INVESTMENT STRATEGY: Monthly Index Dashboard Sign up Here to Receive Daily Commentary; Sign up Here to Join Our Weekly Live Calls August 31, 2021

INDEX INVESTMENT STRATEGY: Monthly Index Dashboard Sign up here to receive daily commentary; sign up here to join our weekly live calls August 31, 2021

HEADLINE INDICES [P2] Movers & Shakers [P3] Equity Sectors [P4] Equity Factors [P5] S&P Global BMI [P6] U.S. Industries [P7] Fixed Income [P8] Commodities & Real Assets

INDEX Aug QTD YTD 12M INDEX Yield Aug QTD YTD 12M U.S. Equity U.S. Fixed Income S&P 500® 3.04% 5.49% 21.58% 31.17% S&P U.S. Aggregate Bond 1.28% -0.12% 0.91% -0.50% 0.28% S&P MidCap 400® 1.95% 2.30% 20.30% 44.77% S&P U.S. Treasury Current 2-Year 0.19% 0.03% 0.21% 0.08% 0.14% S&P SmallCap 600® 2.02% -0.42% 23.04% 53.97% S&P U.S. Treasury Current 10-Year 1.28% -0.42% 1.79% -2.42% -3.95% S&P Composite 1500® 2.95% 5.14% 21.56% 32.43% S&P 500/MarketAxess IG Corp Bond 2.05% -0.32% 1.15% -0.58% 2.40% S&P Total Market Index (TMI) 2.86% 4.63% 20.61% 33.32% S&P 500 High Yield Corporate Bond 2.93% 0.49% 1.31% 3.97% 8.43% Dow Jones Industrial Average® 1.50% 2.86% 17.04% 26.77% S&P/LSTA U.S. Leveraged Loan 100 3.82% 0.59% 0.34% 2.52% 6.00% Aug Leaders & Laggards: S&P 500 Sectors & Factors Global Fixed Income S&P/ASX Australian Gov. Bond (AUD) 0.88% 0.24% 2.47% 0.18% 0.93% Financials 5.1% S&P Canada Sovereign Bond (CAD) 0.85% -0.07% 0.76% -2.55% -2.50% Comm. Services 5.0% S&P Japan Sovereign Bond (JPY) 0.13% -0.10% 0.50% 0.34% 0.63% Momentum 4.5% S&P Germany Sovereign Bond (EUR) -0.48% -0.50% 1.23% -1.33% -0.20% Growth 4.2% S&P Global Dev. Sov. Bond (USD) 0.40% -0.54% 0.93% -3.62% -1.15% Utilities 4.0% S&P U.K. Gilt (GBP) 0.71% -0.83% 2.13% -3.95% -1.84% S&P 500, 3.0% Currencies Value 1.7% Dow Jones FXCM Dollar Index 0.40% 0.40% 2.37% 0.40% Low Vol High Div 1.5% GBP/USD (1.3762) -1.01% -0.38% 0.68% 2.79% Staples 1.4% EUR/USD (1.1804) -0.45% -0.46% -3.52% -1.30% Industrials 1.1% USD/JPY (109.86) 0.10% -1.02% 6.41% 3.60% USD/CAD (1.2637) -1.21% -2.01% 0.82% 3.11% Energy -2.0% AUD/USD (0.7308) -0.57% -2.65% -5.29% -1.18% Global Equity (USD) Aug QTD YTD 12M Aug Leaders & Laggards: S&P Global BMI (USD) S&P Global BMI 2.52% 2.97% 16.17% 30.57% Thailand 10.8% S&P Developed BMI 2.46% 3.77% 17.61% 31.76% Philippines 10.4% S&P Emerging BMI 2.95% -3.20% 5.54% 21.63% Colombia 10.3% S&P Frontier BMI 7.57% 7.10% 14.61% 40.34% S&P Developed Ex-US BMI 1.75% 2.16% 12.34% 28.81% Hungary 9.8% S&P Global 1200 2.46% 3.67% 17.38% 29.57% India 8.6% S&P 500 3.04% 5.49% 21.58% 31.17% S&P Global BMI, 2.5% S&P/TOPIX 150 2.84% 1.25% 3.45% 20.71% Peru -0.8% S&P Latin America 40 -0.11% -5.91% 2.71% 38.29% Hong Kong -0.9% S&P Europe 350® 1.52% 3.46% 16.25% 30.17% Korea -1.3% S&P/ASX All Australian 50 1.21% 0.54% 12.32% 28.31% Pakistan -1.9% S&P Asia 50 -0.01% -8.48% -2.84% 19.54% Brazil -2.3% S&P/TSX 60 0.18% 0.21% 22.26% 32.13% Global Equity (Local Currency) Aug QTD YTD 12M Environmental, Social & Governance Aug QTD YTD 12M S&P MERVAL (ARS) 15.83% 22.57% 49.24% 63.23% S&P 500 ESG 3.12% 5.64% 22.48% 30.27% S&P BSE SENSEX (INR) 9.47% 9.87% 21.50% 50.55% S&P 500 Fossil Fuel Free 3.14% 5.78% 21.62% 31.16% S&P/BMV IPC (MXN) 4.99% 6.40% 22.85% 48.37% Dow Jones Sustainability World 2.91% 4.17% 17.39% 27.20% S&P/NZX 50 Portfolio (NZD) 5.24% 4.47% 3.35% 21.26% S&P Green Bond Select -0.70% 0.83% -3.47% 0.53% S&P Europe 350 (EUR) 2.06% 3.89% 20.48% 31.83% S&P 500 Net Zero 2050 Paris-Aligned Climate 3.82% 7.28% 25.32% 34.92% S&P/CLX IPSA (CLP) 5.63% 3.70% 7.53% 19.23% Commodities and Other Real Assets S&P/ASX 200 (AUD) 2.50% 3.63% 17.00% 28.15% S&P Real Assets 0.13% 1.90% 12.47% 20.89% S&P/TSX Composite (CAD) 1.63% 2.45% 20.16% 28.24% Dow Jones Commodity Index -1.27% 0.14% 23.46% 36.81% S&P Germany BMI (EUR) 1.97% 2.33% 15.70% 23.63% S&P Real Assets Equity 0.83% 2.85% 19.60% 30.91% S&P United Kingdom (GBP) 2.00% 2.11% 13.86% 24.25% S&P Real Assets Bond -0.40% 1.23% 0.18% 4.05% S&P South Africa Composite (ZAR) -0.67% 1.00% 17.83% 47.34% S&P GSCI -2.30% -0.76% 30.40% 43.86% S&P/TOPIX 150 (JPY) 3.10% 0.67% 10.00% 25.52% Crude Oil -7.09% -5.67% 43.52% 58.87% S&P Korea BMI (KRW) -0.51% -3.33% 8.22% 37.43% Gold 0.05% 2.41% -4.73% -9.04% S&P/BVL Peru Select (PEN) -1.44% -6.01% -15.23% -5.38% Copper -2.10% 1.42% 22.48% 42.40% S&P Brazil BMI (BRL) -2.82% -6.96% -0.66% 19.86% Volatility S&P China 500 (CNY) 0.38% -8.61% -6.42% -1.44% Cboe Volatility Index/ VIX® (16.48) -9.65% 4.11% -27.56% -37.60% S&P/HKEX LargeCap (HKD) -0.05% -11.12% 2.98% 5.43% S&P/ASX 200 VIX (10.71) -14.09% -12.49% -22.94% -43.64% Case-Shiller (as of Jun 2021) Aug 6M 12M S&P/JPX JGB VIX (1.45) 0.69% 18.85% 19.83% 19.48% S&P CoreLogic Case-Shiller US National 2.18% 11.25% 18.61% S&P/BMV IPC VIX (14.11) 26.23% -7.85% 5.14% -0.43%

Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information INDEX INVESTMENT STRATEGY: Monthly Index Dashboard September 1, 2021

[P1] Headline Indices MOVERS AND SHAKERS [P3] Equity Sectors [P4] Equity Factors

[P5] S&P Global BMI [P6] U.S. Industries [P7] Fixed Income [P8] Commodities & Real Assets MOVERS AND SHAKERS

20.0% Selected Highlights - Aug Index Change 17.2% 17.0%

15.0%

11.4% 10.8% 10.8% 10.4% 10.3% 9.8% 10.0% 9.5% 9.3%

5.0%

0.0% Month To Date Total Return Date Total MonthTo

-2.6% -2.8% -3.9% -5.0% -4.1% -4.1% -4.5% -5.1%

-7.1% -7.3% -7.5% -10.0%

35.0% Selected Highlights - QTD Index Change 30.0% 29.3%

24.9% 25.0%

20.6% 20.0% 20.0%

14.4% 15.0% 13.8% 13.4% 12.5% 11.8% 11.0% 10.0%

5.0%

0.0%

Quarter To Date Total Return Date Total To Quarter -5.0%

-7.4% -10.0% -8.4% -8.5% -8.6% -8.8% -9.0% -10.1% -10.3% -11.1% -12.6% -15.0%

[P1] Headline Indices [P2] Movers & Shakers EQUITY SECTORS [P4] Equity Factors [P5] S&P Global BMI [P6] U.S. Sector & Industries [P7] Fixed Income [P8] Commodities & Real Assets

S&P 500 Sectors - Total Return Aug Top 5 Outperforming Sectors - Excess Return Aug

S&P 500 3.0% S&P/ASX 200 Information Technology 14.5%

Financials 5.1% S&P Europe 350 Information Technology 5.3%

Communication Services 5.0% S&P/ASX 200 Consumer Staples 4.4%

Utilities 4.0% S&P/ASX 200 Health Care 4.3%

Information Technology 3.6% S&P/TSX Composite Information Technology 4.2% Real Estate 2.8% Top 5 Underperforming Sectors - Excess Return Aug Health Care 2.4%

-4.6% S&P Europe 350 Consumer Discretionary Consumer Discretionary 2.1%

-5.1% S&P 500 Energy Materials 1.9%

Consumer Staples 1.4% -6.4% S&P/ASX 200 Energy

Industrials 1.1% -7.3% S&P Japan 500 Energy

Energy -2.0% -9.8% S&P/ASX 200 Materials

INDEX Aug QTD YTD 12M INDEX Aug QTD YTD 12M S&P 500 3.04% 5.49% 21.58% 31.17% S&P/ASX 200 (AUD) 2.50% 3.63% 17.00% 28.15% Financials 5.14% 4.68% 31.57% 56.48% Information Technology 17.04% 8.99% 8.43% 26.11% Communication Services 5.01% 8.76% 30.15% 38.56% Consumer Staples 6.89% 8.49% 14.69% 13.97% Utilities 3.98% 8.48% 11.07% 19.66% Health Care 6.84% 8.08% 15.10% 14.84% Information Technology 3.56% 7.56% 22.36% 29.47% Real Estate 5.83% 6.49% 15.49% 28.98% Real Estate 2.81% 7.57% 32.64% 36.35% Communication Services 5.20% 3.74% 24.84% 37.12% Health Care 2.38% 7.39% 20.12% 26.97% Financials 4.76% 3.26% 26.00% 45.27% Consumer Discretionary 2.12% 2.63% 13.17% 17.85% Consumer Discretionary 3.36% 2.85% 24.40% 34.64% Materials 1.92% 3.99% 19.07% 38.14% Industrials 2.72% 7.08% 12.62% 17.85% Consumer Staples 1.40% 3.99% 9.21% 14.44% Utilities 0.97% 2.58% -3.86% -12.08% Industrials 1.15% 2.05% 18.78% 36.36% Energy -3.94% -6.36% -5.58% 5.99% Energy -2.04% -10.14% 30.87% 42.94% Materials -7.29% -0.68% 11.40% 24.78% S&P Europe 350 (EUR) 2.06% 3.89% 20.48% 31.83% S&P/TSX Composite (CAD) 1.63% 2.45% 20.16% 28.24% Information Technology 7.40% 13.76% 38.66% 48.55% Information Technology 5.81% 8.93% 32.58% 39.14% Utilities 3.77% 5.91% 5.49% 15.57% Communication Services 3.88% 4.01% 22.91% 26.90% Health Care 3.52% 5.99% 20.19% 18.67% Industrials 3.75% 6.74% 14.00% 25.86% Communication Services 3.07% 1.73% 18.48% 28.08% Consumer Staples 2.01% 9.22% 18.51% 20.46% Financials 2.72% 3.31% 21.45% 38.04% Real Estate 1.99% 6.72% 29.92% 43.55% Industrials 2.41% 5.94% 24.79% 40.98% Financials 1.84% 2.22% 26.09% 41.95% Energy 2.17% -0.95% 17.57% 31.74% Health Care 1.06% -10.13% 9.63% 30.53% Real Estate 1.72% 6.01% 13.51% 23.43% Utilities 1.03% 4.01% 9.10% 22.53% Materials 0.27% 4.73% 23.92% 41.33% Energy -0.41% -5.44% 29.59% 32.23% Consumer Staples 0.20% 0.10% 11.79% 14.72% Consumer Discretionary -1.33% -2.53% 14.61% 41.36% Consumer Discretionary -2.55% -2.35% 17.72% 43.45% Materials -2.79% 0.08% -0.36% -6.78% S&P Japan 500 (JPY) 3.29% 0.78% 9.86% 24.56% S&P Global 1200 2.46% 3.67% 17.38% 29.57% Health Care 7.16% 1.76% -0.33% 8.04% Communication Services 4.02% 4.54% 21.71% 30.78% Information Technology 6.02% 4.62% 17.66% 48.08% Information Technology 3.74% 7.04% 20.95% 32.81% Industrials 4.54% 3.17% 14.14% 27.48% Financials 3.54% 2.86% 23.20% 44.85% Materials 3.42% 1.20% 8.65% 34.26% Utilities 3.47% 6.90% 7.45% 16.88% Consumer Staples 3.38% -0.09% 2.40% 9.37% Health Care 2.88% 6.47% 16.86% 23.26% Financials 3.30% 2.08% 18.86% 24.15% Real Estate 2.30% 5.91% 25.39% 31.95% Utilities 1.46% -1.32% -0.99% -0.98% Industrials 1.92% 3.46% 17.08% 34.17% Real Estate 0.09% -2.73% 13.32% 22.04% Consumer Staples 1.04% 2.26% 8.25% 14.24% Consumer Discretionary 0.07% -1.14% 11.54% 28.78% Consumer Discretionary 0.40% -1.05% 8.70% 19.94% Communication Services -0.42% -8.42% -5.28% 10.32% Materials -0.74% 1.73% 15.10% 35.14% Energy -4.06% -7.38% 20.57% 16.53% Energy -0.82% -7.38% 23.03% 35.57% Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information INDEX INVESTMENT STRATEGY: Monthly Index Dashboard September 1, 2021

[P1] Headline Indices [P2] Movers & Shakers [P3] Equity Sectors EQUITY FACTORS [P5] S&P Global BMI [P6] U.S. Industries [P7] Fixed Income [P8] Commodities & Real Assets

U.S. Equity Factors - Total Return Aug Top 5 Outperformers - Excess Return Aug

S&P 500® 3.0% S&P Quality Japan LargeMidCap 3.0%

S&P 500 Momentum 4.5% S&P/ASX 200 Low Volatility 2.9% S&P 500 Growth 4.2% S&P Pan Asia Quality LargeMidCap 2.6% S&P 500 Buyback 3.7%

