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 -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 -Year yield. The #1 ranked sector is given a weight of 3%, #2-25%, #3-2%, #4-15% and #5-%. 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) [19.83%] 3% 25% 2% 15% % 5% % 3/17 4/17 5/17 6/17 7/17 8/17 9/17 /17 11/17 12/17 1/18 2/18 3/18-5% QUICK FACTS Securities: 5 Currency: USD History: 4/2/24 YTD Return: -.2% INDEX TICKERS Price Return: NQERR Total Return: NQERRT Net Total Return: NQERRN TOP SECURITIES BY WEIGHT TICKER SECURITY WEIGHT ETFC RF FITB ZION SCHW BAC E*TRADE FINL CORP REGIONS FINANCIAL CP FIFTH THIRD BNCP ZIONS BANCORPORATION CHARLES SCHWAB INC BK OF AMERICA CP 3.38% 3.25% 3.16% 3.14% 3.7% 3.7% KEY KEYCORP 2.93% LNC LINCOLN NATL CP 2.87% MPC MARATHON PETROLEUM 2.79% MET METLIFE INC 2.74% INDUSTRY BREAKDOWN INDUSTRY WEIGHT Oil & Gas Basic Materials 14.48% Industrials 19.64% Consumer Goods Health Care Consumer Services 23.83% Telecommunications Utilities Financials 3.34% Technology 11.7% SECURITIES
PERFORMANCE(TR Version) ANNUAL CUMULATIVE ANNUALIZED 19.83% 19.83% 19.83% 4.53% 68.39% 29.77% -.72% 5.34% 14.56% -1.57% 47.98%.29% 32.86% 96.61% 14.48% 17.31% 13.64% 14.94% 7 Year -8.69% 7 Year 1.6% 7 Year 11.23% 8 Year 33.99% 8 Year 182.17% 8 Year 13.85% 9 Year 77.18% 9 Year 399.96% 9 Year 19.58% Year -44.58% Year 177.9% Year.73% ANNUALIZED VOLATILITY(TR Version) ANNUAL 15.62% 19.27% 23.82% 17.29% 16.42% 2.58% 7 Year 34.% 8 Year 26.81% 9 Year 3.31% Year 58.68% CUMULATIVE 15.62% 17.56% 19.9% 19.28% 18.74% 19.5% 7 Year 21.85% 8 Year 22.54% 9 Year 23.55% Year 29.8% PERFORMANCE(TR Version) CALENDER YEAR 218 -.2% 217 23.49% 216 36.42% 215-13.76% 214 5.9% 213 46.26% 212 17.23% 211-11.86% 2 29.5% 29 62.35%
3/8 6/8 9/8 12/8 3/9 6/9 9/9 12/9 3/ 6/ 9/ 12/ 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 3/15 4/15 5/15 6/15 7/15 8/15 9/15 /15 11/15 12/15 1/16 2/16 3/16 4/16 5/16 6/16 7/16 8/16 9/16 /16 11/16 12/16 1/17 2/17 3/17 4/17 5/17 6/17 7/17 8/17 9/17 /17 11/17 12/17 1/18 2/18 3/18 3-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [5.34%] 7% 6% 5% 4% 3% 2% % % -% -2% -3% 5-YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [96.61%] 12% % 8% 6% 4% 2% % -2% -YEAR PERFORMANCE Nasdaq US Large Cap Equities for Rising Rates Total Return Index (NQERRT) [177.9%] 25% 2% 15% % 5% % -5% -%
MONTHLY PERFORMANCE(TR Version) 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 3.89% Jul 214-2.6% Mar 211 1.16% Oct 217 2.35% Jun 214 4.47% Feb 211 3.49% Sep 217 8.58% May 214 1.91% Jan 211 5.43% Aug 217-3.6% Apr 214 -.32% Dec 2 8.33% Jul 217 3.13% Mar 214 1.75% Nov 2 5.63% Jun 217 1.94% Feb 214 5.39% Oct 2 6.89% May 217 -.84% Jan 214-3.7% Sep 2 12.52% Apr 217 Mar 217-1.48% -1.8% Dec 213 Nov 213 3.33% 4.4% Aug 2 Jul 2-3.9%.23% Feb 217 Jan 217 1.28% 3.6% Oct 213 Sep 213 3.15% 5.1% Jun 2 May 2-8.2% -.86% Dec 216.96% Aug 213-1.8% Apr 2 1.76% Nov 216 15.48% Jul 213 6.85% Mar 2 7.7% Oct 216.46% Jun 213-2.12% Feb 2 8.33% Sep 216 2.81% May 213 6.91% Jan 2-8.35% Aug 216 4.36% Apr 213-1.11% Dec 29 5.96% Jul 216 3.8% Mar 213 5.12% Nov 29 7.15% Jun 216-3.54% Feb 213.2% Oct 29-1.53% May 216 1.11% Jan 213 8.63% Sep 29 6.28% Apr 216 7.22% Dec 212 5.66% Aug 29 3.63% Mar 216.75% Nov 212 1.26% Jul 29 8.74% Feb 216 1.53% Oct 212 -.91% Jun 29-3.91% Jan 216 Dec 215-11.5% -6.4% Sep 212 Aug 212 2.29% 6.% May 29 Apr 29 11.% 16.72% Nov 215 Oct 215 Sep 215 Aug 215 Jul 215 Jun 215 1.94% 11.3% -6.52% -6.2% -5.85% -1.93% Jul 212 Jun 212 May 212 Apr 212 Mar 212 Feb 212 -.91% 3.51% -.86% -2.55% -1.98% 7.51% Mar 29 Feb 29 Jan 29 Dec 28 Nov 28 Oct 28 13.13% -8.3% -6.% 8.59% -11.89% -26.% May 215 Apr 215 Mar 215 Feb 215 Jan 215 Dec 214-1.56% 5.12% -2.8% 8.18% -8.12%.4% Jan 212 Dec 211 Nov 211 Oct 211 Sep 211 Aug 211 8.51% -4.53%.4% 21.7% -16.77% -.9% Sep 28 Aug 28 Jul 28 Jun 28 May 28 Apr 28-19.34% 2.58% -5.86% -9.87% 6.31% 7.83%
QUARTERLY PERFORMANCE(TR Version) Q1 218 -.2% Q4 217.87% 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 -.8% Q1 212 14.35% Q4 211 16.23% Q3 211-27.33% Q2 211-5.46% Q1 211.37% Q4 2 22.32% Q3 2 19.19% Q2 2-16.73% Q1 2 6.3% Q4 29 11.8% Q3 29 19.75% Q2 29 24.49% Q1 29-2.59% Q4 28-29.3% Q3 28-22.11% Q2 28 3.32%
All Information as of 3/29/218. 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 6 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.