CAGE

The fund is a non-diversified, actively managed exchange-traded fund ("ETF") that, under normal market conditions, seeks to invest at least 80% of its net assets (plus borrowings for investment purposes, if any) in U.S. Treasuries, cash, cash equivalents, box spreads, box spread ETFs and unfunded total return swaps that provide exposure to the Autocallable Index. It is non-diversified.