2

FTSE Russell Publications

19 August 2021 FTSE RAFI US 1000

Indicative Index Weight Data as at Closing on 30 June 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) 3M Company 0.37 UNITED Allison Transmission Holdings 0.02 UNITED Apartment Income REIT Corp 0.02 STATES STATES 0.26 UNITED Corp 0.26 UNITED Apollo Commercial Real Estate Finance 0.02 UNITED STATES STATES STATES AbbVie Inc 0.46 UNITED Ally Financial 0.13 UNITED Apollo Global Management Inc 0.02 UNITED STATES STATES STATES Abercrombie & Fitch A 0.02 UNITED Alphabet Class A 0.73 UNITED Apple Hospitality REIT 0.03 UNITED STATES STATES STATES ABM Industries Inc 0.02 UNITED Alphabet Class C 0.73 UNITED Apple Inc. 2.23 UNITED STATES STATES STATES Acadia Healthcare 0.02 UNITED Altice USA 0.05 UNITED Applied Industrial Technology 0.01 UNITED STATES STATES STATES Accenture Cl A 0.29 UNITED Altria Group 0.45 UNITED Applied Materials 0.14 UNITED STATES STATES STATES Activision Blizzard 0.08 UNITED Amazon.Com 0.86 UNITED Aptargroup 0.02 UNITED STATES STATES STATES Acuity Brands Inc 0.03 UNITED AMC Networks 0.02 UNITED Aptiv PLC 0.07 UNITED STATES STATES STATES Adient plc 0.04 UNITED Amdocs 0.03 UNITED Aramark 0.05 UNITED STATES STATES STATES Adobe 0.11 UNITED AMERCO 0.02 UNITED Arch Capital Gp 0.07 UNITED STATES STATES STATES Advance Auto Parts 0.04 UNITED Ameren Corp 0.09 UNITED Archer Daniels Midland 0.17 UNITED STATES STATES STATES Advanced Micro Dev 0.03 UNITED American Airlines Group 0.04 UNITED Corporation 0.04 UNITED STATES STATES STATES AECOM 0.07 UNITED American Axle & MFG Holdings 0.02 UNITED Arista Networks 0.02 UNITED STATES STATES STATES AerCap Holdings N.V. 0.08 UNITED American Campus Communities 0.03 UNITED Arrow Electronics 0.06 UNITED STATES STATES STATES AES Corp. 0.08 UNITED American Eagle Outfitters 0.03 UNITED Arthur J Gallagher 0.06 UNITED STATES STATES STATES Affiliated Managers Group 0.02 UNITED American Elec Power Com 0.21 UNITED Asbury Automotive Group Inc 0.02 UNITED STATES STATES STATES Aflac 0.21 UNITED American Equity Investment Life 0.03 UNITED ASGN Incorporated 0.02 UNITED STATES STATES STATES AGCO Corp 0.03 UNITED American Express Com 0.32 UNITED Ashland Global Holdings Inc 0.02 UNITED STATES STATES STATES Agilent Technologies 0.05 UNITED American Finance Group Hldg. 0.05 UNITED Associated Banc-Corp 0.02 UNITED STATES STATES STATES AGNC Investment 0.06 UNITED American Homes 4 Rent 0.02 UNITED Assurant 0.05 UNITED STATES STATES STATES Air Lease 0.02 UNITED American Intl Group 0.26 UNITED Assured Guaranty 0.04 UNITED STATES STATES STATES Air Products & Chemicals Inc 0.12 UNITED American Tower Corp 0.15 UNITED AT&T 1.57 UNITED STATES STATES STATES Akamai Technologies 0.03 UNITED American Water Works Company 0.06 UNITED Athene Holding 0.07 UNITED STATES STATES STATES Alaska Air Group 0.01 UNITED Ameriprise Financial 0.1 UNITED Atlas Air Worldwide Holdings 0.02 UNITED STATES STATES STATES Albemarle 0.03 UNITED AmerisourceBergen 0.15 UNITED Atmos Energy 0.04 UNITED STATES STATES STATES Corporation 0.07 UNITED Ametek Inc 0.04 UNITED Autoliv 0.04 UNITED STATES STATES STATES Alexandria Real Estate Equity 0.05 UNITED Amgen Corp 0.38 UNITED Automatic Data Process 0.14 UNITED STATES STATES STATES Alexion Pharm 0.07 UNITED Amphenol Corp A 0.05 UNITED Autonation 0.06 UNITED STATES STATES STATES Align Technology Inc 0.01 UNITED Analog Devices 0.1 UNITED Autozone 0.08 UNITED STATES STATES STATES Alleghany 0.04 UNITED Annaly Capital Management 0.07 UNITED Avalonbay Communities 0.09 UNITED STATES STATES STATES 0.01 UNITED Inc 0.02 UNITED Avangrid 0.02 UNITED STATES STATES STATES Allegion PLC 0.02 UNITED Antero Resources 0.06 UNITED Avantor 0.02 UNITED STATES STATES STATES Allete 0.02 UNITED Anthem 0.45 UNITED Avaya Holdings 0.01 UNITED STATES STATES STATES Alliance Data Systems Corp 0.05 UNITED Aon plc 0.07 UNITED Avery Dennison Corp 0.04 UNITED STATES STATES STATES Alliant Energy 0.06 UNITED APA Corporation 0.05 UNITED Avient Corp 0.02 UNITED STATES STATES STATES

