021 9741.78
11/30/2021 9558.33
12/1/2021 9446.21
12/2/2021 9581.79
12/3/2021 9501.28
 12/6/2021 9613.02
12/7/2021 9812.2
12/8/2021 9842.68
12/9/2021 9773.19
12/10/2021 9866.62
12/13/2021 9776.69
12/14/2021 9705.06
12/15/2021 9863.92
12/16/2021 9778.09
12/17/2021 9678.03
12/20/2021 9567.91
12/21/2021 9738.73
12/22/2021 9838.9
12/23/2021 9900.3
12/27/2021 10037.67
12/28/2021 10027.53
12/29/2021 10041.61
12/30/2021 10012.51
12/31/2021 9986.7
1/3/2022 10050.41
1/4/2022 10044.75
1/5/2022 9850.7
1/6/2022 9841.92
1/7/2022 9803.85
1/10/2022 9789.72
1/11/2022 9879.39
1/12/2022 9907.38
1/13/2022 9767.35
1/14/2022 9775.53
1/18/2022 9595.93
1/19/2022 9503.14
1/20/2022 9398.96
1/21/2022 9221.28
1/24/2022 9246.84
1/25/2022 9134.33
1/26/2022 9120.75
1/27/2022 9072.24
1/28/2022 9294.21
1/31/2022 9469.92
2/1/2022 9534.95
2/2/2022 9624.89
2/3/2022 9390.57
2/4/2022 9440.58
2/7/2022 9405.84
2/8/2022 9484.95
2/9/2022 9623.84
2/10/2022 9450.72
2/11/2022 9271.8
2/14/2022 9236.86
2/15/2022 9383.57
2/16/2022 9393.09
2/17/2022 9195.35
2/18/2022 9130.81
2/22/2022 9038.32
2/23/2022 8871.95
2/24/2022 9005.37
2/25/2022 9207.85
2/28/2022 9186.37
3/1/2022 9044.47
3/2/2022 9213.39
3/3/2022 9166.13
3/4/2022 9094.04
3/7/2022 8825.72
3/8/2022 8762.11
3/9/2022 8988.65
3/10/2022 8950.9
3/11/2022 8835.4
3/14/2022 8771.75
3/15/2022 8959.74
3/16/2022 9160.51
3/17/2022 9274.17
3/18/2022 9382.43
3/21/2022 9378.84
3/22/2022 9484.86
3/23/2022 9368.98
3/24/2022 9504.19
3/25/2022 9552.4
3/28/2022 9620.66
3/29/2022 9738.6
3/30/2022 9678.3
3/31/2022 9527.46
4/1/2022 9559.95
4/4/2022 9637.37
4/5/2022 9517.94
4/6/2022 9425.49
4/7/2022 9466.76
4/8/2022 9441.84
4/11/2022 9282.48
4/12/2022 9251.07
4/13/2022 9356.21
4/14/2022 9242.58
4/18/2022 9240.69
4/19/2022 9389.21
4/20/2022 9383.54
4/21/2022 9245.86
4/22/2022 8989.51
4/25/2022 9040.86
4/26/2022 8786.47
4/27/2022 8805
4/28/2022 9023.42
4/29/2022 8696.65
5/2/2022 8746.05
 5/3/2022 8788.36
5/4/2022 9050.9
5/5/2022 8729.21
5/6/2022 8680.97
5/9/2022 8403.5
5/10/2022 8424.2
5/11/2022 8285.82
5/12/2022 8278.04
5/13/2022 8476.57

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