FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

2u Inc Air Products & Chemicals Amdocs Ltd 0.009 0.285 United States 0.048 United States

3m Co Akamai Technologies Amerco 0.194 United States 0.015 United States 0.029 United States

Abbott Laboratories Alaska Air Group Inc Ameren Corp 0.671 United States 0.044 United States 0.105 United States

Abbvie Inc Albemarle Corp American Airlines Group 0.060 United States 0.089 United States 0.077 United States

Acadia Healthcare Co Albertsons Companies American Campus Commun 0.026 United States 0.010 United States 0.031 United States

Acceleron Pharma Inc Alexandria Real Estate American Electric Power 0.002 United States 0.117 United States 0.221 United States

Activision Blizzard Inc Alexion Pharmaceuticals American Express Co 0.226 United States 0.145 United States 0.486 United States

Acuity Brands Inc Alkermes Plc American Financial Group 0.031 United States 0.015 United States 0.043 United States

Adt Inc Alleghany Corp American Homes 4 Rent 0.007 United States 0.041 United States 0.048 United States

Advance Auto Parts Inc Allegion Plc American Intl Group 0.063 United States 0.021 United States 0.209 United States

Advanced Micro Devices Allegro Microsystems American National Group 0.035 United States 0.004 United States 0.004 United States

Aecom Alliance Data Systems American Well 0.047 United States 0.028 United States 0.002 United States

Aes Corp Alliant Energy Corp American Wtr Wks Co Inc 0.093 United States 0.071 United States 0.143 United States

Affiliated Managers Grp Allison Transmission Americold Realty Trust 0.035 United States 0.008 United States 0.043 United States

Aflac Inc Allstate Corp Ameriprise Financial Inc 0.184 United States 0.183 United States 0.144 United States

Agco Corp Ally Finl Inc Amerisourcebergen Corp 0.047 United States 0.089 United States 0.047 United States

Agilent Technologies Inc Alphabet Inc Cl A Ametek Inc 0.186 United States 0.729 United States 0.154 United States

Agios Pharmaceuticals Alphabet Inc Cl C Amphenol Corp 0.015 United States 0.709 United States 0.082 United States

Agnc Investment Altria Group Inc Analog Devices Inc 0.047 United States 0.282 United States 0.264 United States

Air Lease Corp Amcor Annaly Capital Mgmt Inc 0.027 United States 0.082 United States 0.063 United States

March 31, 2021 Page 1 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Antero Corp Assurant Inc Bank Ozk 0.014 United States 0.044 United States 0.026 United States

Anthem Inc Assured Guaranty Ltd Baxter International Inc 0.349 United States 0.017 United States 0.131 United States

Apa Corporation At&t Inc Becton Dickinson & Co 0.035 United States 1.135 United States 0.368 United States

Apartment Income Reit Athene Holding Ltd Berkeley Lights 0.033 United States 0.030 United States 0.003 United States

Apartment Invt & Mgmt Atmos Energy Corp Berkley W R Corp 0.005 United States 0.066 United States 0.055 United States

Apollo Global Management Autodesk Inc Berkshire Hathaway Inc 0.021 United States 0.107 United States 2.528 United States

Apple Hospitality Reit Automatic Data Process Berry Global Group 0.016 United States 0.060 United States 0.029 United States

Aptargroup Inc Autonation Inc Best Buy Inc 0.048 United States 0.028 United States 0.113 United States

Aptiv Plc Autozone Inc Beyond Meat 0.194 United States 0.069 United States 0.007 United States

Aramark Avalonbay Cmntys Inc Bigcommerce Holdings 0.045 United States 0.136 United States 0.002 United States

Arch Cap Group Ltd Avangrid Inc Bio-rad Laboratories Inc 0.079 United States 0.015 United States 0.063 United States

Archer Daniels Midland Avery Dennison Corp Bio-techne Corp 0.166 United States 0.047 United States 0.005 United States

Ardagh Group Sa Avnet Inc Biogen Inc 0.002 United States 0.021 United States 0.156 United States

Arista Networks Inc Axalta Coating Systems Biomarin Pharmaceutical 0.017 United States 0.033 United States 0.007 United States

Armstrong World Inds Inc Axis Capital Holdings Blackrock Inc 0.014 United States 0.020 United States 0.584 United States

Array Technologies Company Block H & R Inc 0.018 United States 0.074 United States 0.006 United States

Arrow Electronics Inc Ball Corp Bluebird Bio Inc 0.043 United States 0.009 United States 0.006 United States

