US Listed ETFs Database with Over 1,000 Funds

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Note: This list includes all US listed ETFs & ETNs. It is created from First Bridge's global ETF classification and daily holdings database. This database in
Fund Name Fund Exchange TiFund Sponsor Fund CUSIP
AdvisorShares Dorsey Wright ADR ETF AADR Advisor Shares 00768Y206
iShares MSCI All Country Asia ex Japan ETF AAXJ Blackrock (iShares) 464288182
SPDR MSCI ACWI IMI ETF US ACIM State Street (SPDR) 78463X475
American Customer Satisfaction Core Alpha ETF ACSI ACSI Funds 26922A776
AdvisorShares Vice ETF ACT Advisor Shares 00768Y545
iShares Edge MSCI Multifactor Global ETF ACWF Blackrock (iShares) 46434V316
iShares MSCI ACWI ETF ACWI Blackrock (iShares) 464288257
iShares Edge MSCI Min Vol Global ETF ACWV Blackrock (iShares) 464286525
iShares MSCI ACWI ex US ETF ACWX Blackrock (iShares) 464288240
BLDRS Asia 50 ADR Index Fund ADRA Invesco Powershares 09348R102
BLDRS Developed Markets 100 ADR Index Fund ADRD Invesco Powershares 09348R201
BLDRS Emerging Markets 50 ADR Index Fund ADRE Invesco Powershares 09348R300
BLDRS Europe Select ADR Index Fund ADRU Invesco Powershares 09348R409
DB Agriculture Short ETN ADZ DBX Strategic Advisors 25154H541
VanEck Vectors Africa Index ETF AFK Van Eck Associates Corp92189F866
CSOP FTSE China A50 ETF AFTY CSOP Asset Managemen12649L105
DB Agriculture Double Short ETN AGA DBX Strategic Advisors 25154H566
DB Agriculture Long ETN AGF DBX Strategic Advisors 25154H533
iShares Core U.S. Aggregate Bond ETF AGG Blackrock (iShares) 464287226
IQ Enhanced Core Bond U.S. ETF AGGE Index IQ 45409B487
IQ Enhanced Core Plus Bond U.S. ETF AGGP Index IQ 45409B479
WisdomTree Barclays U.S. Aggregate Bond Enha AGGY Wisdom Tree 97717X511
WisdomTree Barclays U.S. Aggregate Bond NegatAGND Wisdom Tree 97717W364
ProShares Ultra Silver AGQ ProShares 74347W353
iShares MSCI Argentina and Global Exposure ET AGT Blackrock (iShares) 46435G276
iShares Agency Bond ETF AGZ Blackrock (iShares) 464288166
WisdomTree Barclays U.S. Aggregate Bond Zero AGZD Wisdom Tree 97717W380
iShares Asia 50 ETF AIA Blackrock (iShares) 464288430
AI Powered Equity ETF AIEQ ETF Managers Group 26924G813
First Trust RBA American Industrial Renaissance AIRR First Trust 33738R704
WisdomTree Asia Local Debt Fund ALD Wisdom Tree 97717X842
AlphaClone Alternative Alpha ETF ALFA AlphaClone 26922A305
AlphaClone International ETF ALFI AlphaClone 26922A818
ProShares Morningstar Alternatives Solution ETF ALTS ProShares 74347B813
Global X SuperDividend Alternatives ETF ALTY Global X 37954Y806
iShares Russell 1000 Pure U.S. Revenue ETF AMCA Blackrock (iShares) 46435G169
JPMorgan Alerian MLP Index ETN AMJ JPMorgan Chase 46625H365
X-Links Monthly Pay 2xLeveraged Alerian MLP I AMJL Credit Suisse 22539T290
Alerian MLP ETF AMLP Alerian 00162Q866
Amplify Yieldshares Oil Hedged MLP Income ETF AMLX Amplify Investments 032108508
ETRACS Alerian MLP Index ETN AMU UBS 90267B682
ETRACS Alerian MLP Index ETN Series B AMUB UBS 90274D374
InfraCap MLP ETF AMZA Infrastructure Capital Ad 26923G103
VanEck Vectors Fallen Angel High Yield Bond ET ANGL Van Eck Associates Corp92189F437
iShares Core Aggressive Allocation ETF AOA Blackrock (iShares) 464289859
iShares Core Conservative Allocation ETF AOK Blackrock (iShares) 464289883
iShares Core Moderate Allocation Fund AOM Blackrock (iShares) 464289875
iShares Core Growth Allocation ETF AOR Blackrock (iShares) 464289867
Arrow Reserve Capital Management ETF ARCM ArrowShares 042765776
Global X MSCI Argentina ETF ARGT Global X 37950E259
ARK Genomic Revolution Multi-Sector ETF ARKG ARK Funds 00214Q302
ARK Innovation ETF ARKK ARK Funds 00214Q104
ARK Industrial Innovation ETF ARKQ ARK Funds 00214Q203
ARK Web x.0 ETF ARKW ARK Funds 00214Q401
Global X Southeast Asia ETF ASEA Global X 37950E648
Flexshares Real Assets Allocation Index Fund ASET Flexshares (Northern Tru33939L738
Deutsche X-trackers Harvest CSI 300 China A-Sh ASHR DBX Strategic Advisors 233051879
Deutsche X-trackers Harvest CSI 500 China-A S ASHS DBX Strategic Advisors 233051754
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ldings database. This database includes comprehensive gobal ETF data and daily holdings. For more information call: (650) 762-9270 or email: support@firstbridg
Fund ISIN Fund Inception Date Net Expense Ratio(in %) Asset Class
US00768Y2063 07/20/2010 0.98 Equities (Stocks)
US4642881829 08/13/2008 0.69 Equities (Stocks)
US78463X4759 02/27/2012 0.25 Equities (Stocks)
US26922A7761 11/01/2016 0.65 Equities (Stocks)
US46434V3160 04/28/2015 0.35 Equities (Stocks)
US09348R1023 11/13/2002 0.3 Equities (Stocks)
US25154H5413 04/14/2008 0.75 Commodities & Metals
US92189F8665 07/10/2008 0.79 Equities (Stocks)
US12649L1052 03/12/2015 0.7 Equities (Stocks)
US4642872265 09/22/2003 0.05 Bonds
US45409B4876 05/10/2016 0.32 Bonds
US45409B4793 05/10/2016 0.39 Bonds
US97717X5115 07/09/2015 0.12 Bonds
US97717W3640 12/18/2013 0.28 Bonds
US74347W3530 12/01/2008 0.95 Commodities & Metals
US46435G2764 04/25/2017 0.59 Equities (Stocks)
US4642881662 11/05/2008 0.2 Bonds
US97717W3806 12/18/2013 0.23 Bonds
US97717X8424 03/17/2011 0.55 Bonds
US26922A3059 05/31/2012 0.95 Other Asset Types
US74347B8138 10/08/2014 0.95 Other Asset Types
US37954Y8066 07/13/2015 2.86 Target Date / Multi-Asset
US46625H3654 04/02/2009 0.85 Other Asset Types
US22539T2906 05/17/2016 0.85 Other Asset Types
US00162Q8666 08/25/2010 0.85 Other Asset Types
US0321085088 06/01/2017 0.85 Other Asset Types
US90274D3742 10/08/2015 0.8 Other Asset Types
US26923G1031 10/01/2014 1.36 Other Asset Types
US92189F4375 04/10/2012 0.35 Bonds
US4642898591 11/04/2008 0.2 Target Date / Multi-Asset
US0427657764 03/31/2017 0.38 Bonds
US37950E2596 03/02/2011 0.59 Equities (Stocks)
US00214Q3020 10/31/2014 0.75 Equities (Stocks)
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0 or email: support@firstbridgedata.com
Other Asset Types IndexName Fund Description
Not Applicable Not Applicable The AdvisorShares Dorsey Wright ADR ETF (NYSE Arca: AADR) seeks long
Not Applicable MSCI All Country Asia e The iShares MSCI All Country Asia ex Japan Index Fund seeks investment r
Not Applicable MSCI ACWI IMI Index The SPDR MSCI ACWI IMI ETF, before expenses, seeks to closely match th
Not Applicable American Customer SatisAmerican Customer Satisfaction Core Alpha ETF (the Fund ) seeks to track
Not Applicable Not Applicable The AdvisorShares Vice ETF is an actively managed fund that seeks to to ac
Not Applicable MSCI ACWI Diversified MThe iShares Edge MSCI Multifactor Global ETF seeks to track the investmen
Not Applicable MSCI ACWI Index The iShares MSCI ACWI Index Fund seeks investment results that correspo
Not Applicable MSCI All Country World MThe iShares Edge MSCI Min Vol Global ETF seeks to track the investment re
Not Applicable MSCI ACWI ex-US IndexThe iShares MSCI ACWI ex US Index Fund seeks investment results that co
Not Applicable BNY Mellon Asia 50 ADRThe BLDRS Asia 50 ADR Index Fund (Fund) seeks to provide investment re
Not Applicable BNY Mellon Developed MThe BLDRS Developed Markets 100 ADR Index Fund (Fund) seeks to provid
Not Applicable BNY Mellon Emerging MaThe BLDRS Emerging Markets 50 ADR Index Fund (Fund) seeks to provide
Not Applicable BNY Mellon Europe 100 The BLDRS Europe Select ADR Index Fund (Fund) seeks to provide investm
Not Applicable Deutsche Bank Liquid CoThe Agriculture Short ETN offers investors exposure to the monthly inverse p
Not Applicable Market Vectors GDP Afri The Africa Index ETF seeks to replicate as closely as possible before fees a
Not Applicable FTSE CHINA A50 INDEXThe Fund seeks to provide investment results that, before fees and expense
Not Applicable Deutsche Bank Liquid CoThe Agriculture Short ETN offers investors exposure to two times the monthl
Not Applicable Deutsche Bank Liquid CoThe Agriculture Short ETN offers investors exposure to the monthly performa
Not Applicable Bloomberg Barclays US The iShares Barclays Aggregate Bond Fund seeks investment results that co
Not Applicable IQ Enhanced Core Plus IQ Enhanced Core Bond U.S. ETF (AGGE) seeks investment results that tra
Not Applicable IQ Enhanced Core Plus IQ Enhanced Core Plus Bond U.S. ETF (AGGP) seeks investment results th
Not Applicable Barclays U.S. Aggregate The WisdomTree Barclays U.S. Aggregate Bond Enhanced Yield Fund seek
Not Applicable Barclays Rate Hedged UThe WisdomTree Barclays U.S. Aggregate Bond Negative Duration Fund se
Not Applicable London Silver Fix Price ProShares Ultra Silver seeks daily investment results before fees and expen
Not Applicable MSCI All Argentina 25/50The iShares MSCI Argentina and Global Exposure ETF seeks to track the in
Not Applicable Bloomberg Barclays U.S The iShares Barclays Agency Bond Fund seeks investment results that corre
Not Applicable Barclays Rate Hedged UThe WisdomTree Barclays U.S. Aggregate Bond Zero Duration Fund seeks
Not Applicable S&P Asia 50 Index The iShares S&P Asia 50 Index Fund seeks investment results that correspo
Not Applicable Not Applicable The AI Powered Equity ETF seeks long-term capital appreciation within risk
Not Applicable Richard Bernstein AdvisoFirst Trust RBA American Industrial Renaissance ETF is an exchange traded
Not Applicable Not Applicable WisdomTree Asia Local Debt Fund seeks a high level of total returns consist
Hedge Fund Replication AlphaClone Hedge Fund The AlphaClone Alternative Alpha ETF (the Fund ) seeks to track the price a
Hedge Fund Replication AlphaCone Internationa The AlphaClone International Downside Hedged Index tracks the performan
Hedge Fund Replication Morningstar Diversified AProShares Morningstar Alternatives Solution ETF seeks investment results,
Not Applicable Indxx SuperDividend AlteThe Global X SuperDividend Alternatives ETF (ALTY) seeks to provide inves
Not Applicable Russell 1000 Pure Domes The iShares Russell 1000 Pure U.S. Revenue ETF seeks to track the invest
MLP Alerian MLP Index Alerian MLP Index Exchange Traded Notes ("ETNs") provide investors a con
MLP Alerian MLP Index The Credit Suisse X-Links Monthly Pay 2xLeveraged Alerian MLP Index ETN
MLP Alerian MLP Infrastructu The Fund seeks investment results that correspond (before fees and expens
MLP Not Applicable AMLX seeks to own historically high-yielding oil & gas master limited partner
MLP Alerian MLP Index The ETRACS Alerian MLP Index ETN (NYSE: AMU) ("AMU" or the "ETN") is
MLP Alerian MLP Index The ETRACS Alerian MLP Index ETN Series B (NYSE: AMUB) ("AMUB" or t
MLP Not Applicable The Fund seeks to provide a high level of current income, a growing income
Not Applicable BofA Merrill Lynch US FaVanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) seeks to replicate
Not Applicable S&P Target Risk AggressThe iShares S&P Aggressive Allocation Fund seeks investment results that c
Not Applicable S&P Target Risk ConservThe iShares S&P Conservative Allocation Fund seeks investment results tha
Not Applicable S&P Target Risk ModeratThe iShares S&P Moderate Allocation Fund seeks investment results that co
Not Applicable S&P Target Risk Growth The iShares S&P Growth Allocation Fund seeks investment results that corre
Not Applicable Not Applicable The Arrow Reserve Capital Management ETF seeks to preserve capital whil
Not Applicable MSCI All Argentina 25/50The Global X MSCI Argentina ETF seeks to provide investment results that c
Not Applicable Not Applicable The Fund is concentrated in any industry or group of industries in the health
Not Applicable Not Applicable ARK will select investments for ARKK that represent its highest-conviction in
Not Applicable Not Applicable Securities within ARKQ are expected to focus on and benefit from the develo
Not Applicable Not Applicable Securities within ARKW are focused on and expected to benefit from shifting
Not Applicable FTSE/ASEAN 40 Index The Global X FTSE Andean 40 ETF seeks to provide investment results that
Not Applicable Northern Trust Real AsseFlexShares Real Assets Allocation Index Fund seeks to gain exposure to rea
Not Applicable CSI 300 Index DB X-trackers Harvest CSI 300 China A-Shares Fund seeks investment resu
Not Applicable China Securities 500 Ind The db X-trackers Harvest CSI 500 China A-Shares Small Cap Fund seeks i
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AADR) seeks long-term capital appreciation above international benchmarks such as the MSCI EAFE Index and the BNY Mellon Classi
eeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI All Country
o closely match the returns and characteristics of the total return performance of the MSCI ACWI IMI Index (ticker: MIMUAWON). corre
nd ) seeks to track the performance, before fees and expenses, of the American Customer Satisfaction Investable Index (the Index ). T
that seeks to to achieve its investment objective by investing in securities of companies that derive at least 50% of their net revenue fro
rack the investment results of an index composed of large and mid-capitalization developed and emerging market stocks that have favo
sults that correspond generally to the price and yield performance before fees and expenses of the MSCI All Country World Index.
k the investment results of an index composed of developed and emerging market equities that, in the aggregate, have lower volatility c
ment results that correspond generally to the price and yield performance before fees and expenses of the MSCI All Country World Index
vide investment results that correspond generally, before fees and expenses, to the price and yield performance of the BNY Mellon Asia
nd) seeks to provide investment results that correspond generally, before fees and expenses, to the price and yield performance of the B
) seeks to provide investment results that correspond generally, before fees and expenses, to the price and yield performance of the BN
to provide investment results that correspond generally, before fees and expenses, to the price and yield performance of the BNY Mell
e monthly inverse performance of the total return version of the Deutsche Bank Liquid Commodity Index Optimum Yield Agriculture inde
ible before fees and expenses the price and yield performance of the Dow Jones Africa Titans 50 Index
fees and expenses, track the performance of the FTSE China A50 (CNHUSD) Net Total Return Index (the Index ). The Benchmark Ind
o times the monthly inverse performance of the total return version of the Deutsche Bank Liquid Commodity Index Optimum Yield Agric
e monthly performance of the Deutsche Bank Liquid Commodity Index Optimum Yield Agriculture index, plus the monthly TBill index re
ment results that correspond generally to the price and yield performance before fees and expenses of the total United States investmen
ent results that track (before fees and expenses) the price and yield performance of the IQ Enhanced Core Bond U.S. Index (the Index
estment results that track (before fees and expenses) the price and yield performance of the IQ Enhanced Core Plus Bond U.S. Index (
d Yield Fund seeks to track the price and yield performance, before fees and expenses, of the Barclays U.S. Aggregate Enhanced Yield
Duration Fund seeks to track the price and yield performance, before fees and expenses, of the Barclays Rate Hedged U.S. Aggregate
re fees and expenses that correspond to twice (200%) the daily performance of silver bullion as measured by the U.S. Dollar fixing price
eks to track the investment results of a broad-based index with exposure to Argentina, as defined by the index provider. The MSCI All A
nt results that correspond generally to the price and yield performance before fees and expenses of the agency sector of the U.S. gover
ation Fund seeks to track the price and yield performance, before fees and expenses, of the Barclays Rate Hedged U.S. Aggregate Bon
sults that correspond generally to the price and yield performance before fees and expenses of the Standard & Poors Asia 50 Index.
ciation within risk constraints commensurate with broad market US equity indices. The fund applies proprietary analytical algorithms to a
n exchange traded fund incorporated in the USA. The Fund seeks investment results that correspond to an index called the Richard Ber
tal returns consisting of both income and capital appreciation. The fund attempts to achieve its investment objective through investmen
to track the price and yield, before fees and expenses, of the AlphaClone Hedge Fund Long/Short Index. The Fund uses a passive or
cks the performance of international companies to which hedge funds and institutional investors have disclosed significant exposure thro
vestment results, before fees and expenses, that track the performance of the Morningstar Diversified Alternatives IndexSM. The index
ks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Indxx S
to track the investment results of an index composed of U.S. companies exhibiting higher domestic sales as a proportion of the compan
de investors a convenient way to gain exposure to midstream energy MLPs. The ETNs pay a variable quarterly coupon linked to the ca
an MLP Index ETNs (such exchange traded notes, the "ETNs") are senior, unsecured debt securities issued by Credit Suisse AG ("Cred
e fees and expenses) generally to the price and yield performance of its underlying index, the Alerian MLP Infrastructure Index (the "Ind
ster limited partnerships (MLPs) while hedging exposure to oil prices. The active oil price hedge seeks to reduce MLP price volatility and
U" or the "ETN") is an exchange-traded note linked to the performance of the Alerian MLP Index. The ETN pays a variable quarterly cou
MUB) ("AMUB" or the "ETN") is an exchange-traded note linked to the performance of the Alerian MLP Index. The ETN pays a variable q
a growing income stream, and long-term capital appreciation. The fund is an actively-managed portfolio of high-quality, midstream ener
) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of The BofA Merrill Lynch US Fal
ment results that correspond generally to the price and yield performance before fees and expenses of the S&P Target Risk Aggressive
estment results that correspond generally to the price and yield performance before fees and expenses of the S&P Target Risk Conserva
ment results that correspond generally to the price and yield performance before fees and expenses of the S&P Target Risk Moderate Ind
nt results that correspond generally to the price and yield performance before fees and expenses of the S&P Target Risk Growth Index.
eserve capital while maximizing current income. The Fund invests in a variety of domestic fixed income securities. The Fund will invest in
ment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI All Argentina 25/50 In
tries in the health care sector, including, in particular, issuers having their principal business activities in the biotechnology industry. Oth
ghest-conviction investment ideas within the theme of disruptive innovation, as described above, in constructing the Fund s portfolio. Th
efit from the development of new products or services, technological improvements and advancements in scientific research related to, a
enefit from shifting the bases of technology infrastructure from hardware and software to the cloud, enabling mobile and local services. T
stment results that correspond generally to the price and yield performance before fees and expenses of the FTSE Andean 40 Index. Th
in exposure to real assets by investing in three FlexShares ETFs: FlexShares Morningstar Global Upstream Natural Resources Index F
ks investment results that correspond generally to the performance, before fees and expenses, of the CSI 300 Index. The CSI 300 Inde
Cap Fund seeks investment results that correspond generally to the performance, before fees and expenses, of the China Securities 5
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BNY Mellon Classic ADR Index. AADR is managed by Dorsey, Wright & Associates, LLC ( Portfolio Manager ). AADR s investment foc
he MSCI All Country Asia ex Japan Index.
MIMUAWON). correspond generally to the total return performance of an index that tracks securities of publicly traded companies in dev
dex (the Index ). The American Customer Satisfaction Investable Index utilizes proprietary customer satisfaction scores to weight stock
heir net revenue from tobacco, alcoholic beverages, and companies that derive at least 50% of their net revenue from the marijuana / h
ocks that have favorable exposure to target style factors subject to constraints. Efficient access to a portfolio of global developed and em
World Index.
ave lower volatility characteristics relative to the broader developed and emerging equity markets.
Country World Index ex USA.
he BNY Mellon Asia 50 ADR Index (Index). The Fund normally holds at least 95% of its total assets in depositary receipts (DR) that com
performance of the BNY Mellon Developed Markets 100 ADR Index (Index). The Fund normally holds at least 95% of its total assets in d
formance of the BNY Mellon Emerging Markets 50 ADR Index (Index). The Fund normally holds at least 95% of its total assets in depo
ce of the BNY Mellon Europe Select ADR Index (Index). The Fund normally holds at least 95% of its total assets in depositary receipts
Yield Agriculture index, plus the monthly TBill index return, subject to the investor fee. The index is intended to track the long or short per
The Benchmark Index is the FTSE China A50 (CNHUSD) Net Total Return Index, a free float-adjusted market capitalization-weighted ind
Optimum Yield Agriculture index, plus the monthly TBill index return, subject to the investor fee. The index is intended to track the long o
onthly TBill index return, subject to the investor fee. The index is intended to track the long or short performance of the underlying future
ed States investment grade bond market as defined by the Barclays Capital U.S. Aggregate Bond Index.
S. Index (the Index ). AGGE invests primarily, through exchange-traded products (ETPs), in U.S. Treasurys, U.S. investment grade cor
s Bond U.S. Index (the Index ). AGGP invests primarily, through exchange-traded products (ETPs), in U.S. Treasurys, U.S. investment
ate Enhanced Yield Index. The US Aggregate Enhanced Yield Index is designed to achieve a higher yield than the flagship US Aggrega
ged U.S. Aggregate Bond Index, Negative Five Duration.
S. Dollar fixing price for delivery in London.
der. The MSCI All Argentina 25/50 Index is designed to represent the performance of the broad Argentina equity universe, while includin
or of the U.S. government bond market as defined by the Barclays Capital U.S. Agency Bond Index.
U.S. Aggregate Bond Index, Zero Duration.
rs Asia 50 Index.
ytical algorithms to artificial intelligence (AI) technology, which can process over one million pieces of information per day, to build predic
lled the Richard Bernstein Advisors American Industrial Renaissance Index.The Index is designed to measure the performance of small
through investment in local debt denominated in the currencies of Asia Pacific ex-Japan countries.
uses a passive or indexing investment approach to track the AlphaClone Hedge Fund Long/Short Index (the Index ). The Index is co
ificant exposure through American Depository Receipts (ADRs). The proprietary index methodology developed by AlphaClone ranks he
ndexSM. The index is designed to provide diversified exposure to alternative asset classes while enhancing risk-adjusted portfolio retur
nses, of the Indxx SuperDividend Alternatives Index. The Indxx SuperDividend Alternatives Index seeks to provide exposure to different
rtion of the company s total sales relative to other large- and mid-capitalization U.S. equities. The Russell 1000 Pure Domestic Exposur
pon linked to the cash distributions paid on the MLPs in the index, less accrued tracking fees1. The ETN coupons are reported on Form
dit Suisse AG ("Credit Suisse"), acting through its Nassau Branch, that provide a monthly compounded 2x leveraged long exposure to th
ture Index (the "Index"). The Fund employs a "passive management" - or indexing - investment approach designed to track the perform
P price volatility and correlation to oil price declines. AMLX seeks to provide convenient exposure to historically high-yielding oil & gas M
ariable quarterly coupon linked to the cash distributions, if any, on the Master Limited Partnerships ("MLPs") in the Alerian MLP Index, le
TN pays a variable quarterly coupon linked to the cash distributions, if any, on the Master Limited Partnerships ("MLPs") in the Alerian M
ity, midstream energy master limited partnerships (MLPs) and related general partners, utilizing options strategies and modest leverage
Merrill Lynch US Fallen Angel High Yield Index (H0FA). The Index is comprised of below investment grade corporate bonds denominated
get Risk Aggressive Index.
arget Risk Conservative Index.
et Risk Moderate Index.
Risk Growth Index.
he Fund will invest in fixed income instruments with a dollar-weighted average effective maturity of 0 to 2 years issued by U.S. Dollar-de
ll Argentina 25/50 Index.
nology industry. Other industries in the health care sector include medical laboratories and research, drug manufacturers and agricultur
Fund s portfolio. The Fund is an actively managed exchange-traded fund ( ETF ) that will invest under normal circumstances primarily (a
esearch related to, among other things, disruptive innovation. The Fund will be concentrated in any group of industries in the industrials
and local services. These benefits can come from such companies that rely on or benefit from the increased use of shared technology,
Andean 40 Index. The FTSE/ASEAN 40 Index tracks the performance of the 40 largest companies in the five ASEAN regions: Indonesia
Resources Index Fund (GUNR), FlexShares STOXX Global Broad Infrastructure Index Fund (NFRA) and FlexShares Global Quality R
. The CSI 300 Index is designed to reflect the price fluctuation and performance of the China A-share market and is composed of the 30
China Securities 500 Index (CSI 500 Index). The index aims to track 500 small cap companies listed on the Shanghai and Shenzhen s
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DR s investment focus follows the Portfolio Manager s core philosophy of relative strength. Relative strength investing involves buying se
d companies in developed and emerging markets.

