BUZ NYSE ARCA. Powered by Artificial Intelligence. BUZZ US SENTIMENT LEADERS ETF March 2018 Monthly Index Rebalance OUT SUMMARY OF CHANGES

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1 1/6 Z US SENTIMENT LEADERS ETF Powered by Artificial Intelligence SUMMARY OF CHANGES IN United States Steel Corp General Electric Co United Parcel Service Inc Exxon Mobil Corp Arista Networks Inc Nucor Corp Cypress Semiconductor Corp CVS Health Corp McDonald s Corp Steel Dynamics Inc Thor Industries Inc Bluebird Bio Inc Altria Group Inc Coca-Cola Co/The Kohl s Corp Adobe Systems Inc Splunk Inc Kraft Heinz Co/The Biogen Inc ON Semiconductor Corp Intuitive Surgical Inc Southern Co/The Macy s Inc Veeva Systems Inc Universal Display Corp VMware Inc Verizon Communications Inc Amgen Inc Pfizer Inc X GE UPS XOM ANET NUE CY CVS MCD STLD THO BLUE MO KO KSS ADBE SPLK KHC BIIB ON ISRG SO M VEEV OLED VMW VZ AMGN PFE OUT International Business Machine UnitedHealth Group Inc Kinder Morgan Inc/DE Morgan Stanley Citigroup Inc Freeport-McMoRan Inc Energy Transfer Partners LP Lowe s Cos Inc Wells Fargo & Co Kroger Co/The Goldman Sachs Group Inc/The Incyte Corp Skyworks Solutions Inc Target Corp American Express Co Allergan PLC Chipotle Mexican Grill Inc Palo Alto Networks Inc Merck & Co Inc Procter & Gamble Co/The United Continental Holdings In MGM Resorts International Delta Air Lines Inc Starbucks Corp Las Vegas Sands Corp Realty Income Corp Halliburton Co General Motors Co Oracle Corp IBM UNH KMI MS C FCX ETP LOW WFC KR GS INCY SWKS TGT AXP AGN CMG PANW MRK PG UAL MGM DAL SBUX LVS O HAL GM ORCL

2 Z US SENTIMENT LEADERS ETF SECTOR COMPARISON SECTOR FEBRUARY 2017 INDEX WEIGHT (%) MARCH 2018 INDEX WEIGHT (%) Consumer Discretionary Consumer Staples Energy Financial Services Health Care Industrials Information Technology Materials Telecommunication Services Utilities STOCK SPOTLIGHT Materials Sector U.S. president Donald Trump surprised many people this month when he announced that he would be implementing tariffs on steel and aluminum imports in the name of national security. Although Trump s protectionist views were well-known, few believed he would actually implement the tariffs, viewed generally as an overall negative for the U.S. economy. For U.S. steel and aluminum producers however, the tariffs were widely cheered. Materials stocks rallied sharply on the news and we saw a surge in investor sentiment in the sector. US Steel Corp (NYSE: X) re-entered the Z Index with a maximum weight of 3% within the Z Index, while Nucor Corp (NYSE: NUE) and Steel Dynamics (NASDAQ: STLD) were new additions. Overall, the materials weight within the index surged from 2.1% to 8.2%. We are interested to see how sentiment evolves over the next month after the tariffs take effect. Micron Technology When it comes to the technology sector, the FAANG giants (Facebook (FB), Apple (AAPL), Amazon (AMZN), Netflix (NFLX), Alphabet (GOOG) or collectively FAANG ) often capture most of the media s attention. However, so far this year Micron Technology (NASDAQ: MU), one of the largest manufacturers of DRAM memory, has quietly surged. Since 2016, the company has benefited greatly from the rise in the chip sector and followed gains recorded in companies such as Advanced Micro Devices (NASDAQ: AMD) and NVIDIA (NASDAQ: NVDA). Just over the past month, MU shares have rallied 50%. Strong demand, a persisting RAM shortage, and numerous analyst upgrades have been contributing factors. Most importantly, investor sentiment has remained steadily positive throughout, suggesting that the rally could have more room to run. INDEX FUNDAMENTALS 1.3% 21.4 Dividend Yield P/E Ratio $190.9B Average Market Cap $5.8B Smallest Market Cap 2/6 $906.5B Largest Market Cap

3 Z US SENTIMENT LEADERS ETF INDEX HOLDINGS WEIGHT (%) Advanced Micro Devices Inc 3.00% Square Inc 3.00% Alphabet Inc 3.00% Apple Inc 3.00% Micron Technology Inc 3.00% United States Steel Corp 3.00% Microsoft Corp 3.00% Amazon.com Inc 3.00% Nutanix Inc 3.00% NVIDIA Corp 3.00% Albemarle Corp 2.89% Twitter Inc 2.83% Walt Disney Co/The 2.72% AbbVie Inc 2.50% General Electric Co 2.50% Exelixis Inc 2.49% Intel Corp 2.41% Celgene Corp 2.33% Facebook Inc 2.28% Valeant Pharmaceuticals Intern 2.15% Boeing Co/The 2.10% Gilead Sciences Inc 2.06% Walmart Inc 2.06% Ford Motor Co 1.77% United Parcel Service Inc 1.64% PayPal Holdings Inc 1.57% Bank of America Corp 1.43% Mastercard Inc 1.42% Exxon Mobil Corp 1.18% Arista Networks Inc 1.18% Applied Materials Inc 1.12% Johnson & Johnson 1.09% Netflix Inc 1.00% Nucor Corp 0.99% Wynn Resorts Ltd 0.98% Cypress Semiconductor Corp 0.94% CVS Health Corp 0.86% McDonald s Corp 0.86% Steel Dynamics Inc 0.86% WEIGHT (%) Visa Inc 0.84% Home Depot Inc/The 0.81% Lam Research Corp 0.78% Thor Industries Inc 0.78% Bluebird Bio Inc 0.76% JPMorgan Chase & Co 0.76% Altria Group Inc 0.70% Coca-Cola Co/The 0.63% Kohl s Corp 0.63% Cisco Systems Inc 0.62% NIKE Inc 0.57% Take-Two Interactive Software 0.57% Adobe Systems Inc 0.56% Caterpillar Inc 0.55% Splunk Inc 0.55% Regeneron Pharmaceuticals Inc 0.55% Kraft Heinz Co/The 0.54% Sirius XM Holdings Inc 0.51% Tesla Inc 0.51% Biogen Inc 0.51% Activision Blizzard Inc 0.50% ON Semiconductor Corp 0.49% Intuitive Surgical Inc 0.48% Southern Co/The 0.46% Macy s Inc 0.46% Western Digital Corp 0.45% Veeva Systems Inc 0.45% Universal Display Corp 0.44% VMware Inc 0.44% Verizon Communications Inc 0.44% Amgen Inc 0.43% Alcoa Corp 0.42% Pfizer Inc 0.42% Broadcom Ltd 0.42% AT&T Inc 0.40% Sprint Corp 0.38% Total: /6