Ashland Global Holdings Bank Of America Corp Boeing Co 0.026 United States 1.574 United States 0.715 United States

Aspen Technology Inc Bank Of Hawaii Corp Bok Financial Corp 0.003 United States 0.019 United States 0.015 United States

Associated Banc Corp Bank Of New York Mellon Borg Warner Inc 0.017 United States 0.198 United States 0.052 United States

March 31, 2021 Page 2 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Boston Properties Inc Cabot Oil & Gas Corp Centerpoint Energy Inc 0.083 United States 0.039 United States 0.060 United States

Boston Scientific Co Caci International Inc Ceridian Hcm Holding 0.290 United States 0.027 United States 0.015 United States

Brandywine Realty Trust Camden Property Trust Certara 0.011 United States 0.054 United States 0.003 United States

Bright Horizon Family Campbell Soup Co Cf Industries Holdings 0.016 United States 0.026 United States 0.051 United States

Brighthouse Financial Capital One Financial Change Healthcare Inc 0.020 United States 0.303 United States 0.007 United States

Bristol Myers Squibb Capri Holdings Limited Charles River Labs Intl 0.479 United States 0.038 United States 0.008 United States

Brixmor Property Group Carlisle Cos Inc Charter Comm Inc 0.031 United States 0.045 United States 0.044 United States

Broadcom Inc Carlyle Group Inc Chevron Corp 0.050 United States 0.021 United States 1.061 United States

Brookfield Property Reit Carmax Inc Choice Hotels Intl Inc 0.000 United States 0.105 United States 0.020 United States

Brown & Brown Inc Carnival Corp Chubb Limited 0.054 United States 0.085 United States 0.373 United States

Brown Forman Corp Cl A Carrier Global Ciena Corp 0.002 United States 0.123 United States 0.044 United States

Brown Forman Corp Cl B Carter Inc Cigna Corp 0.010 United States 0.020 United States 0.319 United States

Bruker Corp Caseys General Stores Cimarex Energy Co 0.020 United States 0.042 United States 0.031 United States

Brunswick Corp Catalent Inc Cincinnati Financial 0.039 United States 0.090 United States 0.081 United States

Bunge Limited Caterpillar Inc Cintas Corp 0.056 United States 0.660 United States 0.018 United States

Burlington Stores Inc Cboe Global Markets Inc Cirrus Logic Inc 0.011 United States 0.044 United States 0.026 United States

Bwx Technologies Inc Cbre Group Inc Cisco Systems Inc 0.012 United States 0.139 United States 1.155 United States

C H Robinson Worldwide Cdk Global Inc Citigroup Inc 0.056 United States 0.030 United States 0.797 United States

C3 Ai Celanese Corp Citizens Financial Inc 0.001 United States 0.089 United States 0.099 United States

Cabot Corp Centene Corp Citrix Systems Inc 0.015 United States 0.136 United States 0.066 United States

March 31, 2021 Page 3 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Clean Harbors Inc Continental Resources Cummins Inc 0.023 United States 0.010 United States 0.201 United States

Clorox Co Cooper Companies Inc Curtiss Wright Corp 0.037 United States 0.086 United States 0.026 United States

Cme Group Inc Copa Holdings Sa Cvs Health Corporation 0.381 United States 0.013 United States 0.517 United States

Cms Energy Corp Corelogic Inc Cyrusone Inc 0.092 United States 0.029 United States 0.043 United States

Cna Financial Corp Coresite Realty Corp D R Horton Inc 0.007 United States 0.008 United States 0.155 United States

Coca Cola Co Corning Inc Danaher Corp 0.443 United States 0.171 United States 0.741 United States

Cognizant Tech Solutions Corporate Office Pptys Darden Restaurants Inc 0.204 United States 0.016 United States 0.097 United States

Coherent Inc Corteva Datto Holding 0.006 United States 0.184 United States 0.001 United States

Colfax Corp Costco Wholesale Corp Davita Inc 0.025 United States 0.096 United States 0.035 United States

Colgate Palmolive Co Coty Inc Deere & Co 0.349 United States 0.014 United States 0.555 United States

Columbia Sportswear Co Cousins Properties Inc Dell Technologies 0.016 United States 0.027 United States 0.114 United States

Comcast Corp Cl A Crane Co Delta Air Lines Inc 1.290 United States 0.024 United States 0.162 United States

Comerica Inc Credit Accep Corp Mich Dentsply Sirona Inc 0.052 United States 0.017 United States 0.073 United States

