STOXX Thematics Annual Review Report
June 2024

Copyright © 2024 STOXX Ltd.

Executive Summary1▪

The annual review and rebalancing for STOXX Global Thematic indices was conducted June 24, 2024.

▪

As part of the process, the entire RBICS classification was evaluated for each index, ensuring that the targeted themes continued to beaccurately reflected.

▪

There were changes to the RBICS sectors of 6 indices.

▪

ESG exclusions ranged from as little as 4 companies (Digital Security) to as high as 43 companies (Smart City Infrastructure).

▪

Average turnover increased from 16% from 22% this year, which reflected the bigger number of RBICS changes for Electric Vehicles and Driving
Technology index.

▪

All indices maintained a purity of >80% to their targeted theme, as measured by the weighted average of related revenue exposure.

▪

As of September 2023, Clarity AI’s Sustainable Investment framework, which is used to evaluate companies’ sustainability objectives and theirenvironmental and social contributions, has been integrated into the index methodology. The SI commitment for each index (see Appendix) is consideredin the weighting scheme for the annual review and quarterly rebalances.

▪

Following a successful market consultation, the methodology of STOXX Global Electric Vehicles & Driving Technology was updated to better capture theevolution of the electric vehicles and driving technologies space since its launch in 2018. Notable changes include:▪

Switching the starting universe from STOXX Global Total Market to STOXX World AC All Cap, which broadens the coverage.

▪

Removal of supply chain links for “Potential Electric Vehicles Manufacturer” and “Potential Electric Vehicle Battery Supplier” (see Appendix).

▪

Introduction of a new group “Driving Technologies”.

| Copyright © 2024 STOXX Ltd.

BlackRock Thematic Index Family
Rebalance overview

2| Copyright © 2024 STOXX Ltd.

Summary of RBICS Sector Changes by Index
Index Name

3

Total
Sectors

Added

Ageing Population

66

Breakthrough Healthcare

43•

Weight Management Biopharmaceuticals

Automation & Robotics

49

•
•

3D Printing Services
Quantum Processor Semiconductors

Digitalisation

58•

Domain Services

Digital Security

38

•
•

E-Signature SoftwareEnterprise Blockchain Technology

Digital Entertainment and
Education

34

Smart City infrastructure

59•

Energy and Sustainability Management Services••

Embedded Automotive Software
Automotive Industry Software

Electric Vehicles and Driving
Technology

50

Energy Storage and Hydrogen35| Copyright © 2024 STOXX Ltd.

Removed

•
•
•
•
•
•
•
•
•
•
•
•

Conventional Autonomous Transit Vehicles Makers
Conventional Engine Autonomous Truck Makers
Conventional Engine Car Manufacturers
Multi-type Commercial and Transit Vehicles Makers
Multi-type Heavy Duty Trucks and Trailers Makers
Multi-Type Motor Homes and Campers Manufacturing
Diversified Consumer Vehicle Manufacturing
Heavy-Duty Industrial Batteries Manufacturing
Diversified Electrical/Power System Manufacturing
Electronic Interconnect Components
Fuse Passive Electronic Components
Peripheral Semiconductors

Index Exposure to Targeted Themes (“Purity”)
Ageing Population
Breakthrough Healthcare
Automation & Robotics
Digitalisation
Digital Security

Digital Entertainment and Education
Smart City Infrastructure
Electric Vehicles & Driving Technology
50%

55%

60%

65%
Purity Post Rebalance %Purity is calculated as the weighted average revenue exposure from eligible RBICs for each theme4| Copyright © 2024 STOXX Ltd.

70%

75%

80%

85%

90%

95%

Rebalance Stage Analysis Summary

STOXX Global
AgeingPopulation

STOXX Global
BreakthroughHealthcare

STOXX Global
Automation &Robotics

Parent Index

STOXX Global
STOXX Global
DigitalDigital Security Entertainment
and Education

STOXX Global
STOXX Global
STOXX Global
Electric Vehicles Energy Storage
Smart City
& Drivingand Hydrogen
Infrastructure
Technology

Global TMISTOXX World AC All Cap

12,242

Initial universe
Baseline (Liquidity,
Country, Size) screens

13,9686644

7140

Baseline + RBICS screens

375

211

172

209

115

94

197

97

64*

ESG exclusions

31

17

21

11

4

10

43

9

9

Final membership

343

193

151

198

111

84

154

88

55

* Includes Patent screen
5

STOXX Global
Digitalisation| Copyright © 2024 STOXX Ltd.

