INDEX INVESTMENT STRATEGY: Daily Index Dashboard Sign up here to receive daily commentary; sign up here to join our weekly live calls May 13, 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 Daily MTD YTD 12M INDEX Yield Daily MTD YTD 12M U.S. Equity U.S. Fixed Income S&P 500® 1.23% -1.58% 10.08% 48.24% S&P U.S. Aggregate Bond 1.39% 0.08% -0.25% -2.64% 0.16% S&P MidCap 400® 1.82% -1.74% 16.51% 75.07% S&P U.S. Treasury Current 2-Year 0.16% 0.02% 0.02% -0.03% 0.08% S&P SmallCap 600® 2.43% -1.43% 18.92% 91.77% S&P U.S. Treasury Current 10-Year 1.66% 0.36% -0.17% -6.03% -7.71% S&P Composite 1500® 1.30% -1.58% 10.68% 50.63% S&P 500/MarketAxess IG Corp Bond 2.28% 0.19% -0.57% -4.83% 4.12% S&P Total Market Index (TMI) 1.17% -2.35% 9.28% 52.27% S&P 500 High Yield Corporate Bond 3.34% -0.03% -0.29% 0.27% 14.94% Dow Jones Industrial Average® 1.32% 0.51% 11.87% 49.38% S&P/LSTA U.S. Leveraged Loan 100 3.72% 0.05% 0.14% 1.62% 11.25% Daily Leaders & Laggards: S&P 500 Sectors & Factors Global Fixed Income S&P Japan Sovereign Bond (JPY) 0.17% -0.20% 0.01% -0.28% -0.92% Industrials 1.9% S&P Canada Sovereign Bond (CAD) 0.90% 0.11% -0.29% -4.50% -4.40% Utilities 1.9% S&P/ASX Australian Gov. Bond (AUD) 1.24% -0.26% -0.31% -4.05% -3.22% Financials 1.9% S&P Global Dev. Sov. Bond (USD) 0.51% -0.14% -0.33% -4.56% 2.39% Dividend Aristocrats® 1.8% S&P Germany Sovereign Bond (EUR) -0.33% -0.04% -0.57% -3.37% -3.12% Low Vol High Div 1.6% S&P U.K. Gilt (GBP) 0.92% -0.22% -1.20% -8.20% -9.34% S&P 500, 1.2% Currencies Health Care 1.0% Dow Jones FXCM Dollar Index -0.05% -0.42% 0.58% -6.36% Comm. Services 0.9% GBP/USD (1.4045) -0.37% 1.44% 2.75% 14.88% Momentum 0.7% EUR/USD (1.2074) -0.02% 0.30% -1.32% 11.39% Discretionary 0.7% USD/JPY (109.59) 0.19% 0.26% 6.14% 2.31% USD/CAD (1.2132) -0.30% 1.41% 5.02% 15.94% Energy -1.3% AUD/USD (0.773) -0.23% 0.08% 0.18% 19.42% Global Equity (USD) Daily MTD YTD 12M Daily Leaders & Laggards: S&P Global BMI (USD) S&P Global BMI 0.25% -2.00% 7.58% 49.49% Hungary 2.2% S&P Developed BMI 0.48% -1.76% 8.37% 50.19% United States 1.2% S&P Emerging BMI -1.50% -3.91% 1.66% 44.25% Portugal 1.0% S&P Frontier BMI -0.28% -3.87% 0.13% 48.65% S&P Developed Ex-US BMI -0.72% -0.80% 6.67% 46.60% Netherlands 0.5% S&P Global 1200 0.56% -1.24% 8.70% 47.59% Russia 0.4% S&P 500 1.23% -1.58% 10.08% 48.24% S&P Global BMI, 0.3% S&P/TOPIX 150 -2.32% -3.20% -2.76% 28.35% Hong Kong -2.0% S&P Latin America 40 0.41% 3.92% 0.47% 71.30% Thailand -2.1% S&P Europe 350® -0.12% 0.76% 10.04% 49.16% Colombia -2.1% S&P/ASX All Australian 50 -1.57% -0.07% 10.10% 57.96% New Zealand -2.8% S&P Asia 50 -2.23% -6.26% 0.35% 50.34% China -2.8% S&P/TSX 60 0.07% 2.24% 17.71% 55.92% Global Equity (Local Currency) Daily MTD YTD 12M Environmental, Social & Governance Daily MTD YTD 12M S&P/BVL Peru Select (PEN) -0.46% 9.69% 4.02% 43.35% S&P 500 ESG 1.22% -1.67% 10.44% 48.00% S&P MERVAL (ARS) 3.15% 7.28% 2.73% 39.06% S&P 500 Fossil Fuel Free 1.29% -1.67% 9.88% 48.61% S&P/HKEX LargeCap (HKD) -2.27% 3.69% 2.98% 5.43% Dow Jones Sustainability World 0.43% -0.11% 9.06% 42.89% S&P/BMV IPC (MXN) 0.21% 1.95% 11.78% 37.59% S&P Green Bond Select -0.10% -0.26% -3.99% 11.00% S&P South Africa Composite (ZAR) -2.30% 1.82% 17.94% 78.17% S&P 500 Carbon Efficient 1.20% -1.77% 9.45% 47.19% S&P Brazil BMI (BRL) 0.62% 0.66% 0.54% 58.92% Commodities and Other Real Assets S&P United Kingdom (GBP) -0.56% 0.59% 10.24% 21.64% S&P Real Assets -0.22% 0.19% 8.19% 33.04% S&P Europe 350 (EUR) -0.09% 0.43% 11.50% 33.92% Dow Jones Commodity Index -2.38% 1.67% 20.20% 69.46% S&P/TSX Composite (CAD) 0.21% 0.21% 10.87% 36.14% S&P Real Assets Equity 0.12% 0.04% 13.51% 42.58% S&P BSE SENSEX (INR)¹ 0.00% -0.19% 2.16% 56.91% S&P Real Assets Bond -0.09% 0.03% -2.30% 12.28% S&P/ASX 200 (AUD) -0.67% -0.30% 7.56% 32.71% S&P GSCI -2.90% 1.00% 24.12% 75.79% S&P/CLX IPSA (CLP) -0.94% -0.65% 6.38% 23.27% Crude Oil -3.42% 0.39% 31.81% 129.43% S&P Germany BMI (EUR) 0.27% -0.74% 9.24% 40.76% Gold 0.07% 3.19% -4.10% 3.26% S&P/NZX 50 Portfolio (NZD) -1.17% -1.75% -3.80% 25.37% Copper -1.01% 5.18% 33.33% 98.10% S&P Korea BMI (KRW) -1.44% -1.78% 6.13% 63.76% Volatility S&P/TOPIX 150 (JPY) -1.58% -2.46% 3.21% 31.36% Cboe Volatility Index/ VIX® (23.13) -16.17% 24.29% 1.67% -34.44% S&P China 500 (CNY) -2.05% -4.94% -4.68% 21.94% S&P/ASX 200 VIX (14.82) 3.18% 27.80% 6.60% -43.56% Case-Shiller (as of Feb 2021) 1M 6M 12M S&P/JPX JGB VIX (1.31) 7.38% -8.39% 8.26% 19.48% S&P CoreLogic Case-Shiller US National 1.05% 6.54% 11.97% S&P/BMV IPC VIX (22.10) 0.32% -22.88% 64.60% 39.79%