Source: FTSE Russell 1 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) Avis Budget Group 0.08 UNITED Brookfield Property REIT 0.01 UNITED Cincinnati Fin Cp 0.07 UNITED STATES STATES STATES Avista Corp 0.02 UNITED Brown & Brown 0.02 UNITED Cinemark Holdings Inc. 0.02 UNITED STATES STATES STATES Avnet 0.04 UNITED Brown-Forman B 0.02 UNITED Cintas Corp 0.04 UNITED STATES STATES STATES Axalta Coating Systems 0.02 UNITED Brunswick Corp 0.02 UNITED Cisco Systems 0.72 UNITED STATES STATES STATES Axis Capital Holdings 0.02 UNITED Builders FirstSource Inc. 0.02 UNITED CIT Group 0.04 UNITED STATES STATES STATES B&G Foods 0.01 UNITED Bunge 0.09 UNITED Citigroup 1.17 UNITED STATES STATES STATES Baker Hughes Company 0.13 UNITED Burlington Stores 0.03 UNITED Citizens Financial Group 0.12 UNITED STATES STATES STATES Ball Corp 0.04 UNITED C.H. Robinson Worldwide 0.06 UNITED Citrix Systems 0.01 UNITED STATES STATES STATES BancorpSouth 0.01 UNITED Cabot Corp 0.02 UNITED Clean Harbors 0.02 UNITED STATES STATES STATES Bank of America 1.4 UNITED Cabot Oil & Gas 0.02 UNITED Clorox 0.05 UNITED STATES STATES STATES Bank of Hawaii 0.01 UNITED CACI Inc Cl A 0.02 UNITED CME Group 0.17 UNITED STATES STATES STATES Bank of New York Mellon 0.25 UNITED Cadence Design Systems 0.02 UNITED CMS Energy Corp 0.07 UNITED STATES STATES STATES Bank OZK 0.02 UNITED Callon 0.03 UNITED CNO Financial Group 0.02 UNITED STATES STATES STATES BankUnited 0.02 UNITED Camden Property 0.04 UNITED CNX Resources 0.02 UNITED STATES STATES STATES Baxter Intl 0.08 UNITED Campbell Soup 0.03 UNITED Coca Cola Europacific Partners plc 0.07 UNITED STATES STATES STATES Beacon Roofing Supply 0.02 UNITED Capital One Financial 0.48 UNITED Coca-Cola 0.55 UNITED STATES STATES STATES Becton Dickinson 0.13 UNITED Capri Holdings Limited 0.04 UNITED Cognizant Tech Solutions 0.09 UNITED STATES STATES STATES Bed Bath Beyond 0.05 UNITED Cardinal Health 0.13 UNITED Coherent Inc 0.01 UNITED STATES STATES STATES Berkley W R 0.04 UNITED Carlisle Cos Inc 0.03 UNITED Colfax 0.02 UNITED STATES STATES STATES Berkshire Hathaway B 1.22 UNITED Carmax Inc 0.08 UNITED Colgate Palmolive Co 0.16 UNITED STATES STATES STATES Berkshire Hathaway -CL A 0.53 UNITED Carnival Corp A 0.1 UNITED Columbia Banking System 0.01 UNITED STATES STATES STATES Berry Global Group 0.05 UNITED Carpenter Tech 0.01 UNITED Columbia Property Trust Inc 0.01 UNITED STATES STATES STATES Best Buy Company 0.12 UNITED Carrier Global Corporation 0.18 UNITED Comcast A 0.9 UNITED STATES STATES STATES Big Lots 0.02 UNITED Carters 0.02 UNITED Comerica 0.05 UNITED STATES STATES STATES Biogen 0.19 UNITED Caseys General Stores 0.03 UNITED 0.02 UNITED STATES STATES STATES BioMarin Pharm 0.01 UNITED Catalent 0.02 UNITED Commercial Metals 0.02 UNITED STATES STATES STATES Bio-Rad Labs A 0.02 UNITED Caterpillar 0.31 UNITED CommScope Holding Company 0.04 UNITED STATES STATES STATES BJ'S Wholesale Club Holdings 0.04 UNITED Cathay Bancorp 0.01 UNITED Community Health System 0.04 UNITED STATES STATES STATES Black Hills Corp 0.02 UNITED 0.03 UNITED Compass Minerals International 0.01 UNITED STATES STATES STATES Black Knight 0.01 UNITED CBRE Group 0.09 UNITED Inc 0.07 UNITED STATES STATES STATES Blackrock Inc 0.31 UNITED CDK Global 0.01 UNITED Concentrix 0.02 UNITED STATES STATES STATES Blackstone Mortgage Trust 0.02 UNITED CDW 0.05 UNITED ConocoPhillips 0.39 UNITED STATES STATES STATES Block (H & R) NPV 0.03 UNITED Celanese 0.05 UNITED Cons Edison Holding 0.16 UNITED STATES STATES STATES Bloomin Brands 0.01 UNITED Centene Corp 0.22 UNITED Constellation Brands Inc 0.08 UNITED STATES STATES STATES 0.49 UNITED CenterPoint Energy 0.09 UNITED Constellium SE 0.02 UNITED STATES STATES STATES Boise Cascade Company 0.01 UNITED Cerner Corp 0.04 UNITED Cooper Cos Inc 0.02 UNITED STATES STATES STATES BOK Financial Corp 0.01 UNITED CF Industries Holdings 0.05 UNITED Copart Inc 0.02 UNITED STATES STATES STATES Booking Holdings 0.11 UNITED Change Healthcare Inc 0.01 UNITED CoreCivic 0.03 UNITED STATES STATES STATES Booz Allen Hamilton 0.03 UNITED Charles River Laboratories 0.02 UNITED Corning 0.11 UNITED STATES STATES STATES BorgWarner 0.06 UNITED Charter Communications Inc. Cl A 0.27 UNITED Corporate Office Properties 0.01 UNITED STATES STATES STATES Boston Properties 0.07 UNITED Check Point Software 0.02 UNITED Corteva 0.08 UNITED STATES STATES STATES Boston Scientific Corp 0.1 UNITED Chemours Company 0.03 UNITED CoStar Group 0.02 UNITED STATES STATES STATES Brandywine Rlty 0.02 UNITED Cheniere Energy 0.04 UNITED Costco Wholesale Corp 0.49 UNITED STATES STATES STATES Bright Horizons Family Solutions 0.01 UNITED Chevron 1.16 UNITED Coty 0.02 UNITED STATES STATES STATES 0.04 UNITED Chimera Investment 0.03 UNITED Cousins Property 0.02 UNITED STATES STATES STATES Brinker International 0.01 UNITED Chipotle Mexican Grill 0.03 UNITED Covanta Holding 0.02 UNITED STATES STATES STATES Brinks Co 0.01 UNITED Chubb Ltd 0.27 UNITED Covetrus 0.01 UNITED STATES STATES STATES Bristol Myers Squibb 0.39 UNITED Church & Dwight 0.04 UNITED Cracker Barrel Old Country Store 0.02 UNITED STATES STATES STATES Brixmor Property Group 0.04 UNITED Ciena 0.02 UNITED Crane Co 0.02 UNITED STATES STATES STATES Broadcom 0.25 UNITED Cigna Corp 0.32 UNITED Credicorp 0.05 UNITED STATES STATES STATES Broadridge Financial Solutions 0.03 UNITED Cimarex Energy Co 0.02 UNITED Cree Inc 0.01 UNITED STATES STATES STATES

