Nasdaq US Large Cap Equities for Rising Rates Index The Nasdaq US Large Cap Equities for Rising Rates Index (NQERR) consists of 5 U.S. securities whose stock prices have historically exhibited relatively high correlation to movements in interest rates. The Index identifies five sectors within the Nasdaq US 5 Large Cap Index that have the highest correlation to weekly changes in 1-year U.S. Treasury yields and then selects the top ten stocks in each of these sectors that have the highest correlation of relative performance (versus the Nasdaq US 5 Large Cap Index) to changes in the 1-Year yield. The #1 ranked sector is given a weight of 3%, #2-25%, #3-2%, #4-15% and #5-1%. The 5 securities selected for the Index are assigned an equal weight within their respective sector. The Index is designed to outperform traditional U.S. large-cap indexes during periods of rising U.S. Treasury Yields. More information about the Index can be found at https://indexes.nasdaqomx.com/index/overview/nqerr 1-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [-17.64%] 15% 1% 5% % 12/17 1/18 2/18 3/18 4/18 5/18 6/18 7/18 8/18 9/18 1/18 11/18 12/18-5% -1% -15% -2% QUICK FACTS Securities: 5 Currency: USD History: 4/2/24 YTD Return: -17.64% INDEX TICKERS Price Return: NQERR Total Return: NQERRT Net Total Return: NQERRN TOP 1 SECURITIES BY WEIGHT TICKER SECURITY WEIGHT SCHW FITB BAC PRU HBAN CFG CHARLES SCHWAB INC FIFTH THIRD BNCP BK OF AMERICA CP PRUDENTIAL FINCL INC HUNTINGTON BCSHS CITIZENS FINL GROUP 3.35% 3.34% 3.32% 3.19% 3.17% 3.6% LNC LINCOLN NATL CP 3.1% KEY KEYCORP 2.95% RF REGIONS FINANCIAL CP 2.89% C CITIGROUP INC 2.88% INDUSTRY BREAKDOWN INDUSTRY WEIGHT Oil & Gas 22.7% Basic Materials 15.68% Industrials 19.24% Consumer Goods.% Health Care.% Consumer Services 11.21% Telecommunications.% Utilities.% Financials 31.17% Technology.% SECURITIES 1 1 1 1 1
PERFORMANCE(TR Version) ANNUAL CUMULATIVE ANNUALIZED -17.64% -17.64% -17.64% 23.49% 1.71%.85% 36.42% 38.76% 11.54% -13.76% 19.67% 4.59% 5.9% 26.72% 4.85% 46.26% 85.34% 1.83% 7 Year 17.23% 7 Year 117.27% 7 Year 11.72% 8 Year -11.86% 8 Year 91.49% 8 Year 8.46% 9 Year 29.5% 9 Year 147.12% 9 Year 1.57% 62.35% 31.21% 14.9% ANNUALIZED VOLATILITY(TR Version) ANNUAL 2.54% 12.72% 23.12% 21.14% 16.35% 16.75% 7 Year 21.2% 8 Year 34.42% 9 Year 27.79% 4.15% CUMULATIVE 2.54% 17.1% 19.33% 19.81% 19.17% 18.79% 7 Year 19.7% 8 Year 21.58% 9 Year 22.36% 24.73% PERFORMANCE(TR Version) CALENDER YEAR 218-17.64% 217 23.49% 216 36.42% 215-13.76% 214 5.9% 213 46.26% 212 17.23% 211-11.86% 21 29.5% 29 62.35%
12/8 3/9 6/9 9/9 12/9 3/1 6/1 9/1 12/1 3/11 6/11 9/11 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 12/14 3/15 6/15 9/15 12/15 3/16 6/16 9/16 12/16 3/17 6/17 9/17 12/17 3/18 6/18 9/18 12/18 12/15 1/16 2/16 3/16 4/16 5/16 6/16 7/16 8/16 9/16 1/16 11/16 12/16 1/17 2/17 3/17 4/17 5/17 6/17 7/17 8/17 9/17 1/17 11/17 12/17 1/18 2/18 3/18 4/18 5/18 6/18 7/18 8/18 9/18 1/18 11/18 12/18 3-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [38.76%] 1% 8% 6% 4% 2% % -2% 5-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [26.72%] 8% 7% 6% 5% 4% 3% 2% 1% % -1% -2% -3% 1-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [31.21%] 5% 45% 4% 35% 3% 25% 2% 15% 1% 5% % -5%
