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Stocks Eligible for Inclusion in a Broad-Based Index Under Path B

Under Path B, an index is classified as broad based if:

1) The index has 9 or more component securities; 2) No single security comprises more than 30 percent of the index’s weighting; 3) All of the securities are registered under Section 12 of the Exchange Act; and 4) Each security is one of the 750 securities with the largest market capitalization and one of the 675 securities with the largest dollar value of ADTV

The list below shows those registered securities that meet both criteria 3) and 4), in alphabetical order. The list shows those registered securities that are among the 750 largest by market capitalization and that are among the 675 largest in terms of U.S. dollar value of average daily trading volume (ADTV).

The list is updated in January and July based on market capitalization data and dollar value of average daily trading volume provided by Bloomberg Professional Service. CFTC staff collect data on the 1,400 largest companies by market capitalization in order to maintain the required six-month history. Bloomberg Professional Service provides data on the six-month dollar value of average daily trading volume.

The list may change due to variances in the dollar value of average daily trading volume and market capitalization of the component stocks. Stocks indicated by an asterisk are among the bottom 10 percent of the 750 market capitalization list (75 stocks) or among the bottom 10 percent of the 675 value of average daily trading volume list (68 stocks).

Stocks Eligible For Inclusion in a Broad-Based Security Index Under Path B (As of 7/1/19)

Name 750 675 Name 750 675 1 3M CO GROUP

2 ABB LTD-SPON ADR 33 AMERICAN TOWER CORP

3 ABBOTT LABORATORIES AMERICAN WATER WORKS CO

4 ABBVIE INC 34 INC

5 ACCENTURE PLC-CL A 35 AMERIPRISE FINANCIAL INC

6 INC 36 AMERISOURCEBERGEN CORP

7 ADIDAS AG-SPONSORED ADR 37 AMETEK INC

8 ADOBE SYSTEMS INC 38 INC

9 39 AMPHENOL CORP-CL A

10 AFLAC INC 40 ANADARKO PETROLEUM CORP

11 AGILENT TECHNOLOGIES INC 41 INC

AIR LIQUIDE-UNSPONSORED ANHEUSER-BUSCH INBEV-SPN 12 ADR 42 ADR 43 ANTHEM INC AIR PRODUCTS & CHEMICALS 13 INC 44 AON PLC

14 AIRBUS GROUP SE - UNSP ADR 45 APPLE INC

15 AKZO NOBEL NV-SPON ADR * 46 INC

ALEXION PHARMACEUTICALS 47 APTIV PLC

16 INC ARCELORMITTAL-NY ALIBABA GROUP HOLDING-SP 48 REGISTERED 17 ADR ARCHER-DANIELS-MIDLAND ALIMENTATION COUCHE-TARD 49 CO 18 -B 50 ARISTA NETWORKS INC

19 ALLERGAN PLC 51 ARTHUR J GALLAGHER & CO *

20 ALLIANZ SE-SPON ADR ASML HOLDING NV-NY REG 21 ALLSTATE CORP 52 SHS

22 ALPHABET INC-CL A 53 ASTRAZENECA PLC-SPONS ADR

23 ALPHABET INC-CL C 54 AT&T INC

24 ALTICE USA INC- A 55 CORP PLC-CLASS A

25 ALTRIA GROUP INC AUST & NZ BNKG GRP-SPON

26 .COM INC 56 ADR

27 AMBEV SA-ADR 57 INC

28 AMEREN CORPORATION AUTOMATIC DATA 58 PROCESSING AMERICAN AIRLINES GROUP 59 AUTOZONE INC 29 INC 30 60 AXA -SPONS ADR

31 AMERICAN EXPRESS CO 61 INC - SPON ADR

32 AMERICAN INTERNATIONAL 62 BALL CORP

Name 750 675 Name 750 675 BANCO BILBAO VIZCAYA-SP SOLUTIO 63 ADR BROOKFIELD ASSET MANAGE- 64 BANCO BRADESCO-ADR 97 CL A

BANCO SANTANDER SA-SPON 98 CADENCE DESIGN SYS INC

65 ADR 99 CANADIAN NATL RAILWAY CO

66 CORP 100 CANADIAN NATL RAILWAY CO *

67 BANK OF MONTREAL CANADIAN NATURAL * BANK OF MELLON 101 RESOURCES 68 CORP CANADIAN PACIFIC RAILWAY 69 BANK OF NOVA SCOTIA 102 LTD