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: Daily Index Dashboard May 13, 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

3.0% 2.4% Selected Highlights - 1 Day Index Change 2.0% 1.8% 1.8% 1.4% 1.3% 1.3% 1.2% 1.2% 1.1% 1.0% 1.0%

0.0%

-1.0%

-2.0% One Day Total Return OneDay Total -2.7% -3.0% -2.8% -2.8% -2.9% -2.9% -3.3% -3.4% -4.0% -4.0% -4.3% -5.0% -4.7%

-6.0%

20.0%

15.2% Selected Highlights - MTD Index Change 15.0%

10.0% 9.1%

5.3% 5.1% 5.0% 4.9% 4.7% 4.6% 5.0% 4.2% 3.9%

0.0%

-5.0%

-6.9% -6.9% -7.1% -7.1% -7.9% -10.0% -8.8% -8.9%

-9.6% Month To Date Total Return Date Total MonthTo -11.4% -15.0% -16.8% -20.0%

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: Daily Index Dashboard May 13, 2021

[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 MTD Top 5 Outperforming Sectors - Excess Return MTD

S&P 500 -1.6% S&P 500 Energy 6.7%

Energy 5.1% S&P 500 Materials 6.3%

Materials 4.7% S&P Global 1200 Energy 5.8%

Financials 3.0% S&P Global 1200 Materials 5.2%

Consumer Staples 1.6% S&P Japan 500 Financials 4.9% Industrials 1.4% Top 5 Underperforming Sectors - Excess Return MTD Health Care 1.3%

-4.9% S&P 500 Consumer Discretionary Utilities -1.7%

-5.6% S&P Europe 350 Information Technology Real Estate -2.8%

Communication Services -3.5% -9.8% S&P/TSX Composite Information Technology

Information Technology -4.7% -16.1% S&P/TSX Composite Health Care

Consumer Discretionary -6.5% -16.5% S&P/ASX 200 Information Technology

INDEX Daily MTD YTD 12M INDEX Daily MTD YTD 12M S&P 500 1.23% -1.58% 10.08% 48.24% S&P/ASX 200 (AUD) -0.67% -0.30% 7.56% 32.71% Energy -1.29% 5.14% 38.39% 51.71% Materials -1.72% 3.52% 13.87% 55.01% Materials 1.54% 4.71% 20.32% 77.76% Financials 0.32% 1.48% 17.39% 54.54% Financials 1.90% 2.96% 27.27% 85.15% Health Care 1.01% -0.45% 0.26% -3.29% Consumer Staples 1.41% 1.59% 5.03% 27.58% Consumer Staples -0.08% -0.52% -2.55% 6.08% Industrials 1.94% 1.41% 17.04% 78.22% Communication Services -1.47% -1.58% 10.02% 28.38% Health Care 0.97% 1.34% 8.71% 26.94% Energy 0.08% -1.81% -3.09% 12.13% Utilities 1.93% -1.66% 5.42% 23.56% Consumer Discretionary -0.96% -1.95% 9.66% 49.21% Real Estate 1.19% -2.78% 14.77% 38.88% Real Estate -1.52% -2.28% -0.18% 29.88% Communication Services 0.86% -3.48% 12.51% 49.18% Industrials -1.06% -2.79% 0.24% 10.96% Information Technology 1.38% -4.66% 2.33% 46.30% Utilities -1.10% -4.88% -7.72% -18.32% Consumer Discretionary 0.69% -6.48% 3.28% 46.92% Information Technology -4.72% -16.77% -19.00% 27.14% S&P Europe 350 (EUR) -0.09% 0.43% 11.50% 33.92% S&P/TSX Composite (CAD) 0.21% 0.21% 10.87% 36.14% Energy -1.53% 4.18% 15.69% 25.44% Materials -0.65% 5.00% 3.20% 12.94% Materials -1.31% 2.97% 18.28% 63.79% Energy -1.49% 2.31% 26.15% 33.64% Consumer Staples 0.25% 2.13% 7.87% 12.45% Consumer Staples 0.67% 1.98% 4.61% 10.60% Financials -0.39% 1.18% 17.61% 53.50% Communication Services 0.51% 1.87% 12.38% 21.92% Health Care 0.40% 0.84% 4.90% -2.64% Financials 1.25% 1.47% 19.03% 60.99% Communication Services -0.72% 0.66% 13.05% 26.39% Industrials 1.20% 0.71% 5.46% 37.40% Industrials -0.03% 0.34% 13.53% 57.28% Real Estate 0.83% -0.26% 14.54% 47.17% Utilities 0.74% 0.03% 0.90% 26.75% Consumer Discretionary 1.72% -2.07% 15.79% 73.15% Consumer Discretionary -0.05% -1.56% 12.92% 61.70% Utilities 0.05% -3.06% -0.18% 20.60% Real Estate -0.63% -2.38% -0.65% 22.61% Information Technology -1.91% -9.58% -7.14% 19.18% Information Technology 1.10% -5.14% 10.39% 43.31% Health Care -1.83% -15.87% 5.34% 37.56% S&P Japan 500 (JPY) -1.55% -2.65% 3.34% 29.62% S&P Global 1200 0.56% -1.24% 8.70% 47.59% Financials 0.30% 2.20% 18.24% 39.62% Energy -1.28% 4.60% 27.17% 46.68% Materials -0.25% 0.93% 8.95% 48.78% Materials -0.10% 3.91% 16.91% 77.22% Energy -1.64% 0.44% 26.86% 25.90% Financials 1.01% 2.27% 20.86% 74.04% Consumer Staples 0.46% 0.41% -1.96% 8.21% Consumer Staples 0.98% 1.94% 4.67% 25.49% Real Estate -1.02% -0.89% 10.11% 18.85% Health Care 0.68% 0.98% 5.39% 21.29% Utilities -0.75% -0.99% 4.71% -1.73% Industrials 0.79% 0.59% 12.39% 66.95% Consumer Discretionary -1.45% -2.11% 3.38% 35.37% Utilities 1.39% -0.80% 3.39% 26.96% Industrials -1.73% -2.89% 5.15% 31.72% Real Estate 0.57% -2.32% 11.02% 35.91% Health Care -1.99% -3.27% -11.39% 6.10% Communication Services -0.01% -3.59% 10.50% 45.47% Information Technology -2.69% -6.86% 1.86% 37.92% Consumer Discretionary 0.02% -5.03% 2.94% 51.51% Communication Services -3.98% -7.12% 2.57% 40.98% Information Technology 0.88% -5.18% 2.01% 49.44% 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: Daily Index Dashboard May 13, 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 MTD Top 5 Outperformers - Excess Return MTD