DJ U.S. Select Dividend 2.9% S&P Europe 350 Momentum 2.1%

S&P 500 High Beta 2.8% S&P/TSX Composite Momentum 2.1%

S&P 500 QVM Multi Factor 2.5% 0.0% 1.0% 2.0% 3.0% 4.0% 5.0% Top 5 Underperformers - Excess Return Aug S&P 500 Enhanced Value 2.5%

S&P 500 Equal Weight 2.4% -1.5% S&P 500 Low Vol High Div

S&P 500 Quality 2.0% -1.6% S&P/ASX 200 Growth

S&P 500 Dividend Aristocrats® 1.9% -2.3% S&P Pan Asia Ethical Select Div. Opps S&P 500 Low Volatility 1.7% -3.2% S&P/JPX Dividend Aristocrats S&P 500 Value 1.7%

S&P 500 Low Vol High Div 1.5% -4.1% S&P/ASX Dividend Opportunities

-5% -4% -4% -3% -3% -2% -2% -1% -1% 0% INDEX Aug QTD YTD 12M INDEX Aug QTD YTD 12M S&P 500 3.04% 5.49% 21.58% 31.17% S&P/ASX 200 (AUD) 2.50% 3.63% 17.00% 28.15% S&P 500 Momentum 4.54% 7.07% 20.21% 25.82% S&P/ASX 200 Low Volatility 5.41% 6.83% 16.77% 20.47% S&P 500 Growth 4.18% 8.13% 23.60% 30.38% S&P/ASX 200 Equal Weight 4.52% 4.82% 13.57% 25.69% S&P 500 Buyback 3.66% 5.99% 29.87% 54.55% S&P/ASX 200 Value 4.05% 3.70% 19.80% 35.28% DJ U.S. Select Dividend 2.87% 1.98% 26.14% 46.52% S&P/ASX 200 Momentum 3.82% 6.20% 14.36% 20.06% S&P 500 High Beta 2.76% -1.10% 32.61% 73.91% S&P/ASX 200 Enhanced Value 3.78% 4.87% 15.38% 30.91% S&P 500 QVM Multi Factor 2.52% 2.89% 21.26% 26.75% S&P/ASX 300 Shareholder Yield 2.70% 3.70% 15.15% 15.76% S&P 500 Enhanced Value 2.49% 1.02% 27.86% 51.78% S&P Low Beta Australia 1.72% 4.47% 18.56% 28.44% S&P 500 Equal Weight 2.38% 3.70% 23.60% 42.70% S&P/ASX 200 Quality 1.41% 4.42% 14.17% 20.01% S&P 500 Quality 2.04% 4.72% 21.70% 29.66% S&P/ASX 200 Growth 0.90% 3.56% 14.05% 21.71% S&P 500 Dividend Aristocrats® 1.92% 4.14% 19.55% 31.53% S&P/ASX Dividend Opportunities -1.33% 2.05% 11.07% 21.28% S&P 500 Low Volatility 1.74% 5.53% 15.43% 19.43% S&P Japan 500 (JPY) 3.29% 0.78% 9.86% 24.56% S&P 500 Value 1.72% 2.53% 19.24% 33.24% S&P Quality Japan LargeMidCap 6.20% 2.19% 5.28% 19.11% S&P 500 Low Vol High Div 1.51% 0.99% 20.86% 35.73% S&P Japan 500 Low Volatility 3.73% 2.67% 6.59% 13.72% S&P Europe 350 (EUR) 2.06% 3.89% 20.48% 31.83% S&P Momentum Japan LargeMidCap 3.54% 0.39% -3.07% 14.35% S&P Europe 350 Momentum 4.16% 8.35% 21.76% 26.45% S&P Low Beta Japan 3.41% 1.52% 8.29% 18.24% S&P Europe 350 Enhanced Value 3.82% 3.85% 26.59% 55.06% S&P Japan 500 Equal Weight 3.17% 0.71% 11.81% 23.39% S&P Europe 350 Buyback 3.18% 5.22% 22.23% 40.95% S&P GIVI® Japan 2.36% 0.91% 13.18% 19.96% S&P Europe 350 RC 15% 2.66% 5.34% 25.33% 30.99% S&P Intrinsic Value Japan 2.30% 0.59% 14.88% 25.63% S&P Euro HY Div. Aristocrats 2.37% 4.88% 16.74% 22.52% S&P Enh. Value Japan LargeMidCap 2.14% 0.82% 21.69% 28.91% S&P D.A.E. Europe 1.97% 2.81% 11.89% 13.49% S&P/JPX Dividend Aristocrats 0.10% -1.29% 11.52% 20.89% S&P Europe 350 Equal Weight 1.95% 3.84% 20.09% 37.00% S&P Pan Asia BMI (USD) 2.53% -1.64% 4.27% 21.48% S&P Europe 350 Quality 1.88% 5.05% 23.27% 34.17% S&P Pan Asia Quality LargeMidCap 5.14% 3.35% 6.02% 23.97% S&P Europe 350 Low Volatility 1.81% 6.15% 20.63% 25.78% S&P Pan Asia Momentum LargeMidCap 4.03% -4.01% 0.30% 19.77% DJ Brookfield EU Infrastructure 1.50% 3.46% 13.65% 18.19% S&P Pan Asia Enhanced Value LargeMidCap 2.69% -0.72% 13.73% 29.00% S&P Europe Div. Opps 1.36% 4.13% 16.91% 29.17% S&P Pan Asia Growth 2.56% -2.07% 0.32% 17.31% S&P/TSX Composite (CAD) 1.63% 2.45% 20.16% 28.24% S&P Pan Asia Low Beta 2.51% -1.28% 3.33% 17.71% S&P/TSX Composite Momentum 3.70% 4.05% 4.07% -2.94% S&P Pan Asia Value 2.51% -1.19% 8.83% 26.24% S&P/TSX Composite Low Volatility 2.45% 5.91% 18.54% 24.81% S&P Pan Asia Low Volatility 1.92% 1.61% 6.03% 11.97% S&P/TSX Composite Equal Weight 2.26% 2.63% 18.63% 33.71% S&P Pan Asia GIVI 1.83% -1.08% 6.71% 20.47% Dow Jones Canada Select Growth 1.68% 4.63% 18.55% 21.55% S&P Pan Asia Intrinsic Value Weighted 1.80% -1.16% 7.96% 25.04% S&P/TSX Capped Composite 1.63% 2.45% 20.16% 28.24% S&P Pan Asia Dividend Aristocrats® 1.48% -2.22% 5.22% 15.54% S&P/TSX Composite Enhanced Value 1.29% 1.97% 29.49% 60.56% S&P Pan Asia Ethical Select Div. Opps 0.19% -4.28% 1.64% 14.08% S&P/TSX Canadian Dividend Aristocrats 1.16% 3.24% 23.76% 39.11% S&P Global 1200 2.46% 3.67% 17.38% 29.57% S&P/TSX 60 Equal Weight 0.97% 1.98% 22.48% 34.10% S&P Global 1200 QVM Multi-Factor 1.84% 2.39% 17.49% 25.43% Dow Jones Canada Select Value 0.76% -0.75% 22.32% 34.85% S&P Global 1200 Low Vol High Div. 1.32% 3.07% 13.38% 23.48% S&P/TSX Composite High Dividend 0.74% -0.19% 25.38% 37.96% S&P Global 1200 Div Stability Low Vol 1.27% 2.46% 11.97% 19.46% Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information INDEX INVESTMENT STRATEGY: Monthly Index Dashboard September 1, 2021

