Methodology Change | AI Powered US Equity Adjusted Total Return Index | Effective Date 9th May 2025

Today on 2025-05-09 Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’).

Rationale for Methodology Change

In the Index selection the ex-ante tracking error (the “TRACKING ERROR”) between INDEX COMPONENTS and the BENCHMARK COMPONENTS constituents of the Benchmark (the “BENCHMARK COMPONENTS”) may not exceed 2.60%.If the Tracking Error defined above exceeds 2.6%, then a Modified Index Composition and Modified Selection Weights will be computed. The methodology changes are to ensure that no BENCHMARK COMPONENT that doesn’t meet the Index Universe requirements gets selected in Modified Index Selection.

Changes to the Index Guideline

The following Methodology changes will be implemented in the following points of the Index Guideline (ordered in accordance with the numbering of the affected sections):

2.3.2 Tracking Error Constraint

From

𝐵𝑠 = the vector of weights representing the TEU such that: any name that is in the BENCHMARK
COMPONENTS will be represented with its weight in the BENCHMARK in respect of each SELECTION DAY
𝑠; and any other name will be represented with a weight of zero.

To

𝐵𝑠 =  the vector of weights representing the TEU such that: any name that is a Benchmark Component and meets the Index Universe Requirements shall be represented with its weight in the Benchmark in respect of each Selection Day ;  and any other name will be represented with a weight of zero

Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective Index Guideline of the Affected Indices. The amended version of the Index Guideline of the Affected Indices will be available on Solactive website on the effective date.