S&P 500® -1.6% S&P 500 Enhanced Value 5.2%

S&P 500 Enhanced Value 3.6% DJ U.S. Select Dividend 4.5% S&P 500 Low Vol High Div 2.5% S&P Pan Asia Ethical Select Div. Opps 4.4% DJ U.S. Select Dividend 2.4%

S&P 500 Dividend Aristocrats® 2.2% S&P 500 Low Vol High Div 4.1%

S&P 500 Low Volatility 1.2% S&P Pan Asia Enhanced Value LargeMidCap 3.9%

S&P 500 Value 1.2% 0.0% 2.0% 4.0% 6.0% 8.0% Top 5 Underperformers - Excess Return MTD S&P 500 Buyback 0.6%

S&P 500 High Beta 0.6% -3.9% S&P Europe 350 Momentum

S&P 500 QVM Multi Factor 0.1% -4.3% S&P Momentum Japan LargeMidCap

S&P 500 Equal Weight -0.1% -4.9% S&P Pan Asia Momentum LargeMidCap S&P 500 Quality -0.9% -4.9% S&P/ASX 200 Momentum S&P 500 Growth -4.1%

S&P 500 Momentum -5.3% -5.8% S&P/TSX Composite Momentum

-7% -6% -5% -4% -3% -2% -1% 0% INDEX Daily MTD YTD 12M INDEX Daily MTD YTD 12M S&P 500 1.23% -1.58% 10.08% 48.24% S&P/ASX 200 (AUD) -0.67% -0.30% 7.56% 32.71% S&P 500 Enhanced Value 1.42% 3.61% 28.71% 80.32% S&P Low Beta Australia -0.61% 0.93% 8.43% 28.84% S&P 500 Low Vol High Div 1.61% 2.49% 22.25% 57.93% S&P/ASX Dividend Opportunities -0.79% 0.14% 3.64% 30.39% DJ U.S. Select Dividend 1.83% 2.35% 27.33% 69.47% S&P/ASX 200 Value -0.27% 0.03% 10.24% 40.30% S&P 500 Dividend Aristocrats® 1.84% 2.20% 15.78% 56.57% S&P/ASX 200 Growth -1.10% -0.65% 4.74% 25.83% S&P 500 Low Volatility 1.38% 1.18% 9.37% 32.68% S&P/ASX 300 Shareholder Yield -0.80% -1.18% 3.59% 21.62% S&P 500 Value 1.39% 1.16% 16.24% 51.23% S&P/ASX 200 Low Volatility -0.63% -1.60% 2.25% 16.03% S&P 500 Buyback 1.55% 0.63% 20.46% 80.57% S&P/ASX 200 Enhanced Value -0.64% -1.67% 3.06% 26.92% S&P 500 High Beta 1.26% 0.58% 29.45% 129.74% S&P/ASX 200 Quality -1.13% -2.35% -0.20% 15.01% S&P 500 QVM Multi Factor 1.34% 0.06% 10.09% 40.91% S&P/ASX 200 Equal Weight -0.90% -3.11% 1.71% 29.81% S&P 500 Equal Weight 1.44% -0.10% 16.66% 68.07% S&P/ASX 200 Momentum -1.92% -5.23% -1.98% 23.56% S&P 500 Quality 1.36% -0.87% 8.03% 40.19% S&P Japan 500 (JPY) -1.55% -2.65% 3.34% 29.62% S&P 500 Growth 1.08% -4.12% 4.65% 44.30% S&P Enh. Value Japan LargeMidCap -0.36% 0.58% 19.39% 37.74% S&P 500 Momentum 0.69% -5.29% 0.17% 34.59% S&P/JPX Dividend Aristocrats -0.62% 0.07% 13.38% 31.23% S&P Europe 350 (EUR) -0.09% 0.43% 11.50% 33.92% S&P GIVI® Japan -0.98% -0.69% 8.00% 22.80% S&P Euro HY Div. Aristocrats 0.18% 1.72% 9.83% 28.30% S&P Intrinsic Value Japan -1.13% -0.95% 9.85% 31.18% S&P Europe 350 Enhanced Value -0.86% 1.70% 20.32% 78.53% S&P Japan 500 Low Volatility -0.73% -1.02% 3.17% 14.03% S&P Europe Div. Opps -0.22% 1.44% 10.80% 31.77% S&P Low Beta Japan -1.36% -2.18% 1.06% 19.79% DJ Brookfield EU Infrastructure -0.44% 1.29% 7.46% 13.59% S&P Japan 500 Equal Weight -1.39% -2.45% 6.65% 27.95% S&P Europe 350 Buyback -0.25% 1.12% 12.42% 48.79% S&P Quality Japan LargeMidCap -2.12% -4.24% -5.24% 21.16% S&P Europe 350 Low Volatility 0.20% 0.92% 7.33% 19.65% S&P Momentum Japan LargeMidCap -2.85% -6.91% -9.06% 23.10% S&P Europe 350 RC 15% -0.15% 0.53% 12.31% 21.67% S&P Pan Asia BMI (USD) -1.74% -4.03% 0.31% 38.91% S&P D.A.E. Europe 0.06% 0.47% 6.10% 8.19% S&P Pan Asia Ethical Select Div. Opps -1.48% 0.37% 7.57% 31.76% S&P Europe 350 Equal Weight -0.16% 0.01% 11.67% 46.20% S&P Pan Asia Enhanced Value LargeMidCap -0.91% -0.16% 13.40% 39.55% S&P Europe 350 Quality -0.19% -0.15% 11.28% 31.15% S&P Pan Asia Low Volatility -0.98% -1.72% 3.55% 11.94% S&P Europe 350 Momentum 0.30% -3.52% 4.58% 19.15% S&P Pan Asia Dividend Aristocrats® -1.11% -2.00% 4.75% 28.81% S&P/TSX Composite (CAD) 0.21% 0.21% 10.87% 36.14% S&P Pan Asia GIVI -1.40% -2.34% 4.35% 32.18% Dow Jones Canada Select Value 0.66% 2.63% 20.13% 55.74% S&P Pan Asia Value -1.29% -2.43% 4.93% 40.14% S&P/TSX Composite Enhanced Value 0.35% 2.31% 22.47% 84.65% S&P Pan Asia Intrinsic Value Weighted -1.44% -2.50% 5.58% 39.72% S&P/TSX Composite High Dividend 0.16% 1.90% 20.00% 51.54% S&P Pan Asia Low Beta -1.71% -3.59% -0.28% 32.65% S&P/TSX 60 Equal Weight 0.43% 1.35% 15.55% 44.56% S&P Pan Asia Quality LargeMidCap -1.62% -3.59% -3.46% 35.92% S&P/TSX Canadian Dividend Aristocrats 0.49% 0.93% 16.13% 53.56% S&P Pan