LYXOR MSCI SMT CTS ESG FTD (DR) ETF ACC

The Lyxor MSCI Smart Cities ESG Filtered (DR) UCITS ETF - Acc is a UCITS compliant exchange traded fund that aimsto track the MSCI ACWI IMI Smart Cities ESG Filtered Net Total Return Index. The index aims to represent theperformance of companies expected to derive significant revenue from areas like smart connectivity (IoT), smart buildings,smart homes, smart safety and security, smart mobility, smart waste and water management, and smart energy and grids.The index methodology employs a set of key words of theme-related products, services and concepts built using naturallanguage processing and data analysis techniques. These key words help identify relevant companies based on theproportion of revenue that can be linked to the Smart Cities theme. Annually, the expression of the high-level indexobjective and associated sub-themes are reviewed with the consultative input of a thematic industry expert retained byMSCI. The index is filtered based on MSCI ESG Ratings, controversy scores and certain business activities, with finalstock weights based on a combined score of three fundamental metrics: 1-year sales growth, Return on Invested Capital,and % sales spent on R&D and Capex.