Historical Rebalance Turnover

6

STOXX Global
Ageing Population

STOXX Global
BreakthroughHealthcare

STOXX Global
Automation &Robotics

STOXX Global
Digitalisation

STOXX Global
Digital Security

STOXX Global
DigitalEntertainment
and Education

STOXX Global
Smart City
Infrastructure

STOXX Global
Electric Vehicles &Driving
Technology

STOXX Global
Energy Storageand Hydrogen

June-21

23.85

31.89

13.54

19.57

22.02

N/A

21.34

28.42

N/A

June-22

20.35

28.84

40.96

22.46

23.96

15.37

34.62

32.16

N/A

June-23

15.25

19.86

15.01

13.99

13.27

17.42

12.68

23.82

N/A

June-24

16.92

15.15

20.42

14.19

15.95

12.37

15.68

52.15

34.80

| Copyright © 2024 STOXX Ltd.

STOXX® Global Ageing Population

7| Copyright © 2024 STOXX Ltd.

STOXX Global Ageing Population Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

343

331

Number of holdings

Deletion
39

Addition
51

Addition

Deletion

Review turnover: 16.92%
1) Data as of June 24, 2024

8

| Copyright © 2024 STOXX Ltd.

Security

Industry

CountryBALOISE

Financials

Switzerland

Weight0.55

AVIVA

Financials

UK

0.53

Ventas Inc.

Real Estate

USA

0.53

Johnson & Johnson

Health Care

USA

0.53

BLUE OWL CAPITAL A

Financials

USA

0.53

NOVARTIS

Health Care

Switzerland

0.53

PHARMAESSENTIA

Health Care

Taiwan0.53

ASR NEDERLAND NV

Financials

Netherlands

0.52

LEGAL & GENERAL GRP

Financials

UK

0.50

ST.JAMES'S PLACE CAPITAL

Financials

UK

0.44

Top deletions
Security

Industry

Country

UCB

Health Care

Belgium

Weight0.75

AIRBNB A

Consumer Discretionary

USA

0.60

Fubon Financial Holding Co Ltd

Financials

Taiwan0.59

NN GROUP

Financials

Netherlands

0.59

CDIBH

Financials

Taiwan0.53

Shin Kong Finanl

Financials

Taiwan0.47

CHINA PAC.IN.(GROUP) 'H'

Financials

China

0.46

LABCORP HOLDINGS

Health Care

USA

0.43

TSURUHA HOLDINGS

Consumer Staples

Japan

0.33

PING AN INSUR GP CO. OF CN 'H'

Financials

China

0.32

STOXX Global Ageing Population Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA

Health CareJapan
Financials
UK
Australia

Consumer Discretionary

Switzerland
Consumer Staples

FranceCanadaReal Estate
BrazilIndustrials

Germany

SwedenTechnology
Others0%10%20%Pre-Rebalance

1) Data as of June 24, 2024

9

| Copyright © 2024 STOXX Ltd.

30%

40%

Post-Rebalance

50%

60%

0%

10%

20%

Pre-Rebalance30%
Post-Rebalance

40%

50%

60%

STOXX Global Ageing Population Index
Exclusions due to ESG screens1)
Security

ReasonSecurity

ReasonCARNIVALThis security failed the product involvement check

NN GROUP

This security failed the product involvement check

Manulife Financial Corp.

This security failed the product involvement check

ROYAL CARIBBEAN GROUP

This security failed the product involvement check

CAWACHIThis security failed the product involvement check

C4 THERAPEUTICSThis security is involved in controversial weapons activities

TSURUHA HOLDINGSThis security failed the product involvement check

PRAXIS PRECISION MEDICINESThis security is involved in controversial weapons activities

Carnival Corp.

This security failed the product involvement check

SHATTUCK LABS

This security is involved in controversial weapons activities

China Life Insurance Co 'H'

This security failed the product involvement check

ADC THERAPEUTICSThis security is involved in controversial weapons activities

SIC.KELUN-BIOTECH BIOPHM.'H'

The product involvements value is missing

OCUGEN

This security failed the controversy rating check

TUI

This security failed the product involvement check

ABSCI

This security is involved in controversial weapons activities

COSMOS PHARM.

This security failed the product involvement check

NORWEGIAN CRUISE LINE

This security failed the product involvement check

WELCIA HOLDINGSThis security failed the product involvement check

CG ONCOLOGY

The product involvements value is missing

KUSURI NO AOKI HOLDINGSThis security failed the product involvement check

HILTON GRAND VACATIONSThis security failed the product involvement check

CREATE SD HOLDINGSThis security failed the product involvement check

KKR & CO INC

This security failed the product involvement check

Hana Tour Servic

This security failed the product involvement check

MAKEMYTRIPThis security failed the controversy rating check

S BIOMEDICS

The product involvements value is missing

DESPEGAR COM

The product involvements value is missing

ANANTIThis security failed the product involvement check

WALGREENS BOOTS ALLIANCE

This security failed the product involvement check

LABCORP HOLDINGSThe product involvements value is missing

1)

10

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Breakthrough Healthcare11| Copyright © 2024 STOXX Ltd.

