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FTSE AIM Index Series FTSE Russell Factsheet FTSE AIM Index Series Data as at: 31 August 2021 bmkTitle1 The FTSE AIM Index Series was developed in conjunction with the London Stock Exchange in FEATURES order to improve the transparency, liquidity and profile of the Alternative Investment Market (AIM), extending the range of available investment opportunities. The FTSE AIM Index Series Coverage comprises the following real-time indices: All ordinary shares quoted on the Alternative Investment Market subject to eligibility – FTSE AIM UK 50 Index (largest 50 eligible UK companies*) criteria being met. – FTSE AIM 100 Index (largest 100 eligible companies*) – FTSE AIM All-Share Index (all AIM quoted companies which meet FTSE's eligibility criteria) Objective The indices are designed for the creation of Note (*): companies are ranked by full market capitalisation i.e. before the application of any structured products, ETFs and index tracking investibility weighting. funds. Plus the following end-of-day indices: Investability Stocks are selected and weighted to ensure – FTSE AIM All-Share Supersector Indices that the index is investable. Liquidity The FTSE AIM All-Share Supersector Indices are derived from the FTSE AIM All-Share Index and are based on the Industry Classification Benchmark (ICB). They provide investors with 19 indices Stocks are screened to ensure that the index with which to identify macroeconomic trading and investment opportunities and are designed to is tradable. be suitable as the foundation for tradable products. Transparency 5-Year Performance - Total Return Index rules are freely available on the FTSE (GBP) website. 190 180 Availability 170 160 The indices are calculated based on price 150 and total return methodologies, both real 140 130 time and end-of-day. 120 110 Industry Classification Benchmark 100 90 Index constituents are categorized in Aug-2016 Aug-2017 Aug-2018 Aug-2019 Aug-2020 Aug-2021 accordance with the Industry Classification Data as at month end Benchmark (ICB), the global standard for FTSE AIM UK 50 FTSE AIM 100 FTSE AIM All-Share industry sector analysis. Performance and Volatility - Total Return Index (GBP) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR FTSE AIM UK 50 4.4 8.2 9.1 31.3 12.3 68.6 3.9 11.0 14.5 27.0 21.2 FTSE AIM 100 4.4 10.1 10.0 32.8 13.1 83.0 4.2 12.8 12.9 26.5 20.6 FTSE AIM All-Share 3.2 9.8 12.4 35.3 21.1 73.7 6.6 11.7 11.2 25.0 19.4 * Compound annual returns measured over 3 and 5 years respectively ** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 1 of 5 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE AIM Index Series Data as at: 31 August 2021 Year-on-Year Performance - Total Return INFORMATION Index % (GBP) 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 Index Universe FTSE AIM UK 50 -20.6 14.1 44.8 -24.0 19.9 15.7 31.6 -22.5 20.2 18.7 All classes of ordinary shares quoted on AIM FTSE AIM 100 -26.8 2.0 23.6 -19.9 15.9 17.5 34.6 -17.8 14.0 20.6 FTSE AIM All-Share -25.2 2.9 21.3 -16.5 6.6 16.1 26.0 -17.1 13.3 21.7 Index Launch FTSE AIM All-Share Index - 1997 Top 10 Constituents - FTSE AIM UK 50 FTSE AIM UK 50 Index - 16 May 2005 Constituent Country ICB Sector Net MCap (GBPm) Wgt % FTSE AIM 100 Index - 16 May 2005 ASOS UK Retailers 2,606 6.34 Investability Screen Fevertree Drinks UK Beverages 2,283 5.56 Actual free float applied and liquidity Keywords Studios UK Leisure Goods 2,206 5.37 screened ITM Power UK Alternative Energy 2,082 5.07 Gamma Communications UK Telecommunications Service Providers 2,007 4.88 Index Calculation Abcam UK Pharmaceuticals and Biotechnology 1,793 4.36 Real time and end of day CVS Group UK Consumer Services 1,693 4.12 End-of-Day Distribution RWS Holdings UK Industrial Support Services 1,643 4.00 Via FTP and email JET2 UK Travel and Leisure 1,442 3.51 Ceres Power Holdings UK Alternative Energy 1,356 3.30 Currency