ores to weight stocks within each sector by their relative customer satisfaction scores. The index utilizes customer satisfaction metrics f
m the marijuana / hemp industry. The investment thesis of the AdvisorShares Vice ETF (Ticker: ACT) believes that investing in select alc
al developed and emerging market large- and mid-cap stocks based on an index that focuses on four well-known investment factors: va
ceipts (DR) that comprise the Index. The Index is capitalization-weighted and designed to track the performance of approximately 50 As
f its total assets in depositary receipts (DR) that comprise the Index. The Index is capitalization-weighted and designed to track the perf
total assets in depositary receipts (DR) that comprise the Index. The Index is capitalization-weighted and designed to track the performa
depositary receipts (DR) that comprise the Index. The Index is capitalization-weighted and designed to track the performance of approx
he long or short performance of the underlying futures contracts relating to corn, wheat, soybeans and sugar.
lization-weighted index compiled and published by FTSE International Limited. The adviser and the Fund are independent of the Index.
d to track the long or short performance of the underlying futures contracts relating to corn, wheat, soybeans and sugar.
he underlying futures contracts relating to corn, wheat, soybeans and sugar.
nvestment grade corporate bonds, and U.S. investment grade mortgage-backed securities. The Index seeks to outperform the U.S. dolla
ys, U.S. investment grade corporate bonds, and U.S. investment grade mortgagebacked securities, and can allocate up to 25% in U.S.
lagship US Aggregate Index while broadly retaining similar risk characteristics. Yield can typically be increased by shifting exposure alon
verse, while including a minimum number of constituents. The Broad Argentina Equity Universe includes securities that are classified in
r day, to build predictive financial models on approximately 6,000 U.S. companies. The technology continually analyzes data and model
erformance of small and mid cap U.S. companies in the industrial and community banking sectors.
x ). The Index is composed of U.S. equity securities selected based on a proprietary hedge fund position replication methodology devel
phaClone ranks hedge funds and institutional investors based on the efficacy of replicating their publicity disclosed positions. ADRs are
usted portfolio returns when combined with a range of traditional investments. It allocates among a comprehensive set of alternative un
xposure to different Alternative asset classes, with an objective of providing a diversified portfolio of assets with a low volatility and high
e Domestic Exposure Index is designed to reflect the performance of securities exhibiting higher domestic sales exposure to the US ma
e reported on Form 1099s. Investors can trade the ETNs on the NYSE, Arca exchange or receive a cash payment at the scheduled ma
long exposure to the price return version of the Alerian MLP Index. The ETNs may pay a variable monthly coupon linked to the net cas
to track the performance of the Index. The Index is a rules based, modified capitalization weighted, float adjusted index intended to give
-yielding oil & gas MLPs without the K-1s.
erian MLP Index, less investor fees.The Alerian MLP Index (the "Index") is a composite of 50 publicly-traded energy MLPs. The Index p
Ps") in the Alerian MLP Index, less investor fees.
nd modest leverage.
bonds denominated in U.S. dollars, issued in the U.S. domestic market and that were rated investment grade at the time of issuance.
d by U.S. Dollar-denominated issuers, including mortgage or asset-backed securities, rated Baa- or higher.
urers and agricultural chemicals.

