February 28, 2021 February 12, 2021 February 17, 2021 100% 0% TBD** TBD** January 11, 2021
January 13, 2021 100% 0% 6.8% 6.9% December 14, 2020 December 16, 2020 100% 0% 8.1% 8.2% November 16, 2020 November 18, 2020 100% 0% 10.6% 10.5% October 12, 2020 October 14, 2020 100% 0% 9.2% 9.2% September 14, 2020 September 16, 2020 100% 0%
4.4% 4.6% August 17, 2020 August 19, 2020 100% 0% -0.9% -1.1% July 13, 2020 July 15, 2020 100% 0% 6.3% 6.5% June 15, 2020 June 17, 2020 100% 0% 3.7% 3.7% May 11, 2020 May 13, 2020 0% 100% 0.0% 15.9% mApril 13, 2020 April 15, 2020 0% 100% 0.0%
4.2% March 16, 2020 March 18, 2020 0% 100% 0.0% 19.6% 1 Determination Date was two business days prior to
Allocation Date * Performances between current and next Allocation Date; ** To be determined on the next Allocation Date (March 17, 2021) Allocation Snapshot (as of February 28,
2021) IWM Price $255 $75 $95 $115 $135 $155 $175
$195 $215 $235 Characteristics Snapshot As of Last Determination Date (February 12, 2021) Small-Cap U.S. (IWM)
227.26 23.4% ABOVE 100 DMA As of Month End (February 28, 2021) Small-Cap U.S. (IWM) 218.31 14.4% Date Last Next Determination February 12, 2021 March 15, 2021 Allocation February 17, 2021 March 17, 2021 Current Allocation 100% Equity (as of February 17, 2021) iShares Russell 2000 ETF (IWM) 100 DMA Feb 17 Aug 17 Feb 18 Aug 18 Feb
19 Aug 19 Feb 20 Aug 20 Feb 21 Monthly Returns (%, as of February 28, 2021) Index 4.7% 6.3% 11.4% 2020 -3.2% -8.5% -31.5% 0.0% 0.0% 0.9% 2.8% 5.7% -3.4% 2.2% 18.4% 8.6% -15.6% 2019 0.2% 2.3% -2.1% 3.5% -7.8% 6.3% 1.8% -6.7% -2.8% 0.1% 2.1% 2.7% -1.3% 2018 2.7% -3.4% -3.5% 1.0% 6.0% 0.7% 1.7% 4.2% -2.4% -6.1% 0.2% 0.2% 0.6% 2017 0.2% 1.9% 0.1% -1.3% 1.2% 3.4% 0.8% -2.9% 4.8% 0.8% 2.9% -0.7% 11.7% 2016 0.0% 0.0% 0.0% 0.0% 2.3%
0.0% 6.1% 1.8% 1.2% -4.7% 11.2% 2.7% 21.9% 2015 -1.1% 6.1% 1.8% -2.6% 2.3% 0.9% -1.2% -3.0% 0.0% 0.0% 0.0% 0.0%
3.0% Benchmark 2021 5.0% 6.2% 11.6% 2020 -3.2% -8.4% -21.7% 13.7% 6.5% 3.5% 2.8% 5.6% -3.3% 2.1% 18.4% 8.7% 20.0% 2019 11.2% 5.2% -2.1% 3.4% -7.8% 7.1% 0.6% -4.9% 2.1% 2.6% 4.1% 2.9% 25.5% 2018 2.6% -3.9% 1.3% 0.9% 6.1% 0.7% 1.7% 4.3% -2.4% -10.9% 1.6% -11.9% -11.0% 2017 0.4% 1.9% 0.1% 1.1% -2.0% 3.5% 0.7% -1.3% 6.2% 0.9% 2.9% -0.4% 14.6% 2016 -8.8% 0.0% 8.0%
1.6% 2.3% -0.1% 6.0% 1.8% 1.1% -4.8% 11.2% 2.8% 21.3% 2015 -3.2% 5.9% 1.7% -2.6% 2.3% 0.7% -1.2% -6.3% -4.9% 5.6%
3.3% -5.0% -4.4% Page 2 of 4