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FTSE Russell Publications

FTSE EDHEC-Risk Efficient 19 August 2021

Eurozone

Indicative Index Weight Data as at Closing on 30 June 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) 1&1 AG 0.12 Continental 0.79 GERMANY KG Pref 0.21 GERMANY A2A 0.25 AG 0.22 GERMANY Henkel Kgaa ORD 0.1 GERMANY Aalberts NV 0.31 Covivio 0.24 FRANCE Hera 0.19 ITALY ABN AMRO Bank NV 0.45 NETHERLANDS Credit Agricole 0.18 FRANCE Hermes International S.C.A. 0.86 FRANCE S.A. 0.33 Cts Eventim 0.22 GERMANY 0.15 GERMANY 0.15 FRANCE Daimler AG 0.17 GERMANY Huhtamaki 0.2 FINLAND Ackermans & Van Haaren 0.66 BELGIUM 0.64 FRANCE 0.1 SPAIN ACS Actividades Cons y Serv 0.13 SPAIN Dassault Aviation S.A. 0.14 FRANCE Icade 0.42 FRANCE 0.11 GERMANY Dassault Systemes 0.15 FRANCE Iliad 0.39 FRANCE Adyen 0.46 NETHERLANDS SE 0.35 GERMANY IMCD NV 0.23 NETHERLANDS Aegon NV 0.18 NETHERLANDS 0.16 GERMANY Imerys 0.24 FRANCE Aena SME SA 0.23 SPAIN Deutsche Boerse 0.25 GERMANY 0.14 SPAIN Aeroports de Paris 0.28 FRANCE Deutsche AG 0.53 GERMANY AG 0.36 GERMANY Ageas 0.43 BELGIUM 0.14 GERMANY ING Group CVA 0.18 NETHERLANDS 0.36 NETHERLANDS 0.12 GERMANY S.A. 0.25 SPAIN AIB Group 0.32 IRELAND SE 1.04 GERMANY Inpost SA 0.1 NETHERLANDS 0.11 FRANCE DiaSorin 0.38 ITALY 0.18 ITALY 0.66 FRANCE DWS Group 0.27 GERMANY Inwit 0.2 ITALY Akzo Nobel 0.28 NETHERLANDS E.ON 0.11 GERMANY Ipsen 0.6 FRANCE Ald SA 0.21 FRANCE 0.13 FRANCE Italgas 0.32 ITALY SE 0.12 GERMANY EDP 0.27 PORTUGAL JC Decaux 0.35 FRANCE Alstom 0.42 FRANCE EDP Renovaveis 0.56 PORTUGAL JDE Peets 0.09 NETHERLANDS Amadeus IT Group SA 0.27 SPAIN 0.13 FRANCE Jeronimo Martins 0.57 PORTUGAL Amplifon 0.29 ITALY Electricite de France (EDF) 0.56 FRANCE KBC Group 0.14 BELGIUM Amundi 0.13 FRANCE Elia Group 0.32 BELGIUM 0.34 FRANCE Andritz 0.5 AUSTRIA Elisa 0.88 FINLAND Kerry Group 'A' 1.15 IRELAND Anheuser-Busch InBev 0.12 BELGIUM Enagas 0.38 SPAIN Kesko B 1.45 FINLAND Arcelor Mittal 0.19 NETHERLANDS Endesa 0.09 SPAIN Kingspan Group 0.51 IRELAND Argenx S.E 0.15 BELGIUM 0.11 ITALY KION GROUP AG 0.63 GERMANY 0.29 FRANCE 0.19 FRANCE Klepierre 0.29 FRANCE Aroundtown SA 0.84 GERMANY 0.15 ITALY Knorr-Bremse 0.26 GERMANY Asm Intl 0.37 NETHERLANDS Erste Group Bank 1.07 AUSTRIA Kojamo 0.57 FINLAND