Date	ISIN	Name	Weight
13/10/2026	AT0000A3EPA4	ams-OSRAM AG	0.000176028
13/10/2026	BMG0670A1099	AutoStore Holdings Ltd	0.000252030
13/10/2026	CH0000816824	OC Oerlikon Corporation AG Pfaeffikon	0.000180891
13/10/2026	CH0012142631	Clariant AG	0.000363697
13/10/2026	CY0200352116	Frontline PLC	0.001199556
13/10/2026	DE0005190003	Bayerische Motoren Werke Aktiengesellschaft	0.001083208
13/10/2026	DE0005552004	DHL AG	0.002748038
13/10/2026	DE0005557508	Deutsche Telekom AG	0.007549007
13/10/2026	DE0006231004	Infineon Technologies AG	0.006388005
13/10/2026	DE0006305006	DEUTZ AG	0.000091188
13/10/2026	DE0007030009	Rheinmetall AG	0.045199172
13/10/2026	DE0007037129	RWE AG	0.006519088
13/10/2026	DE0007164600	SAP SE	0.020031787
13/10/2026	DE0007236101	Siemens AG	0.017540649
13/10/2026	DE0007500001	thyssenkrupp AG	0.000354925
13/10/2026	DE000A0D6554	Nordex SE	0.000704607
13/10/2026	DE000A0WMPJ6	Aixtron SE	0.000533520
13/10/2026	DE000A2E4K43	Delivery Hero SE	0.000372562
13/10/2026	DE000A2YN900	TeamViewer SE	0.000101975
13/10/2026	DE000DTR0CK8	Daimler Truck Holding AG	0.001122069
13/10/2026	DE000ENAG999	E.ON SE	0.005538545
13/10/2026	DE000ENER6Y0	Siemens Energy AG	0.015661455
13/10/2026	DE000HAG0005	Hensoldt AG	0.005494361
13/10/2026	DE000KSAG888	K+S AG	0.000128372
13/10/2026	DE000RENK730	RENK Group AG	0.004166207
13/10/2026	DE000ZAL1111	Zalando SE	0.000452702
13/10/2026	DK0060094928	Oersted A/S	0.001260115
13/10/2026	DK0061539921	Vestas Wind Systems A/S	0.003364764
13/10/2026	ES0105066007	Cellnex Telecom S.a	0.001177196
13/10/2026	ES0116870314	Naturgy Energy Group S.A.	0.003329544
13/10/2026	ES0118594417	Indra Sistemas SA	0.000656252
13/10/2026	ES0127797019	Edp Renewables SA	0.000598908
13/10/2026	ES0130670112	Endesa SA	0.002083506
13/10/2026	ES0130960018	Enagas SA	0.000829946
13/10/2026	ES0144580Y14	Iberdrola S.A.	0.019406283
13/10/2026	ES0165386014	Solaria Energia y Medio Ambiente SA	0.000198069
13/10/2026	ES0173093024	Redeia Corporacion SA	0.000937461
13/10/2026	ES0173516115	Repsol S.A.	0.005003785
13/10/2026	ES0182870214	Sacyr S.A.	0.000127385
13/10/2026	FI0009000202	Kesko Oyj	0.000521277
13/10/2026	FI0009000681	Nokia Oyj	0.004425891
13/10/2026	FI0009003727	Wartsila Oyj Abp	0.002889796
13/10/2026	FI0009007132	Fortum Oyj	0.001603919
13/10/2026	FI0009013296	Neste Oyj	0.002177852
13/10/2026	FI0009013403	KONE Oyj	0.001112930
13/10/2026	FI0009014575	Metso Oyj	0.002367826
13/10/2026	FR0000039299	Bollore SE	0.000369718
13/10/2026	FR0000073272	Safran SA	0.096182756
13/10/2026	FR0000120271	TotalEnergies SE	0.026017280
13/10/2026	FR0000120503	Bouygues SA	0.001388243
13/10/2026	FR0000121329	Thales SA	0.024692096
13/10/2026	FR0000121972	Schneider Electric SE	0.013219317
13/10/2026	FR0000125007	Compagnie de Saint Gobain SA	0.001513086
13/10/2026	FR0000125486	Vinci SA	0.011193563
13/10/2026	FR0000130577	Publicis Groupe S.A.	0.001880810
13/10/2026	FR0000131906	Renault SA	0.000287521
13/10/2026	FR0000133308	Orange SA	0.002288767
13/10/2026	FR0010208488	Engie SA	0.005898089
13/10/2026	FR0010220475	Alstom SA	0.000254458
13/10/2026	FR0010451203	Rexel SA	0.000424167
13/10/2026	FR0010533075	Getlink SE	0.001170416
13/10/2026	FR0014003TT8	Dassault Systemes SE	0.001534019
