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Correction Notice Regarding the RAFI Dynamic Multi-Factor Index Series | July 2019

Today, on the 25  July 2019, Solactive announces a correction to the following indices, which are part of the RAFI Dynamic Multi-Factor Index Series:

RAFI Dynamic Multi-Factor Global Index TR (ISIN: DE000SLA3HL9)

RAFI Dynamic Multi-Factor Global Index PR (ISIN: DE000SLA3GR8)

RAFI Dynamic Multi-Factor Global Index NTR (ISIN: DE000SLA3G53)

RAFI Dynamic Multi-Factor Developed Index TR (ISIN: DE000SLA3HM7)

RAFI Dynamic Multi-Factor Developed Index PR (ISIN: DE000SLA3G56)

RAFI Dynamic Multi-Factor Developed Index NTR (ISIN: DE000SLA3G61)

RAFI Dynamic Multi-Factor Developed ex US Index TR (ISIN: DE000SLA20S4)

RAFI Dynamic Multi-Factor Developed ex US Index PR (ISIN: DE000SLA2ZQ2)

RAFI Dynamic Multi-Factor Developed ex US Index NTR (ISIN: DE000SLA2Z85)

RAFI Dynamic Multi-Factor Europe Index TR (ISIN: DE000SLA5VH3)

RAFI Dynamic Multi-Factor Europe Index PR (ISIN: DE000SLA5VE0)

RAFI Dynamic Multi-Factor Europe Index NTR (ISIN: DE000SLA5VG5)

RAFI Dynamic Multi-Factor Emerging Markets Index TR (ISIN: DE000SLA20T2)

RAFI Dynamic Multi-Factor Emerging Markets Index PR (ISIN: DE000SLA2ZR0)

RAFI Dynamic Multi-Factor Emerging Markets Index NTR (ISIN: DE000SLA2Z93)

RAFI Dynamic Multi-Factor US Index TR (ISIN: DE000SLA20R6)

RAFI Dynamic Multi-Factor US Index PR (ISIN: DE000SLA2ZP4)

RAFI Dynamic Multi-Factor US Index NTR (ISIN: DE000SLA2Z77)

The RAFI Dynamic Multi-Factor Indices allocate to underlying single factor strategies based on each strategies reversal and momentum scores. Due to stale monthly return values (incorrect input parameters) for the indices’ underlying single factor strategies for the months January and February 2019, incorrect weightings (incorrect factor allocations) were determined for the period April 1, 2019 – June 28, 2019.  No restatement has been taken place, however, going forward the single factor allocations for the affected indices were corrected at the June 29, 2019 ordinary rebalance.

For more details on the index composition and the adjustment rules applicable to an index, please refer to the respective index detail page on this website.