Asia Growth -2.15% -5.48% -3.69% 37.26% S&P/TSX Capped Composite 0.21% 0.21% 10.87% 36.14% S&P Pan Asia Momentum LargeMidCap -2.90% -8.89% -6.66% 40.01% S&P/TSX Composite Low Volatility 0.56% 0.08% 9.78% 26.04% S&P Global 1200 0.56% -1.24% 8.70% 47.59% Dow Jones Canada Select Growth 0.11% -0.48% 6.02% 19.88% S&P Global 1200 Low Vol High Div. -0.12% 1.47% 9.90% 35.57% S&P/TSX Composite Equal Weight -0.24% -0.53% 9.94% 54.72% S&P Global 1200 Div Stability Low Vol 0.13% 1.00% 8.17% 27.16% S&P/TSX Composite Momentum -0.93% -5.60% -9.73% -6.87% S&P Global 1200 QVM Multi-Factor 0.52% -0.32% 8.51% 40.67% 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: Daily Index Dashboard May 13, 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 Daily MTD YTD 12M INDEX Daily MTD YTD 12M S&P Developed BMI 0.48% -1.76% 8.37% 50.19% S&P Emerging BMI (Cont'd) Austria -0.19% 4.55% 16.97% 72.29% Saudi Arabia 0.00% -1.27% 21.52% 58.45% Luxembourg -1.23% 4.07% 13.67% 132.73% Philippines 0.00% -1.30% -10.53% 21.28% Belgium 0.12% 3.03% 8.24% 45.32% Thailand -2.05% -2.62% 2.68% 23.04% Spain -0.42% 2.05% 9.54% 54.37% Malaysia 0.00% -2.72% -4.07% 24.42% Italy 0.16% 1.77% 9.98% 63.07% China -2.84% -6.61% -5.39% 28.62% Canada -0.14% 1.54% 16.64% 59.20% Taiwan -1.39% -11.45% 7.22% 59.15% United Kingdom -0.88% 1.46% 12.76% 43.21% S&P Frontier BMI -0.28% -3.87% 0.13% 48.65% France 0.07% 0.90% 12.12% 62.92% Ghana 0.22% 6.19% 38.94% 33.36% Switzerland 0.26% 0.23% 3.24% 25.87% Lithuania -0.02% 5.50% 19.66% 70.32% Finland -0.02% -0.16% 10.34% 60.64% Slovakia -0.02% 5.02% -11.72% -0.62% Ireland -0.80% -0.19% 9.83% 62.20% Bangladesh 0.00% 4.28% 9.00% 57.77% Australia -0.92% -0.28% 8.06% 60.46% Cyprus 0.47% 4.00% 35.75% 116.00% Germany 0.25% -0.44% 7.80% 56.80% Romania -0.24% 3.55% 13.64% 55.56% Portugal 0.96% -0.57% -1.93% 32.41% Bahrain 0.00% 3.29% 4.24% 34.52% Sweden -0.15% -0.60% 11.98% 78.65% Morocco 0.05% 3.11% 7.24% 51.73% Denmark -0.12% -1.05% 3.41% 49.56% Namibia -0.42% 2.83% 7.91% 10.49% Norway -0.52% -2.05% 11.96% 70.47% Botswana 0.11% 2.63% -1.83% 7.02% United States 1.18% -2.31% 9.39% 52.37% Tunisia -0.01% 2.48% 5.16% 20.41% Japan -1.78% -2.94% -2.55% 25.64% Jamaica 0.38% 2.37% 1.07% 7.90% Korea -1.85% -3.26% 2.10% 77.45% Mauritius 0.50% 2.26% 3.73% 8.69% Netherlands 0.51% -3.33% 12.90% 69.06% Trinidad And Tobago 0.00% 2.25% 3.05% 10.34% Hong Kong -1.97% -3.59% 8.96% 34.64% Croatia -0.46% 2.21% 7.31% 38.90% New Zealand -2.83% -4.97% -9.20% 33.81% Jordan 0.00% 2.14% 7.31% 8.04% Israel -0.14% -5.88% 0.86% 33.00% Cote D'Ivoire -0.02% 2.06% 1.68% 32.52% Singapore -1.15% -7.07% 7.00% 48.96% Oman 0.00% 1.91% 9.17% 20.20% S&P Emerging BMI -1.50% -3.91% 1.66% 44.25% Estonia -0.02% 1.28% 23.00% 67.76% Peru 0.13% 15.18% -0.92% 36.39% Slovenia -0.53% 1.15% 16.70% 58.87% Hungary 2.23% 6.28% 7.86% 51.37% Kenya -0.87% 0.95% 14.71% 23.18% Russia 0.41% 5.71% 12.65% 48.42% Nigeria -0.08% 0.82% -0.56% 51.12% Poland 0.00% 3.49% 8.83% 51.22% Kazakhstan -1.82% 0.63% 32.35% 92.51% Brazil -0.18% 3.26% -0.84% 77.72% Vietnam -0.77% 0.12% 17.42% 60.22% Pakistan 0.00% 3.13% 9.96% 37.39% Sri Lanka 0.61% 0.10% 0.24% 63.78% Czech Republic 0.34% 2.63% 13.48% 63.17% Zambia -0.08% -0.54% 4.48% 2.70% United Arab Emirates 0.11% 2.54% 18.89% 49.06% Panama -0.33% -0.66% 7.25% 25.84% India 0.00% 2.43% 9.60% 71.32% Latvia -0.02% -0.80% -4.68% 11.53% Mexico 0.02% 2.24% 10.62% 68.46% Bulgaria -0.26% -1.06% 13.35% 36.60% Kuwait -0.05% 2.13% 15.77% 41.93% Lebanon 0.00% -1.17% 46.48% 115.71% Egypt 0.12% 2.13% -0.82% 1.21% Argentina -0.26% -15.73% -20.83% 59.56% Colombia -2.07% 1.60% -19.93% 31.02% Additional Countries South Africa -1.93% 0.78% 14.42% 66.75% Ukraine -2.39% 9.65% 53.52% 174.37% Indonesia 0.00% 0.75% -5.71% 39.04% Rwanda 0.20% 6.71% 24.85% 14.92% Turkey -0.75% 0.67% -12.24% 19.52% Palestine¹ 0.00% 2.93% 7.90% 6.36% Greece 0.34% 0.60% 15.62% 82.55% Tanzania 0.02% 2.23% 5.20% 8.69% Qatar 0.00% 0.35% 7.28% 22.79% Malawi -0.04% -0.12% 0.10% 16.83% Chile -1.07% 0.04% 6.76% 42.82% Uganda¹ 0.00% -0.29% 9.20% 14.36% Source: S&P Dow INDEX INVESTMENT STRATEGY: Daily Index Dashboard May 13, 2021