13/10/2026	GB0000961622	Balfour Beatty PLC	0.000266789
13/10/2026	GB0001826634	Diploma PLC	0.000494338
13/10/2026	GB0002634946	BAE Systems PLC	0.047731418
13/10/2026	GB0002869419	Big Yellow Group PLC	0.000261926
13/10/2026	GB0003096442	RS Group PLC	0.000212776
13/10/2026	GB0003452173	FirstGroup PLC	0.000065457
13/10/2026	GB0004915632	Kier Group PLC	0.000088585
13/10/2026	GB0007908733	SSE PLC	0.005256716
13/10/2026	GB0007973794	Serco Group PLC	0.003267180
13/10/2026	GB0007980591	BP PLC	0.017576027
13/10/2026	GB0008794710	Telecom Plus PLC	0.000112007
13/10/2026	GB0009465807	Weir PLC	0.001567629
13/10/2026	GB0009697037	Babcock International Group PLC	0.005505163
13/10/2026	GB0030913577	BT Group PLC	0.001387232
13/10/2026	GB0033195214	Kingfisher PLC	0.000358551
13/10/2026	GB00B033F229	Centrica PLC	0.001273022
13/10/2026	GB00B0744B38	Bunzl Public Limited Company	0.000593715
13/10/2026	GB00B0CY5V57	Serica Energy PLC	0.000134510
13/10/2026	GB00B0SWJX34	London Stock Exchange Group PLC	0.003650815
13/10/2026	GB00B0WMWD03	QinetiQ Group PLC	0.002748952
13/10/2026	GB00B19NLV48	Experian PLC	0.002690057
13/10/2026	GB00B1VNSX38	Drax Group PLC	0.000498938
13/10/2026	GB00B1WY2338	Smiths Group PLC	0.000472433
13/10/2026	GB00B2B0DG97	Relx PLC	0.005382424
13/10/2026	GB00B3FLWH99	Bodycote PLC	0.002134233
13/10/2026	GB00B3MBS747	Ocado Group PLC	0.000302432
13/10/2026	GB00B41H7391	ZIGUP PLC	0.000051248
13/10/2026	GB00B45C9X44	Chemring Group PLC	0.001524859
13/10/2026	GB00B5ZN1N88	SEGRO PLC	0.000682408
13/10/2026	GB00B63H8491	Rolls-Royce Holdings PLC	0.095461542
13/10/2026	GB00B8C3BL03	The Sage Group plc	0.000833275
13/10/2026	GB00BDR05C01	National Grid PLC	0.009999651
13/10/2026	GB00BGDT3G23	Rightmove PLC	0.000345698
13/10/2026	GB00BGLP8L22	Imi PLC	0.000451847
13/10/2026	GB00BK9RKT01	Travis Perkins PLC	0.000080553
13/10/2026	GB00BKDRYJ47	Airtel Africa PLC	0.000243373
13/10/2026	GB00BKDTK925	Trainline PLC	0.000075109
13/10/2026	GB00BKRC5K31	Genuit Group PLC	0.000045455
13/10/2026	GB00BMBVGQ36	Harbour Energy PLC	0.000488874
13/10/2026	GB00BMH18Q19	Bytes Technology Group PLC	0.000068652
13/10/2026	GB00BNGDN821	Melrose Industries PLC	0.006977651
13/10/2026	GB00BNK9TP58	Trustpilot Group PLC	0.000085242
13/10/2026	GB00BP6MXD84	Shell plc	0.039407135
13/10/2026	GB00BP6S8Z30	Oxford Nanopore Technologies PLC	0.000130386
13/10/2026	GB00BS3DYQ52	Raspberry Pi Holdings PLC	0.000060650
13/10/2026	GB00BVFNZH21	Rotork PLC	0.000844021
13/10/2026	GB00BVYVFW23	Autotrader Group PLC	0.000399174
13/10/2026	GRS434003000	Public Power Corporation SA	0.001510472
13/10/2026	GRS518003009	Holding Company ADMIE IPTO SA	0.000117985
13/10/2026	HU0000073507	Magyar Telekom Telecommunications Public Ltd Co	0.000186020
13/10/2026	HU0000153937	MOL Magyar Olaj es Gazipari Nyrt	0.001016955
13/10/2026	IE0002424939	DCC Energy PLC	0.000867368
13/10/2026	IT0001233417	A2A S.p.A.	0.000572184
13/10/2026	IT0001250932	Hera S.p.A.	0.000629381
13/10/2026	IT0003027817	Iren S.p.A.	0.000297745
13/10/2026	IT0003128367	Enel SpA	0.010789888
13/10/2026	IT0003132476	Eni SpA	0.008166234
13/10/2026	IT0003153415	Snam SpA	0.002257923
13/10/2026	IT0003242622	Terna Rete Elettrica Nazionale SpA	0.002018236