70 BARCLAYS PLC-SPONS ADR 103 CANON INC-SPONS ADR

71 BARRICK GOLD CORP 104 CAPITAL ONE FINANCIAL CORP

72 BARRICK GOLD CORP 105 CARDINAL HEALTH INC *

73 BASF SE-SPON ADR 106 CARNIVAL CORP

74 BAXTER INTERNATIONAL INC 107 CATERPILLAR INC

75 BAYER AG-SPONSORED ADR CBS CORP-CLASS B NON

76 BB&T CORP 108 VOTING

77 BCE INC 109 CELANESE CORP-SERIES A *

78 BECTON DICKINSON AND CO 110 CELGENE CORP

BERKSHIRE HATHAWAY INC-CL 111 CENTENE CORP * 79 A 112 CENTERPOINT ENERGY INC

BERKSHIRE HATHAWAY INC-CL 113 CENTURYLINK INC *

80 B 114 CORP

81 CO INC 82 BHP BILLITON LTD-SPON ADR 115 INC-A

83 BHP BILLITON PLC-ADR 116 SOFTWARE TECH

84 INC 117 CHENIERE ENERGY INC

BIOMARIN PHARMACEUTICAL 118 CHEVRON CORP

85 INC LIFE INSURANCE CO- 86 BLACKROCK INC 119 ADR

87 BNP PARIBAS-ADR 120 CHINA MOBILE LTD-SPON ADR

88 BOEING CO/THE CHINA PETROLEUM & CHEM-

89 INC 121 ADR

90 SCIENTIFIC CORP 122 CHIPOTLE MEXICAN GRILL INC

91 BP PLC-SPONS ADR 123 CHUBB LTD

BRIDGESTONE CORP-UNSPONS 124 CHURCH & DWIGHT CO INC * 92 ADR 125 CIGNA CORP

93 BRISTOL-MYERS SQUIBB CO 126 CORP

BRITISH AMERICAN TOB-SP 127 INC

94 ADR 128 INC

95 BROADCOM LTD 129 CITIZENS FINANCIAL GROUP

96 BROADRIDGE FINANCIAL * 130 CITRIX SYSTEMS INC *

Name 750 675 Name 750 675 131 CLOROX COMPANY DEUTSCHE TELEKOM AG-SPON

132 CME GROUP INC 165 ADR

133 CMS ENERGY CORP 166 DIAGEO PLC-SPONSORED ADR

134 CNOOC LTD-SPON ADR 167 DIAMONDBACK ENERGY INC

135 COCA-COLA CO/THE DISCOVER FINANCIAL 168 SERVICES TECH SOLUTIONS- 136 A DISCOVERY 169 COMMUNICATIONS-A 137 COLGATE-PALMOLIVE CO DISCOVERY 138 CORP-CLASS A 170 COMMUNICATIONS-A 139 CONAGRA FOODS INC * 171 DISCOVERY INC-A 140 CONCHO RESOURCES INC 172 DISCOVERY INC-A 141 CONOCOPHILLIPS 173 DISH NETWORK CORP-A 142 CONSOLIDATED EDISON INC 174 CORP CONSTELLATION BRANDS INC- 175 INC 143 A DOMINION RESOURCES 144 CONTINENTAL AG-SPONS ADR 176 INC/VA CONTINENTAL RESOURCES 177 DOVER CORP * 145 INC/OK 178 DR HORTON INC 146 COOPER COS INC/THE * 179 DTE ENERGY COMPANY 147 INC * * 180 CORP 148 CORNING INC 181 DUPONT DE NEMOURS INC 149 COSTAR GROUP INC 182 DXC TECHNOLOGY CO. 150 WHOLESALE CORP 183 E.ON SE -SPONSORED ADR CREDIT SUISSE GROUP-SPON 184 EATON CORP PLC 151 ADR 152 CROWN CASTLE INTL CORP 185 EBAY INC

