An ETF Aiming for High Monthly Distributions and Modest Growth: the InfraCap MLP ETF (NYSE: AMZA)

InfraCap MLP ETF Investment Guide

Monthly Bills Don’t Change –Does Your Income?The average retiree spends $3,800 per month, including:ü $1,322 on housing

ü $567 on transportationü $499 on health care

ü $483 on foodü $237 on insurance and pension contributionsü $197 on entertainment

Source: Bureau of the Labor Statistics, cited in: https://www.marketwatch.com/story/reality-check-what-the-average-retiree-spends-a-month-2018-06-05

Your expenses may be higher or lower than this illustration, but regardless, your bills come every month. Are you seeking monthly income?

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Traditional Income Products—They Just Aren’t Paying the Bills

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Money Market Funds 0.18%1

Five-year CD 1.13%2

One-year Treasury Bill 1.80%3

10-year Treasury Note 2.04%4

30-year Treasury Bond 2.56%5

AAA-rated corporate bond 3.31%6

Ten-year AAA rated muni bond 1.56%7

High yield bond 5.95%8

Source: “High Yield Is not the Answer to Negative Yield,” by Brian Chappatta, Bloomberg, March 26, 2019. https://www.bloomberg.com/opinion/articles/2019-03-26/high-risk-is-not-the-answer-to-negative-bond-yields

“Across the globe, the amount of debt with negative yields has grown to more than $10 trillion, a level last seen in 2016.”Bloomberg

1FDIC: https://www.fdic.gov/regulations/resources/rates/#one2FDIC, see above3FR: https://www.federalreserve.gov/releases/h15/4FR: https://www.federalreserve.gov/releases/h15/5FR: https://www.federalreserve.gov/releases/h15/6Moody’s: https://ycharts.com/indicators/moodys_seasoned_aaa_corporate_bond_yield7Bloomberg: https://www.bloomberg.com/markets/rates-bonds/government-bonds/us8St. Louis Fed: https://fred.stlouisfed.org/series/BAMLH0A0HYM2EY

A Potential Solution: Distributions from MLPs

What are they? MLPs are business ventures that have been structured as publicly traded limited partnerships.

Why have distributions from MLP assets been generally consistent?

Oil and natural gas pipelines are long-lived assets that can operate for many decades, potentially generating substantial cash profits for their owners. The master limited partnership (MLP) structure requires that cash profits be distributed to unit holders. These Midstream MLPs are in the ETF.

Why investors may consider allocating a

portion of their investment portfolio into

MLPs?

MLPs have historically, over long periods of time, offered higher distributions than traditionally structured investments like stocks, corporate bonds, and U.S. Treasuries, even though they may carry a higher risk profile.

Investors who are seeking a source of higher current distributions may wish to consider the monthly distribution potential of Master Limited Partnerships (MLPs)

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Equity Yield Alternatives – Market Sensitivity

All data is taken from Bloomberg. Investors cannot directly invest in an index and unmanaged index returns do not reflect any fees, expenses, or sales charges. Indices are not investable and results do not reflect the performance of AMZA. MLP (AMZI Index), Telecoms (S5TELS Index), REIT (REIT Index), Dividend Arist. (SPDAUDP Index), S&P500 (SPX Index). * See Slides 17-24 for more disclosure on indices.

Performance data quoted represents past results. Past performance is no guarantee of future results. The distributions among asset classes can vary significantly with respect to the components that make up the distributions. It should be noted that each asset class contains a materially different set of characteristics including risks, expenses, and outcomes not captured by this chart. For example, REITs and master limited partnerships (MLPs) may include non-income related items (i.e., return of capital, loans, fee waivers, etc.) that represent a percentage of the actual distributions received.

As of 9/30/2019, from 9/30/2009 – 9/30/2019

Investments2-Yr Annual

Volatility 2-Yr Correlation to Govt Bonds

2-Yr Correlation to S&P 500

Utilities 12.5% 0.11 0.35

REIT 14.2% 0.16 0.54

Telecoms 18.2% -0.27 0.74

MLP 20.0% -0.26 0.63

Dividend Aristocrats 14.4% -0.32 0.94

S&P 500 15.2% -0.33 1.00

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Investments Market RiskInterest Rate

Risk Liquidity RiskUtilities Moderate High LowREIT Moderate High Low

Telecoms High Low LowMLP High Low Moderate

Dividend Aristocrats High Low LowS&P 500 High Low Low

Despite Potential Benefits, You May Not Want to Invest in Individual MLPs DirectlyAvoid the tax complexities and high expenses of owning MLPs directly

Complex tax and reporting If you invest directly in an MLP, you’ll have to file a schedule K-1 with your taxes. These are complex forms that often require the services of an accountant. AMZA, on the other hand, does not require K-1s—rather, we use simple tax reporting on Form 1099.