Source: FTSE Russell 2 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) Crown Castle Intl Corp 0.15 UNITED Eaton Corp PLC 0.2 UNITED First Horizon Corporation 0.03 UNITED STATES STATES STATES Crown Holdings 0.05 UNITED Ebay 0.07 UNITED First Industrial Realty Trust 0.01 UNITED STATES STATES STATES CSX Corp 0.15 UNITED EchoStar 0.01 UNITED 0.01 UNITED STATES STATES STATES CubeSmart 0.02 UNITED Ecolab 0.09 UNITED First Republic Bank San Francisco 0.05 UNITED STATES STATES STATES Cullen Frost Bankers 0.02 UNITED Edison International 0.12 UNITED First Solar Inc 0.02 UNITED STATES STATES STATES Cummins 0.12 UNITED Edwards Lifesciences 0.04 UNITED Firstenergy Corp. 0.13 UNITED STATES STATES STATES Curtiss Wright 0.01 UNITED Elanco Animal Health 0.03 UNITED Fiserv Inc 0.12 UNITED STATES STATES STATES CVS Health Corporation 0.71 UNITED Electronic Arts 0.05 UNITED Fleetcor Technologies 0.03 UNITED STATES STATES STATES CyrusOne 0.02 UNITED Element Solutions 0.02 UNITED Flex 0.08 UNITED STATES STATES STATES D.R. Horton Inc 0.08 UNITED EMCOR Group 0.03 UNITED Flowers Foods Inc 0.02 UNITED STATES STATES STATES Dana 0.03 UNITED Emerson Electric 0.17 UNITED Flowserve Cp 0.02 UNITED STATES STATES STATES Danaher Corp 0.17 UNITED Encompass Health 0.02 UNITED Fluor Corporation 0.04 UNITED STATES STATES STATES Darden Restaurants 0.05 UNITED EnerSys 0.01 UNITED FMC Corp 0.02 UNITED STATES STATES STATES Darling Ingredients 0.02 UNITED Entergy Corp 0.12 UNITED FNF Group 0.05 UNITED STATES STATES STATES DaVita 0.05 UNITED Envista Holdings 0.03 UNITED Foot Locker Inc 0.04 UNITED STATES STATES STATES Deckers Outdoor 0.01 UNITED EOG Resources 0.17 UNITED Ford Motor Company 0.82 UNITED STATES STATES STATES Deere & Co 0.2 UNITED Epam Systems 0.02 UNITED Fortive 0.04 UNITED STATES STATES STATES Delek US Holdings 0.02 UNITED EPR Properties 0.02 UNITED Fortune Brands Home & Security 0.03 UNITED STATES STATES STATES Dell Technologies 0.11 UNITED EQT Corporation 0.04 UNITED Fox Corporation 0.06 UNITED STATES STATES STATES Delta Air Lines 0.06 UNITED Equifax 0.04 UNITED Fox Corporation 0.02 UNITED STATES STATES STATES Deluxe Corp 0.01 UNITED Inc 0.11 UNITED Franklin Resources 0.07 UNITED STATES STATES STATES DENTSPLY SIRONA 0.03 UNITED Equitable Holdings 0.06 UNITED Freeport-McMoRan 0.07 UNITED STATES STATES STATES Designer Brands 0.02 UNITED Equitrans Midstream 0.02 UNITED FTI Consulting 0.02 UNITED STATES STATES STATES Devon Energy 0.05 UNITED Equity Commonwealth 0.01 UNITED Fuller H B Co 0.01 UNITED STATES STATES STATES Diamondback Energy 0.08 UNITED Equity Lifestyle Properties 0.02 UNITED Fulton Financial Corp 0.01 UNITED STATES STATES STATES Diamondrock Hospitality 0.01 UNITED 0.1 UNITED GameStop Corp 0.1 UNITED STATES STATES STATES Dick's Sporting Goods Inc 0.03 UNITED Essential Utilities Inc 0.02 UNITED Gaming & Leisure Properties 0.03 UNITED STATES STATES STATES Digital Realty Trust 0.08 UNITED Essex Prop Trust 0.05 UNITED Gap 0.05 UNITED STATES STATES STATES DigitalBridge Group Inc 0.03 UNITED Euronet Worldwide 0.01 UNITED Garmin Ltd 0.04 UNITED STATES STATES STATES Services 0.17 UNITED Evercore 0.01 UNITED Gartner 0.02 UNITED STATES STATES STATES Discovery Series A 0.01 UNITED Everest Re Group 0.05 UNITED GATX Corp 0.02 UNITED STATES STATES STATES Discovery Series C 0.02 UNITED Evergy 0.08 UNITED Generac Holdings 0.01 UNITED STATES STATES STATES Dish Network 0.07 UNITED Eversource Energy 0.11 UNITED General Dynamics Corp 0.2 UNITED STATES STATES STATES Disney (Walt) Company 0.59 UNITED Corporation 0.28 UNITED General Electric 0.64 UNITED STATES STATES STATES Dollar General 0.11 UNITED Expedia Group 0.05 UNITED General Mills 0.16 UNITED STATES STATES STATES Dollar Tree 0.09 UNITED Expeditors Intl Washington 0.05 UNITED General Motors 0.67 UNITED STATES STATES STATES Dominion Energy 0.28 UNITED Extra Space Storage 0.04 UNITED Genpact 0.02 UNITED STATES STATES STATES Dominos Pizza 0.02 UNITED Exxon Mobil Corporation 1.83 UNITED Gentex Corp 0.02 UNITED STATES STATES STATES Domtar Corp 0.04 UNITED F.N.B. Corporation 0.03 UNITED Genuine Parts 0.09 UNITED STATES STATES STATES Donaldson Co Inc 0.02 UNITED F5 Networks Inc 0.02 