DMRE Stock, DeltaShares S&P EM 100 & Managed Risk ETF Information

The investment seeks to track the investment results before fees and expenses of the SP EM 100 Managed Risk 2.0 Index. Under normal market conditions the fund invests a substantial portion but at least 80% of its assets exclusive of collateral held from securities lending in securities comprising the underlying index. The underlying index seeks to achieve these objectives by allocating weightings among the SP EM 100 Index the SP U.S. Treasury Bond Current 5Year Index and the SP U.S. Treasury Bill 03 Month Index. The fund is nondiversified. Under normal market conditions, the fund invests a substantial portion, but at least 80%, of its assets, exclusive of collateral held from securities lending, in securities comprising the underlying index. The underlying index seeks to achieve these objectives by allocating weightings among the S&P EM 100 Index, the S&P U.S. Treasury Bond Current 5-Year Index and the S&P U.S. Treasury Bill 0-3 Month Index. The fund is non-diversified.