mstances primarily (at least 65% of its assets) in domestic equity securities and U.S. exchange traded foreign equity securities of compa
es in the industrials and information technology sectors, although it will not concentrate in any specific industry.
shared technology, infrastructure and services.
N regions: Indonesia, Philippines, Singapore, Malaysia and Thailand. The index is freefloat adjusted and weighted by market capitalizatio
es Global Quality Real Estate Index Fund (GQRE). It seeks to provide investors with a core real assets allocation that helps address the
composed of the 300 largest and most liquid stocks in the China A-share market.
hai and Shenzhen stock exchanges.
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7
g involves buying securities that have appreciated in price more than the other securities in the investment universe and holding those s
atisfaction metrics for over 350 brands, representing over 150 large capitalization securities for inclusion in the index. Sector constraints
nvesting in select alcohol and tobacco companies will provide continued growth and long-term performance across all types of market en
vestment factors: value, quality, momentum, and low size.
pproximately 50 Asian market-based DRs. The Fund and the Index are rebalanced and reconstituted quarterly. The Fund is an "index fu
ned to track the performance of approximately 100 developed market-based DRs. The Fund and the Index are rebalanced and reconstit
o track the performance of approximately 50 emerging market-based DRs. The Fund and the Index are rebalanced and reconstituted q
formance of approximately 100 European market-based DRs. The Fund and the Index are rebalanced and reconstituted quarterly. The
endent of the Index. The Index is a real-time, tradable index comprising the largest 50 China AShare companies by full market capitaliza
erform the U.S. dollar-denominated, taxable, fixed income universe by using a momentum investing strategy, which seeks to capitalize o
up to 25% in U.S. high yield debt and up to 5% in U.S. dollar denominated debt of emerging market issuers. The Index seeks to outpe
hifting exposure along any of a number of different risk dimensions, including sector exposure (i.e., Treasury, agency, credit, securitized)
hat are classified in Argentina according to the MSCI Global Investable Market Index Methodology, together with companies that are he
zes data and models in its active stock selection process, and derives an optimal risk adjusted portfolio consisting of 30 to 70 companie
methodology developed by AlphaClone, LLC (the Index Provider ). The methodology ranks issuers favored as investments by hedge fu
positions. ADRs are selected from those managers with the highest ranking, or "Clone Score". The index is risk managed in that it can v
set of alternative underlying ETFs that employ alternative and non-traditional strategies such as long/short, market neutral, managed fut
w volatility and high dividend yield. The index seeks exposure to four asset classes: Infrastructure, Institutional Managers, Fixed Income
osure to the US market. The Russell 1000 Index forms the constituent selection universe. Constituents are selected by their absolute do
t the scheduled maturity or upon early repurchase2, based on the performance of the index less accrued tracking fees and, if applicable
nked to the net cash distributions, if any, of the Index Constituents. The ETNs are listed on NYSE Arca under the ticker symbol "AMJL".
dex intended to give investors a means of tracking the overall performance of the United States energy infrastructure Master Limited Pa
MLPs. The Index provides investors with a comprehensive benchmark for this emerging asset class. The Index is calculated using a flo
time of issuance.
securities of companies that are relevant to the Fund s investment theme of disruptive innovation.
market capitalization and designed using eligible stocks within the FTSE All-World universe.
at helps address their inflation-hedging, diversification, and income needs. Designed to serve as a real assets allocation solution, the str
375033264.xls
8
and holding those securities until they experience sufficient underperformance. The strategy is entirely based on market movement of t
. Sector constraints are applied at the time of index rebalance with the intention of providing a diversified portfolio across all US sectors
ll types of market environments. Coupled with the continuing societal acceptance and regulatory approvals of cannabis across jurisdicti
Fund is an "index fund" that holds publicly traded DRs, negotiable U.S. securities that generally represent a non-U.S. companys publicl
anced and reconstituted quarterly. The Fund is an "index fund" that holds publicly traded DRs, negotiable U.S. securities that generally r
and reconstituted quarterly. The Fund is an "index fund" that holds publicly traded DRs, negotiable U.S. securities that generally represe
uted quarterly. The Fund is an "index fund" that holds publicly traded DRs, negotiable U.S. securities that generally represent a non-U.S
ull market capitalization of the FTSE China A All-Share Index. The Index is a subset of the FTSE China A 200 Index. It is denominated a
seeks to capitalize on the persistence of ongoing trends in the market.Momentum is measured by comparing a short-horizon (45-day) m
dex seeks to outperform the U.S. dollardenominated, taxable, fixed income universe by using a momentum investing strategy, which se
, credit, securitized), interest rate risk (i.e.,duration) and credit risk (i.e., spread). The Enhanced Yield Index uses a rules-based approac
mpanies that are headquartered or listed in Argentina and carry out the majority of their operations in Argentina. The index targets a min
30 to 70 companies with high opportunities for capital appreciation. The fund is actively-managed and discloses all portfolio holdings da
stments by hedge funds and institutional investors based on the efficacy of replicating their publicly disclosed positions and selects equ
aged in that it can vary between being long only and market hedged based on certain rules-driven relative price targets tied to a broad m
eutral, managed futures, hedge fund replication, private equity, infrastructure or inflation-related investments.
gers, Fixed Income and Global X SuperDividend REIT ETF. The Indxx SuperDividend Alternatives Index tracks the performance of amo
by their absolute domestic sales to total sales ratio and are weighted by market capitalisation. The index reduces concentration by limit
es and, if applicable, the repurchase fee. The ETNs are senior, unsecured obligations of JPMorgan Chase & Co.
ker symbol "AMJL". The ETNs should be purchased only by knowledgeable investors who understand the potential consequences of in
e Master Limited Partnership ("MLP") asset class.
alculated using a float-adjusted, capitalization-weighted methodology and is disseminated in real-time on a price-return basis (NYSE: AM
tion solution, the strategy applies a proprietary optimization to the three underlying funds in an effort to minimize the volatility of returns
375033264.xls
9
arket movement of the securities and there is no company fundamental data involved in the analysis. The Portfolio Manager s process is
cross all US sectors. All securities within the index are listed on a major US stock exchange and measured by the American Customer S
bis across jurisdictions, a new investment avenue has emerged that provides a compelling upside to complement the steady and more
S. companys publicly traded equity or debt, of non-U.S. companies in a particular geographic region or market represented by a specifie
ities that generally represent a non-U.S. companys publicly traded equity or debt, of non-U.S. companies in a particular geographic reg
at generally represent a non-U.S. companys publicly traded equity or debt, of non-U.S. companies in a particular geographic region or m
represent a non-U.S. companys publicly traded equity or debt, of non-U.S. companies in a particular geographic region or market repres
It is denominated and quoted in Renminbi ( RMB ) and comprised of stocks listed on the Shanghai Stock Exchange or the Shenzhen S
-horizon (45-day) moving average of returns to a longer-horizon (90-day) moving average of returns, while taking into account recent vo
g strategy, which seeks to capitalize on the persistence of ongoing trends in the market. Momentum is measured by comparing a short-h
ules-based approach to reweight sector, maturity, and credit quality sub-components of the US Aggregate.
index targets a minimum of 25 securities and 20 issuers at construction. The index is designed to take into account the 25% and 50% c
portfolio holdings daily.
ns and selects equities from those managers with the highest ranking.
ets tied to a broad market index.
performance of among the highest dividend yielding securities in each category of alternative investments, as defined by the Index Spo
oncentration by limiting ICB industries and constituent weightings.
consequences of investing in the ETNs. The Alerian MLP Index (the "Index") measures the composite performance of leading energy M
urn basis (NYSE: AMZ).
volatility of returns and lower risk in the fund. Additional constraints are in place to limit concentration risk. If occurring, dividends from n
375033264.xls
10
anager s process is systematic and removes emotion from the day-to-day decision making. In implementing AADR s strategy, the Portf
merican Customer Satisfaction Index.

he steady and more predictable returns of the coined recession-proof equities.
sented by a specified relevant benchmark BNY Mellon ADR Index.

ular geographic region or market represented by a specified relevant benchmark BNY Mellon ADR Index.
ographic region or market represented by a specified relevant benchmark BNY Mellon ADR Index.
on or market represented by a specified relevant benchmark BNY Mellon ADR Index.
or the Shenzhen Stock Exchange.
o account recent volatility of each sector. The Index weighs each of the fixed income sectors based on the total return momentum of ea
comparing a short-horizon (45-day) moving average of returns to a longer-horizon (90-day) moving average of returns, while taking into
the 25% and 50% concentration constraints required for a funds to qualify as a regulated investment company (RIC) in the United State
ed by the Index Sponsor. The Underlying Index may include exposure to the following classes of alternative investments: MLPs, infrastru
of leading energy Master Limited Partnerships ("Index Constituents") that represent approximately 85% of the total energy MLP float-ad
ng, dividends from net investment income are generally declared and paid quarterly. Distributions of net realized securities gains, if any,
375033264.xls
11
s strategy, the Portfolio Manager takes into account current sector and industry group allocations in order to keep the strategy diversifie
rn momentum of each sector. The Index includes ETPs of U.S. dollar issued debt securities, uses a rules-based construction methodolo
ns, while taking into account recent volatility of each sector. The Index weighs each of the fixed income sectors based on the total return
) in the United States.
ents: MLPs, infrastructure companies, REITs, mortgage REITs, emerging market debt and currency trading, business development comp
energy MLP float-adjusted market capitalization. Alerian, the Index Sponsor, selects the Index Constituents. The Index is calculated usin
urities gains, if any, are generally declared and paid once a year, but the Fund may make such distributions on a more frequent basis.
375033264.xls
12
e strategy diversified. There is no consideration given to the allocation between developed and emerging markets; the strategy will alloc
struction methodology, and is rebalanced monthly.

ed on the total return momentum of each sector. The Index includes ETPs of U.S. dollar issued debt securities, uses a rules-based cons
s development companies ( BDCs ), private equity, asset and mortgage backed securities, and option-writing strategies. The Underlying
ex is calculated using a float-adjusted, capitalization-weighted methodology and its price return version is disseminated real-time under t
re frequent basis.
375033264.xls
13
he strategy will allocate between the two depending on global price trends.
a rules-based construction methodology, and is rebalanced monthly.
ies. The Underlying Index may include ETFs and closed-end funds ( CEFs ) that provide access to one or more of these categories of a
ed real-time under the ticker symbol "AMZ". The Index was launched on June 1, 2006 and, therefore, has no performance history prior
375033264.xls
14
hese categories of alternative investments
mance history prior to that date.
375033264.xls
15
Deutsche X-Trackers CSI 300 China A-Shares HeASHX DBX Strategic Advisors 233051523
Barclays ETN+ Select MLP ETNs ATMP Barclays 06742C723
WisdomTree Australia Dividend Fund AUSE Wisdom Tree 97717W810
WisdomTree Asia-Pacific ex-Japan Fund AXJL Wisdom Tree 97717W828
iShares Edge MSCI Min Vol Asia ex Japan ETF AXJV Blackrock (iShares) 46434V746
iPath GEMS Asia 8 ETN AYT Barclays iPath 06738G878
PowerShares Taxable Municipal Bond Portfolio BAB Invesco Powershares 73937B407
iPath Bloomberg Cotton Subindex Total Return CaBAL Barclays iPath 06739H271
Graniteshares Gold Trust BAR GraniteShares 38748G101
Virtus LifeSci Biotech Clinical Trials ETF BBC Bioshares 26923G301
VanEck Vectors Biotech ETF BBH Van Eck Associates Corp92189F726
Virtus LifeSci Biotech Products ETF BBP Bioshares 26923G202
EGShares Beyond BRICs ETF BBRC Columbia Management 19762B103
ETFS Bloomberg All Commodity Longer Dated StrBCD ETF Securities 26923J602
ETFS Bloomberg All Commodity Strategy K-1 Fre BCI ETF Securities 26923J503
iPath Pure Beta Broad Commodity ETN BCM Barclays iPath 06740P114
ETRACS 2xLeveraged Long Wells Fargo Busines BDCL UBS 90267B765
ETRACS Linked to the Wells Fargo Business De BDCS UBS 902641588
ETRACS Linked to the Wells Fargo Business De BDCZ UBS 90274D416
DB Base Metals Double Long ETN BDD DBX Strategic Advisors 25154K841
ETFS Bloomberg Energy Commodity Longer Dated BEF ETF Securities 26923J883
Aptus Behavioral Momentum ETF BEMO Aptus Capital Advisors 26922A784
Bernstein US Research Fund BERN Bernstein Funds 301505798
Global X Health & Wellness Thematic ETF BFIT Global X 37954Y798
Barrons 400 ETF BFOR ALPS 00162Q726
ProShares Ultra Nasdaq Biotechnology BIB ProShares 74347R214
Inspire 100 ETF BIBL Inspire Investing 66538H534
First Trust BICK Index Fund BICK First Trust 33733H107
SPDR Barclays 1-3 Month T-Bill BIL State Street (SPDR) 78464A680
ProShares UltraShort Nasdaq Biotechnology BIS ProShares 74347B789
Vanguard Intermediate-Term Bond ETF BIV Vanguard 921937819
VanEck Vectors BDC Income ETF BIZD Van Eck Associates Corp92189F411
VanEck Vectors Gaming ETF BJK Van Eck Associates Corp92189F882
iShares MSCI BRIC ETF BKF Blackrock (iShares) 464286657
PowerShares Senior Loan Portfolio BKLN Invesco Powershares 73936Q769
Inspire Global Hope Large Cap ETF BLES Inspire Investing 66538H658
Virtus Newfleet Dynamic Credit ETF BLHY Virtus ETF Solutions 92790A207
iPath Pure Beta Precious Metals ETN BLNG Barclays iPath 06740P338
Vanguard Long-Term Bond ETF BLV Vanguard 921937793
BMO Elkhorn DWA MLP Select Index ETN BMLP Bank of Montreal 063679104
Vanguard Total Bond Market ETF BND Vanguard 921937835
FlexShares Core Select Bond Fund BNDC Flexshares (Northern Tru33939L670
Vanguard Total International Bond ETF BNDX Vanguard 92203J407
United States Brent Oil Fund LP BNO United States Commodit 91167Q100
ProShares Ultra Bloomberg Natural Gas BOIL ProShares 74347W296
DB Base Metals Double Short ETN BOM DBX Strategic Advisors 25154K858
Pimco Total Return ETF BOND PIMCO 72201R775
DB Base Metals Short ETN BOS DBX Strategic Advisors 25154K833
Global X Founder-Run Companies ETF BOSS Global X 37954Y681
Global X Robotics & Artificial Intelligence Themat BOTZ Global X 37954Y715
VanEck Vectors Brazil Small-Cap ETF BRF Van Eck Associates Corp92189F825
Bernstein Global Research Fund BRGL Bernstein Funds 301505780
Direxion Daily Brazil Bull 3X Shares BRZU Direxion Shares 25490K315
Guggenheim BulletShares 2017 Corporate Bond BSCH Guggenheim 18383M548
Guggenheim BulletShares 2018 Corporate Bond BSCI Guggenheim 18383M530
Guggenheim BulletShares 2019 Corporate Bond BSCJ Guggenheim 18383M522
Guggenheim BulletShares 2020 Corporate Bond BSCK Guggenheim 18383M514
Guggenheim BulletShares 2021 Corporate Bond BSCL Guggenheim 18383M266
Guggenheim BulletShares 2022 Corporate Bond BSCM Guggenheim 18383M258
Guggenheim BulletShares 2023 Corporate Bond BSCN Guggenheim 18383M241
375033264.xls
16

