Index Factsheet

MSCI EUR Investment Grade 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(%)

EUR Returns May 2014 - Aug 2024

MSCI EUR
Investment Grade
MSCI EUR
ESG Leaders Investment GradeCorporate BondCorporate BondIndexIndexYear2023

7.91

8.23

2022

-13.54-13.802021-1.17-1.17

2020

2.62

2.73

2019

-5.70

2018

--0.84

2017

-1.61

2016

-4.29

2015

--0.21

Index Performance
EUR returns (%) August 30, 2024
ANNUALIZED RETURN (%)

1 Month

3 Months

1 YearYear to Date

3 Years

5 Years

10 Years

Since May 30,
2014

MSCI EUR Investment Grade ESG Leaders
Corporate Bond Index

0.26

2.83

7.16

2.47

-1.93

0.00

0.00

1.06

MSCI EUR Investment Grade Corporate
Bond Index

0.26

2.81

7.30

2.58

-1.90

-0.86

0.92

1.11

Index

Index Risk and Return Characteristics
EUR returns (%) August 30, 2024
ANNUALIZED STD. DEVIATION (%)

Index

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
PeriodMSCI EUR Investment Grade
ESG Leaders Corporate BondIndex

0.19

37.81

6.42-

--

-0.30

---

17.09

2021-08-05 -2022-10-21

MSCI EUR Investment Grade
Corporate Bond Index-23.22

6.42

6.13------

17.38

2021-08-05 -2022-10-21*Over rebalance of last 12 months

The MSCI EUR Investment Grade ESG Leaders Corporate Bond Index was launched on Sep 17, 2020. Data prior to the launch date is back-tested data (i.e. calculations of how the index might have performed overthat 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 of future 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

Effective
Duration

Effective
Convexity

OAS**(bps)

Weighted Credit
Rating

0-3 Years

469

230

376,528

1.64

97.17

3.19

1.84

3-5 Years

489

234

389,823

2.15

96.24

3.21

3.50

0.04

78

A-0.15101

A-5-7 Years

342

187

270,840

2.27

94.60

3.36

5.14

0.32

116

A-7-10 Years

320

153

270,848

2.84

95.21

10-20 Years

131

67

110,888

2.90

92.00

3.56

6.73

0.56

131

A-3.67

9.88

1.23

123

A-20+ Years

27

21

21,5422.9691.29

3.93

5.71

0.77

147

BBB+Aggregate

1,778

350

1,440,468

2.24

95.56

3.35

4.51

0.32

115

A-

* Par Weighted** Effective Duration Weighted

Credit Rating Breakdown

ESG Metrics
MSCI EUR Investment MSCI EUR Investment
Grade ESG Leaders Grade Corporate Bond
Corporate Bond Index
Index
ESG score--

Environmental Pillar Score--

Fossil Fuel Reserves (%)--

WACI (Scope 1+2)*--

WACI (Scope 1+2+3)*--

Green Revenues (%)--

Green Bonds (%)--

Social Pillar Score--

Controversial Weapons (%)--

Tobacco (%)--

Very Severe Controversies (%)--

Governance Pillar Score--*(t CO2e/$M Sales)

Top 5 Securities
Security Name

ISIN

Currency

SectorCountry of Domicile

UBSG 7.75 2029
BNPP 2.125 2027

CH1214797172

EUR

Financials

Switzerland

FR0013398070

EUR

Financials

FranceSAN 4.875 2031

XS2705604234

EUR

Financials

Spain

MS 4.656 2029

XS2595028536

EUR

Financials

ORAN 8.125 2033

FR0000471930

EUR

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

Security Credit Rating

Index Weight (%)

Parent Index Weight (%)

A-

0.27

0.14

BBB+

0.17

0.09

BBB+

0.17

0.09

USAA-

0.16

0.08

FranceBBB+

0.16

0.08

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Index Factsheet

Top 5 Issuers
Issuer Name

Index Weight (%)

Parent Index Weight (%) Sector

CREDIT AGRICOLE SA

4.28

2.21 Financials

BANQUE FEDERATIVE DU CREDIT MUTUEL SA

3.29

1.70 Financials

BNP PARIBAS SA

3.28

1.69 Financials

BANCO SANTANDER SA

2.42

1.25 Financials

BPCE SA

2.19

1.13 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 FactsheetIndex 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.
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 of
the 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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