MSCI Canada Cross-listed Value Index

The MSCI Canada Cross-Listed Value Index aims to reflect the performance of large and mid-cap Canadian companies with a U.S. listing, including OTC securities, that exhibit Value style characteristics, as identified by the MSCI Canada Value Index. The Index is constructed from the constituents of the MSCI Canada Cross-Listed Index, tilt-weighted using the Value Inclusion Factors from the MSCI Canada Value Index.