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Announcements

Ordinary Adjustment | Several Solactive Indices | March 2020

Salt Low truBeta US Market Index:

In the ordinary rebalancing the following index composition will be implemented:

AGNC INVESTMENT CORP
AIR PRODUCTS & CHEMICALS INC
ALLIANT ENERGY CORP
ALLSTATE CORP
ALTRIA GROUP INC
AMERICAN ELECTRIC POWER
AMERICAN HOMES 4 RENT
APPLE HOSPITALITY REIT INC
ARCHER-DANIELS-MIDLAND CO
AT&T
BAXTER INTL.
BLACK KNIGHT INC
BRISTOL-MYERS SQUIBB CO
BROWN & BROWN INC
BROWN-FORMAN CORP-CLASS B
CAMPBELL SOUP CO
CENTENE
CENTERPOINT ENERGY INC
CHURCH & DWIGHT CO INC
CITRIX SYSTEMS INC
CLOROX COMPANY
CME GROUP
CMS ENERGY CORP
COCA-COLA CO/THE
COLGATE-PALMOLIVE CO
CONAGRA BRANDS INC
CONSOLIDATED EDISON INC
COSTCO WHOLESALE CORP
COUSINS PROPERTIES INC
CROWN CASTLE INTERNATIONAL CORP
CUBESMART
CVS HEALTH CORP
CYPRESS SEMICONDUCTOR CORP
DARDEN RESTAURANTS
DIGITAL REALTY TRUST INC
DOLLAR GENERAL CORP
DOMINION ENERGY INC
DUKE ENERGY CORP
DUKE REALTY CORP
DUNKIN BRANDS GROUP INC
ECOLAB INC
EDISON INTERNATIONAL
ELI LILLY & CO
ESTEE LAUDER COMPANIES INC
EVERSOURCE ENERGY
EXELON CORP
EXXON MOBIL CORP
FIDELITY NATIONAL FINANCIAL INC
FIDELITY NATIONAL INFORMATION SERVICES INC
FIRSTENERGY
GENERAL MILLS INC
HERSHEY CO/THE
HOLOGIC INC
HORMEL FOODS CORP
JOHNSON & JOHNSON
KELLOGG CO
KEURIG DR PEPPER INC
KIMBERLY-CLARK CORP
KROGER CO
LAMAR ADVERTISING CO-A
MARSH & MCLENNAN COS
MCDONALDS CORP
MEDTRONIC PLC
MERCK & CO. INC.
MFA FINANCIAL INC
MOLSON COORS BEVERAGE CO
MONDELEZ INTERNATIONAL INC
MOTOROLA SOLUTIONS INC
NORDSTROM INC
OMNICOM GROUP
PEPSICO INC
PFIZER INC
PHILIP MORRIS INTERNATIONAL
PPL CORP
PROCTER & GAMBLE CO
PROGRESSIVE CORP
PUBLIC SVC ENTERPRISE
QUEST DIAGNOSTICS INC
REALTY INCOME CORP
REPUBLIC SERVICES INC
RESMED INC
SABRE CORP
SEALED AIR CORP
SERVICE CORP INTERNATIONAL
SOUTHERN COMPANY THE
STARWOOD PROPERTY TRUST INC
SYSCO CORP
T-MOBILE US INC
TYSON FOODS INC
UNITEDHEALTH GROUP INC
VERIZON COMMUNICATIONS INC
VORNADO REALTY TRUST
WALT DISNEY CO/THE
WASTE MANAGEMENT INC
WEC ENERGY GROUP INC
WELLTOWER INC
WESTERN UN CO
XCEL ENERGY INC
YUM! BRANDS
ZOETIS INC

Salt High truBeta US Market Index:

In the ordinary rebalancing the following index composition will be implemented:

ADVANCED MICRO DEVICES
ALASKA AIR GROUP
ALCOA CORP
AMERICAN AIRLINES GROUP INC
AMERICAN EXPRESS CO
APPLE INC
APPLIED MATERIALS INC
AUTODESK INC
BAKER HUGHES CO
BANK OF AMERICA CORP
BEST BUY CO INC
BOEING CO/THE
BROADCOM INC
CAPITAL ONE FINL.
CARNIVAL CORP
CARVANA CO
CIMAREX ENERGY CO
CISCO SYSTEMS INC
CITIGROUP INC
CITIZENS FINANCIAL GROUP INC
COMERICA INC
CORNING INC
DELTA AIR LINES
DEVON ENERGY CORPORATION
DISCOVER FINANCIAL SERVICES
DOW INC
DXC TECHNOLOGY CO
E*TRADE FINANCIAL CORP
EMERSON ELECTRIC CO
EQUITABLE HOLDINGS INC
EXACT SCIENCES CORP
FIFTH THIRD BANCORP
FIRST HORIZON NATIONAL CORP
FREEPORT-MCMORAN INC
GENERAL ELECTRIC CO
GOLDMAN SACHS GROUP INC
HALLIBURTON CO
HARLEY DAVIDSON INC
HEWLETT PACKARD ENTERPRISE COMPANY
HOLLYFRONTIER CORP
HOST HOTELS & RESORTS INC
HUNTSMAN CORP
INTEL CORP
INVESCO LTD
JEFFERIES FINANCIAL GROUP INC
KEYCORP
KLA CORP
LAS VEGAS SANDS CORP
LINCOLN NATIONAL CORP
LYONDELLBASELL INDU-CL A
MARATHON PETROLEUM CORP
MASTERCARD INC-CLASS A
MGM RESORTS INTERNATIONAL
MICROCHIP TECHNOLOGY INC
MICRON TECHNOLOGY INC
MICROSOFT CORP
MORGAN STANLEY
MOSAIC CO/THE
MURPHY OIL CORP
NATIONAL OILWELL VARCO INC
NAVIENT CORP
NETAPP INC
NOBLE ENERGY INC
NORWEGIAN CRUISE LINE HOLDINGS LTD
NUTANIX INC
NVIDIA CORP
OLIN CORP
PBF ENERGY INC
PEBBLEBROOK HOTEL TRUST
PHILLIPS 66
PIONEER NATURAL RESOURCES CO
PNC FINANCIAL SERVICES GROUP
PRINCIPAL FINANCIAL GROUP INC
PRUDENTIAL FINANCIAL INC
QUALCOMM INC
RLJ LODGING TRUST
ROKU INC
ROYAL CARIBBEAN CRUISES LTD
SERVICENOW INC
SIX FLAGS ENTERTAINMENT CORP
STATE STREET CORP
STERLING BANCORP/DE
SYNOVUS FINANCIAL CORP
TAPESTRY INC
TARGA RESOURCES CORP
TELADOC HEALTH INC
TERADYNE INC
TESLA INC
TRADE DESK INC/THE -CLASS A
TRANSOCEAN LTD
TRUIST FINANCIAL CORP
UNITED AIRLINES HOLDINGS INC
UNIVAR SOLUTIONS INC
UNUM GROUP
VALERO ENERGY
WAYFAIR INC
WESTERN DIGITAL
WESTROCK COMPANY
WPX ENERGY INC
WYNN RESORTS LTD