MSCI Transatlantic ESG Diversified Sector Select 5% Decrement Index

The MSCI Transatlantic ESG Diversified Sector Select Index selects securities from the MSCI USA IMI and MSCI EMU IMI universes that have an MSCI ESG Rating of AAA or AA, focusing on four key sectors: Semiconductors, Banks, Industrials, and Textiles/Apparel & Luxury Goods. It maintains sector and regional balance with caps (e.g., max 10% per issuer, 40% per sector) and is rebalanced quarterly to reflect updated ESG data and market capitalization