Retirement plan issuesYou can invest in MLPs through a tax-deferred retirement plan; however, you may run into some difficulties if your investment earns more than $1,000 in Unrelated Business Taxable Income, or UBTI (this amount is reported on the K-1 mentioned above). You’ll have to pay income tax on the amount over $1,000, even if you’ve invested through your 401(k), IRA, SEP-IRA, or other tax-advantaged account. AMZA’s C-Corp structure eliminates UBTI, making it IRA-friendly.*

* Please see slide 21 for important disclosures.

Lack of diversificationInvesting in any individual security has risks. AMZA owns shares of more than 20 premier U.S. energy infrastructure companies. Investing in a pool of these securities may diversify the risk of owning only one individual MLP.

Potential Consistent, Monthly Distributions: InfraCap MLP ETFFortunately, you can reap the potential distribution benefits of a portfolio of MLPs without these complications by investing in the InfraCap MLP ETF (AMZA), an actively managed portfolio of MLPs with the convenient structure and liquidity of an ETF.

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Introducing InfraCap MLP ETF (AMZA)

InfraCap MLP ETF (Ticker: AMZA) (the “Fund”) seeks total return primarily through investments in equity securities of publicly traded master limited partnerships and limited liability companies taxed as partnerships (“MLPs”)

KEY FEATURES

ü Focus on Distributions: Offers the potential for attractive distributions and employs modest leverage to pursue compelling total returns

ü Actively Managed: The stake held by the ETF in each security is based on security-level fundamental analysis and technical factors instead of market capitalization

ü Enhanced Exposure: Modest leverage (typically 20-30%) aims to enhance MLP beta, and options strategies intend to enhance current income*

Investment Opportunity

*Leverage: When a fund leverages its portfolio, the value of its shares may be more volatile and all other risks may be compounded.

• MLPs may provide higher distributions by passing on most of their free cash flow.

• MLPs are relatively correlated with the broad stock market, so capital appreciation is possible as the overall industry grows and the energy sector rises in market value.

• MLPs are less correlated with the bond market, so they may provide some diversification in a rising interest rate environment.

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #1: High Monthly Distributions

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Equity Yield Alternatives – Market SensitivityAs of 9/30/2019, from 9/30/2009 – 9/30/2019

Investments2-Yr Annual

Volatility 2-Yr Correlation to Govt Bonds

2-Yr Correlation to S&P 500

Utilities 12.5% 0.11 0.35

REIT 14.2% 0.16 0.54

Telecoms 18.2% -0.27 0.74

MLP 20.0% -0.26 0.63

Dividend Aristocrats 14.4% -0.32 0.94

S&P 500 15.2% -0.33 1.00All data is taken from Bloomberg. Investors cannot directly invest in an index and unmanaged index returns do not reflect any fees, expenses, or sales charges. Indices are not investable and results do not reflect the performance of AMZA. MLP (AMZI Index), Telecoms (S5TELS Index), REIT (REIT Index), Dividend Arist. (SPDAUDP Index), S&P500 (SPX Index). * See Slides 17-24 for more disclosure on indices.Performance data quoted represents past results. Past performance is no guarantee of future results. The distributions among asset classes can vary significantly with respect to the components that make up the distributions. It should be noted that each asset class contains a materially different set of characteristics including risks, expenses, and outcomes not captured by this chart. For example, REITs and master limited partnerships (MLPs) may include non-income related items (i.e., return of capital, loans, fee waivers, etc.) that represent a percentage of the actual distributions received.

