| Investment Objective: |
The investment objective of the F/m US Treasury 2 Year Note ETF (the "F/m UST 2Y Note Fund" or the "Fund") is to seek investment results that correspond generally to the price and yield performance of the Bloomberg US Treasury Bellwether 2Y Total Return USD Unhedged Index (BTB2TRUU) (the "Underlying Index"). The Underlying Index tracks the most recent or "on-the-run" ("OTR") 2 Year US Treasury security and is rebalanced on the last day of each month. The Index Provider constructs a single hypothetical security that mirrors the terms, conditions, and pricing of the most recent US Treasury security issued by the U.S. government for the 2 Year issue. The hypothetical security is rolled to the new OTR Treasury security on the day after the treasury auction. On each day of the month, the hypothetical treasury is priced daily as per the OTR Treasury security it holds. |