153 CSX CORP 186 ECOLAB INC

187 EDISON INTERNATIONAL CTRIP.COM INTERNATIONAL- 154 ADR 188 EDWARDS LIFESCIENCES CORP

155 CUMMINS INC 189 INC

156 CVS HEALTH CORP 190 ELI LILLY & CO

DAIICHI SANKYO CO-SPON 191 EMERSON ELECTRIC CO * 157 ADR 192 ENBRIDGE INC

158 DANAHER CORP 193 ENBRIDGE INC

159 DANONE-SPONS ADR 194 ENGIE-SPON ADR *

160 DARDEN RESTAURANTS INC * 195 ENI SPA-SPONSORED ADR

161 DEERE & CO 196 ENTERGY CORP

162 DELTA AIR LINES INC 197 EOG RESOURCES INC DENSO CORPORATION- * 198 EQUIFAX INC * 163 UNSPON ADR 199 EQUINIX INC DEUTSCHE POST AG-SPON 200 EQUINOR ASA-SPON ADR 164 ADR Name 750 675 Name 750 675 201 ERICSSON (LM) TEL-SP ADR HARTFORD FINANCIAL SVCS

202 ESSILOR INTL-UNSPON ADR 240 GRP

241 HCA HOLDINGS INC ESTEE LAUDER COMPANIES-CL 203 A 242 HDFC BANK LTD-ADR

204 EVERGY INC. * 243 HERSHEY CO/THE

205 EVERSOURCE ENERGY 244 HESS CORP

206 CORP 245 HEWLETT PACKARD ENTERPRIS

207 EXPEDIA INC HILTON WORLDWIDE

208 EXPEDITORS INTL WASH INC * * 246 HOLDINGS IN 209 EXXON MOBIL CORP 247 HITACHI LTD -ADR

210 FACEBOOK INC-A 248 HOLOGIC INC * *

211 CO 249 HOME DEPOT INC

212 FEDEX CORP HONDA MOTOR CO LTD- 250 SPONS ADR 213 FIDELITY NATIONAL INFO SERV HONEYWELL INTERNATIONAL 214 FIFTH THIRD BANCORP 251 INC 215 CORP- CLASS A 252 HORMEL FOODS CORP 216 FIRST REPUBLIC BANK/CA 253 HP INC 217 FIRSTENERGY CORP HSBC HOLDINGS PLC-SPONS 218 INC 254 ADR 219 FLEETCOR TECHNOLOGIES INC 255 HUMANA INC

220 FORD MOTOR CO HUNTINGTON BANCSHARES * 221 INC * 256 INC

222 FORTIS INC 257 IAC/INTERACTIVECORP

223 FORTIVE CORP IBERDROLA SA-SPONSORED 258 ADR 224 FRANKLIN RESOURCES INC * 259 ICICI BANK LTD-SPON ADR 225 FREEPORT-MCMORAN INC 260 INC 226 GARMIN LTD * 261 IHS MARKIT LTD 227 GAZPROM PAO -SPON ADR 262 ILLINOIS TOOL WORKS 228 GENERAL DYNAMICS CORP 263 ILLUMINA INC 229 GENERAL ELECTRIC CO 264 CORP 230 GENERAL MILLS INC INFINEON TECHNOLOGIES- 231 GENERAL MOTORS CO 265 ADR 232 GENUINE PARTS CO * 266 INFOSYS LTD-SP ADR 233 INC ING GROEP N.V.-SPONSORED GLAXOSMITHKLINE PLC-SPON 267 ADR 234 ADR 268 INGERSOLL-RAND PLC 235 GLOBAL PAYMENTS INC 269 CORP 236 GODADDY INC - CLASS A * INTERCONTINENTAL 237 GOLDMAN SACHS GROUP INC 270 EXCHANGE IN 238 HALLIBURTON CO 271 INTERNATIONAL PAPER CO