US06742C7231 03/12/2013 0.95 Other Asset Types
US97717W8102 06/16/2006 0.58 Equities (Stocks)
US06738G8785 04/02/2008 0.89 Currency
US73937B4077 11/17/2009 0.28 Bonds
US38748G1013 08/31/2017 0.2 Commodities & Metals
US19762B1035 08/15/2012 0.58 Equities (Stocks)
US26923J6029 03/27/2017 0.29 Commodities & Metals
US06740P1140 04/20/2011 0.6 Commodities & Metals
US90274D4161 10/08/2015 0.85 Equities (Stocks)
US25154K8412 06/16/2008 0.75 Commodities & Metals
US66538H5349 10/31/2017 0.35 Equities (Stocks)
US78464A6800 05/25/2007 0.14 Bonds
US9219378190 04/03/2007 0.07 Bonds
US73936Q7694 03/03/2011 0.65 Bonds
US92790A2078 12/05/2016 0.68 Bonds
US9219377937 04/03/2007 0.07 Bonds
US9219378356 04/03/2007 0.05 Bonds
US33939L6700 11/18/2016 0.35 Bonds
US92203J4076 06/04/2013 0.12 Bonds
US91167Q1004 06/02/2010 0.9 Commodities & Metals
US72201R7750 02/29/2012 0.55 Bonds
US25490K3150 04/10/2013 0.95 Equities (Stocks)
US18383M5489 06/07/2010 0.24 Bonds
US18383M5307 03/28/2012 0.24 Bonds
US18383M5224 03/28/2012 0.24 Bonds
US18383M5141 03/28/2012 0.24 Bonds
US18383M2668 07/16/2013 0.24 Bonds
US18383M2585 07/16/2013 0.24 Bonds
US18383M2411 09/17/2014 0.24 Bonds
375033264.xls
17
Not Applicable CSI 300 USD Hedged In The Deutsche X-trackers CSI 300 China A-Shares Hedged Equity ETF (ASH
MLP Atlantic Trust Select ML Barclays ETN+ Select MLP ETN (the ETN ) is linked to the performance of t
Not Applicable WisdomTree Australia Di WisdomTree Australia Dividend Fund seeks investment results that closely c
Not Applicable WisdomTree Asia PacificWisdomTree Asia Pacific ex-Japan Fund seeks investment results that close
Not Applicable MSCI AC ex Japan Minimu The iShares Edge MSCI Min Vol Asia ex Japan ETF seeks to track the inves
Not Applicable Barclays Capital Global The iPath GEMS Asia 8 ETN (the "ETN") is linked to the Barclays Capital Gl
Not Applicable BofA Merrill Lynch US Ta The PowerShares Taxable Municipal Bond Portfolio (Fund) is based on the B
Not Applicable Bloomberg Cotton SubindThe Bloomberg-UBS Cotton Subindex Total ReturnSM is a sub-index of the
Not Applicable LBMA Gold Price The GraniteShares Gold Trust is designed to seek the performance of the pr
Not Applicable LifeSci Biotechnology CliVirtus LifeSci Biotech Clinical Trials ETF is an exchange-traded fund incorpo
Not Applicable Market Vectors US Liste The VanEck Vectors Biotech ETF (BBH) seeks to replicate as closely as pos
Not Applicable LifeSci Biotechnology Pr Virtus LifeSci Biotech Products ETF (the "Products Fund") is an exchange-tr
Not Applicable FTSE Beyond BRICs IndThe EGShares Beyond BRICs exchange-traded fund (ETF) seeks investmen
Not Applicable Not Applicable The ETFS Bloomberg All Commodity Longer Dated K-1 Free Strategy ETF (
Not Applicable Not Applicable The ETFS Bloomberg All Commodity K-1 Free Strategy ETF (the Fund ) is a
Not Applicable Barclays Capital CommodThe iPath Pure Beta Broad Commodity ETN is linked to the Barclays Capital
Not Applicable Wells Fargo Business D The ETRACS 2xLeveraged Long Wells Fargo Business Development Comp
Not Applicable Wells Fargo Business D The ETRACS Linked to the Wells Fargo Business Development Company In
Not Applicable Wells Fargo Business D The ETRACS Linked to the Wells Fargo Business Development Company In
Not Applicable Deutsche Bank Liquid CoThe Base Metals Double Long ETNs offer investors exposure to two times th
Not Applicable Not Applicable The ETFS Bloomberg Energy Longer Dated K-1 Free ETF (the Fund ) is an
Not Applicable Aptus Behavioral MomenThe Aptus Behavioral Momentum ETF seeks to track the performance, befor
Not Applicable Bernstein U.S. ResearchThe Bernstein U.S. Research Fund (the Fund ) seeks to provide investment
Not Applicable Indxx Global Health & W The Global X Health & Wellness Thematic ETF (BFIT) seeks to harness the
Not Applicable The Barron s 400 Index The Fund seeks investment results that replicate as closely as possible, befo
Not Applicable Nasdaq Biotech Index ProShares Ultra Nasdaq Biotechnology seeks daily investment results before
Not Applicable Inspire 100 Index Inspire 100 ETF (BIBL) invests in the most inspiring, biblically aligned large c
Not Applicable ISE BICK Index The First Trust BICK Index Fund is an exchange-traded fund. The investme
Not Applicable Barclays Capital 1-3 MonThe SPDR Barclays Capital 1-3 Month T-Bill ETF seeks to provide investme
Not Applicable Nasdaq Biotech Index ProShares UltraShort Nasdaq Biotechnology seeks daily investment results
Not Applicable Barclays Capital U.S. 5 Seeks to track the investment return of the Barclays Capital U.S. 5 10 Year G
Not Applicable Market Vectors US Busi The VanEck Vectors BDC Income ETF seeks to replicate as closely as poss
Not Applicable Market Vectors Global G The Gaming ETF seeks to replicate before fees and expenses the price and
Not Applicable MSCI BRIC Index The iShares MSCI BRIC Index Fund seeks to provide investment results tha
Not Applicable S&P/LSTA U.S. LeverageThe PowerShares Senior Loan Portfolio (Fund) is based on the S&P/LSTA U
Not Applicable Inspire Global Hope Lar Inspire Global Hope Large Cap ETF fund tracks the Inspire Global Hope Lar
Not Applicable Not Applicable The Fund has the potential to generate competitive total return from both inc
Not Applicable Barclays Capital CommodThe iPath Pure Beta Precious Metals ETN is linked to the Barclays Capital C
Not Applicable Barclays Capital U.S. Lo Seeks to track the performance of the Barclays Capital U.S. Long Governme
MLP DWA MLP Select Index BMO Elkhorn DWA MLP Select Index Exchange Traded Notes due Decembe
Not Applicable Barclays Capital U.S. Ag Invests in more than 3000 bonds representative of the broad U.S. investmen
Not Applicable Not Applicable FlexShares Core Select Bond Fund (BNDC) seeks total return and preserva
Not Applicable Barclays Global AggregaVanguard Total International Bond ETF seeks to track the performance of a b
Not Applicable Crude Oil - ICE traded neThe investment objective of BNO is for the daily changes in percentage term
Not Applicable Bloomberg Natural Gas ProShares Ultra Bloomberg Natural Gas seeks daily investment results, befo
Not Applicable Deutsche Bank Liquid CoThe Base Metals Double Short ETNs offer investors exposure to two times th
Not Applicable Not Applicable The PIMCO Total Return Exchange-Traded Fund (TRXT) is a diversified por
Not Applicable Deutsche Bank Liquid CoThe Base Metals Short ETNs offer investors exposure to the monthly inverse
Not Applicable Solactive U.S. Founder The Global X Founder-Run Companies ETF (BOSS) seeks to generate alph
Not Applicable Indxx Global Robotics & AThe Global X Robotics & Artificial Intelligence Thematic ETF seeks to provid
Not Applicable Market Vectors Brazil SmThe Brazil Small-Cap ETF seeks to replicate as closely as possible before fe
Not Applicable Bernstein Global Resear The Bernstein Global Research Fund (the Fund ) seeks to provide investme
Not Applicable MSCI Brazil 25/50 Index The Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable BulletShares USD CorpoThe Guggenheim BulletShares 2017 Corporate Bond ETF (NYSE:BSCH) (th
Not Applicable BulletSharesUSD CorporThe Guggenheim BulletShares 2018 Corporate Bond ETF* (NYSE: BSCI) se
Not Applicable BulletShares USD CorpoThe Guggenheim BulletShares 2019 Corporate Bond ETF* (NYSE: BSCJ) s
Not Applicable BulletShares USD CorpoThe Guggenheim BulletShares 2020 Corporate Bond ETF* (NYSE: BSCK) s
Not Applicable BulletShares USD CorpoGuggenheim Bulletshares 2021 Corporate Bond ETF (BSCL) seeks investm
Not Applicable BulletShares USD CorpoGuggenheim BulletShares 2022 Corporate Bond ETF (BSCM) seeks investm
Not Applicable BulletShares USD CorpoGuggenheim BulletShares 2023 Corporate Bond ETF (BSCN) seeks investm
375033264.xls
18
d Equity ETF (ASHX) seeks investment results that correspond generally to the performance, before fees and expenses, of the CSI 300
e performance of the consolidated Volume-Weighted Average Price ("VWAP") level of the Atlantic Trust Select MLP Index (Bloomberg ti
sults that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Australia Dividend Index
t results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Asia Pacific ex-Japa
s to track the investment results of an index composed of Asian equities (excluding Japan) that, in the aggregate, have lower volatility ch
arclays Capital Global Emerging Markets Strategy (GEMS) Asia 8 Index (the "Index") and is designed to pay a monthly coupon. The B
) is based on the BofA Merrill Lynch US Taxable Municipal Securities Plus Index (Index). The Fund will normally invest at least 80% of it
sub-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially available t
ormance of the price of gold, less trust expenses. GraniteShares Gold Trust (the Trust ) will issue GraniteShares Gold Shares ( Shares
aded fund incorporated in the USA. The Fund seeks investment results that correspond to the performance of the LifeSci Biotechnology
as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Listed Biotech 25 Index (M
is an exchange-traded fund incorporated in the USA. The Fund seeks investment results that correspond to the performance of the Life
F) seeks investment results that correspond to the price and yield performance of the INDXX Beyond BRICs Index. The Indxx Beyond B
ee Strategy ETF (the Fund ) is an actively managed exchange traded fund that seeks to provide a total return designed to exceed the p
TF (the Fund ) is an actively managed exchange traded fund that seeks to provide a total return designed to exceed the performance o
e Barclays Capital Commodity Index Pure Beta TR (the "Index") and reflects the returns that are potentially available through an unleve
evelopment Company Index is designed to track a leveraged investment in the Wells Fargo Business Development Company Index (the
pment Company Index due April 26, 2041 is designed to track an investment in the Wells Fargo Business Development Company Index
pment Company Index ETN Series B due April 26, 2041 is designed to track an investment in the Wells Fargo Business Development C
ure to two times the monthly performance of the industrial metals index, plus the monthly TBill index return, subject to the investor fee.
(the Fund ) is an actively managed exchange traded fund that seeks to provide a total return designed to exceed the performance of t
performance, before fees and expenses, of the Aptus Behavioral Momentum Index. The Aptus Behavioral Momentum Index is designed
rovide investment results that, before fees and expenses, track the total return performance of the Bernstein U.S. Research Index (the
ks to harness the effects of changing consumer lifestyles by investing in companies geared toward promoting physical activity and well-
y as possible, before fees and expenses, the performance of the Barron s 400 Index.
ment results before fees and expenses that correspond to twice (200%) the daily performance of the NASDAQ Biotechnology Index.
ally aligned large companies ($20B+ market cap) in the U.S. It is market cap weighted and designed to be the core equity holding of a p
nd. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before the Funds
o provide investment results that before fees and expenses correspond generally to the price and yield performance of the Barclays Cap
nvestment results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the NAS
al U.S. 5 10 Year Government/Credit Float Adjusted Index a market-weighted bond index that covers investment-grade bonds with a dol
as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Business Development Com
nses the price and yield performance of the S-Network Global Gaming Index
stment results that correspond generally to the price and yield performance before fees and expenses of the MSCI BRIC Index.
n the S&P/LSTA U.S. Leveraged Loan 100 Index (Index). The Fund will normally invest at least 80% of its total assets in the componen
e Global Hope Large Cap Index. Inspire Global Hope Large Cap Equal Weight Index tracks the stock performance of 400 of the most in
eturn from both income and capital appreciation, as well as to provide a hedge against rising interest rates. The Fund offers investors the
Barclays Capital Commodity Index Precious Metals Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Comm
S. Long Government/Credit Float Adjusted Index. Exchange-traded share class. Passively managed using index sampling. Diversified
otes due December 10, 2036 (the notes ) that Bank of Montreal may issue from time to time. The return on the notes is linked to the pe
ad U.S. investment-grade market. Goal is to keep pace with U.S. bond market returns. Offers relatively high potential for investment in
turn and preservation of capital. Construct a fixed income portfolio, based on Northern Trusts forecast, implementing active top down de
performance of a benchmark index that measures the investment return of investment-grade bonds issued outside of the United States.
n percentage terms of its units net asset value to reflect the daily changes in percentage terms of the spot price of Brent crude oil as m
tment results, before fees and expenses, that correspond to two times (2x) the daily performance of the Bloomberg Natural Gas Subind
sure to two times the monthly inverse performance of the Deutsche Bank Liquid Commodity Index Optimum Yield Industrial MetalsTM (
s a diversified portfolio of high quality bonds that is actively managed in an effort to maximize return in a risk-controlled framework. TRX
he monthly inverse performance of the Deutsche Bank Liquid Commodity Index Optimum Yield Industrial MetalsTM ( Index ). The retur
s to generate alpha over the broad market by offering exposure to primarily U.S. mid- and large-cap companies who are led by their fou
TF seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the In
possible before fees and expenses the price and yield performance of the Market Vectors Brazil Small-Cap Index.
o provide investment results that, before fees and expenses, track the total return performance of the Bernstein Global Research Index
expenses, of 300% of the performance of the MSCI Brazil 25/50 Index. The Fund seeks daily leveraged investment results and does no
(NYSE:BSCH) (the Fund ) seeks investment results that correspond generally to the performance before the Fund s fees and expense
* (NYSE: BSCI) seeks investment results that correspond generally to the performance, before the Funds fees and expenses, of an inv
* (NYSE: BSCJ) seeks investment results that correspond generally to the performance, before the Funds fees and expenses, of an inv
* (NYSE: BSCK) seeks investment results that correspond generally to the performance, before the Funds fees and expenses, of an inv
CL) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment grad
CM) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment gra
CN) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment gra
375033264.xls
19
ses, of the CSI 300 USD Hedged Index. The index is designed to provide direct access to China A-share equities while mitigating expo
Index (Bloomberg ticker: BXIIATMP) (the Index ). The Index is designed to provide exposure to a basket of midstream U.S. and Canad
ralia Dividend Index. The WisdomTree Australia Dividend Index is a fundamentally weighted index that measures the performance of hi
Asia Pacific ex-Japan Index. The WisdomTree Asia Pacific ex-Japan Index is a fundamentally weighted Index that measures the perform
ve lower volatility characteristics relative to the broader Asian equity markets (excluding Japan). May help reduce losses during declinin
thly coupon. The Barclays Capital GEMS Asia 8 Index is designed to provide exposure to the total return of local currencies in specifie
st at least 80% of its total assets in the securities that comprise the Index. The Index is designed to track the performance of US dollar-d
otentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as well as
old Shares ( Shares ) which represent units of fractional undivided beneficial interest in the net assets of the Trust. The Trust will seek to
feSci Biotechnology Clinical Trials Index. Clinical Trials stage companies are typically younger, smaller companies which do not have a
Biotech 25 Index (MVBBHTR). The Index is a rules-based index intended to track the overall performance of 25 of the largest U.S. liste
formance of the LifeSci Biotechnology Products Index. Products stage companies are typically more established companies with much
The Indxx Beyond BRICs Index is a 50-stock free-float market capitalization weighted index designed to measure the market performanc
ned to exceed the performance of the Bloomberg All Commodity Index 3 Month Forward. The Bloomberg Commodity Index 3 Month Fo
the performance of the Bloomberg Commodities Index. The Bloomberg Commodity Index (BCOM) consists of 22 commodities which a
e through an unleveraged investment in the futures contracts on physical commodities comprising the Index, while mitigating the effects
Company Index (the "Index"), and pay a variable quarterly coupon linked to the leveraged cash distributions associated with the underly
ent Company Index ("Index"), and may pay a variable quarterly coupon linked to the cash distributions associated with the underlying B
ess Development Company Index ("Index"), and may pay a variable quarterly coupon linked to the cash distributions associated with the
o the investor fee.
he performance of the Bloomberg Energy Index 3 Month Forward. The Bloomberg Energy 3 Month Forward Index is composed of crude
m Index is designed to track the performance of 25 large US-traded equity securities. The proprietary index methodology developed by A
esearch Index (the Index ). The Fund will normally invest at least 80% of its total assets in component securities of the Index. The Inde
cal activity and well-being. The Indxx Global Health & Wellness Thematic Index is designed to track the performance of companies listed
chnology Index.
equity holding of a portfolio. BIBL is managed according to biblically responsible investing (BRI) standards seeking to create meaningful
eld before the Funds fees and expenses of an equity index call the ISE BICK (Brazil India China South Korea) Index.
of the Barclays Capital 1-3 Month U.S. Treasury Bill Index (ticker: LD12TRUU). Our approach is designed to provide portfolios with low
ormance of the NASDAQ Biotechnology Index.
de bonds with a dollar-weighted average maturity of 5 to 10 years. Invests in U.S. government high-quality (investment grade) corporat
ss Development Companies Index (MVBIZDTG), a rules based index intended to track the overall performance of publicly traded busine
BRIC Index.
ts in the component securities that comprise the Index. The Index is designed to track the market-weighted performance of the largest i
f 400 of the most inspiring large cap companies from around the globe, as determined by Inspire s revolutionary Inspire Impact Score m
d offers investors the opportunity to outsource the complexity of allocating between two rapidly converging non-investment-grade credit
lays Capital Commodity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in
ampling. Diversified exposure to the long-term investment-grade U.S. bond market. Provides high current income with high credit qualit
s is linked to the performance of the DWA MLP Select Index. The DWA MLP Select Index. The Index includes 15 master limited partner
ial for investment income; share value tends to rise and fall modestly. More appropriate for medium- or long-term goals where you re lo
g active top down decisions primarily using passively managed, rules based fixed income sector ETFs. Actively manage portfolio adjusti
of the United States.
Brent crude oil as measured by the changes in the price of the futures contract on Brent crude oil as traded on the ICE Futures Exchang
Natural Gas Subindex
ndustrial MetalsTM ( Index ). The return on the Index is derived by combining the returns on two component indices: the DB 3-Month T-B
ed framework. TRXT invests primarily in investment grade debt securities, and discloses all portfolio holdings on a daily basis. The aver
M ( Index ). The return on the Index is derived by combining the returns on two component indices: the DB 3-Month T-Bill Index ( TBill ind
are led by their founder(s). The Solactive U.S. Founder-Run Companies Index (the Index ) is an Index of Solactive AG. The Index is de
expenses, of the Indxx Global Robotics & Artificial Intelligence Thematic Index. The Global X Robotics & Artificial Intelligence Thematic
al Research Index (the Index ). The Fund will normally invest at least 80% of its total assets in component securities of the Index. The
results and does not seek to achieve its stated investment objective over a period of time greater than one day. The Fund is different an
s fees and expenses of an investment grade corporate bond index called the BulletShares USD Corporate Bond 2017 Index (the Index
expenses, of an investment grade corporate bond index called the BulletSharesUSD Corporate Bond 2018 Index. The Index is designed
expenses, of an investment grade corporate bond index called the BulletShares USD Corporate Bond 2019 Index. The Index is designe
expenses, of an investment grade corporate bond index called the BulletShares USD Corporate Bond 2020 Index. The Index is design
an investment grade corporate bond index called the BulletShares USD Corporate Bond 2021 Index. The Index is designed to represen
f an investment grade corporate bond index called the BulletShares USD Corporate Bond 2022 Index. The Index is designed to represe
f an investment grade corporate bond index called the BulletShares USD Corporate Bond 2023 Index. The index is designed to represe
375033264.xls
20
hile mitigating exposure to fluctuations between the value of the Chinese renminbi and the U.S. dollar.
am U.S. and Canadian master limited partnerships, limited liability companies and corporations (collectively, MLPs ) in the GICS Energy
e performance of high-dividend yielding companies in Australia. The Index is comprised of dividend paying companies incorporated in A
easures the performance of dividend paying companies in the Asia Pacific ex-Japan region.
sses during declining markets while still experiencing gains during rising markets.
urrencies in specified emerging Asian markets through short-term, liquid and diversified instruments. The index constituent currencies a
mance of US dollar-denominated taxable municipal debt publicly issued by US states and territories, and their political subdivisions, in th
the index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS
he Trust will seek to reflect generally the performance of the price of gold. The Trust will seek to reflect such performance before payme
which do not have a drug approved, but instead focus on testing their experimental drugs.
he largest U.S. listed, publicly traded biotech companies.
mpanies with much clinical trial failure risk behind them.
e market performance of companies domiciled in emerging markets excluding Brazil, Russia, India, and China.
ty Index 3 Month Forward (BCOM) consists of 22 commodities which are weighted 2/3 by trading volume and 1/3 world production with
ommodities which are weighted 2/3 by trading volume and 1/3 world production with an additional criteria of global economic significanc
mitigating the effects of certain distortions in the commodity markets on such returns through the application of the Barclays Capital Pure
ted with the underlying Business Development Company ("BDC") constituents, less financing costs and investor fees.
th the underlying BDC constituents, less investor fees. Note that if the BDCs do not make distributions or those distributions do not ove
s associated with the underlying BDC constituents, less investor fees. Note that if the BDCs do not make distributions or those distributio
composed of crude oil, heating oil, unleaded gasoline and natural gas with futures contracts are 3 months ahead of the standard contra
logy developed by Aptus Captial Advisors quantitatively ranks large US companies based on a combination of momentum and irrational
the Index. The Index is designed to measure the performance of large-cap U.S. stocks rated Outperform by sell-side analysts of Sanfo
of companies listed in developed markets that provide products and services aimed at promoting physical wellness through active and
o create meaningful impact in the world and helping investors align their investments to support biblical values.
e portfolios with low portfolio turnover accurate tracking and lower costs.
ment grade) corporate and investment-grade international dollar-denominated bonds. Passively managed using index sampling.
blicly traded business development companies.
ance of the largest institutional leveraged loans based on market weightings, spreads and interest payments.
pire Impact Score methodology which measures a company s positive impact on the world. Under normal circumstances the index will b
tment-grade credit sectors high yield corporate bonds and floating rate bank loans to a single manager with deep expertise in both asse
raged investment in two futures contracts on precious metal commodities traded on U.S. exchanges. The Index is comprised of a bask
ith high credit quality.
aster limited partnerships ( MLPs ) based on the proprietary Dorsey Wright Relative Strength Ranking Methodology. By comparing the p
oals where you re looking for a reliable income stream. Appropriate for diversifying the risks of stocks in a portfolio.
age portfolio adjusting to potential changes in interest rate levels, the shape of the yield curve and credit spread relationships while emp
CE Futures Exchange that is the near month contract to expire except when the near month contract is within two weeks of expiration in
the DB 3-Month T-Bill Index ( TBill index ) and the Deutsche Bank Liquid Commodity Index Optimum Yield Industrial MetalsTM Excess
aily basis. The average portfolio duration normally varies within two years (plus or minus) of the benchmark Barclays Capital U.S. Aggre
-Bill Index ( TBill index ) and the Deutsche Bank Liquid Commodity Index Optimum Yield Industrial MetalsTM Excess Return ( industria
AG. The Index is designed to provide equal- weighted exposure to U.S. companies in which a founder of the company is serving as the
telligence Thematic ETF (BOTZ) seeks to invest in companies that potentially stand to benefit from increased adoption and utilization o
s of the Index. The Index is designed to measure the performance of large-cap global stocks rated Outperform by sell-side analysts of
Fund is different and much riskier than most exchange traded funds.
017 Index (the Index). The Index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated inve
he Index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corporate
The Index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corporat
The Index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corpora
designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corporate bonds with
designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corporate bonds with
designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated investment-grade corporate bonds wit
375033264.xls
21
in the GICS Energy Sector and GICS Gas Utilities Industry that trade on major U.S. exchanges and meet certain eligibility criteria, inclu
es incorporated in Australia with a minimum market capitalization of $1.0 billion.
tituent currencies are the Indonesian rupiah, the Indian rupee, the Philippine peso, the South Korean won, the Thai baht, the Malaysian
al subdivisions, in the US market. The Fund and the Index are rebalanced and reconstituted monthly.
he Bloomberg-UBS Cotton Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract on th
mance before payment of the Trust s expenses and liabilities. GraniteShares LLC (the Sponsor ) is the sponsor of the Trust; The Bank o
orld production with an additional criteria of global economic significance. Weight caps are also applied to limit concentraction in a partic
conomic significance.
arclays Capital Pure Beta Series 2 Methodology. The Index is comprised of a basket of exchange traded futures contracts. However, unl
ibutions do not overcome the investor fees, then investors will not receive any coupons
s or those distributions do not overcome the investor fees, then investors will not receive any coupons.
the standard contract calendar.

