MSCI Equity Indexes February 2024 Index Review - Seite 2

In light of currently observed market accessibility issues, MSCI will not implement changes as part of this Index Review for any securities classified in Bangladesh, Egypt, or Kenya for the MSCI Bangladesh, MSCI Egypt, and MSCI Kenya Indexes or impacted composite indexes.

In addition, MSCI will reclassify Nigeria from Frontier Market status to Standalone Market status in one step coinciding with this Index Review. To facilitate index replicability at the time of the reclassification, the Nigerian securities will be deleted from the MSCI Frontier Markets Indexes at lowest system prices of 0.00001 as of the close of February 29, 2024.

MSCI Global Islamic Indexes: Twenty-nine securities will be added to and 31 securities will be deleted from the MSCI ACWI Islamic Index. The three largest additions to the MSCI ACWI Islamic Index measured by full company market capitalization will be Servicenow (USA), Mondelez International A (USA) and Acwa Power Company (Saudi Arabia). There will be two additions to and one deletion from the MSCI Gulf Cooperation Council (GCC) Countries ex Saudi Arabia IMI Islamic Index.

MSCI US Equity Indexes: There will be no securities added to and one security deleted from the MSCI US Large Cap 300 Index.

Four securities will be added to and four securities will be deleted from the MSCI US Mid Cap 450 Index. The three largest additions to the MSCI US Mid Cap 450 Index measured by full company market capitalization will be Enphase Energy, Affirm Holdings A and Karuna Therapeutics.

Four securities will be added to and three securities will be deleted from the MSCI US Small Cap 1750 Index. The three largest additions to the MSCI US Small Cap 1750 Index measured by full company market capitalization will be Cable One, Hertz Global Holdings and Agilon Health.

There will be no additions to and no deletions from the MSCI US Micro Cap Index.

For the MSCI US Investable Market Value Index, there will be one addition or upward change in Value Inclusion Factor (VIFs), and one deletion or downward change in VIFs. For the MSCI US Investable Market Growth Index, there will be no additions or upward changes in Growth Inclusion Factors (GIFs), and one deletion or downward change in GIFs.

MSCI US REIT Index: There will be no additions to and no deletions from the MSCI US REIT Index.

MSCI China A Onshore Indexes: There will be three additions to and 74 deletions from the MSCI China A Onshore Index. The three largest additions to the MSCI China A Onshore Index will be China Merchants Expressway Network Technology Holdings Co A, Sicc Co A and Smartsens Technology (Shanghai) Co A. There will be 159 additions to and 29 deletions from the MSCI China A Onshore Small Cap Index.