4 Z US SENTIMENT LEADERS ETF TOP U.S. STOCKS DISCUSSED ACROSS ONLINE PLATFORMS TOP FIVE POSITIVELY TRENDING STOCKS IN THE INDEX Alphabet Inc GOOGL Square Inc SQ United States Steel Corp X Nutanix NTNX Advanced Micro Devices AMD BOTTOM FIVE NEGATIVELY TRENDING STOCKS NOT IN THE INDEX Morgan Stanley MS Citigroup Inc C Kinder Morgan Inc KMI UnitedHealth Group UNH International Business Machines IBM 4/6

5 Z US SENTIMENT LEADERS ETF The Z NextGen AI US Sentiment Leaders Index identifies the 75 most bullish U.S. stocks based on investment insights derived from the vast content generated across online platforms. Millions of unique stock-specific data points aggregated from online sources including social media, news articles and blog posts are processed on a monthly basis. The data is filtered through an analytics model which utilizes Natural Language Processing Algorithms and Artificial Intelligence applications. HOW IT WORKS: 1. Where s the Z? First, from a defined investment universe of U.S. stocks, the Z Index targets the most mentioned stocks discussed across online platforms. 2. What s the Z? The Z Index looks at what the online community is saying about these most-mentioned stocks and whether the Z is positive, negative or neutral on a collective basis. 3. Who is creating the Z? The Z Index pinpoints influencers within the online community and identifies whose tweets and posts are most likely to impact collective opinion. It also identifies and scores which members of the online community have historically been the most successful in their forecasting accuracy. 5/6

6 Z US SENTIMENT LEADERS ETF IMPORTANT DISCLOSURES & DEFINITIONS An investor should consider the investment objectives, risks, charges and expenses carefully before investing. To obtain a prospectus, which contain this and other information please contact your financial professional or call Read the prospectus carefully before investing. Z US Sentiment Leaders ETF shares are not individually redeemable. Investors buy and sell shares of the Z US Sentiment Leaders ETF on a secondary market. Only market makers or authorized participants may trade directly with the Fund, typically in blocks of 50,000 shares. The ability to invest based on artificial intelligence analytics is relatively new and untested. The Fund may invest a significant portion of its assets in securities issued by companies in the information technology sector in order to track the Underlying index s allocation to that sector. These types of funds typically have a high portfolio turnover that could increase transaction costs and cause short-term capital gains to be realized. The Fund is not suitable for all investors. There are risks involved with investing in ETFs including the loss of money. The Fund is considered non-diversified and can invest a greater portion of assets in securities of individual issuers than a diversified fund. As a result, changes in the market value of a single investment could cause greater fluctuations in share price than would occur in a diversified fund. Funds that emphasize investment in small/mid cap companies will generally experience grater price volatility. Diversification does not eliminate the risk of experiencing investment losses. ETFs are considered to have continuous liquidity because they allow for an individual to trade throughout the day. Defined investment universe of US stocks in order to be eligible for inclusion in the Underlying Index, a company s stock must be traded on one or more major U.S. exchanges, have a minimum market capitalization of at least $5 billion, and have a 3 month minimum average daily trading volume of $1 million. Investing in companies based on artificial intelligence analytics involves the potential for market manipulation because online posts may be made with an intent to inflate, or otherwise manipulate, the public perception of a stock or other investment. Text and sentiment analysis of online postings may prove inaccurate; that is, high positive sentiment may not correlate with positive change in the value of a company s stock. Natural language processing (NLP) deals with the application of computational models to text or speech data. NLP algorithms can be used in Sentiment analysis to identify and extract subjective information in source materials. Sentiment analysis is widely applied to reviews and other online content for a variety of applications, ranging from marketing to customer service. Artificial intelligence (AI) is the intelligence exhibited by machines or software. One of the central problems (or goals) of AI research include natural language processing (communication). Online Platforms, as it relates to the ETF, refers to social media, news articles and blog posts. Some examples of social media sites may include, but are not limited to, the following: Facebook, Twitter, LinkedIn, StockTwits, blogs, Investopedia, stock forums, etc. Online community refers to the users of the online sites. Fundamental Analysis is a method of evaluating a security that entails attempting to measure its intrinsic value by examining related economic, financial and other qualitative and quantitative factors ALPS Portfolio Solutions Distributor, Inc. is the Distributor for the Z US Sentiment Leaders ETF. 6/ /29/2018