UNITED Genworth Financial Class A 0.03 UNITED STATES STATES STATES Douglas Emmett 0.02 UNITED Facebook Class A 0.81 UNITED Geo Group 0.02 UNITED STATES STATES STATES Dover Corp 0.05 UNITED Factset Research Systems 0.01 UNITED G-Iii Apparel 0.01 UNITED STATES STATES STATES Dow Inc 0.17 UNITED Fastenal Co 0.05 UNITED Gilead Sciences 0.42 UNITED STATES STATES STATES DTE Energy 0.12 UNITED Federal Realty Invs 0.03 UNITED 0.01 UNITED STATES STATES STATES Duke Energy Corp 0.37 UNITED Inc 0.02 UNITED Global Payments Inc 0.08 UNITED STATES STATES STATES Duke Realty Corp 0.04 UNITED Fedex Corporation 0.28 UNITED Globe Life 0.04 UNITED STATES STATES STATES DuPont de Nemours 0.3 UNITED Fidelity Natl Information Services 0.19 UNITED GoDaddy 0.01 UNITED STATES STATES STATES DXC Technology Company 0.1 UNITED Fifth Third Bancorp 0.13 UNITED Goldman Sachs Group 0.54 UNITED STATES STATES STATES Dycom Inds Inc 0.01 UNITED First American Financial 0.04 UNITED Goodyear Tire & Rubber 0.04 UNITED STATES STATES STATES East West Bancorp 0.03 UNITED First Citizens BancSh A 0.01 UNITED Graco Inc 0.02 UNITED STATES STATES STATES Eastman Chemical 0.07 UNITED First Hawaiian 0.02 UNITED Graham Holdings 0.01 UNITED STATES STATES STATES

Source: FTSE Russell 3 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) Grainger (W W) 0.05 UNITED iHeartMedia Inc 0.02 UNITED Kimco Realty Cp 0.04 UNITED STATES STATES STATES Graphic Packaging Holding 0.03 UNITED IHS Markit 0.05 UNITED Kinder Morgan 0.28 UNITED STATES STATES STATES Gray Television Inc 0.01 UNITED Illinois Tool Wks 0.14 UNITED Kirby Corp 0.02 UNITED STATES STATES STATES Greenbrier Co 0.01 UNITED Illumina Inc 0.03 UNITED KKR & Co Inc 0.07 UNITED STATES STATES STATES Group 1 Auto 0.03 UNITED Incyte 0.01 UNITED KLA Corporation 0.08 UNITED STATES STATES STATES Halliburton 0.11 UNITED Ingersoll-Rand Inc 0.01 UNITED Knight-Swift Transportation Holdings 0.02 UNITED STATES STATES STATES 0.02 UNITED 0.04 UNITED Kohl's Corp 0.09 UNITED STATES STATES STATES Hanesbrands 0.04 UNITED Insight Enterprises 0.02 UNITED Kraft 0.2 UNITED STATES STATES STATES Hanover Insurance Gp 0.03 UNITED Intel Corp 0.81 UNITED Kroger 0.36 UNITED STATES STATES STATES Harley-Davidson 0.05 UNITED Intercontinental Exchange 0.1 UNITED L Brands 0.11 UNITED STATES STATES STATES Hartford Group 0.15 UNITED International Bus Machns. 0.82 UNITED L3Harris Technologies 0.11 UNITED STATES STATES STATES Hasbro 0.04 UNITED International Game Technology PLC 0.02 UNITED Laboratory Corp of America 0.08 UNITED STATES STATES STATES Hawaiian Electric 0.02 UNITED International Paper 0.17 UNITED Lam Research 0.08 UNITED STATES STATES STATES HCA Healthcare 0.17 UNITED Interpublic Group Cos 0.06 UNITED Lamar Advertising 0.03 UNITED STATES STATES STATES Healthcare Realty Trust 0.01 UNITED Intl Flavours & Fragrances 0.04 UNITED Lamb Weston Holdings 0.02 UNITED STATES STATES STATES Healthcare Trust Of America Inc 0.02 UNITED Intuit 0.07 UNITED Landstar Sys 0.01 UNITED STATES STATES STATES Healthpeak Properties Inc 0.07 UNITED Intuitive Surgical 0.06 UNITED Las Vegas Sands 0.08 UNITED STATES STATES STATES Helmerich & Payne 0.04 UNITED Invesco Limited 0.08 UNITED Lauder (Estee) 0.06 UNITED STATES STATES STATES Henry (Jack) & Associates 0.02 UNITED Invesco Mortgage Capital 0.02 UNITED Laureate Education 0.01 UNITED STATES STATES STATES Henry Schein 0.04 UNITED Investors Bancorp Inc. 0.02 UNITED Lazard Class A 0.03 UNITED STATES STATES STATES Herbalife Nutrition 0.02 UNITED Invitation Homes 0.05 UNITED Lear Corp 0.07 UNITED STATES STATES STATES Hershey Company 0.05 UNITED IPG Photonics 0.01 UNITED Leggett & Platt 0.03 UNITED STATES STATES STATES Hess Corp. 0.06 UNITED IQVIA Holdings 0.08 UNITED Leidos Holdings 0.05 UNITED STATES STATES STATES Hewlett Packard Enterprise 0.15 UNITED Iron Mountain 0.07 UNITED Lennar Class A 0.09 UNITED STATES STATES STATES Hexcel 0.02 UNITED ITT Inc. 0.02 UNITED Lennar Corp. Cl B <0.005 UNITED STATES STATES STATES Highwoods Prop 0.02 UNITED J M Smucker 0.08 UNITED Lennox Intl Inc 0.02 UNITED STATES STATES STATES Hill-Rom Holdings 0.02 UNITED j2 Global 0.02 UNITED Lexington Realty Trust 0.01 UNITED STATES STATES STATES Hilton Grand Vacations 0.01 UNITED Jabil 0.06 UNITED Liberty Broadband Series A <0.005 UNITED STATES STATES STATES Hilton Worldwide 0.04 UNITED Jacobs Engineering Group 0.05 UNITED Liberty Broadband Series C 0.03 UNITED STATES STATES STATES HollyFrontier 0.05 UNITED Janus Henderson Group 0.04 UNITED Liberty Formula One Series A <0.005 UNITED STATES STATES