InfraCap MLP ETF (AMZA) fund is managed aiming for consistent monthly distributions• AMZA aims to pay distributions monthly• Our portfolio is projected to include 25 to 30 MLPs• Focus on midstream companies in the U.S. and North America• AMZA is structured as a corporation, allowing it to use a managed approach

to ensure consistent monthly distributions• Distributions may include return of capital and qualified income• We actively manage security selection and weightings with a proprietary

relative-value-based approach, which analyzes security fundamentals and technical factors to determine the fund’s optimal allocation

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #2: Our Process Is Focused on the Goal of Generating Consistent Distributions

What are midstream companies?

MidstreamLiquids/Crude • Long haul pipelines

• Storage• Minimal commodity price sensitivity

Gathering and Processing

• Close to the wellhead• Some commodity price sensitivity

Natural Gas • Long haul pipelines• Storage• Minimal commodity price sensitivity

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InfraCap MLP ETF focuses on midstream natural resources and energy companies—that is, companies that transport and process energy products. These companies tend not to mirror oil and gas producers, whose stock price movements fluctuate more closely with energy prices.

These companies are also primarily U.S.- and Canada-based, allowing investors to participate in the North American energy industry without exposure to volatile emerging economies in the Middle East and Latin America.

North America has become a net exporter of oil and gas due to advances in extractive technology and the growing turmoil of foreign oil-producing economies such as Venezuela and the Middle East.

This creates opportunities for companies in stable economies like the U.S. and Canada. For instance, we invest in companies that transport Canadian shale oil through pipelines down through the U.S. to ports for international sale.

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #3: Focus on the United States and Canada

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• We use modest amounts of leverage—typically 20 to 30%—to purchase MLPs for our portfolio*

• This allows us to provide larger exposure to potential gains in rising and stable markets in our core portfolio for the same investment amount. Conversely, it may provide larger exposure to losses in down markets. The ETF is actively managed to optimize its use of leverage**

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #4: Prudent Leverage Aims to Enhance Returns

**Please see Slides 17-24 for disclosures.

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*Leverage: When a fund leverages its portfolio, the value of its shares may be more volatile and all other risks may be compounded.

• A focus in the U.S. on domestic and Canadian production

• Fundamentals are strong as U.S. drilling continues to grow

• A wave of restructurings that affected MLP general partners, leverage, and distributions are now largely over, creating more stability

• The MLPs in our current portfolio contains companies that we believe demonstrate strong quantitative criteria like strong balance sheets

• Many companies are self-funding, and some are in a position to repurchase shares

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #5: It’s a Great Time to Consider Midstream Energy MLPs

Right now, we believe that the prospects for the midstream energy companies that make up the core of our portfolio are extremely bright, given:

As of 4/30/2019Growth projections are compiled using data from the International Energy Agency. There is no assurance that MLP outlooks will come true.

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• Option overlay strategies strive to provide a secondary source of return*

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #6: Options Strategies Strives to Add to Performance

• We primarily employ covered call writing, but options strategies can also include purchased or written options**

*Please see Slides 17-24 for disclosures and the specific risks of using options.

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**Options: Selling call options may limit the opportunity to profit from the increase in price of the underlying asset. Selling put options risks loss if the option is exercised while the price of the underlying asset is rising. Buying options risks loss of the premium paid for those options.

EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #7: Our Firm’s Focus Is on Energy and Infrastructure

Investing in MLPs requires a high degree of knowledge and specialized expertise. Not every firm can manage these assets. They represent the core of our expertise at InfraCap.

We concentrate on high distribution potential investment opportunities in the infrastructure sectors of our economy: energy, real estate, transportation, industrials, and utilities.

Current distribution is a primary objective of most, but not all, of our investing activities. Consequently, the focus is generally on companies that generate and distribute substantial streams of free cash flow. This approach is based on our belief that tangible assets that produce free cash flow have intrinsic values that are unlikely to deteriorate over time.

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EIGHT REASONS TO INVEST IN INFRACAP MLP ETF

Reason #8: Seasoned Managers Run the Fund

Jay D. Hatfield | Founder, CEO, and Portfolio ManagerMr. Hatfield has almost three decades of experience in the securities and investment industries. At ICA, he is the portfolio manager of InfraCap MLP ETF (NYSE: AMZA), InfraCap REIT Preferred ETF (NYSE: PFFR), Virtus InfraCap U.S. Preferred Stock ETF (NYSE: PFFA), and a series of hedge funds. He leads the investment team and directs the company’s business development. During his career, Mr. Hatfield has gained a broad perspective on the U.S. financial markets, with years as an investment banker, a research director, and a portfolio manager, and as a co-founder of a NYSE-listed company. A focus on companies that own real or hard assets, like energy infrastructure and real estate, runs through Mr. Hatfield’s career.