entum and irrational investor behavior and seeks to gain exposure to only the highest ranked stocks. The index has an added objective
de analysts of Sanford C. Bernstein, LLC ( Bernstein or the Index Provider ) and ranked within one of the top three quintiles of Bernstei
through active and healthy lifestyles, including but not limited to fitness equipment and technology, athletic apparel, nutritional supplem
x sampling.
nces the index will be comprised of 50% US large cap companies, 40% international developed large cap companies and 10% emergin
xpertise in both asset classes and longstanding experience managing multi-sector portfolios. The expanded opportunity set created by c
comprised of a basket of exchange traded futures contracts, and uses an allocation methodology designed to mitigate the effects of cert
By comparing the price relationship between each MLP, the Index seeks to determine which MLPs are currently showing outperformanc
tionships while emphasizing liquidity and diversification.
eks of expiration in which case the futures contract will be the next month contract to expire (the Benchmark Futures Contract) less BNO
al MetalsTM Excess Return ( industrial metals index ).

s Capital U.S. Aggregate Index, and the fund may not use options, futures or swaps. The fund offers a core bond strategy that is design
ss Return ( industrial metals index ).
ny is serving as the Chief Executive Officer (collectively, Founder-run Companies ) as of the relevant Selection Day.
ion and utilization of robotics and artificial intelligence (AI), including those involved with industrial robotics and automation, non-industri
sell-side analysts of Sanford C. Bernstein, LLC ( Bernstein or the Index Provider ) and ranked within one of the top three quintiles of Be
ar-denominated investment-grade corporate bonds with effective maturities in the same calendar year.
ent-grade corporate bonds with effective maturities in the year 2018. The effective maturity of an eligible corporate bond is determined b
ment-grade corporate bonds with effective maturities in the year 2019. The effective maturity of an eligible corporate bond is determined
ment-grade corporate bonds with effective maturities in the year 2020. The effective maturity of an eligible corporate bond is determined
orporate bonds with effective maturities in the year 2021.
corporate bonds with effective maturities in the year 2022.
375033264.xls
22
gibility criteria, including long-term credit rating, the portion of cash flow driven by mid-stream operations and size as measured by free-
baht, the Malaysian ringgit, the Taiwanese dollar and the Chinese yuan.
tures contract on the commodity of cotton, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM.
e Trust; The Bank of New York Mellon (the Trustee ) is the trustee of the Trust; and ICBC Standard Bank Plc (the Custodian ) is the cus
entraction in a particular sector (33%). The futures contracts are 3 months ahead of the standard contract calendar.
racts. However, unlike many commodity indices which roll their exposure to the corresponding futures contract on a monthly basis in ac
an added objective of capital protection during market downtrends, and is therefore risk managed in that it can vary between 100% long
quintiles of Bernstein s published quantitative alpha model. The stocks included in the Index are selected from a universe of all stocks c
nutritional supplements, and organic/ natural food offerings.
s and 10% emerging market large cap companies. Inspire defines large cap as a market capitalization of $10B or greater. The index is
nity set created by combining these asset classes may provide enhanced diversification benefits due to low correlation to core fixed inco
e the effects of certain distortions in the commodity markets on such returns. Unlike many commodity indices which roll their exposure t
wing outperformance relative to their peers within the Index universe. At each monthly rebalancing, each MLP is equally weighted within
s Contract) less BNO s expenses.
ategy that is designed to capitalize on opportunities across multiple sectors of the fixed income market.
mation, non-industrial robots, and autonomous vehicles. The Indxx Global Robotics & Artificial Intelligence Thematic Index is designed to
three quintiles of Bernstein s published quantitative alpha model. The stocks included in the Index are selected from a universe of all sto
ond is determined by its actual maturity or, in the case of callable securities, the effective maturity of the security as determined in acco
bond is determined by its actual maturity or, in the case of callable securities, the effective maturity of the security as determined in acco
bond is determined by its actual maturity or, in the case of callable securities, the effective maturity of the security as determined in acc
375033264.xls
23
s measured by free-float market capitalization and average daily trading value.
ustodian ) is the custodian of the Trust.
monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts with vary
between 100% long only exposure to stocks or 100% exposure to intermediate Treasury Bonds dependent on the overall market enviro
verse of all stocks covered by Bernstein sell-side analysts that are listed on a U.S. exchange. Based on their review of a variety of facto
greater. The index is equally weighted, rebalanced quarterly and calculated on a gross total return basis in United States Dollars.
on to core fixed income. The Fund also has the ability to invest up to 100% of its assets in U.S. Treasuries when the managers determin
roll their exposure to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Inde
ually weighted within the Index.
Index is designed to track the performance of companies listed in developed markets that are expected to benefit from the increased ad
a universe of all stocks covered by Bernstein sell-side analysts. Based on their review of a variety of factors, Bernstein analysts genera
determined in accordance with a rules-based methodology developed by Accretive Asset Management LLC, the index provider.
s determined in accordance with a rules-based methodology developed by Accretive Asset Management LLC, the index provider
s determined in accordance with a rules-based methodology developed by Accretive Asset Management LLC, the index provider.
375033264.xls
24
contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology. In addition, the Index r
verall market environment.