[P1] Headline Indices [P2] Movers & Shakers [P3] Equity Sectors [P4] Equity Factors S&P GLOBAL BMI [P6] U.S. Industries [P7] Fixed Income [P8] Commodities & Real Assets

10% 9% 8% 7% 6% 5% 4% 3% 2% 1% 0% -1% -2% -3% -4% -5% -6% -7% -8% -9% -10%

INDEX Aug QTD YTD 12M INDEX Aug QTD YTD 12M S&P Developed BMI 2.46% 3.77% 17.61% 31.76% S&P Emerging BMI (Cont'd) Netherlands 7.53% 12.45% 34.01% 58.11% Taiwan 2.92% 1.60% 22.65% 50.27% Portugal 7.11% 6.27% 3.07% 21.68% South Africa 2.00% 0.18% 13.80% 40.83% Luxembourg 5.37% 14.23% 29.25% 84.38% China 0.40% -12.60% -10.42% -2.95% New Zealand 5.35% 4.49% -4.83% 12.64% Peru -0.78% -9.64% -25.31% -12.94% Singapore 5.31% 6.24% 22.36% 44.68% Pakistan -1.89% -4.77% 3.46% 13.34% Ireland 5.18% 8.78% 19.71% 34.22% Brazil -2.34% -8.69% 0.89% 28.09% Denmark 3.61% 8.09% 18.82% 37.27% S&P Frontier BMI 7.57% 7.10% 14.61% 40.34% Austria 3.52% 5.31% 23.60% 57.45% Zambia 19.47% 52.16% 58.35% 83.90% Japan 3.03% 1.93% 3.53% 19.79% Argentina 18.43% 18.91% 11.86% 56.15% United States 2.86% 4.68% 20.74% 33.41% Estonia 17.18% 29.35% 57.36% 88.16% Norway 2.48% 0.66% 14.82% 31.53% Sri Lanka 7.01% 10.39% 12.97% 33.91% Australia 2.20% 1.65% 12.27% 28.85% Bahrain 5.07% 5.45% 18.28% 25.09% Italy 2.03% 3.42% 16.01% 34.31% Bangladesh 4.92% 9.34% 22.54% 38.20% Israel 1.98% 4.07% 13.23% 28.60% Cote d'Ivoire 4.88% 11.37% 19.37% 39.38% Spain 1.58% 0.13% 7.28% 29.04% Kazakhstan 4.49% -1.80% 45.08% 69.20% Germany 1.51% 1.86% 11.62% 22.03% Cyprus 3.52% 4.23% 41.63% 92.59% United Kingdom 1.39% 2.68% 15.44% 30.07% Morocco 3.44% 3.92% 13.98% 31.61% Switzerland 1.27% 4.73% 15.39% 23.96% Slovenia 3.22% 10.39% 32.58% 45.55% France 0.71% 2.17% 16.93% 34.22% Vietnam 3.22% -3.75% 25.51% 61.99% Belgium 0.68% 0.05% 7.72% 19.77% Kenya 3.07% 5.77% 27.48% 34.31% Canada 0.25% 0.10% 21.13% 32.35% Romania 2.84% 3.74% 19.13% 31.20% Finland 0.17% 5.77% 20.90% 31.10% Botswana 2.06% 3.21% 0.58% 7.59% Sweden -0.37% 4.67% 19.51% 38.95% Jamaica 1.99% -1.45% 4.24% 16.48% Hong Kong -0.92% -5.34% 4.93% 15.99% Panama 1.93% 1.32% 7.54% 16.20% Korea -1.29% -6.09% 1.43% 40.83% Mauritius 1.29% 5.34% 14.68% 20.51% S&P Emerging BMI 2.95% -3.20% 5.54% 21.63% Namibia 0.93% 4.76% 15.06% 41.15% Thailand 10.78% 3.39% 6.59% 23.35% Trinidad and Tobago 0.76% -0.02% 12.42% 12.68% Philippines 10.39% -1.24% -4.16% 18.55% Bulgaria 0.74% 2.95% 21.39% 30.27% Colombia 10.32% 6.13% -14.39% 14.27% Croatia 0.60% 0.52% 9.19% 19.86% Hungary 9.83% 10.69% 26.85% 57.59% Tunisia 0.46% 1.47% 3.10% 4.62% India 8.63% 10.34% 28.91% 59.44% Latvia 0.41% 5.25% 22.35% 12.86% Turkey 7.71% 14.44% -7.19% 24.30% Lithuania -0.08% 3.46% 25.68% 43.80% Malaysia 7.68% 4.19% -3.32% 7.04% Ghana -0.40% 1.39% 44.74% 52.30% Egypt 7.33% 13.37% 6.01% -0.19% Oman -1.16% -0.27% 15.25% 12.51% Czech Republic 7.05% 10.97% 32.27% 59.18% Jordan -1.29% -2.66% 29.43% 33.51% Indonesia 6.74% 5.40% -6.57% 10.45% Nigeria -1.91% -1.17% 0.59% 37.28% Greece 6.10% 5.29% 19.87% 53.40% Slovakia -3.47% -4.06% -22.42% -23.72% Poland 5.36% 6.62% 21.44% 31.62% Additional Countries United Arab Emirates 4.29% 7.94% 37.04% 52.08% Malawi 4.64% 7.75% 15.47% 20.12% Russia 3.97% 3.82% 25.17% 41.68% Palestine -0.25% 7.48% 29.08% 36.57% Saudi Arabia 3.77% 4.42% 34.62% 48.97% Rwanda -0.03% 2.59% 29.16% 21.65% Mexico 3.76% 5.76% 21.55% 61.65% Uganda -0.42% -1.64% 9.78% 6.28% Chile 3.51% -2.73% -1.45% 18.90% Ukraine -8.13% -2.12% 41.34% 98.84% Qatar 3.49% 3.85% 9.81% 13.37% Tanzania -0.98% -2.55% 8.82% 11.73% Kuwait 3.48% 7.62% 26.91% 33.02% #N/A #N/A #N/A #N/A #N/A

[P1] Headline Indices [P2] Movers & Shakers [P3] Equity Sectors [P4] Equity Factors [P5] S&P Global BMI U.S. INDUSTRIES [P7] Fixed Income [P8] Commodities & Real Assets