STATES Hologic Inc 0.02 UNITED Jazz Pharmaceuticals 0.03 UNITED Liberty Formula One Series C 0.02 UNITED STATES STATES STATES Home BancShares 0.01 UNITED JBG SMITH Properties 0.01 UNITED Liberty Global plc Cl A 0.04 UNITED STATES STATES STATES Home Depot 0.69 UNITED Jefferies Financial Group 0.05 UNITED Liberty Global plc Cl C 0.09 UNITED STATES STATES STATES Honeywell International Incorporation 0.33 UNITED Jetblue Airways Corp 0.01 UNITED Liberty Latin America A <0.005 UNITED STATES STATES STATES Hormel Foods 0.03 UNITED Johnson & Johnson 1.07 UNITED Liberty Latin America C 0.01 UNITED STATES STATES STATES Host Hotels & Resorts 0.08 UNITED Johnson Controls International PLC 0.19 UNITED LIBERTY SIRIUSXM SERIES A 0.02 UNITED STATES STATES STATES Howard Hughes 0.01 UNITED Jones Lang Lasalle 0.05 UNITED LIBERTY SIRIUSXM SERIES C 0.04 UNITED STATES STATES STATES Inc 0.05 UNITED JPMorgan Chase & Co 1.81 UNITED Life Storage 0.02 UNITED STATES STATES STATES HP 0.2 UNITED Juniper Networks 0.05 UNITED Lilly (Eli) & Co 0.22 UNITED STATES STATES STATES Hub Group A 0.01 UNITED Kansas City Southern 0.05 UNITED Lincoln Electric Holdings 0.02 UNITED STATES STATES STATES Hubbell 0.03 UNITED KAR Auction Services 0.02 UNITED Lincoln National Corp 0.11 UNITED STATES STATES STATES Hudson Pacific Properties 0.02 UNITED KB Home 0.01 UNITED Linde plc 0.35 UNITED STATES STATES STATES Humana 0.21 UNITED KBR 0.02 UNITED Lions Gate Entertainment Class A 0.01 UNITED STATES STATES STATES Hunt (JB) Transport Services 0.03 UNITED Kellogg 0.07 UNITED Lions Gate Entertainment Class B 0.01 UNITED STATES STATES STATES 0.09 UNITED Kemper Corp 0.02 UNITED Lithia Motors 0.03 UNITED STATES STATES STATES Huntington Ingalls Industries 0.04 UNITED Inc 0.01 UNITED Live Nation Entertainment 0.02 UNITED STATES STATES STATES Huntsman 0.03 UNITED Keurig Dr Pepper 0.05 UNITED LKQ 0.07 UNITED STATES STATES STATES Icon PLC 0.02 UNITED Keycorp 0.1 UNITED Lockheed Martin Corp 0.3 UNITED STATES STATES STATES Idacorp Inc 0.02 UNITED Keysight Technologies 0.03 UNITED Loew's 0.05 UNITED STATES STATES STATES IDEX Corp 0.02 UNITED Kilroy Realty 0.03 UNITED Louisiana-Pacific 0.02 UNITED STATES STATES STATES Idexx Labs 0.01 UNITED Kimberly-Clark 0.15 UNITED Lowes Cos Inc 0.31 UNITED STATES STATES STATES

Source: FTSE Russell 4 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) LPL Financial Holdings 0.02 UNITED Inc. 0.27 UNITED O Reilly Auto 0.06 UNITED STATES STATES STATES lululemon athletica inc. 0.02 UNITED Monster Beverage 0.03 UNITED Occidental Petroleum 0.27 UNITED STATES STATES STATES Lumen Technologies Inc 0.2 UNITED Moodys Corporation 0.05 UNITED Oceaneering Intl 0.02 UNITED STATES STATES STATES LyondellBasell Industries Cl A 0.18 UNITED Morgan Stanley 0.43 UNITED OGE Energy 0.04 UNITED STATES STATES STATES M&T Bank 0.09 UNITED Mosaic Company 0.06 UNITED O-I Glass Inc 0.02 UNITED STATES STATES STATES Macerich 0.04 UNITED Solutions 0.06 UNITED Old Dominion Freight Line 0.02 UNITED STATES STATES STATES Macquarie Infrastructure 0.04 UNITED MSC Industrial A 0.02 UNITED Old Natl Bncp 0.01 UNITED STATES STATES STATES Macys 0.14 UNITED MSCI 0.02 UNITED Old Republic Intl 0.05 UNITED STATES STATES STATES Magellan Health 0.02 UNITED Murphy Oil Corp 0.05 UNITED Olin Corp 0.04 UNITED STATES STATES STATES ManpowerGroup 0.06 UNITED Murphy USA 0.04 UNITED Omega Healthcare Investors 0.03 UNITED STATES STATES STATES Marathon Oil Corp 0.1 UNITED Nabors Industries 0.02 UNITED Omnicom Group 0.1 UNITED STATES STATES STATES Marathon Petroleum 0.37 UNITED 0.04 UNITED ON Semiconductor Corp 0.03 UNITED STATES STATES STATES Markel Corp 0.07 UNITED National Instruments 0.01 UNITED ONE Gas 0.02 UNITED STATES STATES STATES Marriott International 0.07 UNITED National Retail Properties 0.02 UNITED OneMain Holdings 0.02 UNITED STATES STATES STATES Marriott Vacations Worldwide 0.02 UNITED Natl Fuel Gas Co 0.02 UNITED ONEOK Inc 0.13 UNITED STATES STATES STATES Marsh & Mclennan 0.14 UNITED Corp 0.04 UNITED Oracle Corp. 0.32 UNITED STATES STATES STATES Martin Merietta Materials 0.04 UNITED 0.02 UNITED Organon & Co 0.02 UNITED STATES STATES STATES Marvell Technology 0.04 UNITED NCR Corp 0.04 UNITED Oshkosh 0.04 UNITED STATES STATES STATES Masco Corp 0.03 UNITED NetApp 0.04 UNITED Otis Worldwide Corporation 0.08 UNITED STATES STATES STATES Mastec Inc 0.03 UNITED Netflix Inc 0.07 UNITED Outfront Media 0.02 UNITED STATES STATES STATES Mastercard CL A 0.15 UNITED New Jersey Res 0.02 UNITED Ovintiv Inc 0.06 UNITED STATES STATES STATES Match