13/10/2026	IT0003796171	Poste Italiane SpA	0.000641464
13/10/2026	IT0003856405	Leonardo S.p.A.	0.020395637
13/10/2026	IT0003865570	Webuild SpA	0.000047638
13/10/2026	IT0004176001	Prysmian S.p.A.	0.005267682
13/10/2026	IT0004931058	Maire SpA	0.000422225
13/10/2026	IT0005211237	Italgas SpA	0.000797424
13/10/2026	IT0005482333	Technoprobe S.p.A.	0.000523829
13/10/2026	IT0005495657	Saipem SpA	0.000951599
13/10/2026	IT0005599938	Fincantieri SpA	0.002210346
13/10/2026	JE00B4T3BW64	Glencore PLC	0.010168298
13/10/2026	JE00B8KF9B49	WPP PLC	0.000414792
13/10/2026	JE00BF50RG45	Yellow Cake PLC	0.000208689
13/10/2026	LU2290522684	InPost SA	0.000192849
13/10/2026	NL0000226223	STMicroelectronics N.V.	0.002706246
13/10/2026	NL0000235190	Airbus SE	0.096932435
13/10/2026	NL0009805522	Nebius Group NV	0.007513213
13/10/2026	NL0010273215	ASML Holding N.V.	0.087688721
13/10/2026	NL0013654783	Prosus NV	0.004275508
13/10/2026	NL00150001Q9	Stellantis N.v	0.000445281
13/10/2026	NL0015000LU4	Iveco Group NV	0.000143199
13/10/2026	NL0015001FS8	Ferrovial N.V.	0.001262124
13/10/2026	NO0003055501	Nordic Semiconductor ASA	0.000247244
13/10/2026	NO0003921009	Dno ASA	0.000223214
13/10/2026	NO0010063308	Telenor ASA	0.000690495
13/10/2026	NO0010096985	Equinor ASA	0.004149618
13/10/2026	NO0010345853	Aker BP ASA	0.001456096
13/10/2026	NO0010791353	MPC Container Ships ASA	0.000060670
13/10/2026	NO0011082075	Hoegh Autoliners ASA	0.000120575
13/10/2026	NO0012470089	Tomra Systems ASA	0.000103935
13/10/2026	NO0013536151	Kongsberg Gruppen ASA	0.014785577
13/10/2026	PLPGER000010	PGE Polska Grupa Energetyczna SA	0.000522790
13/10/2026	PLPKN0000018	ORLEN S.A.	0.002853153
13/10/2026	PLTAURN00011	Tauron Polska Energia S.A.	0.000328637
13/10/2026	PTEDP0AM0009	EDP S.A.	0.002100864
13/10/2026	PTGAL0AM0009	Galp Energia SGPS SA	0.001188424
13/10/2026	PTREL0AM0008	REN Redes Energeticas Nacionais SGPS SA	0.000177258
13/10/2026	SE0000108227	SKF AB	0.000512633
13/10/2026	SE0000108656	Telefonaktiebolaget LM Ericsson	0.002438200
13/10/2026	SE0000667891	Sandvik AB	0.006913449
13/10/2026	SE0001662230	Husqvarna AB	0.000072973
13/10/2026	SE0005127818	Sagax AB	0.000478986
13/10/2026	SE0007691613	Dometic Group AB (publ)	0.000026174
13/10/2026	SE0010100958	Investment AB Latour	0.000151276
13/10/2026	SE0013747870	Electrolux Professional AB (publ)	0.000042699
13/10/2026	SE0015658109	Epiroc AB	0.004381817
13/10/2026	SE0015671995	Hemnet Group AB (publ)	0.000040601
13/10/2026	SE0015811963	Investor AB	0.006380190
13/10/2026	SE0015949748	Beijer Ref AB (publ)	0.000249348
13/10/2026	SE0015961909	Hexagon AB	0.001870759
13/10/2026	SE0015988019	Nibe Industrier AB (publ)	0.001126060
13/10/2026	SE0016074249	MilDef Group AB	0.001068734
13/10/2026	SE0016101844	Sinch AB (publ)	0.000178390
13/10/2026	SE0016787071	Truecaller AB	0.000050712
13/10/2026	SE0016797732	Storskogen Group AB (publ)	0.000208483
13/10/2026	SE0017486889	Atlas Copco AB	0.003984802
13/10/2026	SE0021921269	Saab AB	0.020544787

Date	ISIN	Unit Change
13/10/2026	SE0000108227	0.00028219
13/10/2026	FI0009000202	0.00021726
12/10/2026	FR0000125486	0.00105288
09/10/2026	SE0021921269	0.00002704
09/10/2026	SE0017486889	0.00001488
