SOLACTIVE ROUNDHILL MEME STOCK INDEX

The Solactive Roundhill Meme Stock Index is designed to track the performance of “meme stocks.” Meme stocks are equity securities, including American depositary receipts (“ADRs”), of companies that exhibit a combination of elevated social media activity (i.e., the number of times a company or its ticker is mentioned on specific social media platforms) and high short interest (i.e., the number of an issuer’s shares that have been sold short but which have not yet been covered or closed out), both of which are indicators of market sentiment.

The initial Index universe will consist of all issuers included in the Solactive GBS United States All Cap Index and that meet specified minimum market capitalization and average daily trade volume requirements. Each issuer in the universe is then assigned a “social media activity score,” which is based on the number of mentions of a company’s name or its ticker over a trailing 14-day period on specific social media platforms defined in the Index methodology, the primary purpose of which is to facilitate discussion of the performance of the financial industry generally and/or the stock or options markets specifically.

Upon each Selection Day (as defined below), the top 50 issuers by social media activity score are then ranked according to their short interest, which is assigned by an independent third-party data provider. The resulting top 25 issuers by short interest will be selected as the components of, and equally weighted in, the Index

The Index components will be rebalanced bi-weekly, with selections made on every second Friday (“Selection Day”). If a Selection Day does not fall on a day on which the New York Stock Exchange is open (a “Business Day”), then that Selection Day will be moved to the next Business Day. Any resulting adjustments to the Index will be made on the second Business Day after the Selection Day.

TOP TEN INDEX HOLDINGS    as of TBD
Ticker Name Index Weight