Edward F. Ryan | Founder, CFO, and COOMr. Ryan has more than thirty years of experience in the investment management business. During most of that time, he was an analyst and portfolio manager. At ICA, he is involved in all aspects of the company’s business, including investments, finance, compliance, and marketing. He plays a key role in structuring and launching new funds.

During his career, Mr. Ryan helped launch several asset management businesses. Prior to forming ICA, he was the founder and managing partner of Mansion Partners, LP, a private investment partnership focused on value stocks and special situations. He was also engaged in venture capital projects in the financial technology sector.

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Invest in (AMZA)’s Goal of High, Consistent Distributions Without the Tax and Reporting HeadachesIn today’s low yield environment, MLPs can provide the potential for the high, consistent distributions you could use to support your lifestyle—but investing directly may be too much trouble for most people.

InfraCap MLP ETF provides the potential benefits of MLP investing—together with active management*, prudent leverage,** and innovative options strategies***—in a convenient ETF format.****

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*Management Risk: Because the Fund is actively managed, an investment in the Fund is subject to the risk that the investment process, techniques and risk analyses applied by the Manager will not produce the desired results, and that the Fund’s investments may underperform the market or applicable benchmarks.**Leverage: When a fund leverages its portfolio, the value of its shares may be more volatile and all other risks may be compounded. ***Options: Selling call options may limit the opportunity to profit from the increase in price of the underlying asset. Selling put options risks loss if the option is exercised while the price of the underlying asset is rising. Buying options risks loss of the premium paid for those options.

****There is no assurance that the objective of the ETF will be achieved.

Fund SummaryKEY FEATURESFocus on Distributions — Offers the potential for attractive distributions and employs modest leverage to pursue compelling total return resultsActively Managed — Security selection and weightings are based on security-level fundamental analysis and technical factors instead of market capitalizationEnhanced Exposure — Modest leverage (typically 20-30%) is utilized to enhance MLP beta, and options strategies are used in an effort to enhance current income

INVESTMENT PROCESS

1 The Fund typically invests in 25-35 midstream MLPs, including publicly traded limited partnerships and limited liability companies taxed as partnerships, as well as related general partners

2 Security selection and weightings are based on security-level fundamental analysis and technical factors instead of market capitalization

NYSE Arca

NAV Symbol AMZA.NV

IOPV Symbol AMZA.IV

CUSIP 26923G103

Inception Date 10/01/14

Total Expense Ratio 2.41%

Management Fee 0.95%

30-day SEC Yield 15.76% (as of 04/30/20)

Advisor Virtus ETF Advisers LLC

Distributor VP Distributors, LLC

Subadvisor Infrastructure Capital

Advisors

Benchmark Alerian MLP Infrastructure Index

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DisclosuresINVESTMENT PROFESSIONALS

Jay D. HatfieldChief Investment OfficerIndustry start date: 2000Start date as Fund Portfolio Manager: 2014

Edward RyanChief Operating OfficerIndustry start date: 1980Start date as Fund Portfolio Manager: 2014

Returns for periods of less than one year are cumulative total returns.

Performance data quoted represents past results. Past performance is no guarantee of future results and current performance may be higher or lower than the performance shown. Investment return and principal value will fluctuate, so your shares, when redeemed, may be worth more or less than their original cost. Please visit Virtus.com for performance data current to the most recent month-end.Total Expense Ratio: 2.41%The Expense Ratio represents the fund’s Total Annual Fund Operating Expenses, which includes a management fee, structured as a unified fee, out of which the Fund’s subadvisor pays all routine expenses, except for certain payments as described in the prospectus, which are paid by the Fund. The Fund’s accrued deferred tax liability, if any, is included in the Total Annual Fund Operating Expenses, as described in the prospectus and reflected each day in the Fund’s NAV.

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Disclosures

Holdings are subject to change. To view the full list of holdings, please visit virtus.com.