MONTHLY PERFORMANCE(TR Version) Dec 218-13.89% Aug 215-6.2% Apr 212-2.55% Nov 218 -.56% Jul 215-5.85% Mar 212-1.98% Oct 218 Sep 218-11.8% -1.43% Jun 215 May 215-1.93% -1.56% Feb 212 Jan 212 7.51% 8.51% Aug 218.91% Apr 215 5.12% Dec 211-4.53% Jul 218 4.58% Mar 215-2.8% Nov 211.4% Jun 218-2.91% Feb 215 8.18% Oct 211 21.7% May 218 3.27% Jan 215-8.12% Sep 211-16.77% Apr 218 3.75% Dec 214.4% Aug 211-1.9% Mar 218 -.19% Nov 214.13% Jul 211-2.1% Feb 218-5.45% Oct 214-1.15% Jun 211-4.44% Jan 218 Dec 217 5.94% 4.28% Sep 214 Aug 214-4.61% 4.35% May 211 Apr 211-2.59% 1.56% Nov 217 Oct 217 3.89% 2.35% Jul 214 Jun 214-2.6% 4.47% Mar 211 Feb 211 1.16% 3.49% Sep 217 8.58% May 214 1.91% Jan 211 5.43% Aug 217-3.6% Apr 214 -.32% Dec 21 8.33% Jul 217 3.13% Mar 214 1.75% Nov 21 5.63% Jun 217 1.94% Feb 214 5.39% Oct 21 6.89% May 217 -.84% Jan 214-3.7% Sep 21 12.52% Apr 217-1.48% Dec 213 3.33% Aug 21-3.9% Mar 217-1.8% Nov 213 4.4% Jul 21 1.23% Feb 217 1.28% Oct 213 3.15% Jun 21-8.2% Jan 217 3.6% Sep 213 5.1% May 21-1.86% Dec 216.96% Aug 213-1.8% Apr 21 1.76% Nov 216 15.48% Jul 213 6.85% Mar 21 7.7% Oct 216 Sep 216.46% 2.81% Jun 213 May 213-2.12% 6.91% Feb 21 Jan 21 8.33% -8.35% Aug 216 Jul 216 Jun 216 May 216 Apr 216 Mar 216 4.36% 3.8% -3.54% 1.11% 7.22% 1.75% Apr 213 Mar 213 Feb 213 Jan 213 Dec 212 Nov 212-1.11% 5.12%.2% 8.63% 5.66% 1.26% Dec 29 Nov 29 Oct 29 Sep 29 Aug 29 Jul 29 5.96% 7.15% -1.53% 6.28% 3.63% 8.74% Feb 216 Jan 216 Dec 215 Nov 215 Oct 215 Sep 215 1.53% -11.5% -6.4% 1.94% 11.3% -6.52% Oct 212 Sep 212 Aug 212 Jul 212 Jun 212 May 212 -.91% 2.29% 6.1% -.91% 3.51% -1.86% Jun 29 May 29 Apr 29 Mar 29 Feb 29 Jan 29-3.91% 11.% 16.72% 13.13% -8.3% -6.1%
QUARTERLY PERFORMANCE(TR Version) Q4 218-23.86% Q3 218 4.2% Q2 218 4.3% Q1 218 -.2% Q4 217 1.87% Q3 217 8.56% Q2 217 -.42% Q1 217 3.3% Q4 216 17.11% Q3 216 11.38% Q2 216 4.57% Q1 216.3% Q4 215 6.34% Q3 215-17.29% Q2 215 1.48% Q1 215-3.38% Q4 214 -.98% Q3 214-3.5% Q2 214 6.12% Q1 214 3.95% Q4 213 11.28% Q3 213 11.% Q2 213 3.48% Q1 213 14.43% Q4 212 6.2% Q3 212 7.54% Q2 212-1.8% Q1 212 14.35% Q4 211 16.23% Q3 211-27.33% Q2 211-5.46% Q1 211 1.37% Q4 21 22.32% Q3 21 19.19% Q2 21-16.73% Q1 21 6.3% Q4 29 11.8% Q3 29 19.75% Q2 29 24.49% Q1 29-2.59%
All Information as of 12/31/218. Sources: Nasdaq Global Indexes Research. Bloomberg. FactSet. DISCLAIMER Nasdaq is a registered trademark of Nasdaq, Inc. The information contained above is provided for informational and educational purposes only, and nothing contained herein should be construed as investment advice, either on behalf of a particular security or an overall investment strategy. Neither Nasdaq, Inc. nor any of its affiliates makes any recommendation to buy or sell any security or any representation about the financial condition of any company. Statements regarding Nasdaq-listed companies or Nasdaq proprietary indexes are not guarantees of future performance. Actual results may differ materially from those expressed or implied. Past performance is not indicative of future results. Investors should undertake their own due diligence and carefully evaluate companies before investing. ADVICE FROM A SECURITIES PROFESSIONAL IS STRONGLY ADVISED. NASDAQ GLOBAL INDEXES NASDAQ LICENSING INDEX DATA SALES 1.212.231.5836 1.212.41.8987 1.212.231.1588 GLOBALINDEXES@NASDAQ.COM NASDAQLICENSING@NASDAQ.COM GISCUSTOMERSERVICE@NASDAQ.COM CORPORATE HEADQUARTERS ONE LIBERTY PLAZA 165 BROADWAY NEW YORK, NY 16 WORLDWIDE OFFICES ARMENIA CANADA CHINA DENMARK ESTONIA FINLAND FRANCE GERMANY HONG KONG S.A.R. CHINA ICELAND INDIA ITALY JAPAN LATVIA LITHUANIA NORWAY NETHERLANDS PHILIPPINES SINGAPORE SPAIN STOCKHOLM UNITED ARAB EMIRATES UNITED KINGDOM 217. Nasdaq, Inc. All Rights Reserved.