[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

Health Care Equip. & Supplies Automobiles Cons. Discr. Other* Source: S&P Dow Jones Indices. Data as of May. 13, 2021. Note: size of section is Pharmaceuticals proportional to index Hotels Restaurants & Leisure Note: size of section is proportional to its index weight, coloured by index performance. weight, coloured by index Specialty Retail Health Care Providers & Svcs. 10% -1% Source: S&P Dow Jones Indices. Data as of May. 13, 2021. Note: size of section is proportional to its index weight, coloured by index performance. performance. -16% -4% BioTech Internet & Direct Marketing Retail -6% 5% 9% 0% Life Sciences Tools & Svcs. 4% Health Care Other* 8% Industrials Other* -9% 4% -3% 7% -1% Banks Road & Rail 1% Cons. Health Discr. 6% Industrial Conglomerates Care 4% 2% 5% Aerospace & Defense 1% Capital Markets -6% 1% 4% -1% 1% Machinery Industrials 3% 2% Financials Insurance Materials Other* 1% 2% 2% 8% 3% Diversified Financial Svcs. 4% Chemicals 3% Materials 1% 5% 1% Financials Other* 16% Energy Other* 5% -1% 0% Energy Utilities -2% Electric Utilities 4% -3% Oil, Gas & Consumable Fuels 2% -1% Utilities Other* -1% 1% Real Estate Cons. -2% Cons. Staples Other* 4% Staples -3% Food Products 0% -3% Equity REITs 2% -3% Food & Staples Retailing 3% -5% Real Estate Other* -4% Household Products 0% Comm. 5%2% Svcs. Info. -5% Beverages 1% Comm. Svcs. Other* Tech. -5% -6% Diversified Telecomm. Svcs. -4% Software -7% Media -6% -5% Entertainment -8% -1% -7% Interactive Media & Svcs. -4% -9% Tech Hardware, Storage & Periph. Info. Tech. Other* -10% IT Svcs. Semiconductor & Equip. INDEX Weight Daily MTD YTD 12M INDEX Weight Daily MTD YTD 12M S&P Composite 1500 100.0% 1.30% -1.58% 10.68% 50.63% Health Care 13.0% 0.91% 0.90% 8.49% 28.02% Energy 2.8% -1.36% 5.25% 38.96% 54.69% Pharmaceuticals 3.5% 1.04% 4.53% 6.56% 16.33% Energy Equip. & Svcs. 0.3% -0.67% 16.31% 32.08% 101.89% Health Care Providers & Svcs. 2.9% 0.89% 3.76% 18.39% 48.21% Oil, Gas & Consumable Fuels 2.5% -1.44% 4.14% 39.79% 50.62% BioTech 1.8% 1.24% 3.71% 8.76% 8.81% Real Estate 3.0% 1.32% -2.83% 14.17% 42.80% Health Care Tech 0.1% 0.67% -0.54% 0.70% 35.34% Real Estate Management & Develop. 0.1% 1.90% 2.01% 33.25% 144.32% Life Sciences Tools & Svcs. 1.2% 0.61% -3.20% 6.00% 46.38% Equity REITs 2.9% 1.29% -3.01% 13.53% 40.50% Health Care Equip. & Supplies 3.5% 0.76% -4.42% 4.21% 32.73% Financials 12.4% 2.04% 2.70% 26.98% 85.75% Industrials 9.8% 2.04% 1.12% 17.47% 80.83% Diversified Financial Svcs. 1.4% 1.41% 4.35% 23.90% 68.94% Air Freight & Logistics 0.7% 2.44% 5.35% 23.64% 133.82% Banks 5.0% 2.41% 3.79% 34.79% 108.98% Trading Companies & Distributors 0.3% 2.14% 4.28% 23.69% 87.65% Cons. Finance 0.7% 1.84% 1.90% 33.73% 134.77% Machinery 2.1% 2.11% 2.02% 21.31% 101.24% Insurance 2.2% 2.03% 1.81% 20.90% 67.45% Road & Rail 1.1% 1.74% 1.96% 18.05% 67.78% Capital Markets 2.9% 1.71% 1.26% 20.33% 67.92% Marine 0.0% 3.12% 1.82% 18.69% 70.48% Thrifts & Mortgage Finance 0.1% 3.60% -2.97% 14.65% 81.39% Building Products 0.7% 2.57% 1.47% 25.14% 117.37% Mortgage REITs 0.0% 2.72% -4.64% 19.19% 139.04% Commercial Svcs. & Supplies 0.5% 2.53% 1.16% 8.91% 59.68% Utilities 2.7% 1.98% -1.44% 6.18% 24.03% Construction & Engineering 0.2% 0.81% 0.86% 33.98% 142.44% Gas Utilities 0.1% 2.39% 1.08% 16.92% 21.32% Industrial Conglomerates 1.2% 1.91% 0.57% 12.19% 75.97% Multi Utilities 0.8% 1.82% -0.62% 9.11% 21.79% Electrical Equip. 