Commerce Bancshares Inc Cree Inc Corp 0.042 United States 0.063 United States 0.068 United States

Commscope Holding Co Crowdstrike Holdings Diamondback Energy Inc 0.015 United States 0.041 United States 0.065 United States

Conagra Brands Inc Crown Castle Intl Corp Dicks Sporting Goods Inc 0.096 United States 0.025 United States 0.025 United States

Concentrix Crown Holdings Inc Digital Realty Trust Inc 0.033 United States 0.059 United States 0.207 United States

Conocophillips Csx Corp Discover Financial Srvc 0.378 United States 0.387 United States 0.153 United States

Consolidated Edison Inc Cubesmart Discovery Inc Series A 0.135 United States 0.038 United States 0.036 United States

Constellation Brands Cullen Frost Bankers Discovery Inc Series C 0.194 United States 0.032 United States 0.060 United States

March 31, 2021 Page 4 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Dish Network Corp Eaton Corp Plc Equitrans Midstream Corp 0.047 United States 0.291 United States 0.016 United States

Disney Walt Co Ebay Inc Equity Commonwealth 1.754 United States 0.018 United States 0.017 United States

Dolby Laboratories Inc Echostar Corp Equity Lifestyle Prop 0.029 United States 0.006 United States 0.034 United States

Dollar Tree Inc Ecolab Inc Equity Residential 0.074 United States 0.225 United States 0.138 United States

Dominion Energy Inc Edison International Erie Indemnity Co 0.326 United States 0.110 United States 0.012 United States

Donaldson Inc Elanco Animal Health Essential Utilities Inc 0.035 United States 0.070 United States 0.053 United States

Douglas Emmett Inc Electronic Arts Inc Essex Property Trust Inc 0.027 United States 0.175 United States 0.093 United States

Dover Corp Element Solutions Inc. Estee Lauder Companies 0.103 United States 0.021 United States 0.037 United States

Dow Inc Emerson Electric Co Euronet Worldwide Inc 0.249 United States 0.282 United States 0.036 United States

Driven Brands Holdings Empire State Realty Evercore Inc 0.004 United States 0.008 United States 0.027 United States

Dte Energy Co Encompass Health Corp Everest Re Group Ltd 0.134 United States 0.023 United States 0.051 United States

Duck Creek Technologies Energizer Holdings Inc Evergy Inc 0.003 United States 0.003 United States 0.071 United States

Duke Energy Corp Entegris Inc Eversource Energy 0.373 United States 0.005 United States 0.156 United States

Duke Realty Corp Entergy Corp Exact Sciences Corp 0.081 United States 0.105 United States 0.013 United States

Dun And Bradstreet Holdi Envista Holdings Exelixis Inc 0.009 United States 0.034 United States 0.023 United States

Dupont De Nemours Inc Eog Resources Inc Exelon Corp 0.218 United States 0.222 United States 0.224 United States

Dxc Technology Company Epr Properties Expedia Group Inc 0.042 United States 0.018 United States 0.111 United States

Eagle Materials Inc Eqt Corporation Expeditors Intl Of Wash 0.029 United States 0.027 United States 0.037 United States

East West Bancorp Inc Equifax Inc Extended Stay America 0.055 United States 0.030 United States 0.018 United States

Eastman Chemical Co Equitable Holdings Inc Extra Space Storage Inc 0.078 United States 0.069 United States 0.026 United States

March 31, 2021 Page 5 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Exxon Mobil Corp Fmc Corp General Electric Co 1.243 United States 0.060 United States 0.600 United States

F5 Networks Inc Fnb Corp General Mills Inc 0.068 United States 0.021 United States 0.196 United States

Fastenal Co Fnf Group General Mtrs Co 0.029 United States 0.059 United States 0.377 United States

Federal Realty Invt Foot Locker Inc Genpact Ltd 0.041 United States 0.031 United States 0.026 United States

Fedex Corp Ford Motor Co Gentex Corp 0.366 United States 0.251 United States 0.046 United States

Fidelity Natl Info Svcs Fortive Corporation Genuine Parts Co 0.457 United States 0.110 United States 0.085 United States

Fifth Third Bancorp Fortune Brds Home & Sec Gilead Sciences Inc 0.140 United States 0.069 United States 0.427 United States

Fireeye Inc Fox Corporation Class A Global Payments Inc 0.018 United States 0.063 United States 0.315 United States

First American Finl Corp Fox Corporation Class B Globe Life Inc 0.032 United States 0.029 United States 0.052 United States

