Solactive US Large Cap Index (GTR)

The Solactive US Benchmark Index Series is calculated and distributed by Solactive AG. The indices aim to track various segments of the US stock market and are selected and weighted according to Free Float Market Capitalization. The indices are adjusted semi-annually in May and November. IPOs can be included additionally on a quarterly basis in case they meet all criteria outlined in the relevant sections of this document. Specifically, the objectives of the Solactive US Benchmark Series are: ➢ provide a broad benchmark for various size segments of the US stock market. ➢ serve as a starting universe for smart beta indices that assign stock specific factors based on a broad benchmark index. ➢ index analytics with regard to the evolution of sectors and aggregated figures such as dividends, stock buybacks, earnings per share, among others. The Indices are calculated as Price Return and Gross Total Return. No withholding tax rate is applied to regular (reinvested in the Gross Total Return Index) and special cash distributions (reinvested into Price Return Index and Gross Total Return Index). The Indices are published in USD.