FTSE Russell Factsheet Indexes Data as at: 28 September 2018 bmktitle1 Market participants are increasingly looking to manage carbon exposure in their investments, and reduce write-off or downward revaluation risks associated with stranded assets. Stranded assets are fossil fuels deposits, including oil, gas and coal, that must remain unburned or in the ground in order for the world to avoid the worst impacts of climate change. The indexes are designed to represent the performance of companies in specific market segments of the America or North America Index after the exclusion of companies that have certain exposure to coal mining or general mining. 5-Year Performance - Total Return 200 190 180 170 160 150 140 130 120 110 100 90 (USD) Sep-2013 Sep-2014 Sep-2015 Sep-2016 Sep-2017 Sep-2018 America ex Coal Performance and Volatility - Total Return Data as at month end FTSE North America America FTSE Index (USD) Return % Return pa %* Volatility %** 3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR 7.1 11.0 9.9 16.9 59.6 85.5 16.9 13.2 11.9 10.5 9.4 FTSE North America 7.1 11.0 9.8 16.9 59.6 85.4 16.9 13.1 11.9 10.5 9.4 America ex Coal 1.4-0.3-1.6 3.0 33.1 29.0 10.0 5.2 9.5 13.4 10.9 America 1.4-0.1-1.4 3.4 34.1 28.6 10.3 5.2 9.6 13.5 11.0 7.4 11.2 10.5 17.8 61.0 90.7 17.2 13.8 12.2 10.5 9.5 FEATURES Coverage Derived from the FTSE Global Equity Index Series (GEIS), which covers 98% of the world s investable market capitalisation. Objective The index is designed for use in the creation of index tracking funds, derivatives and as a performance benchmark. Investability Stocks are selected and weighted to ensure that the index is investable. Liquidity Stocks are screened to ensure that the index is tradable. Transparency Index rules are freely available on the FTSE website. Availability The index is calculated based on price and total return methodologies, both real time and end of day. Net of tax versions of the indices are also available. Industry Classification Benchmark Index constituents are categorized in accordance with the Industry Classification Benchmark (ICB), the global standard for industry sector analysis. FTSE 7.4 11.2 10.5 17.8 61.0 90.6 17.2 13.8 12.2 10.5 9.5 * 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 1 of 6
Indexes Data as at: 28 September 2018 Year-on-Year Performance - Total Return Index % (USD) 2008 2009 2010 2011 2012 2013 2014 2015 2016 2017-37.3 28.9 15.4 0.6 15.9 30.8 12.6-0.4 12.4 21.8 FTSE North America -37.4 29.0 15.4 0.5 15.8 30.7 12.6-0.4 12.4 21.8 America ex Coal America -42.6 32.0 8.5-11.4 18.9 23.0-4.2 0.9 1.3 26.9-43.2 34.0 9.1-12.1 18.6 22.0-4.6 0.0 2.0 27.1-36.7 27.1 15.1 1.9 16.4 32.9 13.3 1.1 11.8 22.1 FTSE -36.8 27.2 15.1 1.7 16.3 32.8 13.3 1.0 11.8 22.1 Return/Risk Ratio and Drawdown - Total Return Index (USD) Return/Risk Ratio Drawdown (%) 1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR 1.4 1.6 1.4 0.8-10.0-13.4-14.6-43.7 FTSE North America 1.4 1.6 1.4 0.8-10.0-13.4-14.7-43.7 America ex Coal 0.4 0.8 0.5 0.4-10.9-15.4-21.5-44.5 America 0.4 0.8 0.5 0.3-10.9-15.7-22.1-44.7 1.4 1.6 1.5 0.8-10.0-13.3-13.9-43.2 FTSE 1.4 1.6 1.4 0.8-10.0-13.3-13.9-43.2 Return/Risk Ratio based on compound annual returns and volatility in Performance and Volatility table Drawdown - based on daily data Top 10 Constituents - INFORMATION Index Universe FTSE All-World Index Series Index Launch 9 June 2015 Base Date 30 December 2005 Base Value 1000 Investability