APRD invests in Flexible Exchange Options (FLEX Options) that reference the S&P 500 Price Return Index (the U.S. Equity Index) and U.S. Treasury bills (U.S. Treasuries) to employ an income-oriented defined outcome strategy. Defined outcome strategies seek to produce pre-determined investment outcomes based upon the performance of an underlying security or index. The outcomes sought by the Fund, which include the defined distributions and barrier discussed below (the Outcomes), are contingent on the performance of the U.S. Equity Index price return and the yield of the U.S. Treasuries over an approximately one-year period from April 1 through March 31 of the following year (the Outcome Period).

APRH invests in Flexible Exchange Options (FLEX Options) that reference the S&P 500 Price Return Index (the U.S. Equity Index) and U.S. Treasury bills (U.S. Treasuries) to employ an income-oriented defined outcome strategy. Defined outcome strategies seek to produce pre-determined investment outcomes based upon the performance of an underlying security or index. The outcomes sought by the Fund, which include the defined distributions and barrier discussed below (the Outcomes), are contingent on the performance of the U.S. Equity Index price return and the yield of the U.S. Treasuries over an approximately one-year period from April 1 through March 31 of the following year (the Outcome Period).

APRH invests in Flexible Exchange Options (FLEX Options) that reference the S&P 500 Price Return Index (the U.S. Equity Index) and U.S. Treasury bills (U.S. Treasuries) to employ an income-oriented defined outcome strategy. Defined outcome strategies seek to produce pre-determined investment outcomes based upon the performance of an underlying security or index. The outcomes sought by the Fund, which include the defined distributions and barrier discussed below (the Outcomes), are contingent on the performance of the U.S. Equity Index price return and the yield of the U.S. Treasuries over an approximately one-year period from April 1 through March 31 of the following year (the Outcome Period).

APRQ invests in Flexible Exchange Options (FLEX Options) that reference the S&P 500 Price Return Index (the U.S. Equity Index) and U.S. Treasury bills (U.S. Treasuries) to employ an income-oriented defined outcome strategy. Defined outcome strategies seek to produce pre-determined investment outcomes based upon the performance of an underlying security or index. The outcomes sought by the Fund, which include the defined distributions and barrier discussed below (the Outcomes), are contingent on the performance of the U.S. Equity Index price return and the yield of the U.S. Treasuries over an approximately one-year period from April 1 through March 31 of the following year (the Outcome Period).

USCA seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI USA Climate Action Index. The MSCI USA Climate Action Index is comprised of large and mid-capitalization companies in the United States that the Underlying Index’s methodology assesses as leading their sector peers in taking action relating to a climate transition.

IBOT seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the BlueStar Robotics Index, which is intended to track the overall performance of companies involved in robotics. 

OAIB delivers access to metals focused quantitative strategy that has the potential to achieve positive returns regardless of market direction. OAIB seeks to track the total return performance, before fees and expenses, of the AiLAS022 Index, a sophisticated long-short investment strategy in the metals sector. Investors seeking exposure to base- metals may consider OAIB as a core holding.

BIGT pursues its investment objective of capital appreciation by seeking exposure to between five and ten companies in the Technology Hardware Industry, E-Commerce Discretionary Industry; Internet Media & Services Industry; and Software Industry (collectively, the Technology industry). Roundhill selects the Underlying Issuers based on market capitalization, trading volumes, and sector relevance, in an attempt to identify the largest and most liquid companies representative of the Technology Industry.

PTEC seeks to invest in companies that are positioned to benefit from technology that optimizes the way people buy, sell, rent, design, construct, manage, and research/market residential and commercial properties. This includes software used in property management, online marketplaces, real estate research and analytics platforms, as well as next-generation digital infrastructure/hardware, such as smart security systems and virtual or augmented reality solutions.

Harbor Capital has partnered with Irrational Capital to develop a data-driven strategy built on the Human Capital Factor. HAPS offers exposure to small capitalization companies with strong Human Capital Factor scores while constraining sectors to enhance overall diversification. The Fund seeks to provide investment results that correspond, before fees and expenses, to the performance of the Human Capital Factor Small Cap Index. The CIBC Human Capital Small Cap Index consists of a modified market capitalization-weighted portfolio of the equity securities of small cap U.S. companies identified by Irrational Capital LLC as those it believes to possess strong corporate culture based on its proprietary scoring methodology.

BSR is an actively managed exchange traded fund incorporated in the USA. The fund seeks to provide long term capital appreciation. The fund will use a fund of funds approach and achieve its investment objective by investing in shares of Vanguard Sector ETFs. The Beacon Selective Risk Fund seeks to participate in the equity market to capture reasonable upside in bull markets and seeks to protect principal through a mechanical risk mitigation mechanism that exits specific sectors when market conditions weaken.