0.6% 1.96% 0.22% 15.10% 86.31% Electric Utilities 1.6% 2.11% -1.67% 4.50% 23.68% Professional Svcs. 0.5% 2.09% -0.26% 13.16% 58.87% Water Utilities 0.1% 1.78% -2.09% -0.27% 27.48% Aerospace & Defense 1.6% 1.65% -0.80% 12.09% 44.97% Indep. Power and Renewables 0.0% -0.73% -12.15% 5.20% 116.52% Airlines 0.3% 2.75% -4.61% 22.35% 141.23% Consumer Discretionary 12.3% 0.88% -6.14% 5.65% 53.95% Materials 3.2% 1.63% 4.93% 21.68% 81.80% Distributors 0.1% 3.02% 4.09% 28.51% 100.82% Metals & Mining 0.6% 1.01% 12.17% 43.14% 107.24% Diversified Cons. Svcs. 0.1% 1.25% 1.89% 13.54% 24.92% Construction Materials 0.1% 1.62% 6.25% 32.11% 126.87% Specialty Retail 2.5% 2.40% -0.06% 24.39% 68.89% Paper & Forest Products 0.0% 2.15% 6.19% 48.28% 142.35% Leisure Products 0.1% 2.56% -0.35% 24.12% 118.60% Containers & Packaging 0.4% 2.15% 3.74% 16.79% 78.14% Auto Comp. 0.3% 2.36% -0.74% 16.01% 111.82% Chemicals 2.0% 1.69% 3.17% 16.66% 73.17% Household Durables 0.6% 3.26% -0.75% 29.77% 114.31% Communication Services 10.2% 0.88% -3.47% 12.42% 49.04% Textiles, Apparel & Luxury Goods 0.8% 0.74% -1.50% 3.80% 80.72% Wireless Telecomm. Svcs. 0.2% 1.15% 4.72% 3.53% 47.10% Multiline Retail 0.5% 1.40% -1.98% 11.46% 56.55% Diversified Telecomm. Svcs. 1.3% 0.78% 2.27% 9.28% 18.47% Hotels Restaurants & Leisure 2.1% 1.11% -6.02% 7.23% 62.34% Media 1.3% 1.01% 1.04% 11.11% 62.64% Internet & Direct Marketing Retail 3.7% 0.27% -8.73% -1.79% 37.11% Entertainment 1.8% 0.36% -3.73% -4.50% 38.72% Automobiles 1.5% -2.00% -16.20% -11.11% 66.81% Interactive Media & Svcs. 5.5% 1.03% -5.93% 21.04% 60.15% Consumer Staples 5.9% 1.47% 1.58% 5.64% 28.76% Information Technology 24.7% 1.39% -4.80% 2.29% 47.18% Food Products 1.1% 1.69% 3.89% 12.86% 29.79% Communications Equip. 0.8% 1.65% 1.99% 15.47% 31.92% Tobacco 0.7% 1.47% 3.57% 21.28% 49.93% IT Svcs. 4.8% 1.34% -3.84% 4.16% 37.82% Household Products 1.3% 1.44% 2.76% -0.23% 19.68% Electronic Equip., Instr. & Comp. 0.9% 1.85% -3.85% 10.29% 74.94% Food & Staples Retailing 1.3% 1.89% 0.39% 4.15% 26.55% Software 7.7% 1.22% -4.52% 4.46% 36.42% Beverages 1.4% 1.08% 0.05% 0.73% 25.20% Tech Hardware, Storage & Periph. 5.5% 1.82% -4.68% -3.88% 65.64% Personal Products 0.2% 0.60% -5.09% 11.88% 83.00% Semiconductor & Equip. 4.9% 1.08% -7.48% 1.58% 56.55% 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: Daily Index Dashboard May 13, 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 3.0% 7% 6.0% 6.0% 2.5% 6% 5.7% 5% 2.0% 4% 2.8% 1.5% 3% 2% 1.7% 1.2% 1.1% 1.0% 0.9% 0.8% 1% 0.6% 0.4% 0.2% Today 0.2% 0.1% 0.1% 0.0%

Yield toMaturity Yield 0% 0.5% 1 Mo. Ago -0.2% -0.3% 12 Mo. Ago -1% 0.0% 0 5 10 15 20 25 30 Maturity