Screen Actual free float applied and liquidity screened Index Calculation Available End of Day End-of-Day Distribution Via FTP and email Currency USD Review Dates Constituent Country ICB Sector FTSE North America Diff % Semi-annually in March and September Apple Inc. Technology Hardware & Equipment 4.05 4.05 0.00 Microsoft Corp Software & Computer Services 3.22 3.22 0.00 Amazon.Com General Retailers 3.02 3.02 0.00 Facebook Class A Software & Computer Services 1.45 1.45 0.00 JPMorgan Chase & Co Banks 1.40 1.40 0.00 Johnson & Johnson Pharmaceuticals & Biotechnology 1.38 1.38 0.00 Alphabet Class C Software & Computer Services 1.35 1.35 0.00 Alphabet Class A Software & Computer Services 1.34 1.34 0.00 Exxon Mobil Corporation Berkshire Hathaway B Oil & Gas Producers 1.34 1.34 0.00 Nonlife Insurance 1.04 1.03 0.00 Totals 19.59 19.58 2 of 6
Indexes Data as at: 28 September 2018 Top 10 Constituents - America ex Coal Constituent Country ICB Sector America ex Coal Diff % America Nestle Switzerland Food Producers 1.62 1.57 0.05 Samsung Electronics Korea Technology Hardware & Equipment 1.26 1.23 0.04 Novartis (REGD) Switzerland Pharmaceuticals & Biotechnology 1.21 1.17 0.04 HSBC Hldgs UK Banks 1.13 1.09 0.03 Roche Hldgs (GENUS) Switzerland Pharmaceuticals & Biotechnology 1.09 1.05 0.03 Total France Oil & Gas Producers 1.05 1.02 0.03 Royal Dutch Shell A UK Oil & Gas Producers 1.02 0.99 0.03 Toyota Motor Japan Automobiles & Parts 1.01 0.98 0.03 BP UK Oil & Gas Producers 0.96 0.94 0.03 Royal Dutch Shell B UK Oil & Gas Producers 0.84 0.82 0.02 Totals 11.19 10.86 Top 10 Constituents - Constituent ICB Sector FTSE Diff % Apple Inc. Technology Hardware & Equipment 4.25 4.25 0.00 Microsoft Corp Software & Computer Services 3.38 3.38 0.00 Amazon.Com General Retailers 3.17 3.17 0.00 Facebook Class A Software & Computer Services 1.52 1.52 0.00 JPMorgan Chase & Co Banks 1.47 1.47 0.00 Johnson & Johnson Pharmaceuticals & Biotechnology 1.45 1.45 0.00 Alphabet Class C Software & Computer Services 1.42 1.42 0.00 Alphabet Class A Software & Computer Services 1.40 1.40 0.00 Exxon Mobil Corporation Oil & Gas Producers 1.40 1.40 0.00 Berkshire Hathaway B Nonlife Insurance 1.09 1.09 0.00 Totals 20.55 20.55 Country Breakdown - FTSE North America Country No. of Cons Wgt % No. of Cons Wgt % Diff % Canada 59 4.68 61 4.73-0.05 626 95.32 627 95.27 0.05 Totals 685 100.00 688 100.00 3 of 6
Indexes Data as at: 28 September 2018 ICB Supersector Breakdown - FTSE North America ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 50 6.64 50 6.63 0.00 1300 Chemicals 17 1.76 17 1.75 0.00 1700 Basic Resources 11 0.53 14 0.60-0.07 2300 Construction & Materials 9 0.42 9 0.42 0.00 2700 Industrial Goods & Services 99 11.80 99 11.79 0.01 3300 Automobiles & Parts 15 0.86 15 0.86 0.00 3500 Food & Beverage 26 2.72 26 2.72 0.00 3700 Personal & Household Goods 36 3.93 36 3.93 0.00 4500 Health Care 59 12.88 59 12.87 0.01 5300 Retail 43 8.52 43 8.52 0.01 5500 Media 26 2.39 26 2.39 0.00 5700 Travel & Leisure 28 2.39 28 2.39 0.00 6500 Telecommunications 8 2.04 8 2.04 0.00 7500 Utilities 34 2.70 34 2.70 0.00 8300 Banks 27 6.98 27 6.97 0.00 8500 Insurance 39 4.21 39 4.21 0.00 8600 Real Estate 42 2.64 42 2.64 0.00 8700 Financial Services 41 5.43 41 5.42 0.00 9500 Technology 75 21.16 75 21.15 0.01 Totals 685 100.00 688 100.00 Country Breakdown - America ex Coal America ex Coal America Country No. of Cons Wgt % No. of Cons Wgt % Diff % Australia 93 5.63 98 