Automobiles Cons. Discr. Other* Health Care Equip. & Supplies Hotels Restaurants & Leisure Source: S&P Dow Jones Indices. Data as of Aug. 31, 2021. Note: size of section is Pharmaceuticals Note: size of section is proportional to its index weight, coloured by month-to-date performance. proportional to its index Specialty Retail Health Care Providers & Svcs. weight, coloured by month- 10% Internet & Direct Marketing Retail -2% 3% Source: S&P Dow Jones Indices. Data as of Aug. 31, 2021. Note: size of section is proportional to its index weight, coloured by month-to-date performance. to-date performance. 3% BioTech 1% 2% 2% Life Sciences Tools & Svcs. 9% -1% Health Care Other* 5% 8% Industrials Other* 4% 4% 7% -4% Banks Cons. 2% Health 6% Industrial Conglomerates Discr. Care 5% Aerospace & Defense 5% 0% Capital Markets -1% 2% 2% 4% Machinery 6% 2% Industrials Insurance 3% Materials Other* Financials 3% 1% 6% Chemicals 5% Diversified Financial Svcs. 2% 1% Materials 3% Energy Other* -1% 2% 2% Financials Other* 1% -2% Oil, Gas & Consumable Fuels -2% Energy 4% Utilities 5% Electric Utilities 0% 1% 2% 3% Utilities Other* 1% Cons. Real Estate -1% Cons. Staples Other* -1% Staples 2% Equity REITs -2% Household Products -1% 5% Beverages 2% -3% 6% 4% --5%2% Real Estate Other* Food & Staples Retailing Comm. -4% Comm. Svcs. Other* 4% Svcs. Diversified Telecomm. Svcs. 5% Info. -5% Media Tech. 6% -6% Entertainment 7% Software -7% 4% Interactive Media & Svcs. 4% -8% -3% 4% -9% Info. Tech. Other* Tech Hardware, Storage & Periph. -10% IT Svcs. Semiconductor & Equip. INDEX Weight Aug QTD YTD 12M INDEX Weight Aug QTD YTD 12M S&P Composite 1500 100.0% 2.95% 5.14% 21.56% 32.43% Health Care 13.2% 2.22% 6.92% 19.54% 27.39% Energy 2.4% -1.92% -10.30% 32.00% 44.73% BioTech 1.9% 3.63% 5.76% 15.60% 12.33% Energy Equip. & Svcs. 0.2% -1.45% -11.71% 18.06% 45.04% Life Sciences Tools & Svcs. 1.4% 3.59% 10.86% 31.73% 46.71% Oil, Gas & Consumable Fuels 2.2% -1.97% -10.15% 33.65% 44.63% Health Care Equip. & Supplies 3.8% 3.18% 10.07% 21.50% 31.68% Real Estate 3.2% 2.33% 6.89% 30.36% 37.53% Pharmaceuticals 3.4% 2.37% 7.16% 16.71% 20.99% Equity REITs 3.1% 2.35% 6.65% 29.69% 35.81% Health Care Providers & Svcs. 2.6% -0.77% 1.63% 18.22% 33.49% Real Estate Management & Develop. 0.1% 1.95% 13.56% 50.62% 104.20% Health Care Tech 0.1% -3.71% -3.79% 2.05% 20.63% Financials 11.6% 5.10% 4.38% 30.64% 56.30% Industrials 9.0% 1.25% 2.12% 19.11% 37.69% Insurance 2.0% 6.39% 7.08% 24.32% 42.18% Marine 0.0% 4.33% 3.87% 16.85% 56.25% Capital Markets 3.0% 5.98% 7.25% 35.09% 58.04% Construction & Engineering 0.1% 3.64% 1.69% 29.32% 66.95% Thrifts & Mortgage Finance 0.1% 5.28% 6.56% 17.68% 54.41% Electrical Equip. 0.7% 3.63% 8.39% 32.54% 54.06% Banks 4.4% 5.27% 1.88% 31.57% 68.01% Building Products 0.7% 3.29% 7.48% 36.65% 55.92% Diversified Financial Svcs. 1.3% 2.69% 2.82% 23.41% 31.62% Machinery 1.9% 2.09% 3.09% 20.21% 43.64% Cons. Finance 0.7% 1.31% 4.06% 45.21% 90.88% Professional Svcs. 0.5% 2.08% 7.29% 21.88% 40.19% Mortgage REITs 0.0% 1.20% -4.47% 23.83% 52.74% Trading Companies & Distributors 0.3% 1.57% 4.24% 23.23% 36.59% Utilities 2.5% 3.70% 8.02% 11.44% 20.05% Commercial Svcs. & Supplies 0.5% 1.55% 6.17% 17.66% 31.57% Water Utilities 0.1% 5.68% 16.42% 16.94% 28.59% Road & Rail 0.9% 1.38% 1.30% 13.79% 25.43% Electric Utilities 1.5% 4.51% 9.62% 12.04% 23.14% Air Freight & Logistics 0.6% 1.17% -5.00% 14.98% 24.90% Multi Utilities 0.7% 2.55% 5.76% 9.36% 12.60% Airlines 0.2% -0.05% -6.80% 7.37% 35.48% Indep. Power and Renewables 0.0% 0.72% -7.86% 3.40% 37.90% Industrial Conglomerates 1.1% -0.11% 1.68% 14.97% 44.91% Gas Utilities 0.1% -0.55% -0.13% 13.99% 15.77% Aerospace & Defense 1.5% -1.26% -1.65% 13.59% 25.46% Consumer Discretionary 12.2% 2.09% 2.50% 15.08% 22.07% Materials 2.8% 1.74% 3.60% 19.98% 40.37% Internet & Direct Marketing Retail 3.8% 4.75% 1.38% 8.98% 4.88% Containers & Packaging 0.4% 8.99% 6.36% 16.70% 43.53% Automobiles 1.7% 3.49% 3.29% 8.00% 44.71% Paper & Forest Products 0.0% 7.34% 3.01% 42.06% 63.64% Household Durables 0.5% 2.59% 6.03% 32.46% 42.31% Construction Materials 0.1% 4.96% 7.88% 33.59% 74.51% Specialty Retail 2.3% 2.05% 3.45% 28.36% 33.11% Chemicals 1.8% 1.11% 3.20% 15.89% 33.42% Distributors 0.1% 1.29% 3.55% 34.58% 48.05% Metals & Mining 0.5% -2.02% 2.02% 35.38% 58.39% Hotels Restaurants & Leisure 2.0% 0.87% 2.79% 12.93% 31.92% Communication Services 10.7% 4.99% 8.63% 29.88% 38.46% Textiles, Apparel & Luxury Goods 0.8% -0.87% 4.25% 19.00% 57.91% Interactive Media & Svcs. 6.4% 6.77% 13.76% 54.17% 57.37% Diversified Cons. Svcs. 0.1% -2.48% 3.84% 15.24% 21.45% Entertainment 1.7% 4.63% 2.22% 0.41% 18.48% Leisure Products 0.1% -3.04% -1.48% 23.66% 49.96% Media 1.3% 4.41% 5.71% 19.01% 38.05% Multiline Retail 0.5% -4.42% 0.88% 22.44% 39.84% Diversified Telecomm. Svcs. 1.1% -1.63% -1.82% -0.37% -1.01% Auto Comp. 0.2% -7.55% -4.90% 13.15% 48.53% Wireless Telecomm. Svcs. 0.2% -5.11% -5.45% 1.97% 15.36% Consumer Staples 5.6% 1.35% 3.55% 9.27% 14.81% Information Technology 26.8% 3.52% 7.29% 21.95% 30.35% Food & Staples Retailing 1.3% 5.93% 8.83% 15.10% 23.03% Software 9.0% 6.27% 11.81% 31.84% 33.24% Tobacco 0.6% 3.53% 4.37% 27.28% 31.65% Communications Equip. 0.9% 5.30% 10.02% 31.90% 43.45% Personal Products 0.2% 1.41% 5.11% 26.97% 54.14% Tech Hardware, Storage & Periph. 6.0% 4.19% 10.31% 15.62% 20.44% Food Products 0.9% -0.33% -2.29% 6.70% 8.04% Semiconductor & Equip. 5.5% 3.59% 3.06% 24.85% 46.72% Household Products 1.2% -0.54% 3.41% 1.23% 0.94% Electronic Equip., Instr. & Comp. 0.9% 3.13% 7.06% 24.37% 56.83% Beverages 1.3% -1.01% 2.37% 4.01% 15.17% IT Svcs. 4.6% -2.52% 0.30% 9.41% 17.80% Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information. Segments within sectors are sorted by the market cap of the industries. Marketcap of "*Other" segments are a sum of the industries, whilst performance is a weighted average of the market cap and performance of industries with an index weight of less than 1%. Sector and Industry breakdowns are based on GICS® definitions. Please see GICS methodology for more information. Charts are provided for illustrative purposes. Past performance is no guarantee of future results. INDEX INVESTMENT STRATEGY: Monthly Index Dashboard September 1, 2021