BTR is an actively managed exchange traded fund incorporated in the USA. The fund seeks to provide long term capital appreciation and will use a fund of fund approach. The fund will achieve its investment objective by investing in the shares of market sector ETFs of particular U.S. market sectors and industries. The Beacon Tactical Risk Fund seeks to participate in the equity market to capture reasonable upside in bull markets and seeks to protect principal through a mechanical stop-loss process when market conditions weaken.

APLY is an actively managed fund that seeks to generate monthly income by selling/writing call options on AAPL. APLY pursues a strategy that aims to harvest compelling yields, while retaining capped participation in the price gains of AAPL. The Fund’s synthetic covered call strategy consists of the following three elements, each of which is described in greater detail further below: Synthetic long exposure to AAPL, which allows the Fund to seek to participate in the changes, up or down, in the price of AAPL’s stock. Covered call writing (where AAPL call options are sold against the synthetic long portion of the strategy), which allows the Fund to generate income. U.S. Treasuries, which are used for collateral for the options, and which also generate income.

BBIB seeks investment results that closely correspond, before fees and expenses, to the performance of the ICE U.S. Treasury 3-10 Year Bond Index which measures the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than three years and less than or equal to ten years. The Fund will invest at least 80% of its Assets in securities included in the Underlying Index.

BBLB seeks investment results that closely correspond, before fees and expenses, to the performance of the ICE U.S. Treasury 20+ Year Bond Index (the Underlying Index), which measures the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than twenty years. The Fund will invest at least 80% of its Assets in securities included in the Underlying Index.

BBSB seeks investment results that closely correspond, before fees and expenses, to the performance of the ICE U.S. Treasury 1-3 Year Bond Index (the Underlying Index), which measures the performance of U.S. dollar-denominated, fixed rate securities with minimum term to maturity greater than one year and less than or equal to three years. The Fund will invest at least 80% of its Assets in securities included in the Underlying Index.

ZIVB aims to provide daily investment results that correspond to the daily performance of the S&P 500 VIX Mid-Term Futures Inverse Daily Index (before fees and expenses). It may be used to express a medium-term view on declining implied equity volatility. The S&P 500 VIX Mid-Term Futures Inverse Daily Index is designed to measure the performance of the inverse of the S&P 500 VIX Mid-Term Futures Index, which measures the return of a daily rolling long position in the fourth, fifth, sixth and seventh month VIX futures contracts.

FDAT uses a proprietary, actively managed strategy, which seeks to achieve S&P 500 comparable returns while keeping the Funds standard deviation and beta at significantly reduced levels when compared to the S&P 500. The Fund seeks to accomplish these two objectives by first, being fully invested in various equity holdings during market upswings. It then seeks to minimize Fund losses during market declines by raising its cash holdings which can then be reinvested back into the equity holdings when more favorable investing opportunities arise.

The investment objective of GAPR is to seek to provide investors with returns (before fees and expenses) that match the price return of the SPDR S&P 500 ETF Trust, up to a predetermined upside cap of 14.67% while providing a buffer (before fees and expenses) against the first 15% of Underlying ETF losses, over the period from April 24, 2023 through April 19, 2024.

CETF seeks to provide investment results that, before fees and expenses, track the performance of the ICE DriveWealth 100 Index. The ICE DriveWealth 100 Index is a rules-based, equal-weighted index that tracks the performance of U.S.-listed Exchange Traded Funds (ETFs). The Index selects the 100 top ETFs based on a methodology that ranks eligible funds according to size, liquidity and risk-adjusted return.

CRED seeks investment results that, before fees and expenses, closely correspond to the performance of the Beta Advantage Lionstone Research Enhanced REIT Index (the Index). The Beta Advantage Lionstone Research Enhanced REIT Index aims to achieve stronger total return than the FTSE NAREIT All Equity REITs Index through a rules-based strategic beta approach. The Index methodology leverages proprietary research and insights from Lionstone Investments and Columbia Threadneedle Investments to score and weight each constituent within the FTSE NAREIT All Equity REITs Index on such factors as liquidity, income, geographic exposure, quality, value, catalyst and research rating.

QWST invests primarily in equity securities, principally common stocks of small cap companies. Under normal circumstances, the Fund invests at least 80% of its net assets, plus borrowings for investment purposes, in securities of small cap companies. The Fund defines small cap companies as those having a market capitalization in the range of the Russell 2500 Index, excluding its largest 250 companies, at the time the Fund purchases the security.