Acquisition | CYS INVESTMENTS INC | 1st August 2018

Due to the acquisition of CYS INVESTMENTS INC  by TWO HARBORS INVESTMENT CORP , the following treatment will be applied to the following indices:

Solactive Global SuperDividend™ Index
Solactive US Broad Market Index
Solactive US Extended Broad Market Index
Solactive US Small Cap Index
Solactive US Small & Mid Cap Index

• C.YS INVESTMENTS INC will be removed from the Index.
• The shares of TWO HARBORS INVESTMENT CORP will be increased according to the stock terms of the transaction.
• The cash portion of the transaction will be distributed pro rata to remaining Index constituents.
• Effective Date (open): 08/01/2018

Solactive US Small Cap High Dividend Index

• CYS INVESTMENTS INC will be removed from the Index.
• The weight of CYS INVESTMENTS INC based on its last close price will be distributed pro rata to remaining Index constituents.
• Effective Date (open): 08/01/2018.