MSCI USA High Dividend Yield Low Carbon SRI Screened Select Index

The MSCI USA High Dividend Yield Index Low Carbon SRI Screened Select Index is based on MSCI USA Index, its parent index, which includes large and mid-cap stocks in the US market. The Index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms and maximizes its exposure to the Dividend Yield factor while limiting the Tracking Error relative to the MSCI USA Index.