09/10/2026	SE0016797732	0.00001448
09/10/2026	SE0016787071	0.00000198
09/10/2026	SE0016101844	0.00000293
09/10/2026	SE0016074249	0.00000384
09/10/2026	SE0015988019	0.00002018
09/10/2026	SE0015961909	0.00001405
09/10/2026	SE0015949748	0.00000136
09/10/2026	SE0015811963	0.00001208
09/10/2026	SE0015671995	0.00000051
09/10/2026	SE0015658109	0.00001280
09/10/2026	SE0013747870	0.00000078
09/10/2026	SE0010100958	0.00000060
09/10/2026	SE0007691613	0.00000132
09/10/2026	SE0005127818	0.00000233
09/10/2026	SE0001662230	0.00000165
09/10/2026	SE0000667891	0.00001490
09/10/2026	SE0000108656	0.00002025
09/10/2026	SE0000108227	0.00000147
09/10/2026	PTREL0AM0008	0.00000361
09/10/2026	PTGAL0AM0009	0.00000371
09/10/2026	PTEDP0AM0009	0.00003025
09/10/2026	PLTAURN00011	0.00001033
09/10/2026	PLPKN0000018	0.00000570
09/10/2026	PLPGER000010	0.00000927
09/10/2026	NO0013536151	0.00003757
09/10/2026	NO0012470089	0.00000077
09/10/2026	NO0011082075	0.00000044
09/10/2026	NO0010791353	0.00000163
09/10/2026	NO0010345853	0.00000304
09/10/2026	NO0010096985	0.00000733
09/10/2026	NO0010063308	0.00000417
09/10/2026	NO0003921009	0.00000810
09/10/2026	NO0003055501	0.00000107
09/10/2026	NL0015001FS8	0.00000199
09/10/2026	NL0015000LU4	0.00000069
09/10/2026	NL00150001Q9	0.00000823
09/10/2026	NL0013654783	0.00000840
09/10/2026	NL0010273215	0.00000410
09/10/2026	NL0009805522	0.00000287
09/10/2026	NL0000235190	0.00003669
09/10/2026	NL0000226223	0.00000437
09/10/2026	LU2290522684	0.00000091
09/10/2026	JE00BF50RG45	0.00000237
09/10/2026	JE00B8KF9B49	0.00000636
09/10/2026	JE00B4T3BW64	0.00010413
09/10/2026	IT0005599938	0.00001251
09/10/2026	IT0005495657	0.00001434
09/10/2026	IT0005482333	0.00000117
09/10/2026	IT0005211237	0.00000671
09/10/2026	IT0004931058	0.00000242
09/10/2026	IT0004176001	0.00000310
09/10/2026	IT0003865570	0.00000172
09/10/2026	IT0003856405	0.00003064
09/10/2026	IT0003796171	0.00000184
09/10/2026	IT0003242622	0.00001541
09/10/2026	IT0003153415	0.00002784
09/10/2026	IT0003132476	0.00002247
09/10/2026	IT0003128367	0.00008459
09/10/2026	IT0003027817	0.00000876
09/10/2026	IT0001250932	0.00001275
09/10/2026	IT0001233417	0.00001680
09/10/2026	IE0002424939	0.00000080
09/10/2026	HU0000153937	0.00000535
09/10/2026	HU0000073507	0.00000189
09/10/2026	GRS518003009	0.00000189
09/10/2026	GRS434003000	0.00000477
09/10/2026	GB00BVYVFW23	0.00000457
09/10/2026	GB00BVFNZH21	0.00001024
09/10/2026	GB00BS3DYQ52	0.00000066
09/10/2026	GB00BP6S8Z30	0.00000332
09/10/2026	GB00BP6MXD84	0.00006056
09/10/2026	GB00BNK9TP58	0.00000201
09/10/2026	GB00BNGDN821	0.00008948
09/10/2026	GB00BMH18Q19	0.00000089
09/10/2026	GB00BMBVGQ36	0.00001007
09/10/2026	GB00BKRC5K31	0.00000091
09/10/2026	GB00BKDTK925	0.00000210
09/10/2026	GB00BKDRYJ47	0.00000514
09/10/2026	GB00BK9RKT01	0.00000088
09/10/2026	GB00BGLP8L22	0.00000090
09/10/2026	GB00BGDT3G23	0.00000406
09/10/2026	GB00BDR05C01	0.00005055
09/10/2026	GB00B8C3BL03	0.00000463
09/10/2026	GB00B63H8491	0.00042303
09/10/2026	GB00B5ZN1N88	0.00000433
09/10/2026	GB00B45C9X44	0.00001831
09/10/2026	GB00B41H7391	0.00000085
09/10/2026	GB00B3MBS747	0.00000630
09/10/2026	GB00B3FLWH99	0.00001396
09/10/2026	GB00B2B0DG97	0.00001159