239 HARRIS CORP 272 INTESA SANPAOLO-SPON ADR

Name 750 675 Name 750 675 INTL BUSINESS MACHINES 308 INC

273 CORP LVMH MOET HENNESSY-UNSP 274 INTL FLAVORS & FRAGRANCES * 309 ADR

275 INC 310 LYONDELLBASELL INDU-CL A

276 INC 311 M & T BANK CORP

277 IQIYI INC-ADR 312 MACQUARIE GROUP LTD-ADR *

278 IQVIA HOLDINGS INC 313 MAGNA INTERNATIONAL INC

ITAU UNIBANCO H-SPON PRF 314 MARATHON OIL CORP *

279 ADR MARATHON PETROLEUM ITOCHU CORP-UNSPONSORED 315 CORP 280 ADR - 281 JD.COM INC-ADR 316 CL A

282 JM SMUCKER CO/THE * 317 MARSH & MCLENNAN COS

283 JOHNSON & JOHNSON MARTIN MARIETTA * JOHNSON CONTROLS 318 MATERIALS MARVELL TECHNOLOGY 284 INTERNATION * 285 JPMORGAN CHASE & CO 319 GROUP LTD

286 KELLOGG CO 320 MASTERCARD INC

287 KEYCORP 321 INC

288 KEYSIGHT TECHNOLOGIES IN 322 PRODUCTS 289 KIMBERLY-CLARK CORP MCCORMICK & CO-NON VTG 290 KINDER MORGAN INC 323 SHRS 291 KKR & CO INC -A * 324 MCDONALD'S CORP 292 KLA-TENCOR CORP 325 MCKESSON CORP 293 KOMATSU LTD -SPONS ADR 326 MEDTRONIC PLC 294 KONINKLIJKE AHOLD-SP ADR 327 MERCADOLIBRE INC 295 KONINKLIJKE NVR- NY 328 MERCK & CO. INC. 296 CO/THE 329 METLIFE INC 297 KROGER CO METTLER-TOLEDO L-3 COMMUNICATIONS 330 INTERNATIONAL 298 HOLDINGS MGM RESORTS * LABORATORY CRP OF AMER 331 INTERNATIONAL 299 HLDGS 332 INC 300 CORP 333 INC 301 LAS VEGAS SANDS CORP 334 CORP 302 LENNAR CORP-A 335 MITSUBISHI CORP-SPONS ADR 303 LINCOLN NATIONAL CORP * MITSUBISHI UFJ FINL-SPON LLOYDS BANKING GROUP PLC- 336 ADR 304 ADR MIZUHO FINANCIAL GROUP- 305 LOCKHEED MARTIN CORP 337 ADR 306 L'OREAL-UNSPONSORED ADR MOLSON COORS BREWING CO * 307 LOWE'S COS INC 338 -B

Name 750 675 Name 750 675 CORP 339 INC-A 373 OMNICOM GROUP

340 CORP 374 ONEOK INC

341 MOODY'S CORP 375 ORACLE CORP

342 MORGAN STANLEY 376 ORANGE-SPON ADR

343 MOTOROLA SOLUTIONS INC 377 O'REILLY AUTOMOTIVE INC

344 MSCI INC 378 INC

345 MYLAN NV * 379 INC

346 NASPERS LTD-N SHS SPON ADR 380 PARKER HANNIFIN CORP

NATIONAL AUSTRALIA BK-SP 381 INC 347 ADR 382 PAYPAL HOLDINGS INC 348 NATIONAL BANK OF 383 PEPSICO INC 349 NATIONAL GRID PLC-SP ADR PETROLEO BRASILEIRO-SPON 350 NESTLE SA-SPONS ADR 384 ADR 351 NETAPP INC PETROLEO BRASIL-SP PREF 352 NETEASE INC-ADR 385 ADR

