Methodology Change | Julius Baer Indices | Effective Date 23/02/2024

Today, on the 09/02/2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):

Rationale  for  Methodology  Change

The Indices are thematic strategies that provide the trend of different themes: Future Cities, Cloud Computing, Extended Longevity, Genomics and Circular Economy . The underlying thematic universes have expanded significantly since the launch of the Indices and the definition of the number of constituents. Therefore, it is not possible to ensure the necessary diversification of the Indices as the concentration in certain sub-segments is too high. Hence, the expansion of the constituents is considered as a needed improvement to the Indices. Increasing the number of constituents would enable to fully capture the theme and represent the thematic universe in the Indices.

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):

Changes to the guideline of Julius Baer Next Generation Future Cities Index:

Section: 2.2. SELECTION OF THE INDEX COMPONENTS:

From (old version):

The 25 highest ranking stocks are selected for the final INDEX

To (new version):

The 30 highest ranking stocks are selected for the final INDEX

Changes to the guideline of Julius Baer Next Generation Circular Economy Index:

Section: 2.2. SELECTION OF THE INDEX COMPONENTS:

From (old version):

The 20 highest ranking stocks are selected for the final INDEX

To (new version):

The 25 highest ranking stocks are selected for the final INDEX

Changes to the guideline of Julius Baer Next Generation Cloud Computing & AI Index:

Section: 2.2. SELECTION OF THE INDEX COMPONENTS:

From (old version):

The 20 highest ranking stocks are selected for the final INDEX

To (new version):

The 25 highest ranking stocks are selected for the final INDEX

Changes to the guideline of Julius Baer Next Generation Extended Longevity & AI Index:

Section: 2.2. SELECTION OF THE INDEX COMPONENTS:

From (old version):

The 20 highest ranking stocks are selected for the final INDEX

To (new version):

The 25 highest ranking stocks are selected for the final INDEX

Changes to the guideline of Julius Baer Next Generation Genomics Index:

Section: 2.2. SELECTION OF THE INDEX COMPONENTS:

From (old version):

The 20 highest ranking stocks are selected for the final INDEX

To (new version):

The 30 highest ranking stocks are selected for the final INDEX

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 will be available on the effective date.