[P1] Headline Indices [P2] Movers & Shakers [P3] Equity Sectors [P4] Equity Factors [P5] S&P Global BMI [P6] U.S. Industries FIXED INCOME [P8] Commodities & Real Assets

U.S. Treasury Yield Curve Yield to Worst - Selected S&P Sovereign Bond Indices 2.5% 7% 6.1% 6.1% 6% 5.7% 2.0% 5%

1.5% 4% 3% 2.6% 1.0% 2% 1.7% 1.0% 0.8% 0.8% 0.7% 1% 0.4% 0.4% Today 0.1% 0.0%

Yield Maturity to Yield 0.5% 0% 1 Mo. Ago -0.1% -0.2% -0.2% -0.4% 12 Mo. Ago -1% -0.5% 0.0% 0 5 10 15 20 25 30 Maturity

United States Yield Aug QTD YTD 12M Europe Yield Aug QTD YTD 12M S&P U.S. TIPS -1.7% -0.11% 2.40% 4.26% 5.60% S&P Eurozone Sovereign -0.1% -0.52% 1.15% -1.61% 0.84% S&P U.S. Treasury Bill 0.0% 0.00% 0.01% 0.04% 0.08% S&P Eurozone Sov Inf.-Linked -1.4% -0.12% 2.27% 4.02% 7.10% S&P U.S. Treasury 0.8% -0.15% 1.04% -1.20% -1.67% S&P Eurozone IG Corporate 0.1% -0.38% 0.66% 0.22% 2.29% S&P U.S. Aggregate 1.3% -0.12% 0.91% -0.50% 0.28% S&P U.K. Gilt 0.7% -0.83% 2.13% -3.95% -1.84% S&P U.S. MBS 1.3% -0.10% 0.41% -0.37% -0.13% S&P U.K. Inflation-Linked Gilt -2.6% 0.71% 6.81% 3.83% 6.52% S&P U.S. IG Corporate 1.9% -0.25% 1.05% 0.00% 2.65% S&P U.K. IG Corporate 1.6% -0.24% 1.26% -1.37% 2.92% S&P U.S. HY Corporate 3.8% 0.45% 0.93% 4.41% 9.80% S&P Germany Sovereign -0.5% -0.50% 1.23% -1.33% -0.20% S&P U.S. Preferred Stock 6.4% -0.19% 0.02% 5.40% 12.26% S&P France Sovereign -0.2% -0.59% 1.25% -2.44% -0.63% S&P 500/MarketAxess IG Corp. 2.0% -0.32% 1.15% -0.58% 2.40% S&P Spain Sovereign 0.0% -0.41% 1.17% -1.48% 1.03% S&P 500 Bond 2.0% -0.22% 1.09% 0.11% 2.84% S&P Italy Sovereign 0.4% -0.45% 0.83% -0.68% 3.56% S&P National AMT-Free Muni 0.9% -0.35% 0.35% 1.47% 3.24% S&P Switzerland Sovereign -0.4% -0.50% 1.34% -2.42% -0.86% S&P/LSTA U.S. Lev. Loan 100 3.8% 0.59% 0.34% 2.52% 6.00% S&P Ireland Sovereign -0.2% -0.55% 1.29% -2.21% -0.21% S&P 500 Bond Sectors Asia Energy 2.4% 0.04% 1.11% 3.47% 7.98% S&P Indonesia Sovereign 5.7% 1.36% 3.15% 3.85% 10.55% Consumer Discretionary 2.2% -0.12% 0.85% 1.00% 5.19% S&P BSE India Sovereign 6.1% 0.93% 1.09% 1.33% 4.97% Financials 1.5% -0.14% 0.90% -0.25% 1.59% S&P Pan Asia Bond (USD) 3.0% 0.46% 1.32% 2.94% 9.10% Communication Services 2.5% -0.14% 1.36% 0.39% 2.96% S&P China Corporate 3.1% 0.21% 0.89% 2.40% 3.22% Consumer Staples 1.9% -0.19% 1.26% 0.03% 2.42% S&P China Sovereign 2.6% 0.17% 1.77% 3.82% 4.85% Information Technology 1.8% -0.26% 0.85% -1.07% 0.95% S&P South Korea Sovereign 1.7% 0.14% 2.12% -0.29% -1.12% Materials 2.1% -0.26% 1.48% 0.67% 4.57% S&P Taiwan Sovereign 0.4% 0.01% 0.26% -0.76% 0.70% Industrials 2.1% -0.27% 0.99% 0.40% 4.85% S&P Japan Corporate 0.4% 0.01% 0.29% 0.88% 1.36% Health Care 2.0% -0.37% 1.19% -0.50% 1.82% S&P Japan Sovereign 0.1% -0.10% 0.50% 0.34% 0.63% Utilities 2.3% -0.40% 1.52% -0.52% 1.96% S&P Hong Kong Sovereign 0.4% -0.18% 0.48% -0.22% -0.41% Real Estate 1.9% -0.42% 1.08% 0.29% 2.71% S&P Singapore Sovereign 1.0% -0.52% 0.94% -2.57% -1.54% Canada Latin America S&P Canada Aggregate 1.5% -0.17% 0.84% -2.54% -1.71% S&P Colombia Sovereign 6.1% 0.59% 0.83% -4.31% -0.89% S&P Canada Sovereign 0.8% -0.07% 0.76% -2.55% -2.50% S&P/BMV Mexico Sovereign 6.1% 0.49% 0.88% -1.42% 2.09% S&P Canada IG Corporate 1.9% 0.00% 0.95% -0.98% 0.58% S&P Chile Sovereign 4.4% -1.01% -1.20% -11.37% -13.15% S&P Canada Provincial & Municipal 1.6% -0.28% 0.82% -3.22% -2.34% S&P Brazil Sovereign 9.4% -2.19% -2.58% -6.90% -4.74% S&P/TSX Preferred Share 5.3% 1.06% 1.87% 16.43% 25.15% S&P Peru Sovereign 5.9% -4.49% -5.10% -14.81% -10.11% Australia & New Zealand ESG Bonds S&P/ASX Australian Government 0+ 0.8% 0.23% 2.40% 0.27% 0.95% S&P Green Bond (USD) 0.9% -0.37% 0.86% -2.27% 1.76% S&P/ASX Corporate 0+ 1.3% 0.06% 1.09% 0.84% 2.90% S&P Green Bond Select (USD) 0.7% -0.70% 0.83% -3.47% 0.53% S&P/NZX NZ Government Bond 1.5% -1.25% -0.13% -3.34% -5.30% S&P ESG Europe Dev Sov (EUR) -0.1% -0.64% 1.34% -1.44% 0.79% S&P 500 Bond Sectors - Selected Statistics S&P 500 Bond Sector Option-Adjusted Spreads (OAS)

2.8% Utilities Comm. Svcs. KEY 2.6% S&P Rating Health Care Industrials AAA 2.4% Energy Cons. Disc. AA Info. Tech Cons. Disc 2.2% Industrials Materials A Utilities BBB 2.0% Real Estate Health Care Lower Cons. Staples Financials Energy Yieldto Worst 1.8% Market Cap Today

Info. Tech. 1.6% $1 billion 1 Mo. Ago Cons. Comm. 1.4% Staples Svcs Financials $1 trillion 12 Mo. Ago 1.2% Real Estate Materials 5 6 7 8 9 10 11 Effective Duration (Years) Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in local currency unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information INDEX INVESTMENT STRATEGY: Monthly Index Dashboard August 31, 2021

[P1] Headline Indices [P2] Movers & Shakers [P3] Equity Sectors [P4] Equity Factors [P5] S&P Global BMI [P6] U.S. Industries [P7] Fixed Income COMMODITIES & REAL ASSETS