of a variety of factors, Bernstein analysts generally assign one of three ratings to each stock: Outperform (stocks that are expected to o
ates Dollars.
managers determine that market conditions warrant a move away from credit sectors.
l schedule, the Index may roll into one of a number of futures contracts with varying expiration dates, as selected using the Barclays Ca
om the increased adoption and utilization of robotics and Artificial Intelligence ("AI"), including companies involved in Industrial Robotics
ein analysts generally assign one of three ratings to each stock: Outperform (stocks that are expected to outpace the MSCI ACWI Index
ex provider.
dex provider
dex provider.
375033264.xls
25
addition, the Index reflects the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.
at are expected to outpace the S&P 500 Index by more than 15 percentage points in the 6-12 months ahead); Market-Perform (stocks
ing the Barclays Capital Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash
Industrial Robotics and Automation, Non-Industrial Robots, Artificial Intelligence and Unmanned Vehicles.
e MSCI ACWI Index by more than 15 percentage points in the 6-12 months ahead); Market-Perform (stocks that are expected to perfo
375033264.xls
26
et-Perform (stocks that are expected to perform in line with the S&P 500 Index to within +/- 15 percentage points in the 6-12 months ah
d be earned on cash collateral invested in specified Treasury Bills.
re expected to perform in line with the MSCI ACWI Index to within +/- 15 percentage points in the 6-12 months ahead); or Underperform
375033264.xls
27
the 6-12 months ahead); or Underperform (stocks that are expected to trail the performance of the S&P 500 Index by more than 15 pe
d); or Underperform (stocks that are expected to trail the performance of the MSCI ACWI Index by more than 15 percentage points in t
375033264.xls
28
by more than 15 percentage points in the 6-12 months ahead).
ercentage points in the 6-12 months ahead).
375033264.xls
29
Guggenheim BulletShares 2024 Corporate Bond BSCO Guggenheim 18383M233

Guggenheim BulletShares 2025 Corporate Bond BSCP Guggenheim 18383M191
Guggenheim BulletShares 2026 Corporate Bond BSCQ Guggenheim 18383M126
Guggenheim BulletShares 2027 Corporate Bond BSCR Guggenheim 18386R205
Guggenheim BulletShares 2017 High Yield Corpo BSJH Guggenheim 18383M399
Guggenheim BulletShares 2018 High Yield Corpo BSJI Guggenheim 18383M381
Guggenheim BulletShares 2019 High Yield Corpo BSJJ Guggenheim 18383M373
Guggenheim BulletShares 2020 High Yield Corpo BSJK Guggenheim 18383M365
Guggenheim BulletShares 2021 High Yield Corpo BSJL Guggenheim 18383M225
Guggenheim BulletShares 2022 High Yield Corpo BSJM Guggenheim 18383M217
Guggenheim BulletShares 2023 High Yield Corpo BSJN Guggenheim 18383M183
Guggenheim BulletShares 2024 High Yield Corpo BSJO Guggenheim 18383M134
Guggenheim BulletShares 2025 High Yield Corpo BSJP Guggenheim 18386R403
Vanguard Short-Term Bond ETF BSV Vanguard 921937827
VelocityShares VIX Tail Risk ETN BSWN Velocity Shares 90274D168
AGFiQ US Market Neutral Anti-Beta Fund BTAL AGFiQ 351680707
Principal Healthcare Innovators Index ETF BTEC Principal Financial Servi 74255Y409
USCF SummerHaven SHPEI Index Fund BUY United States Commodit 90290T601
USCF SummerHaven SHPEN Index Fund BUYN United States Commodit 90290T700
Sprott BUZZ Social Media Insights ETF BUZ ALPS 00162Q494
Brand Value ETF BVAL Exchange Traded Conce26922A693
iPath CBOE S&P 500 BuyWrite Index ETN BWV Barclays iPath 06739F135
SPDR Barclays International Treasury Bond ETF BWX State Street (SPDR) 78464A516
SPDR Barclays Short Term International Treasur BWZ State Street (SPDR) 78464A334
iShares Yield Optimized Bond ETF BYLD Blackrock (iShares) 46434V787
WisdomTree Brazilian Real Fund BZF Wisdom Tree 97717W240
ProShares UltraShort MSCI Brazil Capped BZQ ProShares 74348A673
ClearBridge All Cap Growth ETF CACG Legg Mason 524682101
iPath Pure Beta Coffee ETN CAFE Barclays iPath 06740P148
Pacer US Small Cap Cash Cows 100 ETF CALF Pacer Financial 69374H857
Teucrium Sugar Fund CANE Teucrium 88166A409
Barclays ETN+ Shiller CAPETM ETN CAPE Barclays 06742A669
First Trust NASDAQ Global Auto Index Fund CARZ First Trust 33734X309
Global X S&P 500 Catholic Values ETF CATH Global X 37954Y889
SPDR Barclays Issuer Scored Corporate Bond E CBND State Street (SPDR) 78464A144
VanEck Vectors ChinaAMC China Bond ETF CBON Van Eck Associates Corp92189F379
Cambria Core Equity ETF CCOR Cambria Funds 132061854
VictoryShares US EQ Income Enhanced Volatilit CDC VictoryShares 92647N824
VictoryShares US Large Cap High Div Volatility CDL VictoryShares 92647N865
ETRACS Monthly Pay 2xLeveraged Closed-End CEFL UBS 90270L842
Saba Closed-End Funds ETF CEFS Saba Capital 30151E806
iShares J.P. Morgan EM Corporate Bond ETF CEMB Blackrock (iShares) 464286251
WisdomTree Emerging Currency Fund CEW Wisdom Tree 97717W133
VictoryShares Emerging Market High Div Volatilit CEY VictoryShares 92647N808
VictoryShares Emerging Market Volatility Wtd ET CEZ VictoryShares 92647N857
VictoryShares US 500 Volatility Wtd ETF CFA VictoryShares 92647N766
VictoryShares US 500 Enhanced Volatility Wtd E CFO VictoryShares 92647N782
Guggenheim S&P Global Water Index ETF CGW Guggenheim 18383Q507
Direxion Daily CSI 300 China A Share Bear 1x Sh CHAD Direxion Shares 25459Y116
Direxion Daily CSI 300 China A Share Bull 2x Sha CHAU Direxion Shares 25490K869
AGFiQ US Market Neutral Value Fund CHEP AGFiQ 351680202
Change Finance Diversified Impact US Large CapCHGX Change Finance 26922A560
Global X China Energy ETF CHIE Global X 37950E507
Global X China Industrials ETF CHII Global X 37950E705
Global X China Materials ETF CHIM Global X 37950E242
Global X China Consumer ETF CHIQ Global X 37950E408
Global X China Financials ETF CHIX Global X 37950E606
iPath Pure Beta Cocoa ETN CHOC Barclays iPath 06740P130
First Trust Nasdaq Cybersecurity ETF CIBR First Trust 33734X846
VictoryShares International High Div Volatility Wt CID VictoryShares 92647N881
375033264.xls
30
US18383M2338 09/17/2014 0.24 Bonds