TOP TEN HOLDINGS (as of 05/11/20) % FundMPLX LP 15.83

ENERGY TRANSFER LP 15.41ENTERPRISE PRODUCTS PARTNERS 12.69

NUSTAR ENERGY LP 12.63BP MIDSTREAM PARTNERS LP 11.52

SHELL MIDSTREAM PARTNERS LP 9.45PLAINS ALL AMER PIPELINE LP 8.93

DCP MIDSTREAM LP 5.79WESTERN MIDSTREAM PARTNERS LP 3.94

MARATHON PETROLEUM CORP 3.85

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DisclosuresIMPORTANT RISK CONSIDERATIONSExchange-Traded Funds (ETF): The value of an ETF may be more volatile than the underlying portfolio of securities it is designed to track. The costs of owning the ETF may exceed the cost of investing directly in the underlying securities. MLP Interest Rates: As yield-based investments, MLPs carry interest rate risk and may underperform in rising interest rate environments. Additionally, when investors have heightened fears about the economy, the risk spread between MLPs and competing investment options can widen, which may have an adverse effect on the stock price of MLPs. Rising interest rates may increase the potential cost of MLPs financing projects or cost of operations, and may affect the demand for MLP investments, either of which may result in lower performance by or distributions from the fund’s MLP investments. Industry/Sector Concentration: A fund that focuses its investments in a particular industry or sector will be more sensitive to conditions that affect that industry or sector than a non-concentrated fund. Short Sales: The fund may engage in short sales, and may experience a loss if the price of a borrowed security increases before the date on which the fund replaces the security. Leverage: When a fund leverages its portfolio, the value of its shares may be more volatile and all other risks may be compounded. Options Overlay Strategy: The options overlay strategy may not be successful in achieving its objective of increasing distributable income while limiting the risk of loss and, in periods of significant moves in the underlying assets, has resulted and, in the future, may result in losses for investors. Options: Selling call options may limit the opportunity to profit from the increase in price of the underlying asset. Selling put options risks loss if the option is exercised while the price of the underlying asset is rising. Buying options risks loss of the premium paid for those options.MLPs: Investments in Master Limited Partnerships may be adversely impacted by tax law changes, regulation, or factors affecting underlying assets. Deferred Tax Liability Risk. The Fund is taxed as a regular corporation for federal income tax purposes and will accrue deferred income taxes; this could result in unexpected and potentially significant accounting, tax and valuation consequences for the Fund and for its shareholders.MLP Tax Risk. MLPs taxed as partnerships generally do not pay U.S. federal income tax at the partnership level, subject to the application of certain partnership audit rules. A change in current tax law or a change in the classification of an MLP as a corporation for U.S. federal income tax purposes would cause the to pay income taxes on taxable income and have the effect of reducing the cash available for distributions.Returns of Capital Distributions: Returns of capital distribution are not taxable income to you but reduce your tax basis in your Shares. Such a reduction in tax basis will result in larger taxable gains and/or lower tax losses on a subsequent sale of Shares. No Guarantee: There is no guarantee that the portfolio will meet its objective. Prospectus: For additional information on risks, please see the fund’s prospectus.

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DisclosuresIMPORTANT RISK CONSIDERATIONSEnergy Sector Concentration: The fund's investments are concentrated in the energy sector and may present more risks than if the fund were broadly diversified over numerous sectors of the economy.

Market Price/NAV: At the time of purchase and/or sale, an investor's shares may have a market price that is above or below the fund's NAV, which may increase the investor's risk of loss.

Deferred Tax Liability Risk: The Fund is taxed as a corporation for federal tax income purposes.

MLP Tax Risk: MLPs taxed as partnerships generally do not pay U.S. federal income tax at the partnership level…The classification of an MLP as a corporation for U.S. federal income tax purposes would have the effect of reducing the amount of cash available for distribution by the MLP.

Returns of Capital Distributions from the Fund reduce the tax basis of shares.

DisclosuresBENCHMARK

The Alerian MLP Infrastructure Index is a composite of energy infrastructure Master Limited Partnerships (MLPs), whose constituents earn the majority of their cash flow from the transportation, storage, and processing of energy commodities. The index is calculated using a float-adjusted, capitalization-weighted methodology on a total-return basis. The index is unmanaged, its returns do not reflect any fees, expenses, or sales charges, and is not available for direct investment.