353 INC 386 PFIZER INC

354 NEWMONT MINING CORP PHILIP MORRIS

355 NEXTERA ENERGY INC 387 INTERNATIONAL

388 PHILLIPS 66 NIDEC CORPORATION-SPON 356 ADR 389 INC-ADR

357 NIKE INC -CL B 390 PING AN INSURANCE-ADR

NINTENDO CO LTD-UNSPONS PIONEER NATURAL 358 ADR 391 RESOURCES CO NIPPON TELEGRAPH & TELE- PNC FINANCIAL SERVICES 359 ADR 392 GROUP NISSAN MOTOR CO LTD-SPON 393 PPG INDUSTRIES INC

360 ADR 394 PPL CORP

361 CORP-SPON ADR 395 PRINCIPAL FINANCIAL GROUP * * 362 NORFOLK SOUTHERN CORP 396 PROCTER & GAMBLE CO/THE

363 NORTHERN TRUST CORP 397 PROGRESSIVE CORP

364 NORTHROP GRUMMAN CORP 398 PRUDENTIAL FINANCIAL INC

NOVARTIS AG-SPONSORED 399 PRUDENTIAL PLC-ADR 365 ADR PUBLIC SERVICE ENTERPRISE NOVO-NORDISK A/S-SPONS 400 GP 366 ADR 401 INC 367 NTT DOCOMO INC-SPON ADR 402 QUINTILES IMS HOLDINGS INC 368 CORP RANDGOLD RESOURCES LTD- 369 NUTRIEN LTD * 403 ADR 370 CORP RANDGOLD RESOURCES LTD- 371 NXP SEMICONDUCTORS NV 404 ADR

372 OCCIDENTAL PETROLEUM 405 RAYTHEON COMPANY

Name 750 675 Name 750 675 406 INC ADR

REGENERON 439 INC - CLASS A

407 PHARMACEUTICALS 440 SIEMENS AG-SPONS ADR

408 REGIONS FINANCIAL CORP 441 SIRIUS XM HOLDINGS INC

409 RELX PLC - SPON ADR * 442 INC *

410 REPSOL SA-SPONSORED ADR 443 SNAP INC - A *

411 REPUBLIC SERVICES INC SOCIETE GENERALE-SPONS 412 RESMED INC 444 ADR

413 RESTAURANT BRANDS INTERN 445 SONY CORP-SPONSORED ADR

414 RIO TINTO PLC-SPON ADR 446 SOUTHERN CO/THE

ROCHE HOLDINGS LTD-SPONS 447 SOUTHWEST AIRLINES CO

415 ADR 448 INC

416 ROCKWELL AUTOMATION INC 449 SPRINT CORP

ROGERS COMMUNICATIONS 450 SQUARE INC - A 417 INC-B SS&C TECHNOLOGIES 418 ROPER TECHNOLOGIES INC * * 451 HOLDINGS 419 INC 452 STANLEY BLACK & DECKER INC

420 ROYAL BANK OF CANADA 453 CORP

ROYAL CARIBBEAN CRUISES 454 STATE STREET CORP 421 LTD STMICROELECTRONICS NV-NY * -SPON 455 SHS 422 ADR-A 456 STRYKER CORP ROYAL DUTCH SHELL-SPON SUMITOMO MITSUI-SPONS 423 ADR-B 457 ADR RWE AKTIENGESELLSCHAF-SP * 458 SUN LIFE FINANCIAL INC 424 ADR RYANAIR HOLDINGS PLC-SP 459 SUNCOR ENERGY INC * 460 SUNCOR ENERGY INC 425 ADR 426 S&P GLOBAL INC 461 SUNTRUST BANKS INC

