" STRUCTURED OUTCOME ETFs ","","","","","","","","","","","","","","","","","","","","","","" "","","","","","","","","","","","","","","","","","","","","","","" "As of 06/30/2022","","","","","","","","","","","","","","","","","","","","","","" "Ticker","Name","Series","Fund Price","Fund Return","Index","Index Return","Est. Upside Market Participation Rate","Remaining Buffer","ETF Downside to Buffer","S&P Downside to Floor of Buffer","Remaining Outcome Period","","","","","","","","","","","" "JULZ","JULZ","July","31.36","-4.16%","S&P 500","-12.38%","75-78%","2.08%","N/A","N/A","-1","","","","","","","","","","","" "AUGZ","AUGZ","August","29.79","-5.79%","S&P 500","-13.72%","75-77%","2.56%","N/A","N/A","28","","","","","","","","","","","" "SEPZ","SEPZ","September","28.42","-8.53%","S&P 500","-16.34%","75-77%","3.03%","N/A","N/A","61","","","","","","","","","","","" "OCTZ","OCTZ","October","28.43","-7.06%","S&P 500","-13.12%","75-77%","4.64%","N/A","N/A","91","","","","","","","","","","","" "NOVZ","NOVZ","November","29","-11.1%","S&P 500","-17.95%","75-77%","4.35%","N/A","N/A","122","","","","","","","","","","","" "DECZ","DECZ","December","26.27","-10.31%","S&P 500","-16.1%","74-76%","5.31%","N/A","N/A","152","","","","","","","","","","","" "JANZ","JANZ","January","25.02","-14.43%","S&P 500","-21.07%","70-72%","5.1%","N/A","N/A","182","","","","","","","","","","","" "FEBZ","FEBZ","February","25.76","-10.83%","S&P 500","-16.73%","70-72%","5.29%","N/A","N/A","214","","","","","","","","","","","" "MARZ","MARZ","March","24","-7.8%","S&P 500","-12.1%","71-73%","6.39%","N/A","N/A","242","","","","","","","","","","","" "APRZ","APRZ","April","24.19","-11.2%","S&P 500","-16.73%","73-75%","5.72%","N/A","N/A","273","","","","","","","","","","","" "MAYZ","MAYZ","May","22.66","-6.29%","S&P 500","-8.92%","74-76%","7.87%","N/A","-1.19%","301","","","","","","","","","","","" "JUNZ","JUNZ","June","23.36","-5.31%","S&P 500","-7.7%","71-73%","8.03%","N/A","-2.49%","334","","","","","","","","","","",""