Goldman Sachs Innovate Equity ETF (GINN US) – Portfolio Construction Methodology

The underlying Solactive Innovative Global Equity Index offers global equity exposure to five equal sub-themes—Data-Driven World, Finance Reimagined, Human Evolution, Manufacturing Revolution, and New Age Consumer—via the union of the five corresponding reference indices. Each reference index screens developed-market listings for investability (e.g., primary listing in major markets, total market cap ≥ USD 500m, ADV ≥ USD 1m) and uses Solactive’s ARTIS natural-language engine to rank theme relevance across five category searches, then selects the top 100 names by combined thematic score with a rank-buffer for incumbents. Reference-index weights are proportional to the cube-root of market cap multiplied by a “Thematic Beta” (rank-based), subject to single-stock caps; the parent index assigns to each constituent the average of its weights across any reference indices in which it appears. Reconstitution and rebalancing occur quarterly on the third Friday of February, May, August, and November.

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