STOXX Global Breakthrough Healthcare Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

193

188

Number of holdings

Deletion
20

Addition
25

Addition

Deletion

Review turnover: 15.15%
1) Data as of June 24, 202412

| Copyright © 2024 STOXX Ltd.

Security

Industry

Country

Johnson & Johnson

Health Care

USA

Weight
1.57

NOVARTIS

Health Care

Switzerland

1.56

NEOGEN

Health Care

USA

0.48

IDEAYA BIOSCIENCES

Health Care

USA

0.37

GERON

Health Care

USA

0.34

RHYTHM PHARMACEUTICALS

Health Care

USA

0.30

FORTREA HOLDINGS

Health Care

USA

0.28

HUTCHMED CHINA (HKG)

Health Care

Hong Kong

0.26

AKESO

Health Care

Hong Kong

0.26

ARCELLX

Health Care

USA

0.25

Top deletions
Security

Industry

Country

XENON PHARMACEUTICALS

Health Care

USA

Weight0.42

PEPTIDREAM

Health Care

Japan

0.26

NURIX THERAPEUTICS

Health Care

USA

0.17

MicroPort Scien.

Health Care

Hong Kong

0.13

POLYPEPTIDE N

Health Care

Switzerland

0.09

SCHOLAR ROCK HOLDING

Health Care

USA

0.07

EDITAS MEDICINE

Health Care

USA

0.06

HLB THERAPEUTICS

Health Care

South Korea

0.06

SHANGHAI MICROPORT MEDBOT 'H'

Health Care

China

0.06

ADIMMUNE

Health Care

Taiwan0.05

STOXX Global Breakthrough Healthcare Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA
Switzerland
Health Care
Japan
South Korea
Belgium

Denmark
Industrials
OthersGermany
Hong Kong
UK
Technology

FranceOthers
0%

10%

20%

30%

Pre-Rebalance

1) Data as of June 24, 2024

13

| Copyright © 2024 STOXX Ltd.

40%

50%

Post-Rebalance

60%

70%

80%

0%

10%

20%

30%

40%

Pre-Rebalance

50%

60%

Post-Rebalance

70%

80%

90%

100%

STOXX Global Breakthrough Healthcare Index
Exclusions due to ESG screens1)
Security

ReasonSecurity

ReasonSIC.KELUN-BIOTECH BIOPHM.'H'

The product involvements value is missing

BRUKER

This security failed the product involvement checkWUXI XDC CAYMAN

This security failed the controversy rating check

C4 THERAPEUTICSThis security is involved in controversial weapons activities

TOOLGEN

This security is involved in non compliant activities

PRAXIS PRECISION MEDICINESThis security is involved in controversial weapons activities

VUNO

The product involvements value is missing

SHATTUCK LABS

This security is involved in controversial weapons activities

CORESTEMCHEMON

The product involvements value is missing

ADC THERAPEUTICSThis security is involved in controversial weapons activities

GENOMICTREE

The product involvements value is missing

ABSCI

This security is involved in controversial weapons activities

Mettler-Toledo International I

This security failed the product involvement check

CG ONCOLOGY

The product involvements value is missing

Revvity

This security failed the product involvement check

STANDARD BIOTOOLSThis security failed the controversy rating check

FORMOSA LABORATORIESThis security is involved in controversial weapons
activities

1)

14

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Automation & Robotics

15| Copyright © 2024 STOXX Ltd.

STOXX Global Automation & Robotics Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

151

150

Number of holdings

Deletion
13

Addition
14

Addition

Deletion

Review turnover: 20.42%
1) Data as of June 24, 2024

16

| Copyright © 2024 STOXX Ltd.

Security

Industry

Country

ESAB

Industrials

USA

Weight0.50

CREDO TECHNOLOGY GROUP HOLDING

Technology

USA

0.35

COMET HOLDINGS 'R'

Technology

Switzerland

0.29

MOBILEYE GLOBAL A

Technology

USA

0.19

INFORMATICA A

Technology

USA

0.16

AIROHA TECHNOLOGYTechnology

Taiwan0.10

RAINBOW ROBOTICS

Industrials

South Korea

0.09

INDIE SEMICONDUCTOR A

Technology

USA

0.09

SYMBOTIC A

Industrials

USA

0.08

FURUNO ELEC.