First Citizens Bancshrs Franklin Resources Inc Globus Medical Inc 0.028 United States 0.043 United States 0.024 United States

First Hawaiian Inc Freeport-mcmoran Inc Gohealth 0.019 United States 0.251 United States 0.002 United States

First Horizon Frontdoor Inc Goldman Sachs Group Inc 0.048 United States 0.020 United States 0.570 United States

First Industrial Rlty Tr Fti Consulting Inc Grace W R & Co 0.031 United States 0.026 United States 0.011 United States

First Rep Bk San Fran Gallagher Arthur J & Co Graco Inc 0.151 United States 0.125 United States 0.031 United States

First Solar Inc Gaming And Leisure Pptys Graftech International 0.042 United States 0.048 United States 0.011 United States

Firstenergy Corp Gap Inc Graham Holdings Company 0.099 United States 0.029 United States 0.012 United States

Fiserv Inc Garmin Ltd Grainger Ww Inc 0.253 United States 0.104 United States 0.024 United States

Flir Systems Inc Gates Industrial Corp Grand Canyon Education 0.039 United States 0.006 United States 0.026 United States

Flowers Foods Inc Generac Holdings Inc Graphic Packaging Hldg 0.024 United States 0.009 United States 0.020 United States

Flowserve Corp General Dynamics Corp Grocery Outlet Holding 0.026 United States 0.242 United States 0.007 United States

March 31, 2021 Page 6 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Grubhub Inc Hess Corp Huntington Ingalls Ind 0.026 United States 0.102 United States 0.039 United States

Guidewire Software Inc Hewlett Packard Ent Huntsman Corp 0.036 United States 0.107 United States 0.030 United States

Haemonetics Corp Hexcel Corp Hyatt Hotels Corp 0.002 United States 0.024 United States 0.015 United States

Hain Celestial Group Highwoods Properties Inc Iaa 0.019 United States 0.023 United States 0.030 United States

Halliburton Co Hill-rom Holdings Inc Icu Medical Inc 0.100 United States 0.034 United States 0.015 United States

Hanesbrand Inc Hilton Worldwide Holding Idacorp Inc 0.036 United States 0.173 United States 0.026 United States

Hanover Insurance Group Hollyfrontier Corp Idex Corp 0.025 United States 0.028 United States 0.083 United States

Harley Davidson Inc Hologic Inc Ihs Markit Ltd 0.032 United States 0.030 United States 0.092 United States

Hartford Finl Svcs Grp Home Depot Inc Illinois Tool Works Inc 0.125 United States 0.862 United States 0.204 United States

Hasbro Inc Honeywell International Ingersoll-rand Inc 0.064 United States 0.802 United States 0.090 United States

Hawaiian Electric Inds Horizon Therapeutics Plc Ingredion Inc 0.025 United States 0.007 United States 0.032 United States

Hca Healthcare Inc Hormel Foods Corp Integra Lifesciences 0.126 United States 0.070 United States 0.026 United States

Healthcare Tr Amer Inc Host Hotels & Resorts Intel Corp 0.031 United States 0.062 United States 1.381 United States

Healthpeak Properties Howard Hughes Corp Interactive Brokers Grp 0.090 United States 0.019 United States 0.028 United States

Heico Corp Cl A Howmet Aerospace Inc Intercontinental Exch 0.009 United States 0.067 United States 0.211 United States

Heico Corp Common Hp Inc International Paper Co 0.006 United States 0.215 United States 0.112 United States

Helmerich & Payne Inc Hubbell Inc Interpublic Group Of Cos 0.015 United States 0.053 United States 0.060 United States

Henry Jack & Associates Hudson Pac Pptys Inc Intl Business Machines 0.013 United States 0.021 United States 0.623 United States

Herbalife Nutrition Ltd Humana Inc Intl Flavors & Fragrance 0.018 United States 0.176 United States 0.183 United States

Hershey Company Huntington Bancshares Invesco Ltd 0.028 United States 0.083 United States 0.050 United States

March 31, 2021 Page 7 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Invitation Homes Inc Kansas City Southern Landstar Systems Inc 0.094 United States 0.126 United States 0.006 United States

Ionis Pharmaceuticals Kellogg Co Las Vegas Sands Corp 0.016 United States 0.055 United States 0.061 United States

Ipg Photonics Corp Kemper Corporation Lazard Ltd 0.037 United States 0.026 United States 0.023 United States

