MSCI EUROPE SRI EU PAB OVERLAY ESG Custom ** An MSCI Custom Index based on exclusion list provided by JP Morgan Asset Management

The MSCI Europe SRI EU PAB Overlay ESG Custom Index is based on the MSCI Europe Index, its parent index, and includes large and mid-cap securities across Developed Markets in Europe. The index follows the MSCI EU PAB Overlay methodology while additionally targeting an ESG Score improvement of 20% relative to the Parent Index.