Industrials

Japan

0.03

Top deletions
Security
Yokogawa Electric Corp.
ADEIAPEOPLE & TECHNOLOGYYEXTPKSHA TECHNOLOGYCREATIVE & INNOVATIVE SYSTEMOPTEX GROUPOUSTER A
THOUGHTWORKS HOLDINGDOMO B

Industry
Industrials
Technology
Industrials
Technology
Technology
Industrials
Industrials
Technology
Technology
Technology

CountryJapan
USASouth Korea
USA
Japan
South Korea
Japan
USA
USA
USA

Weight
0.98
0.18
0.16
0.09
0.07
0.06
0.06
0.06
0.03
0.03

STOXX Global Automation & Robotics Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA
Technology
Japan
Germany
Industrials

CanadaSwitzerland

Health Care

UK
TaiwanSwedenConsumer Discretionary

FranceFinland
Basic Materials
Others
0%

10%

20%

30%

Pre-Rebalance

1) Data as of June 24, 202417

| Copyright © 2024 STOXX Ltd.

40%
Post-Rebalance

50%

60%

70%

0%

10%

20%
Pre-Rebalance

30%

40%

Post-Rebalance

50%

60%

70%

STOXX Global Automation & Robotics Index
Exclusions due to ESG screens1)
Security

ReasonSecurity

ReasonNidec Corp.

This security failed the product involvement check

DOOSAN ROBOTICSThis security failed the controversy rating check

Toyota Industries Corp.

This security failed the product involvement check

ASICLAND

The product involvements value is missing

Yokogawa Electric Corp.

This security failed the product involvement check

HYVISION SYSTEM

The product involvements value is missing

COGNEX

This security failed the product involvement check

GENETEC TECHNOLOGY

The product involvements value is missing

UBTECH ROBOTICS 'H'

The product involvements value is missing

TELEDYNE TECHS.

This security failed the product involvement check

NAGANO KEIKI

The product involvements value is missing

REEDER TEKNOLOJI SANAYI VE
TICARET A S

The product involvements value is missing

SANTEC HOLDINGSThe product involvements value is missing

ASIA OPTICALThis security failed the product involvement check

ADTECHNOLOGY

The product involvements value is missing

OUSTER A

The product involvements value is missingDI

The product involvements value is missing

GENIUS SPORTS

The product involvements value is missing

YC

The product involvements value is missing

ALBANY INTL.'A'

This security failed the product involvement check

GAON CHIPS

The product involvements value is missing

1)

18

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Digitalisation

19| Copyright © 2024 STOXX Ltd.

STOXX Global Digitalisation Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

198

188

Number of holdings

Deletion
16
Addition
26

Addition

Deletion

Review turnover: 14.19%
1) Data as of June 24, 2024

20

| Copyright © 2024 STOXX Ltd.

Security

Industry

Country

ACV AUCTIONS A

Consumer Discretionary

USA

Weight0.15

NCR VOYIX

Technology

USA

0.11

SILICON2

Consumer Discretionary

South Korea

0.09

VISIONAL

Industrials

Japan

0.07

INTAPPTechnology

USA

0.07

IFAST

Financials

Singapore

0.06

INFOCOM

Technology

Japan

0.06

TRUSTPILOT GROUP

Technology

UK

0.05

TEMPLE & WEBSTER GP.

Consumer Discretionary

Australia

0.05

INFIBEAM AVENUES

Industrials

India

0.05

Top deletions
Security

Industry

Country

Naspers Ltd

Technology

South Africa

Weight1.72

ProsusTechnology

Netherlands

1.60

WILLIAMS SONOMA

Consumer Discretionary

USA

1.48

OPENDOOR TECHNOLOGIESReal Estate

USA

0.08

SERCOMM

Telecommunications

Taiwan0.07

BPOST SA

Industrials

Belgium

0.02

RUMBLE A

Technology

USA

0.02

TUCOWS 'A'

Technology

USA

0.01

FAWRY FOR BKG.TECH

Industrials

Egypt

0.01

ANGI

Consumer Discretionary

USA

0.01

STOXX Global Digitalisation Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA

Technology

Japan
Industrials

Germany
UK

Consumer Discretionary
Australia
Real Estate

Netherlands
South Korea

Financials
FranceSwitzerland

Telecommunications

CanadaConsumer Staples
Others
0%

10%

20%

30%

Pre-Rebalance

1) Data as of June 24, 2024

21

| Copyright © 2024 STOXX Ltd.