Iqvia Holdings Inc Keurig Dr Pepper Inc Lear Corp 0.120 United States 0.126 United States 0.057 United States

Iron Mountain Inc Keycorp Leggett & Platt Inc 0.023 United States 0.102 United States 0.032 United States

Itt Inc Keysight Technologies Leidos Holdings Inc 0.041 United States 0.094 United States 0.061 United States

Jabil Inc Kilroy Realty Corp Lemonade 0.033 United States 0.040 United States 0.016 United States

Jacobs Engineering Grp Kimberly Clark Corp Lendingtree Inc 0.088 United States 0.248 United States 0.001 United States

Jamf Holding Kimco Realty Corp Lennar Corp Cl A 0.004 United States 0.041 United States 0.144 United States

Jazz Pharmaceuticals Plc Kinder Morgan Inc Lennar Corp Cl B 0.047 United States 0.170 United States 0.007 United States

Jb Hunt Trans Svcs Inc Kirby Corp Lennox International Inc 0.054 United States 0.019 United States 0.057 United States

Jbg Smith Properties Kkr & Co Inc Leslies 0.020 United States 0.139 United States 0.006 United States

Jefferies Financial Grp Knight-swift Transport Liberty Broadband Cl A 0.035 United States 0.032 United States 0.019 United States

Jetblue Airways Corp Kohls Corp Liberty Broadband Cl C 0.034 United States 0.049 United States 0.126 United States

Jfrog Kroger Co Liberty Formula 1 Ser A 0.001 United States 0.143 United States 0.005 United States

Johnson & Johnson L Brands Inc Liberty Formula 1 Ser C 1.974 United States 0.074 United States 0.045 United States

Johnson Controls Intnl L3harris Technologies Liberty Siriusxm Ser A 0.228 United States 0.223 United States 0.017 United States

Jones Lang Lasalle Inc Laboratory Corp Of Amer Liberty Siriusxm Ser C 0.048 United States 0.123 United States 0.036 United States

Jpmorgan Chase & Co Lamar Advertising Co Life Storage Inc 2.425 United States 0.042 United States 0.033 United States

Juniper Networks Inc Lamb Weston Holdings Lincoln Electric Hldgs 0.044 United States 0.046 United States 0.021 United States

March 31, 2021 Page 8 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Lincoln National Corp Maravai Lifesciences Hol Mettler Toledo Intl Inc 0.055 United States 0.004 United States 0.008 United States

Linde Plc Markel Corp Mgic Investment Corp 0.774 United States 0.081 United States 0.025 United States

Lions Gate Ent Class A Marriott Intl Inc Mgm Resorts Intl 0.005 United States 0.209 United States 0.094 United States

Lions Gate Ent Class B Marsh & Mclennan Cos Microchip Technology 0.008 United States 0.072 United States 0.051 United States

Littelfuse Inc Martin Marietta Mtls Micron Technology Inc 0.033 United States 0.110 United States 0.516 United States

Lkq Corp Marvell Technology Group Mid-amer Apt Cmntys 0.067 United States 0.171 United States 0.086 United States

Loews Corp Masco Corp Middleby Corp 0.061 United States 0.081 United States 0.048 United States

Lpl Financial Holdings Mattel Inc Mks Instruments Inc 0.054 United States 0.015 United States 0.013 United States

Lumen Technologies Inc Maxim Integrated Prods Mohawk Industries Inc 0.077 United States 0.085 United States 0.059 United States

Lumentum Holdings Inc Mcafee Molina Healthcare Inc 0.032 United States 0.002 United States 0.024 United States

Lyft Mccormick & Co Inc Moloson Coors Beverage 0.084 United States 0.051 United States 0.048 United States

Lyondellbasell Inds Mcdonalds Corp Mondelez International 0.140 United States 0.752 United States 0.430 United States

M & T Bank Corp Mckesson Corp Morgan Stanley 0.102 United States 0.042 United States 0.571 United States

Macquarie Infrastructure Mdu Resources Group Inc Morningstar Inc 0.012 United States 0.033 United States 0.004 United States

Madi Sq Gard Sports Medical Properties Trust Mosaic Company 0.018 United States 0.064 United States 0.057 United States

Madison Square Garden En Medtronic Plc Motorola Solutions Inc 0.008 United States 0.833 United States 0.151 United States

Manhattan Assocs Inc Merck & Co Inc Msa Safety Inc 0.004 United States 0.129 United States 0.022 United States

Manpowergroup Mercury General Corp Msc Indl Direct Inc 0.030 United States 0.009 United States 0.022 United States

