FTSE Russell Factsheet FTSE UCITS Daily Capped Index Data as at: 31 August 2021

Series FEATURES

bmkTitle1 Objective The FTSE Latin America UCITS Daily Capped Market-capitalization weighted indexes are The index is designed for use in the creation designed to limit concentration in any single security as part of the Undertakings for Collective of index tracking funds, derivatives and as a Investment of Transferable Securities (UCITS ) diversification requirements for European Union registered funds. Single or two-level capping approaches are available to limit the weight of performance benchmark.

companies. Buffers are utilized to ensure that the constituents do not breach the desired targets. Investability

3-Month Performance - Total Return Stocks are selected and weighted to ensure

(USD) that the index is investable. 110 Liquidity

105 Stocks are screened to ensure that the index

is tradable. 100

Capping 95 The index is capped so that no company is

90 greater than 9%, and all companies that May-2021 Jul-2021 have a weight greater than 4.5% in aggregate are no more than 38% of the FTSE Latin America UCITS Daily Capped Index FTSE UCITS Daily Capped Index FTSE All Cap UCITS Daily Capped Index FTSE Latin America All Cap UCITS Daily Capped Index index. The index is monitored daily to ensure FTSE Brazil All Cap UCITS Daily Capped Index that constituent weights do not breach

UCITS thresholds. Top 10 Constituents - Latin America

Transparency Constituent Country ICB Sector Net MCap (USDm) Wgt % The index uses a transparent, rules-based Vale SA Brazil Industrial Metals and Mining 56,412 8.16 construction process. Index methodologies America Movil L Mexico Telecommunications Service Providers 30,895 4.47 are freely available on the FTSE Russell PN Brazil Oil, Gas and Coal 30,886 4.47 website. Itau Unibanco Holding SA Brazil Banks 30,141 4.36

Banco Bradesco S/A Pref. Brazil Banks 22,147 3.20 Availability Petrobras ON Brazil Oil, Gas and Coal 20,959 3.03 The index is calculated based on price and Grupo O Mexico Banks 19,805 2.87 total return methodologies, available end of

Wal-Mart de Mexico S.A.B. de C.V. Mexico Retailers 19,063 2.76 day.

B3 SA Brazil Investment Banking and Brokerage Services 17,463 2.53 Industry Classification Benchmark Femsa UBD Mexico Beverages 16,504 2.39 (ICB) Totals 264,275 38.24

Index constituents are categorized in

accordance with the Industry Classification Benchmark (ICB), the global standard for

industry sector analysis.

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 Latin America UCITS Daily Capped Index Series Data as at: 31 August 2021

Top 10 Constituents - Brazil INFORMATION

Constituent ICB Sector Net MCap (USDm) Wgt % Index Universe Vale SA Industrial Metals and Mining 38,928 8.41

FTSE Latin America Index Itau Unibanco Holding SA Banks 33,230 7.18

Petrobras PN Oil, Gas and Coal 25,586 5.53 Index Launch

Banco Bradesco S/A Pref. Banks 24,416 5.27 24 August 2020 SA Investment Banking and Brokerage Services 19,252 4.16 Base Date Petrobras ON Oil, Gas and Coal 17,362 3.75 19 June 2020 Ambev SA Beverages 16,663 3.60

Magazine Luiza SA ON Retailers 11,909 2.57 Base Value

WEG Ord Industrial Engineering 11,788 2.55 1000

Itausa PN Investment Banking and Brokerage Services 11,668 2.52 Investability Screen Totals 210,802 45.54

Actual free float applied and liquidity

screened Top 10 Constituents - Latin America All Cap

Constituent Country ICB Sector Net MCap (USDm) Wgt % Index Calculation

Vale SA Brazil Industrial Metals and Mining 60,883 8.17 End-of-day index available America Movil L Mexico Telecommunications Service Providers 30,578 4.10 End-of-Day Distribution Petrobras PN Brazil Oil, Gas and Coal 30,570 4.10 Via FTP and email Itau Unibanco Holding SA Brazil Banks 29,833 4.00 Currency Banco Bradesco S/A Pref. Brazil Banks 21,920 2.94

Petrobras ON Brazil Oil, Gas and Coal 20,744 2.78 USD, GBP, EUR, JPY, AUD, CNY, HKD, CAD,

Grupo Banorte O Mexico Banks 19,602 2.63 Local

Wal-Mart de Mexico S.A.B. de C.V. Mexico Retailers 18,868 2.53 Review Dates

B3 SA Brazil Investment Banking and Brokerage Services 17,284 2.32 Quarterly in March, June, September, and Femsa UBD Mexico Beverages 16,335 2.19 December

Totals 266,618 35.77

Country Breakdown

FTSE Latin America All Cap UCITS Daily FTSE Latin America UCITS Daily Capped Capped

Country No. of Cons Net MCap (USDm) Wgt % No. of Cons Net MCap (USDm) Wgt %

Brazil 95 453,854 65.67 153 490,386 65.79

Chile 23 42,394 6.13 32 44,599 5.98

Colombia 10 18,102 2.62 11 18,812 2.52

Mexico 34 176,748 25.57 54 191,607 25.71

Totals 162 691,097 100.00 250 745,404 100.00

ICB Industry Breakdown

FTSE Latin America UCITS FTSE Brazil UCITS Daily FTSE Latin America All Cap Daily Capped Capped UCITS Daily Capped

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

10 Technology 2 6,060 0.88 2 6,681 1.44 4 6,767 0.91

15 Telecommunications 6 39,833 5.76 2 6,576 1.42 7 39,814 5.34

20 Health Care 6 19,904 2.88 6 21,943 4.74 8 20,674 2.77

30 Financials 32 167,853 24.29 17 130,714 28.24 43 174,018 23.35

35 Real Estate 10 10,804 1.56 5 5,579 1.21 22 18,889 2.53

Consumer 40 20 82,355 11.92 16 57,462 12.41 48 98,981 13.28 Discretionary

45 Consumer Staples 22 78,288 11.33 10 42,243 9.13 29 80,914 10.86

50 Industrials 17 54,563 7.90 5 22,088 4.77 30 62,692 8.41

55 Basic Materials 15 112,894 16.34 9 72,750 15.72 16 117,576 15.77

60 Energy 7 75,239 10.89 5 59,755 12.91 10 77,544 10.40

65 Utilities 25 43,305 6.27 18 37,095 8.01 33 47,537 6.38

Totals 162 691,097 100.00 95 462,885 100.00 250 745,404 100.00

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 Latin America UCITS Daily Capped Index Series Data as at: 31 August 2021

Index Characteristics

Attributes FTSE Latin America FTSE Brazil UCITS Daily FTSE Latin America All UCITS Daily Capped Capped Cap UCITS Daily Capped

Number of constituents 162 95 250

Net MCap (USDm) 691,097 462,885 745,404

Dividend Yield % 3.80 4.08 3.72

Constituent Sizes (Net MCap USDm)

Average 4,266 4,872 2,982

Largest 56,412 38,928 60,883

Smallest 269 297 88

Median 2,116 2,660 1,119

Weight of Largest Constituent (%) 8.16 8.41 8.17

Top 10 Holdings (% Index MCap) 38.24 45.54 35.77

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.