40%

50%

60%

Post-Rebalance

70%

80%

90%

0%

10%
Pre-Rebalance

20%

30%

Post-Rebalance

40%

50%

STOXX Global Digitalisation Index
Exclusions due to ESG screens1)
Security

ReasonINPOST

This security is involved in controversial weapons activities

ProsusThis security failed the product involvement check

ALLEGRO.EU

This security failed the product involvement check

VTEX AThe product involvements value is missing

BLEND LABS A

The product involvements value is missing

RUMBLE A

The product involvements value is missing

CCC INTELLIGENT SOLUTIONSThis security is involved in controversial weapons activities

REDDIT A

The product involvements value is missing

THE REALREAL

The product involvements value is missing

IAC/INTERACTIVECORP

This security failed the product involvement check

Naspers Ltd

This security failed the product involvement check1)

22

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Digital Security

23| Copyright © 2024 STOXX Ltd.

STOXX Global Digital Security Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

111

101

Number of holdings

Deletion
4

Security

Industry

Country

Tech Mahindra

Technology

India

Weight1.60

Wipro LtdTechnology

India

1.60

DOCUSIGN

Technology

USA

1.57

ASGN

Industrials

USA

1.51

COMPUTACENTER

Technology

UK

1.16

NAPCO SECURITY TECHS.

Industrials

USA

0.65

ARLO TECHNOLOGIES

Consumer Discretionary

USA

0.50

CANCOM

Technology

Germany

0.43

DIGI INTERNATIONAL

Telecommunications

USA

0.32

NEXT VISION STABILIZED SYSTEMS

Industrials

Israel0.31

Top deletions
Addition
14

Addition

Deletion

Review turnover: 15.95%
1) Data as of June 24, 2024

24

| Copyright © 2024 STOXX Ltd.

Security

Industry

Country

BECHTLE

Technology

Germany

Weight
1.61936

TIETOEVRYTechnology

Finland0.76654

NEC NETWORKS & SY.INTG.

Technology

Japan

0.55669

FDM GROUP

Industrials

UK

0.19886

STOXX Global Digital Security Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA
Technology
Japan
TaiwanIndustrials

India
UK

Telecommunications

Australia
Real Estate

SwedenSouth Korea

Consumer Discretionary
Germany

Denmark
Financials
Others
0%

10%

20%

30%

Pre-Rebalance

1) Data as of June 24, 2024

25

| Copyright © 2024 STOXX Ltd.

40%

50%

Post-Rebalance

60%

70%

80%

0%

10%

20%

30%

Pre-Rebalance40%
Post-Rebalance

50%

60%

70%

80%

STOXX Global Digital Security Index
Exclusions due to ESG screens1)
Security

ReasonCACI INTERNATIONAL 'A'

This security is involved in controversial weapons activities

JOONGANG ADVANCED MATERIALSThe product involvements value is missing

TELOS CORPORATION

The product involvements value is missing

SCIENCE APPS INTLThis security failed the product involvement check1)

26

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX Global Digital Entertainment
and Education®

27| Copyright © 2024 STOXX Ltd.

STOXX Global Digital Entertainment and Education Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

84

85

Number of holdings

Addition
12

Deletion
13

Deletion

Review turnover: 12.37%
28| Copyright © 2024 STOXX Ltd.

Industry

Country

PEARSON

Consumer Discretionary

UK

Weight
1.27

KRAFTON

Consumer Discretionary

South Korea

1.11

HARMONIC

Telecommunications

USA

0.19

PELOTON INTERACTIVE A

Consumer Discretionary

USA

0.19

ADEIA

Technology

USA

0.18

SOUNDHOUND AI A

Technology

USA

0.18

PUBMATIC A

Technology

USA

0.12

Clevo Co

Technology

Taiwan0.12

TCL ELECTRONICS HOLDINGS

Consumer Discretionary

China

0.10

INTEGRAL AD SCIENCE HOLDING

Consumer Discretionary

USA

0.10

Top deletions

Addition

1) Data as of June 24, 2024

Security

Security

Industry

Country

Liteon Tech

Technology

TaiwanWeight1.08

CYBERAGENT

Technology

Japan

0.37

Sharp Corp.

Technology

Japan

0.21

SPORTRADAR GROUP A

Technology

USA

0.12

UDEMY

Consumer Discretionary

USA

0.10

XD

Consumer Discretionary

Hong Kong

0.10

NETDRAGON WEBSOFT

Consumer Discretionary

Hong Kong

0.06

IGG

Consumer Discretionary

Hong Kong

0.05

GOLFZON

Consumer Discretionary

South Korea

0.03

NEOWIZ

Consumer Discretionary

South Korea

0.03

STOXX Global Digital Entertainment and Education Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA
Consumer Discretionary

Japan
South Korea
TaiwanTechnology
Hong Kong
Australia
SwedenTelecommunications

Switzerland
China

UK

Industrials

Others
0%

10%

20%

30%

Pre-Rebalance

1) Data as of June 24, 2024

29

| Copyright © 2024 STOXX Ltd.