United States Yield Daily MTD YTD 12M Europe Yield Daily MTD YTD 12M S&P U.S. TIPS -1.9% 0.00% 0.70% 0.75% 6.86% S&P Eurozone Sovereign 0.1% -0.15% -0.80% -3.93% 0.47% S&P U.S. Treasury Bill 0.0% 0.00% 0.00% 0.03% 0.12% S&P Eurozone Sov Inf.-Linked -1.3% -0.27% 0.03% 0.75% 9.15% S&P U.S. Treasury 0.8% 0.11% -0.26% -3.31% -3.90% S&P Eurozone IG Corporate 0.3% -0.10% -0.35% -1.03% 4.59% S&P U.S. Aggregate 1.4% 0.08% -0.25% -2.64% 0.16% S&P U.K. Gilt 0.9% -0.22% -1.20% -8.20% -9.34% S&P U.S. MBS 1.3% 0.06% -0.18% -0.62% -0.27% S&P U.K. Inflation-Linked Gilt -2.3% 0.00% -1.05% -6.46% -3.79% S&P U.S. IG Corporate 2.1% 0.10% -0.37% -3.50% 4.84% S&P U.K. IG Corporate 1.8% -0.19% -0.69% -4.35% 3.85% S&P U.S. HY Corporate 4.1% -0.04% -0.07% 1.59% 18.39% S&P Germany Sovereign -0.3% -0.04% -0.57% -3.37% -3.12% S&P U.S. Preferred Stock 6.4% 0.37% -0.86% 1.21% 18.27% S&P France Sovereign 0.0% -0.12% -0.89% -4.73% -2.01% S&P 500/MarketAxess IG Corp. 2.3% 0.19% -0.57% -4.83% 4.12% S&P Spain Sovereign 0.2% -0.22% -0.73% -3.76% 1.41% S&P 500 Bond 2.2% 0.10% -0.44% -3.63% 5.12% S&P Italy Sovereign 0.6% -0.25% -0.88% -3.04% 6.37% S&P National AMT-Free Muni 1.0% -0.05% 0.03% 0.50% 5.90% S&P Switzerland Sovereign -0.2% 0.07% -0.87% -4.91% -5.23% S&P/LSTA U.S. Lev. Loan 100 3.7% 0.05% 0.14% 1.62% 11.25% S&P Ireland Sovereign 0.1% -0.13% -0.99% -4.60% -0.61% S&P 500 Bond Sectors Asia Energy 2.7% -0.08% 0.04% -0.81% 16.20% S&P Indonesia Sovereign 6.0% 0.02% 0.86% 0.03% 16.28% Financials 1.7% 0.20% -0.21% -2.98% 4.05% S&P BSE India Sovereign 6.0% 0.03% 0.54% 0.46% 6.22% Real Estate 2.2% -0.05% -0.28% -2.84% 7.25% S&P Pan Asia Bond (USD) 3.2% -0.26% 0.38% 1.42% 10.07% Consumer Staples 2.1% 0.16% -0.37% -3.82% 3.66% S&P Singapore Sovereign 1.1% 0.05% 0.37% -3.82% -3.15% Consumer Discretionary 2.5% 0.11% -0.37% -2.08% 11.17% S&P China Sovereign 2.8% -0.01% 0.30% 1.59% 0.46% Materials 2.4% 0.11% -0.44% -3.47% 8.18% S&P Hong Kong Sovereign 0.4% -0.05% 0.16% -0.69% -0.65% Industrials 2.4% 0.14% -0.49% -3.47% 7.45% S&P China Corporate 3.4% -0.01% 0.13% 1.18% 1.32% Health Care 2.2% 0.11% -0.51% -4.63% 2.42% S&P Japan Corporate 0.4% -0.05% 0.01% 0.41% 1.33% Information Technology 2.0% 0.17% -0.62% -4.65% 1.56% S&P Japan Sovereign 0.2% -0.20% 0.01% -0.28% -0.92% Communication Services 2.8% 0.16% -0.74% -4.70% 4.24% S&P South Korea Sovereign 1.7% -0.15% 0.00% -2.62% -4.06% Utilities 2.5% -0.21% -0.83% -5.08% 2.28% S&P Taiwan Sovereign 0.4% 0.00% -0.01% -0.80% 1.53% Canada Latin America S&P Canada Aggregate 1.6% 0.15% -0.30% -5.13% -2.25% S&P Peru Sovereign 4.5% -0.49% 2.12% -8.02% -0.22% S&P Canada Sovereign 0.9% 0.11% -0.29% -4.50% -4.40% S&P Chile Sovereign 3.2% -0.79% 1.58% -5.21% -5.97% S&P Canada IG Corporate 2.0% 0.12% -0.24% -3.27% 2.11% S&P/BMV Mexico Sovereign 5.7% 0.28% 0.04% -2.79% 3.31% S&P Canada Provincial & Municipal 1.7% 0.19% -0.33% -6.20% -3.16% S&P Brazil Sovereign 8.1% -0.26% -1.01% -6.12% -0.31% S&P/TSX Preferred Share 5.3% 0.21% 0.90% 12.08% 39.98% S&P Colombia Sovereign 6.1% 0.45% -1.82% -6.84% 0.72% Australia & New Zealand ESG Bonds S&P/ASX Australian Government 0+ 1.2% -0.25% -0.30% -3.85% -3.07% S&P Green Bond (USD) 1.0% -0.09% -0.18% -2.89% 10.46% S&P/ASX Corporate 0+ 1.4% -0.11% -0.08% -0.88% 3.35% S&P Green Bond Select (USD) 0.9% -0.10% -0.26% -3.99% 11.00% S&P/NZX NZ Government Bond 1.1% -0.18% -1.10% -3.75% -5.88% S&P ESG Europe Dev Sov (EUR) 0.1% -0.17% -0.65% -3.98% -0.78% S&P 500 Bond Sectors - Selected Statistics S&P 500 Bond Sector Option-Adjusted Spreads (OAS)

3.0% Industrials KEY 2.8% Comm. Svcs. S&P Rating Health Care Materials Energy AAA 2.6% Cons. Disc. AA Industrials Materials Financials Cons. Disc 2.4% Utilities A BBB 2.2% Real Estate Health Care Lower Info. Tech Energy Yield to Worst 2.0% Cons. Staples Market Cap Today

1.8% Info. Tech. $1 billion 1 Mo. Ago Cons. Comm. 1.6% Staples Svcs Financials $1 trillion 12 Mo. Ago 1.4% Utilities Real Estate 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: Daily Index Dashboard May 13, 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 MTD S&P GSCI Constitutents - Index Weights & MTD Performance