6.47-0.85 Austria 8 0.24 8 0.23 0.01 Belgium 13 0.99 13 0.96 0.03 Denmark 21 1.59 21 1.55 0.05 Finland 14 1.07 14 1.03 0.03 France 86 10.08 86 9.78 0.30 Germany 85 8.94 85 8.68 0.26 Hong Kong 87 3.57 88 3.47 0.10 Ireland 5 0.24 5 0.23 0.01 Israel 30 0.55 30 0.54 0.02 Italy 38 2.34 38 2.28 0.07 Japan 515 24.72 520 24.67 0.05 Korea 133 4.81 133 4.67 0.14 Netherlands 26 3.09 27 3.11-0.03 New Zealand 12 0.25 12 0.24 0.01 Norway 13 0.74 13 0.72 0.02 Poland 14 0.33 14 0.32 0.01 Portugal 4 0.15 4 0.15 0.00 Singapore 32 1.18 32 1.15 0.03 Spain 32 2.82 32 2.74 0.08 Sweden 44 2.75 44 2.67 0.08 Switzerland 49 7.75 49 7.52 0.23 UK 137 16.16 142 16.81-0.65 Totals 1491 100.00 1508 100.00 4 of 6
Indexes Data as at: 28 September 2018 ICB Supersector Breakdown - America ex Coal America ex Coal America ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 41 6.06 42 5.93 0.13 1300 Chemicals 72 3.91 72 3.79 0.11 1700 Basic Resources 41 1.43 52 3.39-1.96 2300 Construction & Materials 67 2.85 67 2.76 0.08 2700 Industrial Goods & Services 243 12.54 247 12.79-0.26 3300 Automobiles & Parts 62 4.77 62 4.63 0.14 3500 Food & Beverage 74 5.23 74 5.07 0.15 3700 Personal & Household Goods 97 8.16 97 7.92 0.24 4500 Health Care 102 11.14 102 10.82 0.33 5300 Retail 89 3.22 90 3.38-0.16 5500 Media 43 1.75 43 1.70 0.05 5700 Travel & Leisure 74 2.86 74 2.77 0.08 6500 Telecommunications 38 3.46 38 3.36 0.10 7500 Utilities 59 3.27 59 3.17 0.10 8300 Banks 107 11.94 107 11.59 0.35 8500 Insurance 58 5.45 58 5.29 0.16 8600 Real Estate 79 3.08 79 2.99 0.09 8700 Financial Services 70 2.59 70 2.52 0.08 9500 Technology 75 6.31 75 6.12 0.18 Totals 1491 100.00 1508 100.00 ICB Supersector Breakdown - FTSE ICB Code ICB Supersector No. of Cons Wgt % No. of Cons Wgt % Diff % 0500 Oil & Gas 39 5.96 39 5.95 0.00 1300 Chemicals 16 1.70 16 1.70 0.00 1700 Basic Resources 6 0.37 7 0.38-0.01 2300 Construction & Materials 8 0.41 8 0.41 0.00 2700 Industrial Goods & Services 96 11.92 96 11.92 0.00 3300 Automobiles & Parts 14 0.84 14 0.84 0.00 3500 Food & Beverage 25 2.83 25 2.83 0.00 3700 Personal & Household Goods 36 4.12 36 4.12 0.00 4500 Health Care 58 13.48 58 13.48 0.00 5300 Retail 37 8.71 37 8.71 0.00 5500 Media 24 2.43 24 2.43 0.00 5700 Travel & Leisure 27 2.45 27 2.45 0.00 6500 Telecommunications 5 1.99 5 1.99 0.00 7500 Utilities 31 2.75 31 2.75 0.00 8300 Banks 21 5.71 21 5.71 0.00 8500 Insurance 32 4.00 32 4.00 0.00 8600 Real Estate 41 2.75 41 2.75 0.00 8700 Financial Services 38 5.52 38 5.52 0.00 9500 Technology 72 22.06 72 22.06 0.00 Totals 626 100.00 627 100.00 5 of 6
28 September 2018 Indexes Data as at: 28 September 2018 Index Characteristics Attributes FTSE North America ex Coal FTSE North America FTSE Developed ex North America ex Coal FTSE Developed ex North America Number of constituents 685 688 1491 1508 Net MCap (USDm) 26,888,895 26,906,695 15,550,558 16,019,730 Dividend Yield % 1.89 1.89 2.99 3.03 Constituent Sizes (Net MCap USDm) Average 39,254 39,109 10,430 10,623 Largest 1,089,670 1,089,670 251,993 251,993 Smallest 1,285 1,285 18 18 Median 16,105 16,080 4,358 4,404 Weight of Largest Constituent (%) 4.05 4.05 1.62 1.57 Top 10 Holdings (% Index MCap) 19.59 19.58 11.19 10.87 bmkimage1 bmkimage2 bmkimage3 2018 London Stock Exchange Group plc and its applicable group undertakings (the LSE Group ). The LSE Group includes (1) FTSE International Limited ( FTSE ), (2) Frank Russell Company ( Russell ), (3) FTSE TMX Global Debt Capital Markets