40%
Post-Rebalance

50%

60%

70%

0%

10%

20%

Pre-Rebalance30%
Post-Rebalance

40%

50%

60%

STOXX Global Digital Entertainment and Education Index
Exclusions due to ESG screens1)
Security

ReasonSega Sammy Holdings Inc.

This security failed the product involvement check

FOSTER ELECTRIC

The product involvements value is missing

MARS GROUP HOLDINGSThis security failed the ESG risk rating check

NEXON Games

This security failed the ESG risk rating check

LIGHT & WONDER

This security has 'high' ESG risk rating and controversy rating higher than category 2

DRAFTKINGS AThis security has 'high' ESG risk rating and controversy rating higher than category 2

META PLATFORMS CLASS A

This security has 'high' ESG risk rating and controversy rating higher than category 2

SPORTRADAR GROUP A

This security failed the ESG risk rating check

RUMBLE A

The product involvements value is missing

REDDIT A

The product involvements value is missing

1)30

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Smart City Infrastructure31| Copyright © 2024 STOXX Ltd.

STOXX Global Smart City Infrastructure Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

154

143

Number of holdings

Deletion
15
Addition
26

Addition

Deletion

Review turnover: 15.68%
1) Data as of June 24, 2024

32

| Copyright © 2024 STOXX Ltd.

Security

Industry

Country

AECOM

Industrials

USA

Weight
1.17

UBER TECHNOLOGIES

Consumer Discretionary

USA

1.13

EATON CORP. PLC

Industrials

USA

1.12

Veralto Corp.

Industrials

USA

1.10

INDUS TOWERS

Telecommunications

India

1.08

CREDO TECHNOLOGY GROUP HOLDING

Technology

USA

0.83

SIGNIFY

Industrials

Netherlands

0.70

MUELLER WATER PRODUCTS

Industrials

USA

0.59

SHO-BOND HOLDINGS

Industrials

Japan

0.37

NEC NETWORKS & SY.INTG.

Technology

Japan

0.30

Top deletions
Security

Industry

Country

GRAB HOLDINGS A

Consumer Discretionary

USA

Weight1.04

KONE B

Industrials

Finland

0.91

FRONTDOOR

Consumer Discretionary

USA

0.76

CANCOM

Technology

Germany

0.31

SDIPTECH

Industrials

Sweden0.29

TOWER BERSAMA INFR.

Telecommunications

Indonesia

0.17

PFEIFFER VACUUM TECH.

Industrials

Germany

0.16

OPTEX GROUP

Industrials

Japan

0.10

OUSTER A

Technology

USA

0.09

REALORD GROUP HOLDINGS

Utilities

Hong Kong

0.08

STOXX Global Smart City Infrastructure Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA

Industrials

Japan
Technology
CanadaTelecommunications

SwedenUK

Utilities

FranceReal Estate
Switzerland
Consumer Discretionary

TaiwanChina

Basic Materials

Netherlands
EnergyOthers0%10%20%Pre-Rebalance

1) Data as of June 24, 2024

33

| Copyright © 2024 STOXX Ltd.

30%

40%

Post-Rebalance

50%

60%

0%

10%

20%

Pre-Rebalance30%
Post-Rebalance

40%

50%

60%

STOXX Global Smart City Infrastructure Index
Exclusions due to ESG screens1)
Security

ReasonSecurity

ReasonTOMRA SYSTEMSThis security failed the product involvement check

BRAINCHIP HOLDINGSThis security failed the ESG risk rating check

Central Japan Railway Co.

This security failed the product involvement check

BURCKHARDT CMPSN.HLDG.

This security failed the product involvement check

Dowa Holdings Co. Ltd.

This security failed the product involvement check

GLOBAL ATOMIC

This security failed the ESG risk rating check

East Japan Railway Co.

This security failed the product involvement check

CACI INTERNATIONAL 'A'

This security is involved in controversial weapons activities

Downer EDI Ltd.

This security has 'high' ESG risk rating and controversy
rating higher than category 2

CHINA ENERGY ENGR.'H'

This security failed the product involvement check

Keisei Electric Railway Co. LtThis security failed the product involvement check

VEOLIA ENVIRONNEMENT

This security failed the product involvement check

INFRONEER Holdings

This security failed the ESG risk rating check

Flowserve Corp.

This security failed the product involvement check

Technip Energies

This security failed the product involvement check

Mitsubishi Materials Corp.