Group 0.02 UNITED New Residential Investment Corp. 0.05 UNITED Owens & Minor 0.04 UNITED STATES STATES STATES Mattel 0.03 UNITED New York Community Bancorp 0.04 UNITED Owens Corning 0.05 UNITED STATES STATES STATES Maxim Integrated Prod. 0.04 UNITED New York Mortgage Trust 0.01 UNITED Paccar 0.13 UNITED STATES STATES STATES Maximus 0.01 UNITED Newell Brands 0.05 UNITED Packaging Corp of America 0.05 UNITED STATES STATES STATES McCormick & Co 0.04 UNITED Newmont Corporation 0.12 UNITED PacWest Bancorp 0.04 UNITED STATES STATES STATES McDonalds Corp 0.36 UNITED News Corporation Cl A 0.04 UNITED Paramount Group 0.02 UNITED STATES STATES STATES McKesson 0.22 UNITED News Corporation Cl B 0.01 UNITED Park Hotels & Resorts 0.04 UNITED STATES STATES STATES MDC Holdings Inc 0.01 UNITED Nexstar Media Group Inc. 0.02 UNITED Parker-Hannifin 0.09 UNITED STATES STATES STATES MDU Resources 0.03 UNITED NextEra Energy Inc 0.3 UNITED Patterson Cos 0.02 UNITED STATES STATES STATES Medical Properties Trust 0.03 UNITED Nielsen Holdings 0.06 UNITED Patterson-UTI Energy 0.02 UNITED STATES STATES STATES Mednax 0.02 UNITED Nike Inc Cl B 0.18 UNITED Paychex 0.07 UNITED STATES STATES STATES Medtronic plc 0.43 UNITED Nisource 0.05 UNITED PayPal Holdings 0.13 UNITED STATES STATES STATES Merck & Co 0.59 UNITED NOMAD FOODS LTD 0.01 UNITED PBF Energy 0.05 UNITED STATES STATES STATES Meredith Corp 0.02 UNITED Nordson Cp 0.02 UNITED PDC Energy 0.02 UNITED STATES STATES STATES Meritage Homes 0.02 UNITED Nordstrom 0.05 UNITED Peabody Energy Corp 0.03 UNITED STATES STATES STATES Meritor 0.01 UNITED Norfolk Sthn Corp 0.15 UNITED Pebblebrook Hotel Trust 0.02 UNITED STATES STATES STATES Metlife 0.33 UNITED 0.09 UNITED Penn National Gaming 0.02 UNITED STATES STATES STATES Mettler-Toledo 0.02 UNITED Northrop Grumman Corp 0.18 UNITED PennyMac Mortgage Investment Trust 0.02 UNITED STATES STATES STATES MFA Financial 0.02 UNITED Northwestern Corp 0.02 UNITED Penske Automotive Group 0.03 UNITED STATES STATES STATES MGIC Investment 0.03 UNITED NortonLifeLock Inc 0.08 UNITED Pentair plc 0.03 UNITED STATES STATES STATES MGM Resorts International 0.08 UNITED Norwegian Cruise Line 0.06 UNITED People's United Financial 0.04 UNITED STATES STATES STATES Microchip Technology 0.05 UNITED NOV Inc 0.05 UNITED Pepsico 0.61 UNITED STATES STATES STATES Micron Technology 0.3 UNITED NRG Energy 0.04 UNITED Performance Food Group 0.04 UNITED STATES STATES STATES Microsoft Corp 1.73 UNITED Nu Skin Enterpr A 0.02 UNITED Perkinelmer Inc 0.02 UNITED STATES STATES STATES Mid-America Apartment Comm 0.05 UNITED Nuance Communications 0.01 UNITED Perrigo Company plc 0.03 UNITED STATES STATES STATES Middleby 0.02 UNITED Nucor Corp 0.18 UNITED Pfizer 0.96 UNITED STATES STATES STATES MKS Instruments 0.01 UNITED nVent Electric plc 0.02 UNITED PG & E Corp. 0.04 UNITED STATES STATES STATES Mohawk Industries 0.06 UNITED Nvidia 0.12 UNITED Philip Morris International 0.54 UNITED STATES STATES STATES Molina Healthcare 0.06 UNITED NVR Inc 0.03 UNITED Phillips 66 0.28 UNITED STATES STATES STATES Molson Coors Beverage Company 0.09 UNITED NXP Semiconductors 0.09 UNITED Physicians Realty Trust 0.01 UNITED STATES STATES STATES

Source: FTSE Russell 5 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) Piedmont Office Realty Trust Cl A 0.02 UNITED Resideo Technologies 0.02 UNITED SM Energy 0.03 UNITED STATES STATES STATES Pinnacle Finl 0.02 UNITED Resmed Inc 0.03 UNITED Smith (AO) 0.02 UNITED STATES STATES STATES Pinnacle West Capital Corp 0.06 UNITED Retail Properties of America 0.02 UNITED Snap-On Inc 0.04 UNITED STATES STATES STATES Pioneer Natural Resource 0.07 UNITED Rexnord 0.01 UNITED Sonic Automotive 0.01 UNITED STATES STATES STATES Pitney Bowes 0.02 UNITED Rite Aid 0.05 UNITED Sonoco Products 0.03 UNITED STATES STATES STATES Plexus Corp 0.01 UNITED RLJ Lodging Trust 0.02 UNITED South Jersey Ind 0.01 UNITED STATES STATES STATES PNC Financial Services Group 0.34 UNITED Robert Half International 0.03 UNITED Southern Co 0.27 UNITED STATES STATES STATES PNM Resources 0.01 UNITED Rockwell Automation 0.06 UNITED Southwest Airlines 0.03 UNITED STATES STATES STATES Polaris 0.03 UNITED Roper Technologies 0.07 UNITED Southwest Gas Holdings 0.02 UNITED STATES STATES STATES Pool 0.02 UNITED Ross Stores 0.07 UNITED Southwestern Energy 0.02 UNITED STATES STATES STATES Popular Inc 0.04 UNITED Royal Caribbean Group 0.08 UNITED Spectrum Brands Holdings 0.02 UNITED STATES STATES STATES Portland General Electric 0.03 UNITED RPM Inc 0.03 UNITED Spire Inc. 