Totals 19,111 46.51 GBP Review Dates Top 10 Constituents - FTSE AIM 100 March, June, September, December Constituent Country ICB Sector Net MCap (GBPm) Wgt % boohoo group plc Jersey Retailers 2,626 3.85 ASOS UK Retailers 2,606 3.82 Fevertree Drinks UK Beverages 2,283 3.34 Keywords Studios UK Leisure Goods 2,206 3.23 ITM Power UK Alternative Energy 2,082 3.05 Gamma Communications UK Telecommunications Service Providers 2,007 2.94 Hutchmed China Cayman Islands Pharmaceuticals and Biotechnology 1,879 2.75 Burford Capital Guernsey Investment Banking and Brokerage Services 1,813 2.66 Abcam UK Pharmaceuticals and Biotechnology 1,793 2.63 CVS Group UK Consumer Services 1,693 2.48 Totals 20,988 30.75 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 2 of 5 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE AIM Index Series Data as at: 31 August 2021 ICB Supersector Breakdown FTSE AIM All-Share FTSE AIM 100 FTSE AIM UK 50 ICB Code ICB Supersector No. of Net MCap Wgt % No. of Net MCap Wgt % No. of Net MCap Wgt % Cons (GBPm) Cons (GBPm) Cons (GBPm) 1010 Technology 93 11,036 11.38 14 6,906 10.12 9 5,300 12.90 1510 Telecommunications 14 2,416 2.49 1 2,007 2.94 1 2,007 4.88 2010 Health Care 78 14,186 14.63 17 10,357 15.17 8 5,218 12.70 3010 Banks 2 94 0.10 - - - - - - 3020 Financial Services 70 7,836 8.08 7 4,919 7.21 4 2,165 5.27 3030 Insurance 3 386 0.40 1 233 0.34 - - - 3510 Real Estate 14 2,780 2.87 3 2,017 2.96 2 1,578 3.84 Automobiles and 4010 2 116 0.12 - - - - - - Parts Consumer Products 4020 27 9,375 9.67 10 8,499 12.45 5 5,539 13.48 and Services 4030 Media 25 4,735 4.88 4 3,838 5.62 1 902 2.19 4040 Retailers 20 6,931 7.15 3 5,769 8.45 2 3,143 7.65 4050 Travel and Leisure 26 2,825 2.91 3 1,999 2.93 3 1,999 4.86 Food Beverage and 4510 14 3,577 3.69 4 3,164 4.63 3 3,008 7.32 Tobacco Personal Care Drug 4520 5 1,250 1.29 2 1,022 1.50 - - - and Grocery Stores Construction and 5010 17 4,120 4.25 3 3,099 4.54 2 1,528 3.72 Materials Industrial Goods and 5020 109 11,733 12.10 16 7,386 10.82 6 4,303 10.47 Services 5510 Basic Resources 100 5,361 5.53 6 2,067 3.03 2 755 1.84 5520 Chemicals 10 251 0.26 - - - - - - 6010 Energy 87 6,707 6.92 6 4,253 6.23 3 3,643 8.87 6510 Utilities 9 1,248 1.29 1 724 1.06 - - - Totals 725 96,963 100.00 101 68,259 100.00 51 41,087 100.00 Source: FTSE Russell as at 31 August 2021. Past performance is no guarantee of future results. 3 of 5 Returns shown before the index launch date reflect hypothetical historical performance. Please see disclaimer for important legal information. FTSE AIM Index Series Data as at: 31 August 2021 Country Breakdown FTSE AIM All-Share FTSE AIM 100 Country No. of Cons Net MCap (GBPm) Wgt % No. of Cons Net MCap (GBPm) Wgt % Australia 17 935 0.96 1 267 0.39 Bermuda 5 575 0.59 1 233 0.34 British Virgin Islands 16 520 0.54 - - - Canada 8 360 0.37 - - - Cayman Islands 6 1,955 2.02 1 1,879 2.75 Cyprus 2 132 0.14 1 119 0.18 Falkland Islands (malvinas) 1 3 0.00 - - - Finland 1 65 0.07 - - - France 1 274 0.28 1 274 0.40 Gibraltar 1 6 0.01 - - - Guernsey 16 2,640 2.72 2 1,937 2.84 Hong Kong 1 1 0.00 - - - Ireland 15 1,670 1.72 2 1,508 2.21 Isle Of Man 15 1,303 1.34 2 1,058 1.55 Israel 4 1,049 1.08 1 997 1.46 Italy 1 5 0.01 - - - Jersey 18 5,450 5.62 2 4,197 6.15 Malaysia 1 67 0.07 - - - Singapore 1 11 0.01 - - - UK 589 78,169 80.62 84 54,367 79.65 USA 5 1,752 1.81 3 1,424 2.09 Zambia 1 19 0.02 - - - Totals 725 96,963 100.00 101 68,259 100.00 Index Characteristics Attributes FTSE AIM All-Share FTSE AIM 100 FTSE AIM UK 50 Number of constituents 725 101 51 Net MCap (GBPm) 96,963 68,259 41,087 Dividend Yield % 0.78 0.79 0.86 Constituent Sizes (Net MCap GBPm) Average 134 676 806 Largest 2,626 2,626 2,606 Smallest 0 58 180 Median 33 490 538 Weight of Largest Constituent (%) 2.71 3.85 6.34 Top 10 Holdings (% Index MCap) 21.65 30.75 46.51 31 August 2021 Source: FTSE Russell as at 31 August 2021.
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