SoFi Select 500 ETF (SFY US) – Portfolio Construction Methodology

The underlying Solactive SoFi US 500 Growth Index targets 500 of the largest U.S.-listed companies drawn from the Solactive US Broad Market Index with a 20% buffer around the size cutoff to limit turnover. Constituents include common stocks and REITs. Free-float market-cap weights are adjusted by a composite growth score averaging three factors: trailing 12-month sales growth, trailing 12-month EPS growth, and 12-month forward EPS consensus; factor scores are outlier-adjusted and standardized before averaging. The resulting tilt increases weights for faster growers and reduces weights for slower growers while retaining the large-cap slate. The index reconstitutes and rebalances semi-annually, effective the first Wednesday of May and November, using data as of the tenth business day prior to the effective date.

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