IOPV, or Indicative Optimized Portfolio Value, is a calculation disseminated by the stock exchange that approximates the Fund’s NAV every fifteen seconds throughout the trading day.

The Fund is an exchange-traded fund (“ETF”). The “net asset value” (NAV) of the Fund is determined at the close of each business day, and represents the dollar value of one share of the Fund; it is calculated by taking the total assets of the Fund, subtracting total liabilities, and dividing by the total number of shares outstanding. The NAV of the Fund is not necessarily the same as its intraday trading value. Fund investors should not expect to buy or sell shares at NAV because shares of ETFs such as the Fund are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Thus, shares may trade at a premium or discount to their NAV in the secondary market. Brokerage commissions will reduce returns. NAV returns are calculated using the Fund’s daily 4:00 pm NAV, and include the reinvestment of all dividends and other distributions (reinvested at the Fund’s NAV on distribution ex-date). Market price returns are calculated using the 4:00 pm midpoint between the bid and offer, and include the reinvestment of all dividends and other distributions (reinvested at the 4:00 pm bid/offer midpoint on distribution ex-date). Market price returns do not represent the return you would receive if you traded at other times.

The Fund is an actively managed exchange-traded fund and does not seek to replicate the performance of a specified index. The Fund may have a higher portfolio turnover than funds that seek to replicate the performance of an index.

The Fund’s distribution rate includes a return of capital. Please refer to periodic Section 19a-1 shareholder notices for estimated amounts and sources of distributions, and please see the Fund’s annual report for other financial details, including the Fund’s distribution coverage ratio, for the most recent fiscal year.

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DisclosuresGLOSSARY30-day SEC Yield is a standardized yield calculated according to a formula set by the SEC, and is subject to change.

Please consider the Fund’s objectives, risks, charges, and expenses before investing. Contact us at 1.800.243.4361 or visit www.virtus.com for a prospectus, which contains this and other information about the Fund. Read the prospectus carefully before investing.

Not insured by FDIC/NCUSIF or any federal government agency. No bank guarantee. Not a deposit. May lose value.Distributed by VP Distributors, LLC, an affiliate of Virtus ETF Advisers LLC.

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Disclosures

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Indices Used:

• MLP (AMZI Index) - The Alerian MLP Infrastructure Index is a composite of energy infrastructure MLPs. The cap-weighted index, whose constituents earn the majority of their cash flow from midstream activities involving energy commodities, was developed with a base level of 100 as of December 29, 1995.

• Telecoms (S5TELS Index) - Standard and Poor's 500 Telecommunication Services Index is a capitalization-weighted index. The index was developed with a base level of 10 for the 1941-43 base period. The parent index is SPXL1. This is a GICS Level 1 Sector group. Intraday values are calculated by Bloomberg.

• REIT (REIT Index) - Dow Jones EQUITY REIT Total Return Index. This index is comprised of REITs that directly own all or part of the properties in their portfolios. Dividend payouts have been added to the price changes. The index is quoted in USD.

• Dividend Arist. (SPDAUDP Index) - The S&P 500 Dividend Aristocrats index is designed to measure the performance of S&P 500 index constituents that have followed a policy of consistently increasing dividends every year for at least 25 consecutive years.

• S&P500 (SPX Index) - Standard and Poor's 500 Index is a capitalization-weighted index of 500 stocks. The index is designed to measure performance of the broad domestic economy through changes in the aggregate market value of 500 stocks representing all major industries. The index was developed with a base level of 10 for the 1941-43 base period.

• Treasury 2-Yr (H15T2Y Index) - US Treasury Yield Curve Rate T Note Constant Maturity 2 Year compiled from the Board of Governors Federal Reserve System.

• Treasury 10Yr (H15T10Y Index) - US Treasury Yield Curve Rate T Note Constant Maturity 10 Year compiled from the Board of Governors Federal Reserve System.

• Barclays US Treasury Total Return USD (LUATTRUU Index) - The Bloomberg Barclays US Treasury Index measures US dollar-denominated, fixed-rate, nominal debt issued by the US Treasury. Treasury bills are excluded by the maturity constraint, but are part of a separate Short Treasury Index.

• 30-day SEC Yield - Standardized yield calculated according to a formula set by the SEC, and is subject to change.