S&P GSCI Constitutents - Total Return Aug S&P GSCI Constitutents - Index Weights & Aug Performance

0% 0% 0% 0% 0% 0% Feeder Cattle Gold Silver Natural Gas 11.4% Lean Hogs Sugar 10.8% Live Cattle 10% Coffee 7.3% 0% -6% WTI Crude Lead 2% 9% Aluminum 4.5% Nickel 1% 8% Cocoa 4.5% Zinc 0% -5% Precious -7% 7% Kansas Wheat 4.0% 0% Metals Aluminum -1% 6% Cotton 3.5% Livestock 5% 5% Feeder Cattle 2.1% -1% 4% Lean Hogs 0.9% 1% Copper Chicago Wheat 0.8% Industrial 3% -2% Metals Gold 0.1% 0% 2% Cocoa 1% Nickel 0.0% 4% S&P Coffee 7% 0% Live Cattle -0.2% 4% Cotton -4% Energy Zinc -1.2% 4% GSCI -1% 0% Unleaded Gasoline -1.8% Kansas Wheat 11% -2% Copper -2.1% Sugar -4% -3% 1% Gasoil -2.2% -4% -2.3% Chicago Wheat Agriculture S&P GSCI -4% Brent -5% Corn -3.0% Crude -6% Heating Oil -3.1% Soybeans -3% -7% -2% Soybeans -4.2% -8% Brent Crude -4.5% 11% -2% Corn -3% Gasoil -9% Lead -4.9% Note: size of section proportional to weight, -10% Silver -6.2% Natural Gas coloured by index Heating Oil Unleaded Gasoline WTI Crude -7.1% performance. INDEX Aug QTD YTD 12M INDEX Aug QTD YTD 12M Headline Commodities S&P Real Assets 0.13% 1.90% 12.47% 20.89% S&P GSCI -2.30% -0.76% 30.40% 43.86% S&P Real Assets Equity 0.83% 2.85% 19.60% 30.91% Dow Jones Commodity Index -1.27% 0.14% 23.46% 36.81% S&P Real Assets Bond -0.40% 1.23% 0.18% 4.05% Commodity Sectors Modified Roll Livestock 0.51% 0.79% 8.29% 17.37% Multiple Contract -2.14% -0.48% 31.50% 44.99% Agriculture 0.29% -1.81% 16.94% 45.01% Pre-Roll -2.15% -0.53% 31.60% 45.34% Industrial Metals 0.22% 3.75% 23.99% 38.02% Dynamic Roll -2.39% 0.09% 29.54% 37.87% Precious Metals -0.62% 1.18% -5.25% -9.93% Aug Forward -2.00% -0.22% 33.01% 46.74% Energy -4.10% -1.70% 45.87% 56.83% 2M Forward -1.79% 0.06% 32.60% 45.73% Energy -4.10% -1.70% 45.87% 56.83% 3M Forward -1.59% 0.26% 32.25% 45.22% Natural Gas 11.45% 20.04% 65.69% 8.15% 4M Forward -1.39% 0.37% 32.41% 45.19% Petroleum -5.11% -3.03% 44.45% 61.51% 5M Forward -1.31% 0.49% 32.27% 44.64% Unleaded Gasoline -1.79% 3.10% 53.78% 84.36% 6M Forward -1.21% 0.55% 31.66% 42.79% Gasoil -2.21% 0.25% 39.11% 52.50% 12M Forward -0.54% 1.38% 30.09% 38.37% Heating Oil -3.12% -0.15% 43.58% 68.76% Modified Weighting Brent Crude -4.47% -2.43% 45.13% 60.90% Covered Call Select 2.05% 4.82% 22.09% 26.41% WTI Crude -7.09% -5.67% 43.52% 58.87% Risk Weight -0.38% 0.70% 14.08% 25.86% Agriculture 0.29% -1.81% 16.94% 45.01% Equal Weight Select -0.69% 0.78% 23.68% 40.86% Softs 7.44% 11.76% 25.99% 39.31% Roll Weight Select -0.88% 0.12% 25.68% 44.11% Sugar 10.78% 10.91% 33.51% 54.69% Capped Component -0.91% 0.41% 26.26% 39.54% Coffee 7.28% 20.59% 43.70% 39.35% Equal Weight Commodity Sector -1.05% 0.53% 19.30% 29.14% Cocoa 4.48% 3.48% -3.82% -6.13% Enhanced -2.17% -0.45% 31.62% 42.75% Cotton 3.52% 9.00% 13.64% 32.75% Quantitative & Thematic Grains -1.74% -5.37% 14.28% 46.60% S&P Commodity Producers Agribusiness 1.63% 0.70% 16.94% 38.97% Kansas Wheat 4.03% 6.29% 12.21% 40.49% S&P Commodity Producers Oil & Gas Expl. -0.50% -10.53% 36.18% 50.65% Chicago Wheat 0.85% 4.45% 8.59% 24.33% S&P Commodity Producers Gold -6.51% -2.93% -7.52% -20.23% Corn -2.96% -11.42% 23.05% 63.17% 1 S&P Strategic Futures Index (SFI) 0.14% 0.02% 1.45% 3.23% Soybeans -4.20% -7.60% 6.03% 45.05% 1 S&P Dynamic Futures Index (DFI) -0.20% -1.78% 4.35% 8.20% Livestock 0.51% 0.79% 8.29% 17.37% 2 S&P GSCI Gold (U.S. 10Y Rate) 0.17% 2.64% -3.86% -7.99% Feeder Cattle 2.14% 5.12% 1.22% 0.97% 2 S&P GSCI Daily Risk Control 5% -0.53% -0.23% 7.58% 10.28% Lean Hogs 0.89% 2.10% 30.39% 69.60% 2 S&P GSCI Sector Equities -1.09% -2.44% 22.16% 42.19% Live Cattle -0.23% -1.43% -1.99% -0.06% 2 S&P GSCI Gold Dyn. Roll 70/30 Futures/Eq. -1.89% 0.81% -5.55% -12.58% Industrial Metals 0.22% 3.75% 23.99% 38.02% S&P Systematic Global Macro -0.09% -0.18% 10.00% 21.89% Aluminum 4.51% 7.33% 34.60% 46.52% S&P Systematic Global Macro Commodities -1.06% 2.64% 26.66% 44.35% Nickel 0.01% 7.35% 17.24% 26.14% Other Single S&P GSCI Indices Zinc -1.16% 0.70% 7.63% 16.28% Nonfat Dry Milk 2.43% 1.22% -2.90% -3.39% Copper -2.10% 1.42% 22.48% 42.40% Class III Milk 0.86% -4.88% -16.26% -0.15% Lead -4.89% 0.27% 12.31% 12.30% Orange Juice 0.76% 8.78% -0.03% 4.87% Precious Metals -0.62% 1.18% -5.25% -9.93% Skim Milk Powder -1.11% -5.21% 10.88% 22.55% Gold 0.05% 2.41% -4.73% -9.04% North America Copper -2.20% 2.22% 24.19% 42.51% Silver -6.23% -8.54% -9.63% -16.98% Soybean Meal -2.34% -9.45% -21.89% 7.24% Reduced Energy & Sustainability Tin -2.88% 7.50% 91.68% 119.43% Carbon Emission Allowances EUA (EUR) 13.86% 7.67% 84.91% 109.54% Platinum -3.27% -5.47% -6.69% 6.24% Biofuel 0.83% -1.84% 33.41% 65.85% Rough Rice -4.15% -2.69% -2.92% -3.12% Ultra Light Energy -0.45% 0.18% 17.96% 32.77% Soybean Oil -6.80% -6.38% 56.38% 103.32% Light Energy -0.92% -0.06% 20.83% 35.38% Palladium -7.22% -11.32% -0.21% 7.08% Reduced Energy -1.00% 0.28% 24.59% 31.79% Iron Ore -13.30% -22.13% 17.72% 73.47% Source: S&P Dow Jones Indices LLC and/or its affiliates. Index performance based on total return. (1) Indicates delayed data. (2) Indicates Sunday trading. Returns are in USD unless otherwise stated. Numbers in brackets are the most recent closing price level for the corresponding index. 12M returns are calculated with reference to latest index level available exactly one calendar year prior to the calculation date. See disclaimer for further information GENERAL DISCLAIMER