0.02 UNITED STATES STATES STATES Post Holdings 0.03 UNITED Ryder System 0.03 UNITED Spirit AeroSystems Holdings Inc. Cl A 0.03 UNITED STATES STATES STATES PPG Industries 0.11 UNITED Ryman Hospitality Properties 0.02 UNITED Spirit Realty Capital 0.02 UNITED STATES STATES STATES PPL Corporation 0.14 UNITED S&P Global 0.08 UNITED SPOTIFY TECHNOLOGY SA 0.01 UNITED STATES STATES STATES PRA Health Sciences 0.02 UNITED Sabra Health Care REIT 0.02 UNITED Sprouts Farmers Market 0.02 UNITED STATES STATES STATES Premier Inc 0.01 UNITED Sabre Corp 0.02 UNITED SS&C Technologies Holdings 0.03 UNITED STATES STATES STATES Price (T. Rowe) Group 0.11 UNITED Salesforce.com 0.15 UNITED STAG Industrial 0.01 UNITED STATES STATES STATES Primerica 0.02 UNITED Sally Beauty 0.02 UNITED Stanley Black & Decker 0.09 UNITED STATES STATES STATES Principal Financial Group 0.09 UNITED Sanderson Farms 0.02 UNITED Starbucks 0.2 UNITED STATES STATES STATES Procter & Gamble 0.83 UNITED Sanmina Corp 0.01 UNITED Starwood Property Trust Inc. 0.04 UNITED STATES STATES STATES PROG Holdings Inc 0.01 UNITED Santander Consumer USA Holdings 0.02 UNITED State Street Corp. 0.15 UNITED STATES STATES STATES Progressive Corp 0.17 UNITED SBA Communications 0.02 UNITED Steel Dynamics 0.07 UNITED STATES STATES STATES Prologis 0.13 UNITED Schlumberger 0.34 UNITED Inc 0.02 UNITED STATES STATES STATES Prosperity Bancshares 0.02 UNITED Schwab (Charles) Corp 0.12 UNITED STERIS plc 0.03 UNITED STATES STATES STATES Prudential Financial 0.22 UNITED Science Applications International 0.02 UNITED Sterling Bancorp 0.02 UNITED STATES Corporation STATES STATES Public Storage 0.08 UNITED Scientific Games Corp 0.02 UNITED Stifel Fin Corp 0.02 UNITED STATES STATES STATES Public Svc Enterprise Group 0.15 UNITED Scotts Miracle-Gro 0.01 UNITED Store Capital REIT 0.02 UNITED STATES STATES STATES Pulte Group 0.06 UNITED Seagate Technology Holdings PLC 0.09 UNITED Stryker 0.12 UNITED STATES STATES STATES PVH Corp. 0.05 UNITED Sealed Air 0.03 UNITED Summit Materials 0.02 UNITED STATES STATES STATES Qorvo Inc. 0.04 UNITED SEI Invest Co 0.01 UNITED Sun Communities 0.03 UNITED STATES STATES STATES Qualcomm 0.3 UNITED Select Medical Holdings 0.02 UNITED Sunstone Hotel Investors Inc 0.02 UNITED STATES STATES STATES Quanta Services 0.04 UNITED Selective Insurance Group 0.02 UNITED SVB Financial Group 0.04 UNITED STATES STATES STATES Quest Diagnostics 0.06 UNITED Sempra Energy 0.15 UNITED Synchrony Financial 0.22 UNITED STATES STATES STATES Qurate Retail 0.06 UNITED Sensata Technologies Holding Plc 0.03 UNITED Syneos Health 0.02 UNITED STATES STATES STATES Radian Group 0.02 UNITED Service Corp Intl 0.03 UNITED SYNNEX 0.03 UNITED STATES STATES STATES Ralph Lauren Corp 0.02 UNITED Service Properties Trust 0.01 UNITED Synopsys Inc 0.03 UNITED STATES STATES STATES Raymond James Financial 0.05 UNITED ServiceNow 0.01 UNITED Synovus Financial Corp 0.03 UNITED STATES STATES STATES Rayonier 0.01 UNITED Sherwin-Williams 0.08 UNITED Sysco Corp 0.16 UNITED STATES STATES STATES Raytheon Technologies Corporation 0.29 UNITED 0.03 UNITED Take-Two Interactive Software 0.02 UNITED STATES STATES STATES Realogy Holdings 0.02 UNITED Signet Jewelers 0.04 UNITED Tapestry 0.05 UNITED STATES STATES STATES Realty Income 0.05 UNITED Silgan Hldg Inc 0.01 UNITED Targa Resources Corp. 0.1 UNITED STATES STATES STATES Redwood Trust 0.01 UNITED Simmons First National Corp - Cl A 0.01 UNITED Target Corp 0.4 UNITED STATES STATES STATES Regal Beloit 0.02 UNITED Simon Property Group 0.16 UNITED Taylor Morrison Home II Corporation 0.02 UNITED STATES STATES STATES 0.04 UNITED Sinclair Broadcast A 0.01 UNITED TE Connectivity 0.11 UNITED STATES STATES STATES Regeneron Phar 0.09 UNITED SITE Centers 0.02 UNITED TEGNA 0.02 UNITED STATES STATES STATES Regions Financial 0.09 UNITED Six Flags Entertainment Corp. 0.02 UNITED Teledyne Tech 0.03 UNITED STATES STATES STATES Reinsurance Group of America 0.05 UNITED Skechers USA Cl A 0.03 UNITED Teleflex Inc 0.02 UNITED STATES STATES STATES Reliance Steel & Aluminium 0.05 UNITED Skyworks Solutions Inc 0.04 UNITED Telephone & Data Systems 0.03 UNITED STATES STATES STATES RenaissanceRe 0.02 UNITED SL Green Realty 0.05 UNITED Tempur Sealy International 0.02 UNITED STATES STATES STATES Republic Services 0.07 UNITED SLM Corp 0.03 UNITED Tenet Healthcare 0.08 UNITED STATES STATES STATES

Source: FTSE Russell 6 of 8 19 August 2021