This security failed the ESG risk rating check

TRIMEGAH BANGUN PERSADAThis security failed the ESG risk rating check

ZIJIN MINING GROUP H

This security has 'high' ESG risk rating and controversy
rating higher than category 2

RAIL VIKAS NIGAM

This security failed the ESG risk rating check

TORISHIMA PUMP MNFG.

This security failed the ESG risk rating check

NBCC (INDIA)

This security failed the ESG risk rating check

West Japan Railway Co.

This security failed the product involvement check

1)

34

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX Global Smart City Infrastructure Index
Exclusions due to ESG screens1)
Security

ReasonSecurity

ReasonSEIKITOKYU KOGYO

This security failed the ESG risk rating check

KONTROLMATIK TEKNOLOJI
MUHENDI

This security failed the ESG risk rating check

NAGANO KEIKI

The product involvements value is missing

Altek

This security failed the ESG risk rating check

FIXSTARS

This security failed the ESG risk rating check

CTCI Corp

This security failed the product involvement check

NOMURA MICRO SCIENCEThis security failed the ESG risk rating check

Rechi

This security failed the ESG risk rating check

MIRAI INDUSTRYThis security failed the ESG risk rating check

COGNYTE SOFTWARE

The product involvements value is missing

KAWADA TECHNOLOGIESThis security failed the ESG risk rating check

CONSTRUCTION PARTNERS A

This security failed the ESG risk rating check

KEPCO E&C

This security failed the product involvement check

OUSTER A

The product involvements value is missing

JOONGANG ADVANCED
MATERIALS

The product involvements value is missing

CELLEBRITE DI

The product involvements value is missing

FUGRO

This security failed the product involvement check

JOBY AVIATION A

This security failed the ESG risk rating check

ASPEN AEROGELSThis security failed the product involvement check

LINK MOBILITY GROUP HOLDINGS The product involvements value is missing
KEPPEL INFR.TRUST

1)

35

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

This security failed the product involvement checkSTOXX Global Electric Vehicles & Driving
Technology®

36| Copyright © 2024 STOXX Ltd.

STOXX Global Electric Vehicles & Driving Technology Index
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

88

95

Number of holdings

Addition
41

Deletion48

Deletion

Review turnover: 52.13%
37| Copyright © 2024 STOXX Ltd.

Industry

Country

ADVANCED MICRO DEVICES

Technology

USA

Weight
4.48

NXP SEMICONDUCTORSTechnology

USA

4.31

SKYWORKS SLTN.

Technology

USA

3.38

LI AUTO 'A'

Consumer Discretionary

China

2.24

PORSCHE AUTOMOBIL HLDG PREF

Consumer Discretionary

Germany

1.38

CONTEMPORARY AMPEREX TEC (CCS)

Industrials

China

1.33

SAMVARDHANA MOTHERSON INTERNAT

Consumer Discretionary

India

1.31

XPENG 'A'

Consumer Discretionary

China

1.15

SUNNY OPTICAL TECH.(GP.)

Technology

China

0.88

SPECTRIS

Industrials

UK

0.76

Top deletions

Addition

1) Data as of June 24, 2024

Security

Security

Industry

Country

EATON CORP. PLC

Industrials

USA

Weight3.71

Garmin Ltd.

Consumer Discretionary

USA

3.33

KIA CORPORATION

Consumer Discretionary

South Korea

3.22

SCHNEIDER ELECTRIC

Industrials

France

2.99

GENERAL MOTORS

Consumer Discretionary

USA

2.90

Suzuki Motor Corp.

Consumer Discretionary

Japan

2.80

STELLANTIS

Consumer Discretionary

Italy

2.71

Hyundai Motor Co

Consumer Discretionary

South Korea

2.40

Honda Motor Co. Ltd.

Consumer Discretionary

Japan

2.28

Sumitomo Electric Industries L

Consumer Discretionary

Japan

2.11

STOXX Global Electric Vehicles & Driving Technology Index
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA

Consumer Discretionary

Germany
Technology

Japan
China

Industrials
South Korea
Basic Materials

TaiwanSwitzerland

Telecommunications
Italy
FranceEnergyHong Kong
Utilities
Others0%10%20%Pre-Rebalance

1) Data as of June 24, 2024

38

| Copyright © 2024 STOXX Ltd.

30%
Post-Rebalance

40%

50%

0%

10%

20%

Pre-Rebalance30%
Post-Rebalance

40%

50%

60%

STOXX Global Electric Vehicles & Driving Technology Index
Exclusions due to ESG screens1)
Security

ReasonBYD 'H'This security failed the product involvement check

Huagong 'A' (CCS)This security failed the product involvement check

BYD 'A' (CCS)This security failed the product involvement check

HESAI GROUP SPONSORED ADR

The product involvements value is missing

EVE ENERGY 'A' (CCS)This security failed the product involvement check

ELECTREON WIRELESSThe product involvements value is missing

LG Chem Ltd

This security failed the product involvement check

LG CHEM 1PF

This security failed the product involvement check

LG ENERGY SOLUTION

This security failed the product involvement check1)

39

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

STOXX® Global Energy Storage & Hydrogen40| Copyright © 2024 STOXX Ltd.