09/10/2026	GB00B1WY2338	0.00000103
09/10/2026	GB00B1VNSX38	0.00000373
09/10/2026	GB00B19NLV48	0.00000587
09/10/2026	GB00B0WMWD03	0.00003612
09/10/2026	GB00B0SWJX34	0.00000261
09/10/2026	GB00B0CY5V57	0.00000281
09/10/2026	GB00B0744B38	0.00000128
09/10/2026	GB00B033F229	0.00005036
09/10/2026	GB0033195214	0.00000655
09/10/2026	GB0030913577	0.00004166
09/10/2026	GB0009697037	0.00003693
09/10/2026	GB0009465807	0.00000346
09/10/2026	GB0008794710	0.00000075
09/10/2026	GB0007980591	0.00017184
09/10/2026	GB0007973794	0.00007526
09/10/2026	GB0007958233	-0.02016497
09/10/2026	GB0007908733	0.00001247
09/10/2026	GB0004915632	0.00000165
09/10/2026	GB0003452173	0.00000208
09/10/2026	GB0003096442	0.00000159
09/10/2026	GB0002869419	0.00000198
09/10/2026	GB0002634946	0.00015302
09/10/2026	GB0001826634	0.00000038
09/10/2026	GB0000961622	0.00000190
09/10/2026	FR0014003TT8	0.00000481
09/10/2026	FR0010533075	0.00000439
09/10/2026	FR0010451203	0.00000087
09/10/2026	FR0010220475	0.00000110
09/10/2026	FR0010208488	0.00001810
09/10/2026	FR0000133308	0.00001164
09/10/2026	FR0000131906	0.00000076
09/10/2026	FR0000130577	0.00000132
09/10/2026	FR0000125486	0.00000734
09/10/2026	FR0000125007	0.00000164
09/10/2026	FR0000121972	0.00000353
09/10/2026	FR0000121329	0.00000789
09/10/2026	FR0000120503	0.00000242
09/10/2026	FR0000120271	0.00002300
09/10/2026	FR0000073272	0.00002170
09/10/2026	FR0000039299	0.00000701
09/10/2026	FI0009014575	0.00000991
09/10/2026	FI0009013403	0.00000148
09/10/2026	FI0009013296	0.00000472
09/10/2026	FI0009007132	0.00000478
09/10/2026	FI0009003727	0.00000683
09/10/2026	FI0009000681	0.00003578
09/10/2026	FI0009000202	0.00000158
09/10/2026	ES0182870214	0.00000220
09/10/2026	ES0173516115	0.00001191
09/10/2026	ES0173093024	0.00000444
09/10/2026	ES0165386014	0.00000084
09/10/2026	ES0144580Y14	0.00006354
09/10/2026	ES0130960018	0.00000351
09/10/2026	ES0130670112	0.00000341
09/10/2026	ES0127797019	0.00000337
09/10/2026	ES0118594417	0.00000076
09/10/2026	ES0116870314	0.00000765
09/10/2026	ES0105066007	0.00000339
09/10/2026	DK0061539921	0.00000934
09/10/2026	DK0060094928	0.00000508
09/10/2026	DE000ZAL1111	0.00000132
09/10/2026	DE000RENK730	0.00000869
09/10/2026	DE000KSAG888	0.00000065
09/10/2026	DE000HAG0005	0.00000490
09/10/2026	DE000ENER6Y0	0.00000772
09/10/2026	DE000ENAG999	0.00002286
09/10/2026	DE000DTR0CK8	0.00000194
09/10/2026	DE000A2YN900	0.00000100
09/10/2026	DE000A2E4K43	0.00000071
09/10/2026	DE000A0WMPJ6	0.00000108
09/10/2026	DE000A0D6554	0.00000137
09/10/2026	DE0007500001	0.00000183
09/10/2026	DE0007236101	0.00000451
09/10/2026	DE0007164600	0.00000717
09/10/2026	DE0007037129	0.00000778
09/10/2026	DE0007030009	0.00000335
09/10/2026	DE0006305006	0.00000067
09/10/2026	DE0006231004	0.00000806
09/10/2026	DE0005557508	0.00002121
09/10/2026	DE0005552004	0.00000342
09/10/2026	DE0005190003	0.00000140
09/10/2026	CY0200352116	0.00000161
09/10/2026	CH0012142631	0.00000232
09/10/2026	CH0000816824	0.00000206
09/10/2026	BMG0670A1099	0.00001253
09/10/2026	AT0000A3EPA4	0.00000056
07/10/2026	JE00B8KF9B49	0.00169727
07/10/2026	GB0033195214	0.00105240
02/10/2026	SE0021921269	0.00073565
30/09/2026	GB00BK9RKT01	0.00007657
30/09/2026	GB00B3FLWH99	0.00152553