Marathon Oil Corp Mercury Systems Inc Murphy Oil Corp 0.044 United States 0.004 United States 0.013 United States

Marathon Corp Metlife Inc Inc 0.182 United States 0.242 United States 0.089 United States

March 31, 2021 Page 9 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

National Fuel Gas Co Nordstrom Inc Omnicom Group Inc 0.023 United States 0.022 United States 0.083 United States

National Instrs Corp Norfolk Southern Corp On Semiconductor Corp 0.029 United States 0.355 United States 0.089 United States

National Retail Pptys Northern Trust Corp Onemain Holdings Inc 0.040 United States 0.106 United States 0.021 United States

Ncino Northrop Grumman Corp Oneok Inc 0.003 United States 0.022 United States 0.118 United States

Ncr Corp Norwegian Cruise Line Oracle Corp 0.026 United States 0.053 United States 0.082 United States

Nektar Therapeutics Nov Inc Oshkosh Corp 0.018 United States 0.028 United States 0.042 United States

Netapp Inc Nrg Energy Inc Otis Worldwide 0.039 United States 0.031 United States 0.147 United States

New Residential Invt Nu Skin Enterprises Outfront Media Inc 0.024 United States 0.014 United States 0.016 United States

New York Cmnty Bancorp Nuance Communications Owens Corning 0.030 United States 0.065 United States 0.052 United States

New York Times Co Nucor Corp Paccar Inc 0.043 United States 0.127 United States 0.166 United States

Newell Brands Inc Nvent Electric Plc Packaging Corp Of Amer 0.054 United States 0.023 United States 0.066 United States

Newmarket Corporation Nvr Inc Pacwest Bancorp 0.002 United States 0.074 United States 0.023 United States

Newmont Corporation Oak Street Health Paramount Group Inc 0.254 United States 0.012 United States 0.010 United States

News Corp Cl A Occidental Pete Corp Park Hotels & Resorts 0.052 United States 0.117 United States 0.027 United States

News Corp Cl B Oge Energy Corp Parker Hannifin Corp 0.015 United States 0.034 United States 0.212 United States

Nexstar Media Group Inc Old Dominion Freight Paychex Inc 0.010 United States 0.017 United States 0.035 United States

Nextera Energy Inc Old Republic Intl Corp Pegasystems Inc 0.778 United States 0.032 United States 0.002 United States

Nielsen Holdings Plc Olin Corp Peloton Interactive 0.047 United States 0.028 United States 0.114 United States

Nisource Inc Ollies Bargain Outlet Penske Automotive Group 0.048 United States 0.003 United States 0.013 United States

Nordson Corp Omega Healthcare Invs Pentair Plc 0.011 United States 0.044 United States 0.054 United States

March 31, 2021 Page 10 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Peoples United Financial Ppd Quanta Services Inc 0.040 United States 0.005 United States 0.050 United States

Pepsico Inc Ppg Industries Inc Quest Diagnostics Inc 0.275 United States 0.186 United States 0.090 United States

Perkinelmer Inc Ppl Corp Qurate Retail Inc 0.060 United States 0.117 United States 0.023 United States

Perrigo Co Plc Pra Health Sciences Inc Ralph Lauren Corp 0.029 United States 0.008 United States 0.030 United States

Petco Health And Wellnes Premier Inc Raymond James Financial 0.003 United States 0.022 United States 0.079 United States

Pfizer Inc Price T Rowe Group Inc Rayonier Inc 1.060 United States 0.152 United States 0.022 United States

Pg&e Corp Primerica Inc Raytheon Technologies Co 0.081 United States 0.012 United States 0.579 United States

Philip Morris Intl Principal Financial Grp Realpage Inc 0.726 United States 0.085 United States 0.005 United States

Phillips 66 Procter & Gamble Co Realty Income Corp 0.187 United States 0.960 United States 0.125 United States

Pilgrims Pride Corp Progressive Corp Reate Pharmaceuticals 0.004 United States 0.209 United States 0.001 United States

Pinnacle Financial Prologis Inc Regal Beloit Corp 0.034 United States 0.410 United States 0.030 United States

Pinnacle West Capital Co Prosperity Bancshares Regency Centers Corp 0.048 United States 0.035 United States 0.050 United States

Pinterest Prudential Financial Inc Regions Financial Corp 0.027 United States 0.189 United States 0.104 United States

Pioneer Nat Resources Co Public Storage Inc Reinsurance Grp Of Amer 0.168 United States 0.068 United States 0.045 United States

