FTSE Russell Factsheet FTSE RAFI™ UK 300 Index – QSR Data as at: 31 August 2021 bmkTitle1 FTSE partners with Research Affiliates on the innovative FTSE RAFI Index Series. Index FEATURES constituents are weighted using a composite of fundamental factors, including total cash dividends, free cash flow, total sales and book equity value. Prices and market values are not Coverage determinants of the index weights. Consequently the indices are less prone to excessive Top 300 eligible companies from the FTSE concentration arising from market fads, which can result in over-exposure to individual All-Share Index. companies, sectors or countries. Objective The FTSE RAFI UK 300 Index comprises the 300 companies with the largest RAFI fundamental The index is designed for use in the creation
scores selected from the consitutents of the FTSE All-Share Index. of a range of financial products, including
Index Characteristics index-linked funds, ETFs and over-the-
counter (OTC) products. Attributes FTSE RAFI UK 300 Index - QSR FTSE All-Share
Number of constituents 326 603 Liquidity Dividend Yield % 3.46 2.98 Stocks are screened to ensure that the index
Constituent (Wgt %) is tradable. Average 0.31 0.17 Transparency Largest 6.84 5.37 Freely available index rules are overseen by Median 0.06 0.04 an independent committee of leading market Top 10 Holdings (Wgt %) 43.53 30.96
professionals.
Availability
Top 10 Constituents - FTSE RAFI UK 300 Index - QSR The index is calculated based on price and Constituent ICB Sector FTSE RAFI UK 300 Index - QSR FTSE All-Share Diff % total return methodologies, both real time (Wgt %) (Wgt %) and end-of-day. BP Oil, Gas and Coal 6.84 2.41 4.43
Royal Dutch Shell A Oil, Gas and Coal 6.52 2.39 4.13 Industry Classification Benchmark
HSBC Hldgs Banks 6.01 3.21 2.80 (ICB)
Royal Dutch Shell B Oil, Gas and Coal 5.94 2.16 3.78 Index constituents are categorized in
Glencore Industrial Metals and Mining 3.68 1.60 2.08 accordance with the Industry Classification
Vodafone Group Telecommunications Service 3.29 1.39 1.90 Benchmark (ICB), the global standard for Providers industry sector analysis. British American Tobacco 3.23 2.54 0.69 Tobacco Methodology
Barclays Banks 2.74 1.28 1.46 See www.ftserussell.com for a full Lloyds Banking Group Banks 2.71 1.26 1.45 explanation of the FTSE RAFI methodology.
GlaxoSmithKline Pharmaceuticals and Biotechnology 2.58 2.94 -0.36
Totals 43.54 21.18
Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 3
Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE RAFI™ UK 300 Index – QSR Data as at: 31 August 2021
ICB Supersector Breakdown INFORMATION
FTSE RAFI UK 300 Index - QSR FTSE All-Share Index Universe ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % FTSE All-Share Index 1010 Technology 10 0.62 21 2.05 -1.43
1510 Telecommunications 5 5.06 7 2.19 2.87 Index Launch
2010 Health Care 11 4.94 14 9.75 -4.81 18 March 2013 3010 Banks 11 13.59 11 7.02 6.58 Base Date 3020 Financial Services 59 3.96 228 11.46 -7.50 21 December 2012 3030 Insurance 13 5.28 13 4.01 1.27 Base Value 3510 Real Estate 27 1.88 56 3.28 -1.40
4010 Automobiles and Parts 1 0.04 2 0.09 -0.05 5000
4020 Consumer Products and Services 15 2.70 22 3.48 -0.78 Index Calculation 4030 Media 6 2.36 11 3.14 -0.78 Real-time and end-of-day indices available 4040 Retailers 16 2.23 22 2.17 0.06 End-of-Day Distribution 4050 Travel and Leisure 24 2.96 33 3.49 -0.53
4510 Food, Beverage and Tobacco 13 6.47 18 7.43 -0.96 Via FTP and email
Personal Care, Drug and Grocery Currency 4520 8 5.15 9 7.53 -2.39 Stores USD, EUR, GBP, JPY, AUD, Local 5010 Construction and Materials 10 1.47 15 1.72 -0.24
5020 Industrial Goods and Services 57 7.93 72 11.62 -3.69 Review Dates 5510 Basic Resources 14 8.73 18 8.35 0.38 Annually in March with implementation in
5520 Chemicals 6 0.68 7 1.00 -0.32 March, June, September & December. 6010 Energy 11 19.79 14 7.21 12.59 Index Rules and Vendor Codes 6510 Utilities 9 4.14 10 3.01 1.12 Available at www.ftse.com/rafi
Totals 326 100.00 603 100.00
31 August 2021
Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE RAFI™ UK 300 Index – QSR 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. 3 of 3 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information.