Universe of Index Components

The following instruments selected from the Reference Market: Stocks and Substitutes

Index Components and their selection

Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria").

A. Market Selection Criteria

The relevant instrument must:

• Have a price that is set regularly.
  
• Have a price that is publicly accessible.
• Have a minimal market capitalization of one hundred (100) EUR million
• Have a minimal daily trading volume of one (1) EUR million over the previous six months.
• For Borussia Dortmund GmbH & Co KGaA point 3) does not apply.
• For Borussia Dortmund GmbH & Co KGaA point 4), the minimal daily trading volume over the previous six months, is 250,000 EUR.

B. Thematic Selection Criteria

An instrument of a company is eligible if:

• thit is the stock of Borussia Dortmund GmbH & Co KGaA ; or
• the company, or any of its related companies, is an official sponsor or supplier and marketer of Borussia Dortmund GmbH & Co KGaA; or
• the company, or any of its related companies, is a long-term supporter and partner of Borussia Dortmund GmbH & Co KGaA.
• If a company fulfils the above stated criteria but is headquartered in the United States of America, it is not eligible as Index Component (ex USA).
• If several companies of one company group fulfil the above-mentioned criteria, only such company which is an official sponsor or supplier and marketer of Borussia Dortmund GmbH & Co KGaA, or is a long-term supporter and partner of Borussia Dortmund GmbH & Co KGaA, is eligible.
  Such securities form the "Selection Pool".

C. Diversification Selection Criteria

The following diversification criteria apply:

• A maximum of 50% Index Components from the Asia-Pacific region.
• If the amount of Asia-Pacific Index Components is between 25% - 50% with regards to the total amount of Index Components, each Asia-Pacific Index Component shall have a maximum weight of 5%. If the amount of Asia-Pacific Index Components is between 0 - 25% with regards to the total amount of Index Components, each Asia-Pacific Index Component shall have a maximum weight of 10%.
• A maximum of 10% Index Components from Australia and New Zealand combined.
• Each Index Component from Australia or New Zealand shall have a maximum weight of 5%.

The resulting securities are adjusted in discretion of the Index Allocator and form the “Filtered Selection Pool”.

Allocation of Index Components

Index Component Name - ISIN
Borussia Dortmund GmbH & Co KGaA - DE0005493092
1&1 AG - DE0005545503
Puma SE - DE0006969603
Deutsche Lufthansa AG - DE0008232125
Commerzbank AG - DE000CBK1001
Evonik Industries AG - DE000EVNK013
Traton SE - DE000TRAT0N7
L'Oreal SA - FR0000120321
Lagardere SA - FR0000130213
BP PLC - GB0007980591
JD Sports Fashion PLC - GB00BYX91H57
Hankook Tire & Technology Co Ltd - KR7161390000
Stellantis NV - NL00150001Q9

As of the Index Start Date, an equal weighting across the Index Components will be applied. On a quarterly basis, the Index Components will be equally weighted rebalanced on the second consecutive Business Day following a Rebalancing Determination Date.