Planet Fitness Inc Public Svc Enterprise Reliance Steel & Alum 0.014 United States 0.160 United States 0.051 United States

Playtika Holding Pultegroup Inc Renaissancere Holdings 0.006 United States 0.074 United States 0.028 United States

Pnc Financial Svcs Group Pure Storage Inc Republic Services Inc 0.391 United States 0.012 United States 0.109 United States

Polaris Inc Pvh Corp Rexford Industrial Rlty 0.037 United States 0.039 United States 0.035 United States

Popular Inc Qiagen Nv Reynolds Consumer Produc 0.031 United States 0.057 United States 0.006 United States

Post Holdings Inc Qorvo Inc Robert Half Intl Inc 0.033 United States 0.109 United States 0.045 United States

March 31, 2021 Page 11 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Rocket Companies Schwab Charles Corp Smith A O Corp 0.008 United States 0.472 United States 0.047 United States

Rockwell Automation Inc Science Applications Int Smucker J M Co 0.083 United States 0.022 United States 0.073 United States

Rollins Inc Scotts Miracle-gro Co Snap On Inc 0.005 United States 0.003 United States 0.065 United States

Roper Technologies Inc Seaboard Corp Solarwinds 0.190 United States 0.005 United States 0.004 United States

Ross Stores Inc Sealed Air Corp Sonoco Products Co 0.042 United States 0.037 United States 0.033 United States

Royal Caribbean Group Sei Investments Co Sotera Health 0.089 United States 0.036 United States 0.005 United States

Royal Gold Inc Sempra Energy Southern Co 0.011 United States 0.202 United States 0.345 United States

Royalty Pharma Sensata Technologies Southern Copper Corp 0.042 United States 0.047 United States 0.029 United States

Rpm International Inc Service Corp Intl Southwest Airlines Co 0.010 United States 0.045 United States 0.189 United States

Ryder System Inc Shoals Technologies Grou Spectrum Brands Holdings 0.021 United States 0.015 United States 0.019 United States

S&p Global Inc Signature Bank Spirit Aerosystems 0.183 United States 0.067 United States 0.027 United States

Sabre Corp Signify Health Spirit Rlty Cap Inc 0.025 United States 0.001 United States 0.025 United States

Sage Therapeutics Inc Silgan Holdings Inc Sprouts Frmrs Mkt Inc 0.019 United States 0.017 United States 0.003 United States

Salesforce Com Inc Simon Property Group Inc Ss&c Technologies Hldgs 0.071 United States 0.042 United States 0.065 United States

Sana Biotechnology Sirius Xm Holdings Inc Stanley Black & Decker 0.001 United States 0.014 United States 0.162 United States

Santander Cnsmr Usa Hldg Six Flags Entmt Corp Starbucks Corp 0.010 United States 0.019 United States 0.284 United States

Sba Communications Corp Skechers Usa Inc Starwood Ppty Trust Inc 0.139 United States 0.029 United States 0.035 United States

Schein Henry Inc Skyworks Solutions Inc State Street Corp 0.052 United States 0.159 United States 0.155 United States

Schlumberger Ltd Sl Green Realty Corp Steel Dynamics Inc 0.198 United States 0.026 United States 0.053 United States

Schneider National Inc Slm Corp Stericycle Inc 0.008 United States 0.027 United States 0.032 United States

March 31, 2021 Page 12 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Steris Plc Teledyne Technologies Transdigm Group Inc 0.080 United States 0.079 United States 0.127 United States

Sterling Bancorp Teleflex Inc Transunion 0.023 United States 0.038 United States 0.008 United States

Store Capital Corp Telephone & Data Systems Travel Plus Leisure Co 0.042 United States 0.012 United States 0.027 United States

Stryker Corp Tempur Sealy Intl Inc Travelers Cos Inc 0.299 United States 0.009 United States 0.200 United States

Sun Communities Inc Teradata Corp Treehouse Foods Inc 0.083 United States 0.005 United States 0.015 United States

Svb Financial Group Terminix Global Hldg Inc Trimble Inc 0.133 United States 0.033 United States 0.102 United States

Synchrony Financial Instruments Inc Trinity Industries Inc 0.124 United States 0.458 United States 0.013 United States

Syneos Health Inc Textron Inc Tripadvisor Inc 0.029 United States 0.067 United States 0.028 United States

Synnex Corp Tfs Finl Corp Truist Financial Corp 0.025 United States 0.005 United States 0.413 United States