Copyright © 2021 S&P Dow Jones Indices LLC. All rights reserved. S&P, S&P 500, S&P 500 LOW VOLATILITY INDEX, S&P 100, S&P COMPOSITE 1500, S&P MIDCAP 400, S&P SMALLCAP 600, SELECT SECTOR, S&P GIVI, GLOBAL TITANS, DIVIDEND ARISTOCRATS, S&P TARGET DATE INDICES, S&P PRISM, S&P STRIDE, GICS, SPIVA, SPDR and INDEXOLOGY are registered trademarks of Standard & Poor’s Financial Services LLC, a division of S&P Global (“S&P”). DOW JONES, DJ, DJIA, The Dow and DOW JONES INDUSTRIAL AVERAGE are registered trademarks of Dow Jones Trademark Holdings LLC (“Dow Jones”). These trademarks together with others have been licensed to S&P Dow Jones Indices LLC. Redistribution or reproduction in whole or in part are prohibited without written permission of S&P Dow Jones Indices LLC. This document does not constitute an offer of services in jurisdictions where S&P Dow Jones Indices LLC, S&P, Dow Jones or their respective affiliates (collectively “S&P Dow Jones Indices”) do not have the necessary licenses. Except for certain custom index calculation services, all information provided by S&P Dow Jones Indices is impersonal and not tailored to the needs of any person, entity or group of persons. S&P Dow Jones Indices receives compensation in connection with licensing its indices to third parties and providing custom calculation services. Past performance of an index is not an indication or guarantee of future results.

It is not possible to invest directly in an index. Exposure to an asset class represented by an index may be available through investable instruments based on that index. S&P Dow Jones Indices does not sponsor, endorse, sell, promote or manage any investment fund or other investment vehicle that is offered by third parties and that seeks to provide an investment return based on the performance of any index. S&P Dow Jones Indices makes no assurance that investment products based on the index will accurately track index performance or provide positive investment returns. S&P Dow Jones Indices LLC is not an investment advisor, and S&P Dow Jones Indices makes no representation regarding the advisability of investing in any such investment fund or other investment vehicle. A decision to invest in any such investment fund or other investment vehicle should not be made in reliance on any of the statements set forth in this document. Prospective investors are advised to make an investment in any such fund or other vehicle only after carefully considering the risks associated with investing in such funds, as detailed in an offering memorandum or similar document that is prepared by or on behalf of the issuer of the investment fund or other investment product or vehicle. S&P Dow Jones Indices LLC is not a tax advisor. A tax advisor should be consulted to evaluate the impact of any tax-exempt securities on portfolios and the tax consequences of making any particular investment decision. Inclusion of a security within an index is not a recommendation by S&P Dow Jones Indices to buy, sell, or hold such security, nor is it considered to be investment advice.

These materials have been prepared solely for informational purposes based upon information generally available to the public and from sources believed to be reliable. No content contained in these materials (including index data, ratings, credit-related analyses and data, research, valuations, model, software or other application or output therefrom) or any part thereof (“Content”) may be modified, reverse-engineered, reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior written permission of S&P Dow Jones Indices. The Content shall not be used for any unlawful or unauthorized purposes. S&P Dow Jones Indices and its third-party data providers and licensors (collectively “S&P Dow Jones Indices Parties”) do not guarantee the accuracy, completeness, timeliness or availability of the Content. S&P Dow Jones Indices Parties are not responsible for any errors or omissions, regardless of the cause, for the results obtained from the use of the Content. THE CONTENT IS PROVIDED ON AN “AS IS” BASIS. S&P DOW JONES INDICES PARTIES DISCLAIM ANY AND ALL EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, FREEDOM FROM BUGS, SOFTWARE ERRORS OR DEFECTS, THAT THE CONTENT’S FUNCTIONING WILL BE UNINTERRUPTED OR THAT THE CONTENT WILL OPERATE WITH ANY SOFTWARE OR HARDWARE CONFIGURATION. In no event shall S&P Dow Jones Indices Parties be liable to any party for any direct, indirect, incidental, exemplary, compensatory, punitive, special or consequential damages, costs, expenses, legal fees, or losses (including, without limitation, lost income or lost profits and opportunity costs) in connection with any use of the Content even if advised of the possibility of such damages.

S&P Global keeps certain activities of its various divisions and business units separate from each other in order to preserve the independence and objectivity of their respective activities. As a result, certain divisions and business units of S&P Global may have information that is not available to other business units. S&P Global has established policies and procedures to maintain the confidentiality of certain non-public information received in connection with each analytical process.

In addition, S&P Dow Jones Indices provides a wide range of services to, or relating to, many organizations, including issuers of securities, investment advisers, broker-dealers, investment banks, other financial institutions and financial intermediaries, and accordingly may receive fees or other economic benefits from those organizations, including organizations whose securities or services they may recommend, rate, include in model portfolios, evaluate or otherwise address.

ASX, ALL ORDINARIES are trademarks of ASX Operations Pty Ltd. and have been licensed for use by S&P Dow Jones Indices.

NZX and NXAZ are trademarks of NZX Limited and have been licensed for use by S&P Dow Jones Indices.

BMV is a trademark of Bolsa Mexicana de Valores, S.A.B. de C.V. and has been licensed for use by S&P Dow Jones Indices.

BVL is a trademark of Bolsa de Valores de Lima S.A. and has been licensed for use by S&P Dow Jones Indices.

CLX is a trademark of the Bolsa de Santiago and has been licensed for use by S&P Dow Jones Indices.

GSCI is a registered trademark of The Goldman Sachs Group, Inc. (“Goldman”) and has been licensed for use by S&P Dow Jones Indices. The S&P GSCI index is not created, owned, endorsed, sponsored, sold or promoted by Goldman or its affiliates and Goldman bears no liability with respect to such index or data related thereto. Goldman provides no guarantee as to the accuracy and/or the completeness of the S&P GSCI index or any data related thereto.

HKEx is a trademark of HKEx Information Services Limited and has been licensed for use by S&P Dow Jones Indices.

LSTA is a trademark of Loan Syndications and Trading Association, Inc. and has been licensed for use by S&P Dow Jones Indices.

JPX is a trademark of Japan Exchange Group, Inc. and has been licensed for use by S&P Dow Jones Indices.

MERVAL is a trademark of Bolsas y Mercados Argentinos S.A. and has been licensed for use by S&P Dow Jones Indices.

TOPIX is a trademark of Tokyo Stock Exchange and has been licensed for use by S&P Dow Jones Indices.

TSX is a trademark of TSX, Inc. and has been licensed for use by S&P Dow Jones Indices.

VIX is a trademark of Chicago Board Options Exchange, Incorporated and has been licensed for use by S&P Dow Jones Indices.

Get the month-end version of this report here.

Check out our dedicated regional and specialist monthly dashboards:

Regional Reports Focused & Risk Reports U.S. S&P 500 Factors Europe U.S. Sectors Asia U.S. Industries Australia & NZ U.S. Equal Weight India Dispersion Canada Risk & Volatility Latin America Kensho New Economies (Quarterly)

To sign up to our other dashboards, please use this link.