427 SALESFORCE.COM INC 462 SWEDBANK AB-ADR *

428 SANOFI-ADR 463 SYMANTEC CORP *

429 SAP SE-SPONSORED ADR 464 SYNCHRONY FINANCIAL

SBA COMMUNICATIONS 465 INC

430 CORP-CL A 466 SYSCO CORP

SBERBANK PJSC -SPONSORED 467 T ROWE PRICE GROUP INC

431 ADR SEMICONDUCTOR-SP 432 SCHLUMBERGER LTD 468 ADR 433 SCHWAB (CHARLES) CORP TAKEDA PHARMACEUTIC-SP 434 SEAGATE TECHNOLOGY * 469 ADR

435 SEMPRA ENERGY 470 TAL EDUCATION GROUP- ADR

436 SERVICENOW INC 471 TARGET CORP

437 SHERWIN-WILLIAMS CO/THE TD AMERITRADE HOLDING

438 SHISEIDO LTD-SPONSORED 472 CORP

Name 750 675 Name 750 675 473 TE CONNECTIVITY LTD INC

474 TELEFLEX INC *

475 TELEFONICA SA-SPON ADR 508 INC

476 CORP-ADR * 509 VF CORP

477 CORP 510 VINCI S.A.-UNSPONS ADR

478 TENARIS SA-ADR 511 VISA INC-CLASS A SHARES

479 TESLA MOTORS INC 512 VMWARE INC-CLASS A

TEVA PHARMACEUTICAL-SP VODAFONE GROUP PLC-SP 480 ADR 513 ADR 481 INSTRUMENTS INC VOLKSWAGEN AG-SPONS ADR 514 PREF THERMO FISHER SCIENTIFIC 515 VULCAN MATERIALS CO 482 INC 483 TJX COMPANIES INC 516 INC 484 T-MOBILE US INC 517 WAL-MART STORES INC TOKIO MARINE HOLDINGS- 518 WALT DISNEY CO/THE 485 ADR 486 TORONTO-DOMINION BANK 519 WASTE MANAGEMENT INC

487 TOTAL SA-SPON ADR 520 WATERS CORP

488 TOTAL SYSTEM SERVICES INC 521 WAYFAIR INC- CLASS A *

522 WEC ENERGY GROUP INC TOYOTA MOTOR CORP -SPON 489 ADR 523 WEIBO CORP-SPON ADR *

490 TRANSCANADA CORP 524 WELLCARE HEALTH PLANS INC *

491 TRANSDIGM GROUP INC 525 WELLS FARGO & CO

492 TRAVELERS COS INC/THE 526 WESTERN DIGITAL CORP *

493 TWITTER INC WESTPAC BANKING CORP-SP

494 TYSON FOODS INC-CL A 527 ADR

528 WEYERHAEUSER CO ULTA SALON COSMETICS & 495 FRAGR 529 WILLIAMS COS INC

UNILEVER PLC-SPONSORED 530 WILLIS TOWERS WATSON PLC

496 ADR 531 WORKDAY INC-CLASS A

497 UNION PACIFIC CORP 532 WORLDPAY INC

UNITED CONTINENTAL 533 WW GRAINGER INC 498 HOLDINGS 534 WYNN RESORTS LTD * 499 UNITED PARCEL SERVICE-CL B 535 INC 500 UNITED TECHNOLOGIES CORP 536 INC 501 UNITEDHEALTH GROUP INC 537 YUM! BRANDS INC 502 US BANCORP ZIMMER BIOMET HOLDINGS 503 VALE SA-SP ADR 538 INC 504 VALERO ENERGY CORP 539 ZOETIS INC

505 INC ZURICH INSURANCE GROUP- 506 INC 540 ADR

507 VERIZON COMMUNICATIONS