Synopsys Inc The Azek Company Twilio Inc 0.014 United States 0.017 United States 0.043 United States

Synovus Financial Corp The Chemours Company Twitter Inc 0.035 United States 0.024 United States 0.261 United States

Sysco Corp The Kraft Heinz Company Tyson Foods Inc 0.058 United States 0.136 United States 0.112 United States

T-mobile Us Inc Thermo Fisher Scientific Uber Technologies 0.362 United States 0.391 United States 0.091 United States

Take-two Interactive Thor Industries Inc Ubiquiti Inc 0.008 United States 0.038 United States 0.002 United States

Tandem Diabetes Care Inc Timken Co Udr Inc 0.003 United States 0.027 United States 0.067 United States

Tapestry Inc Tjx Companies Inc Ugi Corp 0.060 United States 0.079 United States 0.045 United States

Targa Resources Inc Toll Brothers Inc Ulta Beauty Inc 0.038 United States 0.033 United States 0.006 United States

Target Corp Toro Co Umpqua Holdings Corp 0.521 United States 0.006 United States 0.020 United States

Tcf Financial Corp Tradeweb Markets Under Armour Class A 0.037 United States 0.005 United States 0.022 United States

Teladoc Health Inc Trane Technologies Plc Under Armour Class C 0.007 United States 0.208 United States 0.019 United States

March 31, 2021 Page 13 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country Russell 1000® Value Weight(%) Country

Union Pacific Corp Ventas Inc Walmart Inc 0.381 United States 0.105 United States 0.995 United States

United Airlines Holdings Vereit Inc Waste Mgmt Inc 0.094 United States 0.044 United States 0.249 United States

United Parcel Service Verisign Inc Waters Corp 0.218 United States 0.043 United States 0.085 United States

United Rentals Inc Verizon Communications Watsco Inc 0.124 United States 1.267 United States 0.045 United States

United States Cellular Viacomcbs (a) Wayfair Inc 0.003 United States 0.003 United States 0.010 United States

United Therapeutics Viacomcbs (b) Webster Financial Corp 0.038 United States 0.133 United States 0.026 United States

Unitedhealth Group Inc Viasat Inc Wec Energy Group Inc 0.310 United States 0.015 United States 0.155 United States

Unity Software Viatris Weingarten Rlty Invs 0.003 United States 0.089 United States 0.017 United States

Univar Solutions Inc Vici Properties Inc Wells Fargo & Co 0.019 United States 0.079 United States 0.780 United States

Universal Health Svcs Virgin Galactic Hldg (a) Welltower Inc 0.052 United States 0.002 United States 0.157 United States

Unum Group Virtu Finl Inc Western Alliance Bancorp 0.030 United States 0.001 United States 0.048 United States

Upstart Holdings Vistra Corp Western Digital Corp 0.007 United States 0.045 United States 0.107 United States

Us Bancorp Vontier Western Union Co 0.395 United States 0.024 United States 0.043 United States

Us Foods Holding Corp Vornado Realty Trust Westlake Chemical Corp 0.044 United States 0.042 United States 0.016 United States

V F Corp Voya Financial Inc Westrock Co 0.127 United States 0.041 United States 0.071 United States

Vail Resorts Inc Vroom Wex Inc 0.056 United States 0.004 United States 0.044 United States

Valero Energy Corp Vulcan Materials Co Weyerhaeuser Co 0.153 United States 0.117 United States 0.140 United States

Valmont Industries Inc W P Carey Inc Whirlpool Corp 0.026 United States 0.065 United States 0.071 United States

Valvoline Inc Wabtec Corp White Mtns Ins Group Ltd 0.025 United States 0.075 United States 0.018 United States

Varian Medical Systems Walgreens Boots Alliance Wiley John & Sons Inc 0.074 United States 0.209 United States 0.012 United States

March 31, 2021 Page 14 of 16 FTSE Russell Publications ESMA Compliance Quarterly Membership Weights

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Zimmer Biomet Holdings 0.174 United States The London Stock Exchange Group companies do not provide investment advice and nothing in this document Zion Bancorporation Na 0.047 United States should be taken as constituting financial or investment advice. The London Stock Exchange Group companies Zoetis Inc make no representation regarding the advisability of 0.037 United States investing in any asset. A decision to invest in any such Zynga Inc asset should not be made in reliance on any information 0.008 United States herein. Indexes cannot be invested in directly. Inclusion of an asset in an index is not a recommendation to buy, sell or hold that asset. The general information contained in this

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