ASML Holding 0.18 NETHERLANDS EssilorLuxottica 0.51 FRANCE Kone B 0.89 FINLAND ASR Nederland 0.11 NETHERLANDS Eurazeo 0.28 FRANCE Koninklijke 0.1 NETHERLANDS Atlantia 0.48 ITALY Eurofins Scienti 1 FRANCE La Francaise des Jeux SA 0.15 FRANCE Atos SE 0.18 FRANCE 0.2 FRANCE 0.11 GERMANY AUTO1 Group 0.1 GERMANY AG 0.13 GERMANY LEG Immobilien AG 0.32 GERMANY 0.14 FRANCE 0.13 GERMANY Legrand 0.13 FRANCE Banca Mediolanum 0.42 ITALY Exor NV 0.13 ITALY Leonardo 0.25 ITALY Banco Bilbao Vizcaya Argentaria 0.71 SPAIN Faurecia 0.42 FRANCE Linea Directa 0.12 SPAIN 0.87 SPAIN Ferrari NV 0.1 ITALY L'Oreal 0.14 FRANCE 0.56 SPAIN 0.12 SPAIN LVMH 0.33 FRANCE BASF 0.13 GERMANY Fielmann 0.32 GERMANY S.A. 0.14 SPAIN AG 0.21 GERMANY Finecobank 0.25 ITALY Mediobanca 0.37 ITALY 0.19 GERMANY Fortum 0.22 FINLAND Merck Kgaa 1.3 GERMANY 0.77 GERMANY AG 0.32 GERMANY Socimi SA 0.22 SPAIN Biomerieux 0.64 FRANCE 0.49 GERMANY Metro 0.18 GERMANY BMW 0.33 GERMANY Fresenius SE & Co KGaA 0.3 GERMANY Metso Outotec 0.16 FINLAND BMW AG Pref 0.27 GERMANY Pref SE 0.13 GERMANY Michelin B 0.14 FRANCE BNP Paribas 0.8 FRANCE Fuchs Petrolub SE 0.12 GERMANY Moncler 0.58 ITALY Bollore 0.24 FRANCE Galapagos Genomics NV 0.11 NETHERLANDS MTU Aero Engines AG 0.47 GERMANY Bouygues 0.17 FRANCE Galp Energia SGPS SA 0.12 PORTUGAL Muenchener Rueckversicherungs Reg 0.1 GERMANY AG 0.13 GERMANY GEA Group AG 0.44 GERMANY Natixis 0.21 FRANCE S.A. 0.5 FRANCE 0.37 FRANCE Group SA 0.26 SPAIN Buzzi Unicem 0.23 ITALY Generali 0.15 ITALY SE 0.19 GERMANY CaixaBank 0.64 SPAIN 0.45 FRANCE Neoen S.A. 0.11 FRANCE Campari 0.26 ITALY Glanbia 0.5 IRELAND Neste Oyj 1.04 FINLAND Capgemini SE 0.14 FRANCE Grandvision B.V. 0.27 NETHERLANDS Nexi 0.11 ITALY 0.48 GERMANY 0.43 SPAIN NN Group 0.13 NETHERLANDS Carrefour 0.96 FRANCE Groupe Bruxelles Lambert 0.13 BELGIUM 0.33 FINLAND Casino Guichard Perrachon 0.26 FRANCE Hannover Rueck SE 0.11 GERMANY Nokian Tyres 0.95 FINLAND Telecom SAU 0.5 SPAIN HeidelbergCement AG 0.14 GERMANY Nordea Bank Abp 0.16 FINLAND Cnh Industrial 0.82 ITALY Heineken Holding 0.13 NETHERLANDS OMV 0.38 AUSTRIA Cnp Assurance 0.3 FRANCE Heineken NV 0.14 NETHERLANDS Orange 0.11 FRANCE Colruyt 0.5 BELGIUM 0.34 GERMANY Orion B 0.62 FINLAND 0.2 GERMANY HelloFresh SE 0.5 GERMANY ORPEA 0.29 FRANCE