30/09/2026	GB0009465807	0.00035603
29/09/2026	FR0000120271	0.00368058
25/09/2026	SE0000108656	0.00443331
23/09/2026	GB00BGDT3G23	0.00050611
23/09/2026	GB00B1VNSX38	0.00081693
18/09/2026	NO0010791353	0.00028144
18/09/2026	NL0000226223	0.00010916
18/09/2026	IT0003132476	0.00351730
17/09/2026	CY0200352116	0.00140828
14/09/2026	HU0000153937	0.00438561
14/09/2026	FI0009003727	0.00095491

The LIXX Europe Broad Sovereignty Index is designed to track companies engaged in strengthening Europe's strategic independence across the AI, Defense, Energy, and Industrial sectors. A company Weighted Sovereignty Exposure Score is calculated by integrating activity level sovereignty alignment with corresponding revenue shares. This methodology targets real business exposure to critical sectors and excludes companies that do not materially contribute to reducing Europe's reliance on external supply chains or foreign strategic resources.

Initial Universe Filtering:

• Scope: Publicly listed companies headquartered or primarily listed an official Eurozone member state - Austria, Belgium, Croatia, Cyprus, Estonia, Finland, France, Germany, Greece, Ireland, Italy, Latvia, Lithuania, Luxembourg, Malta, the Netherlands, Portugal, Slovakia, Slovenia, and Spain-, as well as the United Kingdom, Switzerland, Norway.
• Thematic Eligibility: Only companies with a minimum revenue exposure of 15% to at least one of the four sovereignty pillars are eligible for inclusion. For the AI Sovereignty pillar, eligibility is determined by a minimum Weighted AI Score of 0.40 as assessed by the Index's data vendor, rather than a revenue percentage. A company may be eligible under multiple pillars simultaneously. Its final weight in the index is the sum of its partial weights across all pillars in which it qualifies, each partial weight being proportional to the funding allocation of the relevant pillar.
• Market Capitalization Threshold: Only includes companies with a free-float market capitalization greater than or equal to €500 million as of the latest available data point.
• Free Float Threshold: Only includes companies with a free float greater than or equal to 5.0%.
• Liquidity Filter: Only companies with a three-month average daily traded volume greater than or equal to €500,000 are eligible for inclusion.

• Relaxation Clause: If fewer than 16 companies meet all of the above criteria, the thresholds shall be relaxed sequentially in the following order until at least 16 eligible companies are identified:
1. The Market Capitalization threshold is lowered from €500 million to €350 million.
2. If still insufficient, the Liquidity threshold is lowered from €500,000 to €250,000 in three-month total traded value.
3. If still insufficient, the Liquidity threshold is lowered from €250,000 to €200,000 in three-month total traded value.
4. If still insufficient, the Free Float threshold is lowered from 5.0% to 2.5%.

This sequential relaxation ensures a minimum level of index diversification is maintained while preserving, as far as possible, the quality standards of the initial screening.

Identifier: DE000A4PU8M6	WKN: A4PU8M

Index Guidelines (Download as PDF)