US18383M1918 10/07/2015 0.24 Bonds
US18383M1264 09/14/2016 0.24 Bonds
US18386R2058 09/27/2017 0.24 Bonds
US18383M3997 04/25/2012 0.43 Bonds
US18383M3815 04/25/2012 0.44 Bonds
US18383M3732 09/23/2013 0.43 Bonds
US18383M3658 09/23/2013 0.43 Bonds
US18383M2254 09/17/2014 0.43 Bonds
US18383M2171 09/17/2014 0.43 Bonds
US18383M1835 10/07/2015 0.43 Bonds
US18383M1348 09/14/2016 0.42 Bonds
US18386R4039 09/27/2017 0.42 Bonds
US9219378273 04/03/2007 0.07 Bonds
US90290T6010 11/29/2017 0.95 Equities (Stocks)
GB00B1WL1590 05/22/2007 0.75 Equities (Stocks)
US78464A5166 10/02/2007 0.5 Bonds
US78464A3344 01/15/2009 0.35 Bonds
US46434V7872 04/22/2014 0.28 Bonds
US97717W2402 05/14/2008 0.45 Currency
US88166A4094 09/19/2011 1.79 Commodities & Metals
US78464A1447 04/06/2011 0.16 Bonds
US92189F3799 11/10/2014 0.5 Bonds
US92647N8240 07/01/2014 0.35 Equities (Stocks)
US90270L8422 12/10/2013 0.5 Other Asset Types
US30151E8066 03/20/2017 2.42 Other Asset Types
US4642862514 04/17/2012 0.5 Bonds
US97717W1339 05/06/2009 0.55 Currency
375033264.xls
31
Not Applicable BulletShares USD CorpoGuggenheim BulletShares 2024 Corporate Bond ETF (BSCO) seeks investm
Not Applicable NASDAQ BulletShares UGuggenheim BulletShares 2025 Corporate Bond ETF (BSCP) seeks investm
Not Applicable NASDAQ BulletShares UGuggenheim BulletShares 2026 Corporate Bond ETF seeks investment resu
Not Applicable NASDAQ BulletShares UGuggenheim BulletShares 2027 Corporate Bond ETF (BSCQ) seeks investm
Not Applicable BulletShares USD high YThe Guggenheim BulletShares 2017 High Yield Corporate Bond ETF* (NYS
Not Applicable BulletShares USD high YThe Guggenheim BulletShares 2018 High Yield Corporate Bond ETF* (NYS
Not Applicable BulletShares USD High YGuggenheim BulletShares 2019 High Yield Corporate Bond ETF (BSJJ) see
Not Applicable BulletShares USD High YGuggenheim BulletShares 2020 High Yield Corporate Bond ETF (BSJK) see
Not Applicable NASDAQ BulletShares US Guggenheim BulletShares 2021 High Yield Corporate Bond ETF (BSJL) see
Not Applicable NASDAQ BulletShares US Guggenheim BulletShares 2022 High Yield Corporate Bond ETF (BSJM) see
Not Applicable NASDAQ BulletShares US Guggenheim BulletShares 2023 High Yield Corporate Bond ETF (BSJN) see
Not Applicable NASDAQ BulletShares US Guggenheim BulletShares 2024 High Yield Corporate Bond ETF (BSJO) see
Not Applicable NASDAQ BulletShares US Guggenheim BulletShares 2025 High Yield Corporate Bond ETF (BSJP) see
Not Applicable Barclays Capital U.S. 1 Seeks to track the performance of the Barclays Capital U.S. 1 5 Year Govern
Not Applicable S&P 500 VIX Futures TailThe VelocityShares VIX Tail Risk ETN is based on the S&P 500 VIX Futures
Not Applicable Dow Jones U.S. ThematicThe Fund seeks performance results that correspond to the price and yield p
Not Applicable NASDAQ U.S. HealthcareThe Principal Healthcare Innovators Index ETF seeks to provide investment
Not Applicable SummerHaven Private Equ The USCF SummerHaven SHPEI Index Fund (BUY) seeks to track the price
Not Applicable SummerHaven Private Equ The USCF SummerHaven SHPEN Index Fund (BUYN) seeks to track the pr
Not Applicable BUZZ Social Media InsigSprott Buzz Social Media Insights Exchange Traded Fund ( Buzz ETF ) track
Not Applicable BrandTransact50 Index The Brand Value ETF (the Fund ) seeks to track the performance, before fe
Not Applicable CBOE S&P 500 BuyWriteThe iPath CBOE S&P 500 BuyWrite Index ETN offers investors cost-effectiv
Not Applicable Barclays Capital Global The SPDR Barclays Capital International Treasury Bond ETF is to provide in
Not Applicable Barclays Capital 1-3 Ye The SPDR Barclays Capital Short Term International Treasury Bond ETF see
Not Applicable Morningstar U.S. Bond MThe iShares Yield Optimized Bond ETF fund seeks to track the investment re
Not Applicable Brazilian Real WisdomTree Dreyfus Brazilian Real Fund seeks to achieve total returns refle
Not Applicable MSCI Brazil 25/50 Capp ProShares UltraShort MSCI Brazil Capped seeks daily investment results, be
Not Applicable Not Applicable ClearBridge All Cap Growth ETF (CACG) is an actively managed strategy th
Not Applicable Barclays Capital Coffee The iPath Pure Beta Coffee ETN is linked to the Barclays Capital Coffee Pur
Not Applicable Pacer US Small Cap Ca The Pacer US Small Cap Cash Cows 100 ETF (the Fund ) is an exchange t
Not Applicable Sugar Futures Contract The investment objective of the Teucrium Sugar Fund is to have the daily ch
Not Applicable Shiller Barclays CAPE T This pricing supplement relates to Barclays ETN+ Shiller CAPE TM Exchang
Not Applicable NASDAQ OMX Global AuThe First Trust NASDAQ Global Auto Index Fund is based on the NASDAQ O
Not Applicable S&P 500 Catholic ValuesThe Global X S&P 500 Catholic Values ETF (CATH) provides exposure to th
Not Applicable Barclays Capital Issuer The SPDR Barclays Capital Issuer Scored Corporate Bond ETF seeks to pro
Not Applicable ChinaBond China High QThe VanEck Vectors ChinaAMC China Bond ETF seeks to replicate as close
Not Applicable Not Applicable The Cambria Core Equity ETF (NYSE: CCOR) utilizes a combination of seve
Not Applicable CEMP U.S. Large Cap Hig VictoryShares believes combining a fundamental criteria with individual secu
Not Applicable CEMP US Large Cap High The Fund seeks to provide investment results that track the performance of
Closed End Funds ISE High Income Index ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN is an exchange-
Closed End Funds Not Applicable The Fund is an actively managed exchange-traded fund ( ETF ) that seeks t
Not Applicable JP Morgan CEMBI BroadThe D iShares J.P. Morgan EM Corporate Bond ETF seeks to track the investm
Not Applicable Emerging Market Curren The Fund seeks to achieve total returns reflective of both money market rate
Not Applicable CEMP Emerging Market Hi The VictoryShares Emerging Market High Div Volatility Wtd ETF offers expos
Not Applicable CEMP Emerging Market 50 The Fund seeks to provide investment results that track the performance of
Not Applicable CEMP U.S. Large Cap 500 VictoryShares believes combining a fundamental criteria with individual secu
Not Applicable CEMP U.S. Large Cap 500 VictoryShares believes combining a fundamental criteria with individual secu
Not Applicable S&P Global Water Index The Guggenheim S&P Global Water Index Fund (NYSE:CGW) the Fund see
Not Applicable CSI 300 Index The Direxion Daily CSI 300 China A Share Bear 1x Shares seeks daily inves
Not Applicable CSI 300 Index The Direxion Daily CSI 300 China A Share Bull 2x Shares seeks daily invest
Not Applicable Change Finance DiversifiThe Change Finance Diversified Impact U.S. Large Cap Fossil Fuel Free ET
Not Applicable Solactive China Energy The Global X China Energy ETF seeks to provide investment results that co
Not Applicable Solactive China IndustriaThe Global X China Industrials ETF seeks to provide investment results that
Not Applicable Solactive China Material The Global X China Materials ETF seeks to provide investment results that c
Not Applicable Solactive China Consum The Global X China Consumer ETF seeks to provide investment results that
Not Applicable Solactive China FinanciaThe Global X China Financials ETF seeks to provide investment results that
Not Applicable Barclays Capital Cocoa The iPath Pure Beta Cocoa ETN is linked to the Barclays Capital Cocoa Pur
Not Applicable Nasdaq CTA CybersecuriThe First Trust NASDAQ Cybersecurity ETF is an exchange-traded fund. Th
Not Applicable CEMP International High The Fund is designed to track the performance of the CEMP International Hi
375033264.xls
32
CO) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment gra
CP) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment grad
ks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment grade corpo
CQ) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an investment gra
Bond ETF* (NYSE Arca: BSJH) seeks investment results that correspond generally to the performance, before the Fund s fees and exp
Bond ETF* (NYSE Arca: BSJI) seeks investment results that correspond generally to the performance, before the Fund s fees and exp
d ETF (BSJJ) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high-yi
d ETF (BSJK) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high-y
d ETF (BSJL) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high-y
d ETF (BSJM) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high-y
d ETF (BSJN) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high-y
d ETF (BSJO) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high y
d ETF (BSJP) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of a high y
S. 1 5 Year Government/Credit Float Adjusted Index a market-weighted bond index that covers investment-grade bonds with a dollar-we
P 500 VIX Futures Tail Risk Index TR Short Term (Index). The Tail Risk Index tracks 13 sub-portfolios, each of which has a target net vo
e price and yield performance, before fees and expenses of the Dow Jones U.S. Thematic Market Neutral Anti-Beta Total Return Index.
rovide investment results that closely correspond, before expenses, to the performance of the NASDAQ U.S. Healthcare Innovators Ind
s to track the price and yield performance, before fees and expenses, of the SummerHaven Private Equity Strategy Index (SHPEI). The
eks to track the price and yield performance, before fees and expenses, of the SummerHaven Private Equity Natural Resources Strateg
( Buzz ETF ) tracks the BUZZ Social Media Insights Index, which identifies the 25 most bullish U.S. stocks based on investment insight
rmance, before fees and expenses, of the BrandTransact50 Index (the Index ). The BrandTransact50 Index (BTW50) seeks to identify
stors cost-effective exposure to the CBOE S&P 500 BuyWrite Index, commonly known as the BXM Index (the "Index"). The Index is de
TF is to provide investment results that before fees and expenses correspond generally to the price and yield performance of the Barcla
sury Bond ETF seeks to provide investment results that before fees and expenses correspond generally to the price and yield performan
k the investment results of an index composed of underlying fixed income funds that collectively seek to deliver current income.
e total returns reflective of both money market rates in Brazil available to foreign investors and changes in value of the Brazilian Real re
estment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the MSCI Brazil 2
naged strategy that seeks to achieve long term capital appreciation through investment in large , mid and small capitalization stocks th
Capital Coffee Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unl
) is an exchange traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer US Small Cap C
have the daily changes in percentage terms of the Shares Net Asset Value ( NAV ) reflect the daily changes in percentage terms of a w
CAPE TM Exchange Traded Notes (the ETNs ) that Barclays Bank PLC may issue from time to time. The return of the ETNs is linked to
on the NASDAQ OMX Global Auto IndexSM. This index is a modified market-capitalization weighted index designed to track the perfor
des exposure to the companies within the S&P 500 whose business practices adhere to the Socially Responsible Investment Guidelines
d ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of th
o replicate as closely as possible, before fees and expenses, the price and yield performance of the ChinaBond China High Quality Bon
ombination of several strategies to produce capital appreciation while reducing risk exposure across market conditions. Under normal m
ith individual security risk control through volatility weighting and downside hedging can improve the investor s ability to outperform both
e performance of the CEMP US Large Cap High Dividend 100 Volatility Weighted Index before fees and expenses. The Index universe
N is an exchange-traded note issued in the USA. The ETN will provide investors with a cash payment at the scheduled maturity or early
ETF ) that seeks to achieve its investment objective by normally investing at least 80% of its net assets, plus the amount of any borrow
o track the investment results of an index composed of U.S. dollar-denominated, emerging market corporate bonds.
money market rates in selected emerging market countries available to foreign investors and changes to the value of these currencies re
d ETF offers exposure to dividend-yielding emerging market stocks, without subjecting investors to the inherent limitations of traditional
e performance of the CEMP Emerging Market 500 Volatility Weighted Index before fees and expenses. The CEMP Emerging Market 50
ith individual security risk control through volatility weighting can improve the investor s ability to outperform both traditional indexes as
GW) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity
s seeks daily investment results, before fees and expenses, of 100% of the inverse of the performance of the CSI 300 Index. There is no
seeks daily investment results, before fees and expenses, of 200% of the performance of the CSI 300 Index. There is no guarantee the
e price and yield performance before fees and expenses, of the Dow Jones U.S. Thematic Market Neutral Value Total Return Index. Th
ossil Fuel Free ETF (the Fund ) seeks to track the performance, before fees and expenses, of the Change Finance Diversified Impact U
ent results that correspond generally to the price and yield performance before fees and expenses of the Solactive China Energy Index
stment results that correspond generally to the price and yield performance before fees and expenses of the Solactive China Industrials
ment results that correspond generally to the price and yield performance before fees and expenses of the Solactive China Materials In
stment results that correspond generally to the price and yield performance before fees and expenses of the Solactive China Consumer
tment results that correspond generally to the price and yield performance before fees and expenses of the Solactive China Financials
Capital Cocoa Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unl
ge-traded fund. The Fund seeks investment results that correspond generally to the price and yield (before the Funds fees and expense
MP International High Dividend 100 Volatility Weighted Index before expenses. The Index represents the highest dividend yielding stock
375033264.xls
33
f an investment grade corporate bond index called the BulletShares USD Corporate Bond 2024 Index. The index is designed to repres
f an investment grade corporate bond index called the BulletShares USD Corporate Bond 2025 Index. The index is designed to represe
stment grade corporate bond index called the NASDAQ BulletShares USD Corporate Bond 2026 Index. The NASDAQ Bulletshares US
f an investment grade corporate bond index called the NASDAQ BulletShares USD Corporate Bond 2027 Index. The NASDAQ Bulletsh
Fund s fees and expenses, of a high yield corporate bond index called the BulletShares USD high Yield Corporate Bond 2017 Index. Th
und s fees and expenses, of a high yield corporate bond index called the BulletShares USD high Yield Corporate Bond 2017 Index. The
penses, of a high-yield corporate bond index called the BulletShares USD High Yield Corporate Bond 2019 Index.
penses, of a high-yield corporate bond index called the BulletShares USD High Yield Corporate Bond 2020 Index.
penses, of a high-yield corporate bond index called the NASDAQ BulletShares USD High Yield Corporate Bond 2021 Index. The index
xpenses, of a high-yield corporate bond index called the NASDAQ BulletShares USD High Yield Corporate Bond 2022 Index. The index
xpenses, of a high-yield corporate bond index called the NASDAQ BulletShares USD High Yield Corporate Bond 2023 Index. The index
xpenses, of a high yield corporate bond index called the NASDAQ BulletShares USD High Yield Corporate Bond 2024 Index. The NASD
penses, of a high yield corporate bond index called the NASDAQ BulletShares USD High Yield Corporate Bond 2025 Index. The NASD
nds with a dollar-weighted average maturity of 1 to 5 years. Invests in U.S. government high-quality (investment-grade) corporate and i
h has a target net volatility allocation of 35%consisting of target exposures of a 45% two times leveraged long position and a 55% unlev
Total Return Index. The target index, which is compiled by Dow Jones Indexes, is equal weighted, dollar neutral, sector neutral and is n
care Innovators Index. The ETF employs a passive investment approach designed to track the performance of the Index. The NASDAQ
Index (SHPEI). The SummerHaven Private Equity Strategy Index (SHPEI) is an innovative approach to equity investing that attempts to
l Resources Strategy Index (SHPEN). The SummerHaven Private Equity Natural Resources Strategy Index (SHPENSM) attempts to re
n investment insights derived from the Social Media s Big Data. Sprott ETFs provide investors with access to innovative and unique inde
0) seeks to identify companies worthy of investment that share high growth potential and positive brand resonance. The BTW50 uses a
x"). The Index is designed to measure the total rate of return of a hypothetical "buy-write", or "covered call", strategy on the S&P 500 Ind
mance of the Barclays Capital Global Treasury ex-US Capped Index (ticker: LTXUTRUU).
and yield performance of an index that measures the short-term (1-3 year remaining maturity) fixed rate investment grade debt issued b
ent income.
he Brazilian Real relative to the U.S. dollar. Although this fund invests in very short-term investment grade instruments the fund is not a
f the MSCI Brazil 25/50 Index. The MSCI Brazil 25/50 Index is a free-float-adjusted, market capitalization weighted index that is design
pitalization stocks that have the potential for above average long term earnings and/or cash flow growth. CACG may benefit investors w
able through an unleveraged investment in the futures contracts in the Coffee markets. The Index is comprised of a single exchange tra
er US Small Cap Cash Cows Index (the Index ). The Index uses an objective, rules-based methodology to provide exposure to small-c
centage terms of a weighted average of the closing settlement prices for three futures contracts for sugar ( Sugar Futures Contracts ) th
he ETNs is linked to the performance of the Shiller Barclays CAPE TM US Core Sector Index (the Index ). The ETNs do not guarantee
d to track the performance of the largest and most liquid companies engaged in manufacturing of automobiles.
vestment Guidelines as outlined by the United States Conference of Catholic Bishops (U.S. CCB) and excludes those that do not. The G
ld performance of the Barclays Capital Issuer Scored Corporate Index (ticker: ISCUTRUU), an index that tracks the US corporate bond
na High Quality Bond Index. The Index is comprised of fi xed-rate Renminbi ( RMB )-denominated bonds issued in the People s Republi
ns. Under normal market conditions, at least 80% of the value of the Fund s net assets will be invested in equity securities. The fund int
y to outperform both traditional indexes as well as active investment portfolios over the long-term. The Fund is designed to track the per
The Index universe begins with the highest 100 dividend yielding stocks of the CEMP U.S. Large Cap 500 Volatility Weighted Index. The
ed maturity or early redemption based on the 2x leveraged performance of the ISE High Income Index. The Index measures the perform
mount of any borrowings for investment purposes, in securities issued by closed-end funds (the "Underlying Funds").
f these currencies relative to the U.S. dollar. Since the Funds investment objective has been adopted as a non-fundamental investment
ations of traditional market-cap or yield weighting. It seeks to provide investment results that track the performance of the CEMP Emerg
Emerging Market 500 Volatility Weighted Index consists of 500 of the largest emerging market country stocks with consistent positive ea
aditional indexes as well as active investment portfolios over the long-term. The Fund is designed to track the performance of the CEMP
xpenses of an equity index called the S&P Global Water Index (the Water Index or Index ). The Fund is the first U.S.-listed global wate
0 Index. There is no guarantee the fund will meet its stated investment objective. This leveraged ETF seeks a return that is -100% of th
is no guarantee the fund will meet its stated investment objective. The CSI 300 Index is a modified free-float market capitalization weigh
al Return Index. The target index, which is compiled by Dow Jones Indexes, is equal weighted, dollar neutral, sector neutral and is not l
Diversified Impact U.S. Large Cap Fossil Fuel Free Index (the Index ). The Index was developed by Change Finance, PBC, the Fund s
China Energy Index
ve China Industrials Index.
e China Materials Index.
ve China Consumer Index.
e China Financials Index.
able through an unleveraged investment in the futures contracts in the Cocoa markets. The Index is comprised of a single exchange tra
s fees and expenses) of an equity index called the Nasdaq CTA Cybersecurity Index. The Nasdaq CTA Cybersecurity Index is designed
idend yielding stocks in the CEMP International 500 Volatility Weighted Index, and is designed to provide acombination of higher returns
375033264.xls
34
AQ Bulletshares USD Corporate Bond 2026 Index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar
e NASDAQ Bulletshares USD Corporate Bond 2027 Index is designed to represent the performance of a held-to-maturity portfolio of U.
Bond 2017 Index. The Index is a rules-based index comprised of, as of March 30, 2012, approximately 150 high yield corporate bonds w
ond 2017 Index. The Index is a rules-based index comprised of, as of March 30, 2012, approximately 219 high yield corporate bonds wi
21 Index. The index is designed to represent the performance of a held-to-maturity portfolio of U.S. dollar-denominated high-yield corpo
24 Index. The NASDAQ Bulletshares USD High Yield Corporate Bond 2024 Index is designed to represent the performance of a held-to
5 Index. The NASDAQ Bulletshares USD High Yield Corporate Bond 2025 Index is designed to represent the performance of a held-to-
de) corporate and investment-grade international dollar-denominated bonds. Follows a passively managed index sampling approach.
on and a 55% unleveraged short position in the Short-Term Futures Index intended to result in a net long position in VIX futures. The Ta
ctor neutral and is not levered. The index rebalances monthly by identifying the lowest beta stocks as long positions and highest beta st
ndex. The NASDAQ U.S. Healthcare Innovators Index is a NASDAQ-licensed index based on Principal s intellectual property (IP). Princ
ting that attempts to replicate the long-term return characteristics of a diversified private equity ( PE ) allocation. The index utilizes a sys
NSM) attempts to replicate the long-term return characteristics of a diversified natural resources private equity (NRPE) allocation through
tive and unique indexes that are designed to outperform passive market cap weighted offerings. The BUZZ Index looks at what the Soc
The BTW50 uses a rules-based methodology to identify strong brands that maintain brand equity value not recognized in share price. T
on the S&P 500 Index. This strategy consists of a hypothetical portfolio consisting of a "long" position indexed to the S&P 500 Index (i.e
grade debt issued by foreign governments of developed countries.
nts the fund is not a money market fund and it is not the objective of the fund to maintain a constant share price.
index that is designed to measure the equity market performance of the Brazilian market. The Index is divided into large- and mid-cap s
benefit investors who seek growth potential across market cycles along with the potential tax advantages and compelling relative pricin
single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. Howe
exposure to small-capitalization U.S. companies with high free cash flow yields. Companies with high free cash flow yields are common
tures Contracts ) that are traded on ICE Futures US ( ICE Futures )
Ns do not guarantee any return of principal at maturity and do not pay any interest during their term. Instead, you will receive a cash pa
e that do not. The Global X S&P 500 Catholic Values ETF seeks investment results that correspond generally to the price and yield perf
US corporate bond market.
he People s Republic of China by Chinese credit, governmental and quasi-governmental (e.g., policy banks) issuers. ChinaBond China H
urities. The fund intends to invest the remaining value of its net assets in options where pricing provides favorable risk/reward models a
ned to track the performance of the CEMP U.S. Large Cap High Dividend 100 Long/Cash Volatility Weighted Index before expenses. T
Weighted Index. The remaining 100 stocks are weighted based on their daily standard deviation (volatility) over the last 180 trading days
easures the performance of a basket of 30 closed-end funds selected for their yield and potential for price appreciation.
amental investment policy the Funds investment objective may be changed without a vote of shareholders. Constituent currencies at la
of the CEMP Emerging Market High Dividend 100 Volatility Weighted Index before fees and expenses.
onsistent positive earnings. These stocks are then weighted based on their standard deviation (volatility). The Index considers emerging
mance of the CEMP U.S. Large Cap 500 Volatility Weighted Index before expenses. The Index represents the broad U.S. large cap stoc
ned to track the performance of the CEMP U.S. Large Cap 500 Long/Cash Volatility Weighted Index before expenses. The Index repres
S.-listed global water ETF. The Fund will normally invest at least 90% of its total assets in common stock and American depositary receip
that is -100% of the return of its benchmark index for a single day. The fund should not be expected to provide 100% of the inverse of
capitalization weighted index comprised of the largest and most liquid stocks in the Chinese A-share market. Index constituent stocks m
neutral and is not levered. The index rebalances monthly by identifying the most undervalued stocks as long positions and the most ov
ce, PBC, the Fund s investment adviser and index provider ( Change Finance or the Adviser ), and uses an objective, rules-based met
single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. Howe
y Index is designed to track the performance of companies engaged in the cybersecurity segment of the technology and industrials sec
ion of higher returns and lower risk compared to traditional marketcapitalization weighted indexes. The Index universe begins with the h
375033264.xls
35

corporate bonds with effective maturities in the year 2025. The effective maturity of an eligible corporate bond is determined by its actua
rtfolio of U.S. dollar-denominated investment-grade corporate bonds with effective maturities in the year 2026.
aturity portfolio of U.S. dollar-denominated investment-grade corporate bonds with effective maturities in the year 2027.
d corporate bonds with effective maturities in the year 2017.
ed high-yield corporate bonds with effective maturities in 2021.