Inc. and FTSE TMX Global Debt Capital Markets Limited (together, FTSE TMX ) and (4) MTSNext Limited ( MTSNext ). All rights reserved. FTSE Russell is a trading name of FTSE, Russell, FTSE TMX and MTS Next Limited. FTSE, Russell, FTSE Russell MTS, FTSE TMX, FTSE4Good and ICB and all other trademarks and service marks used herein (whether registered or unregistered) are trade marks and/or service marks owned or licensed by the applicable member of the LSE Group or their respective licensors and are owned, or used under licence, by FTSE, Russell, MTSNext, or FTSE TMX. All information is provided for information purposes only. Every effort is made to ensure that all information given in this publication is accurate, but no responsibility or liability can be accepted by any member of the LSE Group nor their respective directors, officers, employees, partners or licensors for any errors or for any loss from use of this publication or any of the information or data contained herein. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any claim, prediction, warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the Indexes or the fitness or suitability of the Indexes for any particular purpose to which they might be put. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors provide investment advice and nothing in this document should be taken as constituting financial or investment advice. No member of the LSE Group nor their respective directors, officers, employees, partners or licensors make any representation regarding the advisability of investing in any asset. A decision to invest in any such asset should not be made in reliance on any information 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 publication should not be acted upon without obtaining specific legal, tax, and investment advice from a licensed professional. No part of this information may be reproduced, stored in a retrieval system or transmitted in any form or by any means, electronic, mechanical, photocopying, recording or otherwise, without prior written permission of the applicable member of the LSE Group. Use and distribution of the LSE Group index data and the use of their data to create financial products require a licence from FTSE, Russell, FTSE TMX, MTSNext and/or their respective licensors. Past performance is no guarantee of future results. Charts and graphs are provided for illustrative purposes only. Index returns shown may not represent the results of the actual trading of investable assets. Certain returns shown may reflect back-tested performance. All performance presented prior to the index inception date is back-tested performance. Back-tested performance is not actual performance, but is hypothetical. The back-test calculations are based on the same methodology that was in effect when the index was officially launched. However, back- tested data may reflect the application of the index methodology with the benefit of hindsight, and the historic calculations of an index may change from month to month based on revisions to the underlying economic data used in the calculation of the index. Data definitions available from info@ftserussell.com To learn more, visit www.ftserussell.com; email info@ftserussell.com; or call your regional Client Services Team office: EMEA +44 (0) 20 7866 1810 North America +1 877 503 6437 Asia-Pacific Hong Kong +852 2164 3333 Tokyo +81 3 4563 6346 Sydney +61 (0) 2 8823 3521 6 of 6