Index weight Index weight Index weight Constituent Country Constituent Country Constituent Country (%) (%) (%) 0.02 UNITED Under Armour Class C 0.01 UNITED Waste Mgmt Inc 0.16 UNITED STATES STATES STATES Teradyne 0.02 UNITED Union Pacific Corp 0.33 UNITED Waters Corp 0.02 UNITED STATES STATES STATES Terex Corp 0.02 UNITED Inc 0.05 UNITED Watsco Inc 0.02 UNITED STATES STATES STATES Terminix Global Holdings Inc 0.01 UNITED United Natural Foods 0.05 UNITED Webster Financial 0.02 UNITED STATES STATES STATES Tesla 0.05 UNITED United Parcel Service 0.42 UNITED WEC Energy Group 0.11 UNITED STATES STATES STATES Capital Bancshares 0.01 UNITED United Rentals 0.08 UNITED Weingarten Realty Investors 0.02 UNITED STATES STATES STATES Texas Instruments 0.26 UNITED United States Steel Corp 0.05 UNITED Wells Fargo & Company 1.56 UNITED STATES STATES STATES Texas Roadhouse 0.01 UNITED United Therapeutics 0.02 UNITED Welltower Inc. 0.16 UNITED STATES STATES STATES Textron 0.08 UNITED Unitedhealth Group 1.03 UNITED Werner Enterprises 0.01 UNITED STATES STATES STATES The ODP Corporation 0.03 UNITED Uniti Group 0.02 UNITED WESCO International 0.04 UNITED STATES STATES STATES Thermo 0.2 UNITED Univar Solutions Inc 0.03 UNITED West Pharm Svcs 0.02 UNITED STATES STATES STATES Thor Industries 0.02 UNITED Universal Health Services B 0.05 UNITED Western Alliance Bancorp 0.01 UNITED STATES STATES STATES Timken Co 0.02 UNITED Unum Group 0.07 UNITED Western Digital 0.12 UNITED STATES STATES STATES TJX Companies 0.17 UNITED Urban Outfitters 0.02 UNITED Western Union 0.04 UNITED STATES STATES STATES T-Mobile US Inc. 0.18 UNITED US Bancorp 0.38 UNITED Westlake Chemical 0.01 UNITED STATES STATES STATES Toll Brothers 0.03 UNITED US Foods Holding 0.08 UNITED WestRock Company 0.12 UNITED STATES STATES STATES Toro Co 0.02 UNITED Utd Bankshares 0.02 UNITED WEX 0.01 UNITED STATES STATES STATES Tractor Supply 0.04 UNITED Vail Resorts 0.02 UNITED Weyerhaeuser 0.09 UNITED STATES STATES STATES Trane Technologies PLC 0.08 UNITED Valero Energy 0.33 UNITED Whirlpool Corp 0.09 UNITED STATES STATES STATES TransDigm 0.08 UNITED Valley National Bancorp 0.02 UNITED Williams Cos 0.18 UNITED STATES STATES STATES Transocean 0.05 UNITED Valmont Inds 0.01 UNITED Williams Sonoma 0.03 UNITED STATES STATES STATES TransUnion 0.02 UNITED Ventas Inc 0.12 UNITED Willis Towers Watson plc 0.07 UNITED STATES STATES STATES Travel Plus Leisure Co 0.02 UNITED VEREIT 0.06 UNITED Corp 0.02 UNITED STATES STATES STATES Travelers Cos Inc. 0.22 UNITED Verisk Analytics 0.02 UNITED Woodward 0.01 UNITED STATES STATES STATES TreeHouse Foods 0.02 UNITED Verizon Communications 1.22 UNITED World Fuel Services 0.01 UNITED STATES STATES STATES Tri Pointe Homes Inc 0.02 UNITED Vertex Pharm 0.03 UNITED Wyndham Hotels & Resorts 0.01 UNITED STATES STATES STATES Trimble 0.03 UNITED VF Corp 0.07 UNITED Wynn Resorts 0.04 UNITED STATES STATES STATES Trinity Inds 0.01 UNITED ViacomCBS (B) 0.08 UNITED XCEL Energy 0.14 UNITED STATES STATES STATES Trinseo S.A. 0.01 UNITED ViaSat 0.01 UNITED Xenia Hotels & Resorts 0.01 UNITED STATES STATES STATES Triton International 0.02 UNITED Viatris 0.09 UNITED Xerox Holdings 0.04 UNITED STATES STATES STATES Truist Financial Corporation 0.25 UNITED VICI Properties 0.04 UNITED Xilinx 0.04 UNITED STATES STATES STATES TTM Technologies 0.01 UNITED Visa 0.24 UNITED XPO Logistics 0.07 UNITED STATES STATES STATES Tupperware Brands Corp. 0.01 UNITED Vishay Intertech 0.01 UNITED Xylem Inc. 0.04 UNITED STATES STATES STATES Twilio 0.01 UNITED Visteon Corp. 0.03 UNITED Yandex N.V. Cl A 0.02 UNITED STATES STATES STATES Twitter 0.04 UNITED Vistra Corp 0.06 UNITED Yum Brands 0.07 UNITED STATES STATES STATES Two Harbors Investment 0.02 UNITED VMware Inc. 0.02 UNITED Yum China Holdings 0.04 UNITED STATES STATES STATES Tyson Foods Inc A 0.15 UNITED Vornado Realty 0.06 UNITED 0.03 UNITED STATES STATES STATES Uber Technologies 0.04 UNITED Voya Financial 0.05 UNITED Group <0.005 UNITED STATES STATES STATES UDR 0.04 UNITED Vulcan Materials 0.04 UNITED Zillow Group CL C 0.01 UNITED STATES STATES STATES UFP Industries Inc 0.02 UNITED W. P. Carey Inc. 0.04 UNITED Zimmer Biomet Holdings 0.07 UNITED STATES STATES STATES UGI Corp Hlds 0.05 UNITED 0.04 UNITED N.A. 0.04 UNITED STATES STATES STATES Ulta Beauty 0.03 UNITED Boots Alliance 0.39 UNITED Zoetis 0.06 UNITED STATES STATES STATES UMB Finl Co 0.01 UNITED Walmart 0.89 UNITED STATES STATES Umpqua Hldgs Cp 0.03 UNITED Warrior Met Coal 0.01 UNITED STATES STATES Under Armour Class A 0.01 UNITED 0.01 UNITED STATES STATES

Source: FTSE Russell 7 of 8 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 8 of 8