J.P. Morgan Asset Management Factor Indices

The JP Morgan single and multi-factor indices are a suite of indices that are wholly owned by J.P. Morgan Asset Management, for which FTSE Russell is the benchmark administrator. The indices use a rules-based risk allocation and factor selection process developed by J.P. Morgan Asset Management.

For questions about the single or multi-factor indices, including methodology and ETF-related questions, please contact J.P. Morgan Asset Management. Financial Advisors can call the Advisor Service Center at 1-800-338-4345 and Direct Shareholders can call Shareholder Services at 1-800-480-4111.

For questions related to index product files or index performance history, including historical simulated index performance, please contact info@ftserussell.com

JP Morgan US Dividend Index

• The JP Morgan US Dividend Index is comprised of US securities selected from the Russell 1000^® Index and uses a rules-based factor selection process developed by J.P. Morgan Asset Management. The index is designed to reflect a sub-set of US securities selected for their factor characteristics. The index seeks to diversify risk across sectors and securities while selecting constituents to deliver high dividend yield.

JP Morgan US Minimum Volatility Index

• The JP Morgan US Minimum Volatility Index is comprised of US securities selected from the Russell 1000^® Index and uses a rules-based factor selection process developed by J.P. Morgan Asset Management. The index is designed to reflect a sub-set of US securities selected for their factor characteristics. The index seeks to deliver lower volatility while maintaining diversification across sectors and securities.

JP Morgan US Value Factor Index

• The JP Morgan US Value Factor Index is comprised of US securities selected from the Russell 1000^® Index and uses a rules-based risk allocation and factor selection process developed by J.P. Morgan Asset Management. The index is designed to reflect a sub-set of US securities selected for their factor characteristics. The index selects constituents based on diversified measures of their valuation without undue concentration in individual securities.

JP Morgan US Quality Factor Index

• The JP Morgan US Quality Factor Index is comprised of US securities selected from the Russell 1000^® Index and uses a rules-based risk allocation and factor selection process developed by J.P. Morgan Asset Management. The index is designed to reflect a sub-set of US securities selected for their factor characteristics. The index selects constituents based on their quality as measured by diversified definitions of their profitability, solvency and earnings quality without undue concentration in individual securities.

JP Morgan US Momentum Factor Index

• The JP Morgan US Momentum Factor Index is comprised of US securities selected from the Russell 1000^® Index and uses a rules-based risk allocation and factor selection process developed by J.P. Morgan Asset Management. The index is designed to reflect a sub-set of US securities selected for their factor characteristics. The index selects constituents based on their risk adjusted price momentum without undue concentration in individual securities.