Index Factsheet

MSCI USD IG ESG Leaders Corporate Bond Index
The MSCI Fixed Income ESG Leaders Indexes are market value-weighted indexes designed to represent the performance of fixed income securities from issuersthat are selected from an underlying index based on Environmental, Social and Governance (ESG) criteria.
Cumulative Index Performance

Annual Performance(%)

USD Returns May 2014 - Jul 2024

MSCI USD IG ESG
Leaders
Corporate BondIndex

Year

MSCI USD IG
Corporate BondIndex

2023

8.12

8.31

2022

-14.76-15.29

2021

-1.20

-1.07

2020

9.95

9.87

201913.84

14.13

2018

-1.98

-2.31

2017

6.08

6.16

2016

5.04

5.31

2015

-0.18

-0.44

Index Performance
USD returns (%) July 31, 2024
ANNUALIZED RETURN (%)

1 Month3 Months

1 YearYear to Date

3 Years

5 Years

10 Years

Since May 30,
2014

MSCI USD IG ESG Leaders Corporate BondIndex

2.09

4.71

6.87

1.96

-2.43

1.12

2.57

2.52

MSCI USD IG Corporate Bond Index

2.12

4.77

6.88

1.93

-2.59

1.03

2.54

2.49

Index

Index Risk and Return Characteristics
USD returns (%) July 31, 2024
ANNUALIZED STD. DEVIATION (%)

Index
MSCI USD IG ESG Leaders
Corporate Bond Index
MSCI USD IG Corporate BondIndex

Tracking Turnover*Error (%)(%)

RISK RETURN RATIO

3 Years

5 Years

10 Years

Since May30, 2014

3 Years

5 Years

10 Years

Since May30, 2014

Max
Drawdown(%)

Max
Drawdown
Period

0.35

28.77

8.52

8.15

6.32

6.27

-0.29

0.14

0.41

0.40

20.95

2021-08-02 -2022-10-21-19.49

8.74

8.47

6.56

6.50

-0.30

0.12

0.39

0.38

21.54

2021-08-02 -2022-10-21*Over rebalance of last 12 months

The MSCI USD IG ESG Leaders Corporate Bond Index was launched on November 08, 2023. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed over that time
period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance -- whether actual or back-tested -- is no indication or guarantee offuture performance.

© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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Index FactsheetIndex ProfileMaturity# of Securities# of Issuers

Market Value
USD (MM)

Coupon*Price*

Yield To Worst

EffectiveDuration

Effective
Convexity

OAS**(bps)

Weighted Credit
Rating

0-3 Years

882

340

788,985

3.49

97.37

4.99

1.71

0.03

54

A-3-5 Years

740

346

671,436

4.31

98.14

4.90

3.24

0.13

74

BBB+

5-7 Years

532

293

458,087

3.49

92.64

4.96

4.89

0.29

86

BBB+

7-10 Years

609

307

538,348

4.56

96.62

5.20

6.48

0.53

104

BBB+

10-20 Years

555

211

448,358

4.98

95.15

5.43

9.54

1.28

112

A-20+ Years

962

264

719,569

4.33

82.96

5.64

13.66

2.84

109

A-Aggregate

4,280

547

3,624,782

4.15

93.32

5.19

6.44

0.87

100

A-

* Par Weighted** Effective Duration Weighted

Credit Rating Breakdown

ESG Metrics
MSCI USD IG ESG
Leaders Corporate
Bond Index

MSCI USD IG
Corporate Bond Index

ESG score

7.62

6.69

Environmental Pillar Score

6.69

6.25

Fossil Fuel Reserves (%)

4.70

5.76

WACI (Scope 1+2)*

202.12233.47WACI (Scope 1+2+3)*

789.45892.47

Green Revenues (%)

4.35

3.56

Green Bonds (%)

1.60

1.33

Social Pillar Score

5.25

4.83Controversial Weapons (%)

0.00

0.00

Tobacco (%)

0.15

1.31

Very Severe Controversies (%)

0.00

0.07

Governance Pillar Score

6.17

5.86

*(t CO2e/$M Sales)

Top 5 Securities
Security Name

ISIN

Currency

Sector

PFE 5.3 2053

US716973AG71

USD

Health Care

BAC 3.419 2028

US06051GHD43

USD

Financials

BAC 1.734 2027

US06051GJS93

USD

T 3.5 2053

US00206RKJ04

T 3.55 2055

US00206RLJ94

Security Credit Rating

Index Weight (%)

Parent Index Weight (%)

Singapore

A

0.16

0.08

USAA-

0.16

0.08

Financials

USAA-0.150.08

USD

Communication Services

USABBB

0.150.07

USD

Communication Services

USABBB

0.150.07© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

Country of Domicile

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Index Factsheet

Top 5 Issuers
Issuer Name

Index Weight (%)

Parent Index Weight (%) Sector

BANK OF AMERICA CORP

4.39

2.24 Financials

MORGAN STANLEY

3.43

1.75 Financials

AT&T INC

2.19

1.11 Communication Services

VERIZON COMMUNICATIONS INC

2.09

1.07 Communication Services

HSBC HOLDINGS PLC

1.99

1.01 Financials

Sector Weights

Country Weights© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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Index Factsheet

Index Framework
The MSCI Fixed Income ESG Leaders Indexes are derived from underlying MSCI Corporate Bond Indexes ("Parent Indexes") and aim to achieve sector weightsthat reflect the sector weights of the corresponding Parent Indexes. Index construction criteria excludes constituents based on involvement in specific businessactivities as well as exposure to ESG controversies. The Indexes target 50% coverage of each Global Industry Classification Standard (GICS��) sector byselecting constituents primarily based on criteria including the ESG rating, the trend in that rating and the company's industry adjusted ESG score. The Indexes
are rebalanced on a monthly basis to coincide with the monthly index review of the MSCI Corporate Bond Indexes. The pro forma Indexes are in generalannounced three business days prior to the effective date of rebalancing.
This summary is provided for illustrative purposes only and does not include all material elements of the index or its methodology. For a complete description ofthe index methodology, please see Index methodology - MSCI.

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© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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