FTSE Russell Factsheet FTSE 350 Data as at: 31 August 2021 bmkTitle1 The FTSE 350 Index represents large and mid cap stocks traded on the FEATURES (LSE), which pass screening for size and liquidity. The FTSE 350 index is made up of the constituents of the FTSE 100 and FTSE 250 index. FTSE 350 Index constituents are traded on Objective

the LSE's SETS and SETSmm trading systems. The index is designed for use in the creation

10-Year Performance - Total Return of index tracking funds, derivatives and as a

(GBP) performance benchmark.

350 Investability 300 Stocks are selected and weighted to ensure 250 that the index is investable. 200 Liquidity 150 Stocks are screened to ensure that the index 100

is tradable. 50 Aug-2011 Aug-2012 Aug-2013 Aug-2014 Aug-2015 Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 Transparency Data as at month end The index uses a transparent, rules-based FTSE 350 FTSE 350 ex Inv Tr FTSE 100 FTSE 250 FTSE SmallCap FTSE All-Share construction process. Index Rules are freely

available on the FTSE website.

Performance and Volatility - Total Return Availability

Index (GBP) Return % Return pa %* Volatility %** The index is calculated based on price and

3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR total return methodologies, both real time

FTSE 350 3.3 13.1 14.3 26.1 10.4 31.9 3.4 5.7 14.6 20.2 13.9 intra-second and end-of-day.

FTSE 350 ex Inv Tr 3.1 13.2 14.6 26.1 9.0 29.8 2.9 5.4 14.8 20.3 14.0 Industry Classification Benchmark

FTSE 100 2.5 12.4 13.3 23.6 7.5 27.5 2.4 5.0 15.0 19.7 13.6 Index constituents are categorised in FTSE 250 6.8 16.6 19.3 38.2 25.2 54.3 7.8 9.1 14.6 25.5 16.9 accordance with the Industry Classification FTSE SmallCap 5.7 19.2 24.7 52.9 42.3 79.9 12.5 12.5 11.0 22.5 16.1 Benchmark (ICB), the global standard for FTSE All-Share 3.4 13.3 14.7 26.9 11.4 33.3 3.7 5.9 14.4 20.2 13.9 industry sector analysis.

* Compound annual returns measured over 3 and 5 years respectively ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Year-on-Year Performance - Total Return

Index % (GBP) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020

FTSE 350 -3.2 12.0 20.5 1.2 0.7 16.8 12.9 -9.5 19.2 -10.3

FTSE 350 ex Inv Tr -3.1 12.0 20.6 1.0 0.6 16.8 12.8 -9.7 19.1 -11.6

FTSE 100 -2.2 10.0 18.7 0.7 -1.3 19.1 11.9 -8.7 17.3 -11.5

FTSE 250 -10.1 26.1 32.3 3.7 11.2 6.7 17.8 -13.3 28.9 -4.6

FTSE SmallCap -12.5 27.8 32.8 0.9 9.2 14.3 18.2 -9.5 18.8 7.1

FTSE All-Share -3.5 12.3 20.8 1.2 1.0 16.8 13.1 -9.5 19.2 -9.8

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 4

Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE 350 Index Data as at: 31 August 2021

Return/Risk Ratio and Drawdown - Total Return INFORMATION

Index (GBP) Return/Risk Ratio Drawdown (%) Index Universe 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR FTSE All-Share Index FTSE 350 1.7 0.2 0.4 0.6 -7.6 -35.2 -35.2 -35.2

FTSE 350 ex Inv Tr 1.7 0.2 0.4 0.6 -8.0 -35.3 -35.3 -35.3 Base Date

FTSE 100 1.5 0.1 0.4 0.5 -8.5 -34.2 -34.2 -34.2 30 December 1983 FTSE 250 2.5 0.3 0.5 0.8 -5.6 -41.7 -41.7 -41.7 Base Value FTSE SmallCap 4.6 0.5 0.8 0.9 -3.9 -39.8 -39.8 -39.8 100 FTSE All-Share 1.8 0.2 0.4 0.6 -7.3 -35.3 -35.3 -35.3