STOXX Global Energy Storage & Hydrogen
Review additions & deletions1)
Change summary

Top additions

Post- Rebalance

Pre-Rebalance

55

56

Number of holdings

Deletion

Review turnover: 34.80%| Copyright © 2024 STOXX Ltd.

Country

Industrials

China

Weight
5.63

ENPHASE ENERGY

EnergyUSA

5.13

KAORI HEAT TREATMENT

Industrials

Taiwan1.07

PHIHONG TECHNOLOGY

Industrials

Taiwan0.44

DarfonTechnology

Taiwan0.38

CERES POWER HOLDINGS

EnergyUK

0.23

Kolon Industry

Basic Materials

South Korea

0.04

Top deletions

Addition

41

Industry

CONTEMPORARY AMPEREX TEC (CCS)

Addition
7

Deletion
81) Data as of June 24, 2024

Security

Security

Industry

Country

LG ENERGY SOLUTION

Industrials

South Korea

Weight3.93

LG Chem Ltd

Industrials

South Korea

3.81

MITSUBISHI CHEMICAL GROUP

Basic Materials

Japan

2.96

ENOVIX

Industrials

USA

0.63

JSR Corp.

Basic Materials

Japan

0.45

LG CHEM 1PF

Industrials

South Korea

0.43

Mitsui Mining & Smelting Co. L

Basic Materials

Japan

0.14

BLINK CHARGING

Consumer Discretionary

USA

0.06

STOXX Global Energy Storage & Hydrogen
Country and ICB industry allocation pre- and post-rebalance1)
Top 10 Country Allocation

ICB Industry Allocation

USA
Industrials
Japan
South Korea
Basic Materials

FranceChina

EnergyTaiwanSwitzerland
NorwayTechnology

Netherlands

Germany
Consumer Discretionary
Others0%10%Pre-Rebalance

1) Data as of June 24, 2024

42

| Copyright © 2024 STOXX Ltd.

20%
Post-Rebalance

30%

40%

0%

5%

10%

15%

Pre-Rebalance

20%

25%

30%

Post-Rebalance

35%

40%

45%

50%

STOXX Global Energy Storage & Hydrogen
Exclusions due to ESG screens1)
Security

ReasonLG CHEM 1PF

This security failed the product involvement check

LG Chem Ltd

This security failed the product involvement check

BASF

This security failed the product involvement check

Sumitomo Chemical Co. Ltd.

This security failed the product involvement check

LG ENERGY SOLUTION

This security failed the product involvement check

UBE

This security failed the product involvement check

ELECTREON WIRELESSThis security is involved in non compliant activities

VITZROCELL

This security has controversy rating of category 5

EVE ENERGY 'A' (CCS)This security failed the product involvement check1)

43

Data as of June 06, 2024

| Copyright © 2024 STOXX Ltd.

Appendix

44| Copyright © 2024 STOXX Ltd.

STOXX Global Electric Vehicles & Driving Technology Index
Old Methodology01

Car manufacturers
with >0 battery

Potential Battery
Suppliers
Supply Chain
to confirm both

Potential EV
Manufacturers'
suppliers

Supply chain needed45| Copyright © 2024 STOXX Ltd.

Battery andCharging
Equipment's

EV Manufacturers
Only Alternative
Energy car sectors

Supply Chain
to confirm 3

03

02

01

02

Potential EV
Manufacturers

EV Manufacturers

Current Methodology

Only EV and Charging
sectors

Supply Chain
to confirm 4

04

04

Charging Stations
and Equipment's

Potential EV
Manufacturers'
suppliers

Supply chain not needed, revenue is used directly (no other data needed)

03
Driving
Technologies

SI Commitment Table
Fund

Proposed Commitment

Global Ageing Population

20.0%

Global Breakthrough Healthcare

50.0%

Global Electric Vehicles & Driving Technology

20.0%

Global Smart City Infrastructure

20.0%

Global Automation & Robotics

5.0%

Global Digital Security

5.0%

Global Digitalisation

5.0%

Global Digital Entertainment and Education

5.0%

Energy Storage & Hydrogen

35.0%

46

| Copyright © 2024 STOXX Ltd.

Thank You

Copyright © 2024 STOXX Ltd.

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