1. Before fees and expenses.

2. The estimated cap range is shown gross of the fund's management fee.

3. The Avg. Cap and Defined Distribution Rates are illustrated by the funds' strategy, based upon the 5 previous trading days of record. It does not represent the actual cap or rate that will be set on the date of rebalance, which may fall outside the stated cap ranges, due to extreme market volatility.

The cap for each Fund will be set at the beginning of the Outcome Period, and is dependent upon market conditions at that time. Periods of high market volatility could result in higher values, and lower volatility could result in lower values.

100% Buffer ETFs: seek to track the return of SPY, to a cap, with a 100% downside buffer over the outcome period, before fees and expenses.

Buffer ETFs™: Seek to provide investors with equity market appreciation, up to a cap, and downside buffer levels, over a 3-month or 1-year outcome period.

Premium Income Buffer ETFs™: Seek to provide shareholders that hold shares for the entire outcome period with a buffer against the first 9% or 15% of Underlying ETF losses during the outcome period. The Fund's shareholders will bear all Underlying ETF losses exceeding the buffer on a one-to-one basis. There is no guarantee that the Fund will be successful in its attempt to implement the Buffer.

Premium Income Barrier ETFs™: Seek to provide investment performance for each Outcome Period that is equal to the Defined Distribution Rate, subject to the losses experienced by the S&P 500 Price Return Index, if such losses exceed the Barrier at the end of the Outcome Period.

Accelerated ETFs®: Seek to offer approximately 2 or 3 times the upside return of SPY or QQQ, to a cap, with approximately single exposure to the downside, over a 3-month or 1-year outcome period.

Reference Asset is the market in which the ETF pursues its defined investment outcome. Protection is the amount and type of downside risk management the fund seeks to provide. Outcome Period is to the time period the fund seeks to achieve its stated cap and buffer.