CRSP ISS US Large Cap ESG Remainder Index

CRSP has designed three sibling ESG indexes in its new CRSP ISS ESG Indexes suite, utilizing the independently-generated ESG Performance scores from ISS (ESG Corporate Rating | ISS) to provide transparent benchmarks to categorize constituents’ ESG performance within the US market. Within each sibling there are 2 indexes (the “pair”) – one comprised of securities that reached or exceeded the applicable ESG threshold (the “ESG” or “Qualifying” index), and the other comprised of securities that that did not (the “Remainder” index). The goal of each pair is to give investors a transparent, distinguishable and comparative offering with respect to ESG in which all components of the CRSP Large Cap Index are represented and allocated accordingly to Qualifying ESG or Remainder, allowing for direct comparison of the performance of each category.

CRSP ISS US Large Cap ESG Remainder Index Total Return (TR)

TickerCLESGRT
CUSIP12658E208
Bloomberg IDBBG012CHZKK8
NASDAQ GIDS Post DateSep 7 2021

CRSP ISS US Large Cap ESG Remainder Index Price Return (PR)

TickerCLESGR
CUSIP 12658E109
Bloomberg IDBBG012CHZKC7
NASDAQ GIDS Post DateSep 7 2021