Investability Screen

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table Actual free float applied and liquidity Drawdown - based on daily data

screened Top 10 Constituents - FTSE 350

Index Calculation Constituent ICB Sector Net MCap (GBPm) Wgt % Real-time and end-of-day index available AstraZeneca Pharmaceuticals and Biotechnology 131,690 5.56

Unilever Personal Care Drug and Grocery Stores 105,527 4.45 End-of-Day Distribution

Diageo Beverages 80,190 3.38 Via FTP and email HSBC Hldgs Banks 78,865 3.33 Currency GlaxoSmithKline Pharmaceuticals and Biotechnology 72,223 3.05 GBP, EUR British American Tobacco Tobacco 62,260 2.63

BP Oil Gas and Coal 59,057 2.49 Review Dates

Royal Dutch Shell A Oil Gas and Coal 58,707 2.48 Quarterly in March, June, September,

Rio Tinto Industrial Metals and Mining 58,439 2.47 December

Royal Dutch Shell B Oil Gas and Coal 53,031 2.24 History Totals 759,989 32.07 Available from October 1992

Top 10 Constituents - FTSE 350 ex Inv Tr

Constituent ICB Sector Net MCap (GBPm) Wgt %

AstraZeneca Pharmaceuticals and Biotechnology 131,690 5.87

Unilever Personal Care Drug and Grocery Stores 105,527 4.70

Diageo Beverages 80,190 3.58

HSBC Hldgs Banks 78,865 3.52

GlaxoSmithKline Pharmaceuticals and Biotechnology 72,223 3.22

British American Tobacco Tobacco 62,260 2.78

BP Oil Gas and Coal 59,057 2.63

Royal Dutch Shell A Oil Gas and Coal 58,707 2.62

Rio Tinto Industrial Metals and Mining 58,439 2.61

Royal Dutch Shell B Oil Gas and Coal 53,031 2.36

Totals 759,989 33.88

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE 350 Index Data as at: 31 August 2021

ICB Industry Breakdown

FTSE 350 FTSE 350 ex Inv Tr FTSE All-Share

ICB Code ICB Industry No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt % Cons (GBPm) Cons (GBPm) Cons (GBPm)

10 Technology 16 48,587 2.05 16 48,587 2.17 21 50,302 2.05

15 Telecommunications 6 53,476 2.26 6 53,476 2.38 7 53,791 2.19

20 Health Care 13 239,136 10.09 13 239,136 10.66 14 239,296 9.75

30 Financials 114 504,401 21.28 47 377,381 16.82 252 551,973 22.49

35 Real Estate 25 70,901 2.99 25 70,901 3.16 56 80,496 3.28

Consumer 40 62 295,032 12.45 62 295,032 13.15 90 303,766 12.38 Discretionary

45 Consumer Staples 20 365,051 15.40 20 365,051 16.27 27 367,168 14.96

50 Industrials 57 316,087 13.34 57 316,087 14.09 87 327,286 13.33

55 Basic Materials 20 227,980 9.62 20 227,980 10.16 25 229,454 9.35

60 Energy 9 175,774 7.42 9 175,774 7.84 14 176,897 7.21

65 Utilities 9 73,647 3.11 9 73,647 3.28 10 73,980 3.01

Totals 351 2,370,073 100.00 284 2,243,053 100.00 603 2,454,409 100.00

Index Characteristics

Attributes FTSE 350 FTSE 350 ex Inv Tr

Number of constituents 351 284

Net MCap (GBPm) 2,370,073 2,243,053

Dividend Yield % 3.01 3.08

Constituent Sizes (Net MCap GBPm)

Average 6,752 7,898

Largest 131,690 131,690

Smallest 174 174

Median 1,976 2,329

Weight of Largest Constituent (%) 5.56 5.87

Top 10 Holdings (% Index MCap) 32.07 33.88

31 August 2021

Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE 350 Index Data as at: 31 August 2021

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Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 4 of 4 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.