0% 0% 0% 0% 0% 0% 0% 0% Feeder Cattle Gold Silver Copper 5.2% Lean Hogs Cocoa 5.0% 5% WTI Crude 10% Silver 4.6% Live Cattle 3% 3% 9% Heating Oil 4.1% Lead 0% Nickel 8% Coffee 3.5% Zinc 0% Precious 0% 0% 7% Soybeans 3.2% -2% Metals Gold 3.2% Aluminum 0% Livestock 6% 5% Gasoil 2.6% 2% 3% 4% Feeder Cattle 2.6% 0% 3% Aluminum 2.0% Copper Industrial Natural Gas 1.6% 5% Metals 3% 2% Unleaded Gasoline 1.0% 1% Cocoa 5% S&P S&P GSCI 1.0% 4% 1% Energy 0% Coffee -4% 0.8% Cotton GSCI -1% Sugar -7% 0.5% 0% -2% Brent Crude Kansas Wheat 1% 0% WTI Crude 0.4% Sugar -3% -5% Corn 0.2% Agriculture Brent -4% Lean Hogs 0.1% Chicago Wheat Crude -5% 3% Live Cattle -0.3% -6% Zinc -0.4% 3% -7% Soybeans Lead -0.5% 0% -8% 1% Gasoil Nickel -2.1% 2% 4% -9% Cotton -3.5% Note: size of section Corn -10% Chicago Wheat -4.5% proportional to weight, Unleaded Gasoline Kansas Wheat -6.5% coloured by index Natural Gas Heating Oil performance. INDEX Daily MTD YTD 12M INDEX Daily MTD YTD 12M Headline Commodities S&P Real Assets -0.22% 0.19% 8.19% 33.04% S&P GSCI -2.90% 1.00% 24.12% 75.79% S&P Real Assets Equity 0.12% 0.04% 13.51% 42.58% Dow Jones Commodity Index -2.38% 1.67% 20.20% 69.46% S&P Real Assets Bond -0.09% 0.03% -2.30% 12.28% Commodity Sectors Modified Roll Precious Metals -0.01% 3.34% -3.44% 8.03% Pre-Roll -2.90% 1.07% 24.57% 77.23% Industrial Metals -1.28% 2.88% 23.02% 70.06% Multiple Contract -2.88% 1.07% 24.44% 75.96% Energy -3.14% 0.99% 31.51% 108.87% Dynamic Roll -2.96% 1.02% 22.69% 53.88% Livestock -1.78% 0.27% 7.03% 13.42% 1M Forward -2.87% 1.09% 24.97% 77.12% Agriculture -4.31% -0.40% 22.20% 66.31% 2M Forward -2.85% 1.28% 24.56% 74.29% Energy -3.14% 0.99% 31.51% 108.87% 3M Forward -2.81% 1.41% 24.21% 72.18% Natural Gas 0.21% 1.58% 14.95% -7.59% 4M Forward -2.78% 1.64% 24.45% 70.94% Petroleum -3.33% 0.95% 32.50% 121.46% 5M Forward -2.76% 1.75% 24.34% 69.35% Heating Oil -3.23% 4.06% 35.24% 110.69% 6M Forward -2.73% 1.83% 23.86% 65.98% Gasoil -3.52% 2.59% 27.97% 89.69% 12M Forward -2.63% 2.02% 21.77% 57.23% Unleaded Gasoline -2.93% 1.03% 39.16% 142.80% Modified Weighting Brent Crude -3.27% 0.49% 32.43% 117.46% Equal Weight Commodity Sector -2.06% 1.72% 17.21% 56.21% WTI Crude -3.42% 0.39% 31.81% 129.43% Risk Weight -1.97% 1.52% 13.81% 46.46% Agriculture -4.31% -0.40% 22.20% 66.31% Covered Call Select -1.08% 1.51% 12.86% 39.54% Softs -2.96% 0.25% 10.08% 43.43% Roll Weight Select -2.77% 1.23% 24.07% 70.70% Cocoa -0.60% 5.04% -0.66% 7.71% Capped Component -2.74% 1.02% 21.73% 68.59% Coffee -0.07% 3.50% 10.66% 26.93% Enhanced -2.82% 1.00% 23.99% 66.18% Sugar -4.09% 0.77% 15.59% 63.60% Equal Weight Select -2.81% 0.89% 19.78% 69.83% Cotton -3.68% -3.52% 5.38% 40.80% Quantitative & Thematic Grains -4.62% -0.55% 25.43% 72.75% S&P Commodity Producers Gold -0.15% 7.10% 3.89% 11.06% Soybeans -3.56% 3.24% 21.43% 86.13% S&P Commodity Producers Oil & Gas Expl. -2.20% 3.92% 37.08% 68.58% Corn -5.60% 0.22% 43.45% 102.50% S&P Commodity Producers Agribusiness 0.34% 2.16% 21.19% 80.92% Chicago Wheat -3.87% -4.52% 8.30% 32.65% 1 S&P Dynamic Futures Index (DFI) -1.30% 0.04% 7.59% 7.77% Kansas Wheat -4.78% -6.50% 6.68% 33.61% 1 S&P Strategic Futures Index (SFI) -0.59% -0.33% 1.92% 3.20% Livestock -1.78% 0.27% 7.03% 13.42% 2 S&P GSCI Sector Equities -0.04% 4.79% 26.20% 78.13% Feeder Cattle -0.02% 2.56% -6.29% -2.88% 2 S&P GSCI Gold Dyn. Roll 70/30 Futures/Eq. 0.01% 4.34% -1.78% 6.51% Lean Hogs -1.65% 0.08% 32.88% 47.39% 2 S&P GSCI Dynamic Roll Daily Risk Control 5% -0.83% 0.36% 7.35% 13.06% Live Cattle -2.42% -0.27% -3.27% 1.00% 2 S&P GSCI Daily Risk Control 5% -0.79% 0.23% 6.13% 12.13% Industrial Metals -1.28% 2.88% 23.02% 70.06% S&P Systematic Global Macro Commodities -3.66% 0.82% 22.84% 32.69% Copper -1.01% 5.18% 33.33% 98.10% S&P Systematic Global Macro -1.71% 0.32% 10.43% 19.36% Aluminum -1.21% 2.03% 21.83% 58.14% Other Single S&P GSCI Indices Zinc -1.67% -0.44% 5.07% 43.45% Iron Ore -7.15% 17.35% 47.93% 228.03% Lead -1.76% -0.50% 6.28% 29.46% Soybean Oil -0.93% 5.43% 63.46% 161.08% Nickel -2.67% -2.05% 3.92% 39.74% North America Copper -0.96% 4.98% 33.08% 96.70% Precious Metals -0.01% 3.34% -3.44% 8.03% Orange Juice 0.79% 2.73% -12.26% -11.69% Silver -0.68% 4.58% 2.19% 68.23% Skim Milk Powder 0.12% 2.51% 20.62% 48.02% Gold 0.07% 3.19% -4.10% 3.26% Tin -1.73% 2.27% 60.38% 117.39% Reduced Energy & Sustainability Platinum -1.58% 0.11% 11.38% 53.41% Carbon Emission Allowances EUA (EUR) -1.50% 11.54% 66.16% 188.56% Rough Rice -2.74% -0.29% 3.32% 13.84% Biofuel -3.85% 1.34% 35.31% 94.15% Soybean Meal -6.11% -1.10% -2.73% 39.03% Reduced Energy -2.80% 1.27% 20.02% 47.12% Nonfat Dry Milk 1.43% -1.61% 4.61% 4.97% Ultra Light Energy -2.69% 1.01% 18.12% 53.93% Class III Milk -0.82% -1.71% 6.97% 72.91% Light Energy -2.74% 1.01% 19.51% 58.67% Palladium 0.55% -3.00% 16.27% 57.75% Source: S&P Dow Jones Indices LLC and/or its affiliates. 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