Source: FTSE Russell 1 of 3 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) Pernod Ricard 0.14 FRANCE Scout24 0.32 GERMANY TotalEnergies SE 0.15 FRANCE Pirelli & C 0.16 ITALY SEB 0.51 FRANCE Traton 0.18 GERMANY Plastic Omnium 0.21 FRANCE AG 0.12 GERMANY Entertainment 0.42 FRANCE Porsche Automobil Holding SE 0.17 GERMANY Siemens Energy 0.09 GERMANY UCB Cap 0.67 BELGIUM Poste Italiane 0.2 ITALY 0.47 SPAIN Umicore 0.64 BELGIUM ProSiebenSat.1 Media SE 0.5 GERMANY SA Unibail Rodamco Westfield 0.54 NETHERLANDS Prosus 0.12 NETHERLANDS 0.33 GERMANY Unicredit 0.25 ITALY Proximus 0.46 BELGIUM Signify NV 0.71 NETHERLANDS SE 0.36 GERMANY Prysmian 0.22 ITALY Snam 0.14 ITALY UnipolSai 0.11 ITALY Publicis Groupe 0.77 FRANCE Societe Generale 0.73 FRANCE AG 0.34 GERMANY 0.64 GERMANY 0.53 FRANCE UPM-Kymmene 0.12 FINLAND Nv 0.66 GERMANY Sofina 0.62 BELGIUM 0.34 FRANCE Raiffeisen Bank International 0.51 AUSTRIA Soitec 0.12 FRANCE VARTA AG 0.33 GERMANY Randstad NV 0.14 NETHERLANDS Solvay A 0.14 BELGIUM Veolia Environnement 0.15 FRANCE Rational 0.53 GERMANY St Gobain (Cie De) 0.16 FRANCE Verbund Oesterreich Elektrizitats 0.5 AUSTRIA Recordati 0.61 ITALY Stellantis NV 0.93 ITALY Vinci 0.13 FRANCE RED ELECTRICA CORP SA 0.52 SPAIN STMicroelectronics 0.13 FRANCE 0.12 FRANCE Remy Cointreau 0.48 FRANCE Stora Enso R 0.1 FINLAND Voestalpine 0.26 AUSTRIA Renault 0.55 FRANCE Suez 0.76 FRANCE Volkswagen 0.44 GERMANY 0.42 SPAIN AG 0.53 GERMANY Volkswagen Pfd 0.13 GERMANY Rexel S.A. 0.21 FRANCE Talanx AG 0.13 GERMANY SE 0.6 GERMANY 0.14 GERMANY TeamViewer AG 0.08 GERMANY Vopak Nv 0.25 NETHERLANDS Royal DSM 0.11 NETHERLANDS Technip 0.09 FRANCE Wacker Chemie 0.35 GERMANY Royal KPN 0.33 NETHERLANDS TechnipFMC 0.39 FRANCE Warehouses De Pauw 0.13 BELGIUM RTL Group 0.28 GERMANY Telecom Italia 0.29 ITALY Wartsila B 0.5 FINLAND Rubis 0.21 FRANCE Telecom Italia Rsp 0.34 ITALY Wendel 0.14 FRANCE RWE 0.2 GERMANY Telefonica 0.27 SPAIN Wolters Kluwer CVA 0.41 NETHERLANDS 0.53 FRANCE Telefonica Deutschland Holdings 0.25 GERMANY Worldline 0.15 FRANCE Sampo Oyi 0.12 FINLAND Telekom Austria 0.21 AUSTRIA SE 0.3 GERMANY 0.11 FRANCE Telenet Group Holding NV 0.3 BELGIUM Zardoya Otis 0.18 SPAIN SAP 0.09 GERMANY Teleperformance 0.29 FRANCE Sartorius AG Pref 0.99 GERMANY Tenaris 0.22 ITALY Sartorius Stedim Biotech 1.05 FRANCE Terna 0.4 ITALY 0.13 FRANCE Thales 0.44 FRANCE Scor S.A. 0.35 FRANCE Thyssen Krupp 0.39 GERMANY

Source: FTSE Russell 2 of 3 19 August 2021

Data Explanation

Weights

Weights data is indicative, as values have been rounded up or down to two decimal points. Where very small values are concerned, which would display as 0.00 using this rounding method, these weights are shown as <0.005. Timing of data

Constituents & Weights are generally published in arrears and contain the data as at the most recent quarter-end. However, some spreadsheets are updated on a more frequent basis. Please refer to the data date shown.

19 August 2021

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Source: FTSE Russell 3 of 3