ted high-yield corporate bonds with effective maturities in 2022.
ted high-yield corporate bonds with effective maturities in 2023. The effective maturity of an eligible corporate bond is determined by its
rmance of a held-to-maturity portfolio of U.S. dollar-denominated high yield corporate bonds with effective maturities in the year 2024.
mance of a held-to-maturity portfolio of U.S. dollar-denominated high yield corporate bonds with effective maturities in the year 2025.
ampling approach.
VIX futures. The Tail Risk Index is more likely to increase in value when volatility increases and to decrease in value when volatility decr
and highest beta stocks as short positions, of approximately equal dollar amounts, within each sector.
property (IP). Principal retains ownership of the index IP under the licensing agreement. The NASDAQ U.S. Healthcare Innovators Inde
index utilizes a systematic approach to select publicly-traded securities with the characteristics of firms that have historically been acqu
E) allocation through investments in publically-traded equities.
oks at what the Social community is saying about these top 100 stocks and whether the BUZZ is positive, negative or neutral on a collec
ed in share price. The BTW50 represents those top 50 companies, equally-weighted, determined per the scoring process.
e S&P 500 Index (i.e. purchasing the common stocks included in the S&P 500 Index) and the sale of a succession of one-month, at-the-
arge- and mid-cap segments and targets approximately 85% of free-float-adjusted market capitalization of the region.
elling relative pricing of an active ETF wrapper.
es contracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a monthly ba
yields are commonly referred to as cash cows .
ill receive a cash payment at maturity or upon early redemption based on the performance of the Index less an investor fee
price and yield performance, before fees and expenses, of the S&P 500 Catholic Values Index.
ChinaBond China High Quality Bond Index (CDHATRID) comprises: Fixed-rate, Renminbi ( RMB )-denominated bonds issued in the P
sk/reward models and where gains can be attained independent of the direction of the broader U.S. equity market. The Fund uses prop
before expenses. The Index represents the broad U.S. Large Cap High Dividend stock market, and is designed to hedge downside risk
ast 180 trading days compared to the aggregate mean.
ent currencies at launch: Mexican Peso Brazilian Real Chilean Peso South African Rand Polish Zloty Israeli Shekel Turkish New Lira Ch
considers emerging market companies to be those that are domiciled in an emerging market country and whose stock trade on a foreig
d U.S. large cap stock market and is designed to provide a combination of higher returns and lower risk compared to traditional market c
es. The Index represents the broad U.S. Large Cap stock market, and is designed to hedge downside risk potential.
an depositary receipts ( ADRs ) based on the securities in the Index. Guggenheim Advisors LLC (the Investment Adviser ) seeks a corre
% of the inverse of the benchmark s cumulative return for periods greater than a day. The Index is a modified free-float market capitaliza
constituent stocks must have been listed for more than three months (unless the stock s average daily A-share market capitalization sin
ons and the most overvalued stocks as short positions, of approximately equal dollar amounts, within each sector.
ve, rules-based methodology to measure the performance of an equal-weighted portfolio of approximately 100 large cap U.S.-listed com
es contracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a monthly bas
and industrials sectors. It includes companies primarily involved in the building, implementation, and management of security protocols
se begins with the highest 100 dividend yielding stocks of the CEMP International 500 Volatility Weighted Index.
375033264.xls
36
ermined by its actual maturity or, in the case of callable securities, the effective maturity of the security as determined in accordance with
s determined by its actual maturity or, in the case of callable securities, the effective maturity of the security as determined in accordanc
in the year 2024.
in the year 2025.
when volatility decreases, but any such increase or decrease should be mitigated by the inverse leg s short exposure. In a contango m
care Innovators Index is designed to provide exposure to U.S. companies that are early stage healthcare companies.
storically been acquired by private equity funds.
or neutral on a collective basis. The BUZZ Index pinpoints influencers within the Social community and identifies whose tweets and post
f one-month, at-the-money S&P 500 Index call options that are listed on the Chicago Board Options Exchange ("CBOE").
act on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts w
nds issued in the People s Republic of China ( China or the PRC ) by Chinese credit, governmental or quasi-governmental (e.g., policy
The Fund uses proprietary models and analysis of historical portfolio profit and loss information to identify favorable option trading oppor
edge downside risk potential
Turkish New Lira Chinese Yuan South Korean Won Taiwanese Dollar and Indian Rupee.
ck trade on a foreign exchange. Emerging markets are generally those with a less-developed economy and per capita income significan
traditional market capitalization weighted indexes
viser ) seeks a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.0
oat market capitalization weighted index comprised of the largest and most liquid stocks in the Chinese A-share market. Index constitue
et capitalization since its initial listing ranks among the top 30 of all A-shares) and must not be experiencing obvious abnormal fluctuatio
cap U.S.-listed companies that meet a diverse set of environmental, social, and governance ( ESG ) standards.
act on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts w
of security protocols applied to private and public networks, computers, and mobile devices in order to provide protection of the integrity
375033264.xls
37
d in accordance with a rules-based methodology developed by Accretive Asset Management LLC, the index provider. In the last six mon
mined in accordance with a rules-based methodology developed by Accretive Asset Management LLC, the index provider. The fund ha
re. In a contango market, the inverse leg is also intended to mitigate the roll cost associated with the leveraged long position by providin
se tweets and posts are most likely to impact collective opinion. It also identifies and scores which members of the Social community ha
futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology
nmental (e.g., policy banks) issuers ( RMB Bonds ). Chinese credit issuers are generally considered to be issuers of central enterprise b
option trading opportunities, including favorable call and put option spreads.
ta income significantly lower than the U.S. or other developed countries. Representative emerging market countries include China (Asia
ndex. A figure of 1.00 would represent perfect correlation.

ket. Index constituent stocks must have been listed for more than three months (unless the stock s average daily A-share market capita
abnormal fluctuations or market manipulations.
futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology. In addition the
ction of the integrity of data and network operations. To be included in the index, a security must be listed on an index-eligible global sto
375033264.xls
38
. In the last six months of operation, when the bonds held in the fund mature, the fund s portfolio will transition to cash and cash equiva
ovider. The fund has a designated year of maturity of 2023 and will terminate on or about December 31, 2023. BSJN will invest at least
position by providing a roll yield. While the strategy is intended to result in a net long position in VIX futures, the path dependence of th
Social community have historically been the most successful in their forecasting accuracy.
central enterprise bonds, local enterprise bonds, medium-term notes, corporate bonds and railway debt. Credit RMB Bonds must have
include China (Asia), Brazil (South America), Russia (Europe and Asia), India (Asia) and Egypt (Africa). The Index universe begins with
share market capitalization since its initial listing ranks among the top 30 of all A-shares) and must not be experiencing obvious abnorma
ogy. In addition the Index reflects the rate of interest that could be earned on cash collateral invested in specified Treasury Bills.
x-eligible global stock exchange and classified as a cybersecurity company as determined by the Consumer Technology Association (C
375033264.xls
39
sh and cash equivalents, including without limitation U.S. Treasury Bills and investment grade commercial paper. BSCO has a designate
N will invest at least 80%of its total assets in component securities that comprise the index. Under normal conditions, BSJN will invest at
h dependence of the Tail Risk Index may cause its actual performance to deviate significantly from its intended target exposure, resultin
B Bonds must have at least one AAA rating by one of the Chinese local rating agencies recognized by the relevant authorities in the PR
niverse begins with all publicly traded stocks domiciled in the Emerging Market countries, then screens for all companies with consisten
ng obvious abnormal fluctuations or market manipulations.
easury Bills.
logy Association (CTA). Each security must have a worldwide market capitalization of $250 million, have a minimum three-month averag
375033264.xls
40
CO has a designated year of maturity of 2025 and will terminate on or about December 31, 2025. In connection with such termination, t
BSJN will invest at least 80%of its net assets in high-yield securities ("junk bonds"), which are debt securities that are rated below inve
et exposure, resulting in a net short exposure to VIX futures, preventing the Tail Risk Securities from achieving their goal. As a result, the
authorities in the PRC to be included in the Index.
anies with consistent net positive earnings for four consecutive quarters. The Index identifies up to the 500 largest Emerging Market sto
three-month average daily dollar trading volume of $1 million, and have a minimum free float of 20%. The index is evaluated semi-annu
375033264.xls
41
h such termination, the fund will make a cash distribution to then current shareholders of its net assets after making appropriate provisio
re rated below investment grade by nationally recognized statistical rating organizations, or are unrated securities the investment adviso
goal. As a result, the Tail Risk Securities should only be purchased by sophisticated investors who understand the risks of investing in vo
merging Market stocks by market capitalization. The remaining 500 stocks are weighted based on their daily standard deviation (volatilit
valuated semi-annually in March and September, but if at any time during the year other than the evaluation, an index security no longe
375033264.xls
42
appropriate provisions for any liabilities of the fund. The fund does not seek to return any predetermined amount at maturity. BSCO will i
e investment advisor believes are of comparable quality.
sks of investing in volatility and the construction of the Tail Risk Index and who will actively monitor their investment, including intraday.
rd deviation (volatility) over the last 180 trading days compared to the aggregate mean. The Index is reconstituted every March and Sep
ex security no longer meets the eligibility criteria, or is otherwise determined to have become ineligible for inclusion in the index, the sec
375033264.xls
43
maturity. BSCO will invest at least 80% of its total assets in component securities that comprise the index. BSCO expects to use a samp
including intraday.
very March and September.
n the index, the security is removed from the index and is not replaced. Any index security that reaches its foreign investment limit betw
375033264.xls
44
ects to use a sampling approach in seeking to achieve its objective. The quantity of holdings in the fund will be based on a number of fa
vestment limit between quarterly rebalances is removed from the index. The index employs a modified liquidity weighted methodology w
375033264.xls
45
ed on a number of factors, including the asset size of the fund, potential transaction costs in acquiring particular securities, the anticipate
hted methodology which includes caps on the percentage of any individual security to derive the final weights of the securities. The inde
375033264.xls
46
urities, the anticipated impact of particular index securities on the performance of the index and the availability of particular securities in t
securities. The index is rebalanced quarterly.
375033264.xls
47
ticular securities in the secondary market.
375033264.xls
48
VictoryShares International Volatility Wtd ETF CIL VictoryShares 92647N840

iShares Intermediate Credit Bond ETF CIU Blackrock (iShares) 464288638
VictoryShares Developed Enhanced Volatility Wt CIZ VictoryShares 92647N816
SPDR BofA Merrill Lynch Crossover Corporate B CJNK State Street (SPDR) 78468R606
ProShares Long Online/Short Stores ETF CLIX ProShares 74347B375
IQ Chaikin US Large Cap ETF CLRG Index IQ 45409B388
PowerShares Treasury Collateral Portfolio CLTL Invesco Powershares 73937B373
iShares 10+ Year Credit Bond ETF CLY Blackrock (iShares) 464289511
iShares Interest Rate Hedged 10+ Year Credit B CLYH Blackrock (iShares) 46431W812
iShares CMBS ETF CMBS Blackrock (iShares) 46429B366
iShares Commodity Optimized Trust CMDT Blackrock (iShares) 45032K102
iShares California Muni Bond ETF CMF Blackrock (iShares) 464288356
Deutsche X-trackers Harvest MSCI All China Equi CN DBX Strategic Advisors 233051762
Loncar Cancer Immunotherapy ETF CNCR Exchange Traded Conce26922A826
IQ Canada Small Cap ETF CNDA Index IQ 45409B867
iShares Edge MSCI Multifactor Consumer Discret CNDF Blackrock (iShares) 46435G623
CSOP MSCI China A International Hedged ETF CNHX CSOP Asset Managemen12649L204
iShares Edge MSCI Multifactor Consumer Staple CNSF Blackrock (iShares) 46435G615
PowerShares Contrarian Opportunities Portfolio CNTR Invesco Powershares 73937B613
VanEck Vectors ChinaAMC SME-ChiNext ETF CNXT Van Eck Associates Corp92189F627
VanEck Vectors Renminbi/USD ETN CNY Van Eck Associates Corp61747W257
iShares MSCI China A ETF CNYA Blackrock (iShares) 46434V514
Direxion Auspice Broad Commodity Strategy ETF COM Direxion Shares 25460E307
GraniteShares Bloomberg Commodity Broad Stra COMB GraniteShares 38747R108
GraniteShares S&P GSCI Commodity Broad StratCOMG GraniteShares 38747R207
iShares Commodities Select Strategy ETF COMT Blackrock (iShares) 46431W853
Global X Copper Miners ETF COPX Global X 37954Y830
Teucrium Corn Fund CORN Teucrium 88166A102
PIMCO Investment Grade Corporate Bond Index CORP PIMCO 72201R817
iPath Dow Jones Livestock Subindex Total Retur COW Barclays iPath 06739H743
Pacer US Cash Cows 100 ETF COWZ Pacer Financial 69374H881
United States Copper Index Fund CPER United States Commodit 911718104
IQ Real Return ETF CPI Index IQ 45409B602
Guggenheim China Technology ETF CQQQ Guggenheim 18383Q135
VanEck Vectors Oil Refiners ETF CRAK Van Eck Associates Corp92189F585
iShares MSCI ACWI Low Carbon Target ETF CRBN Blackrock (iShares) 46434V464
iShares Core U.S. Credit Bond ETF CRED Blackrock (iShares) 464288620
ProShares UltraShort Australian Dollar ETF CROC ProShares 74347W460
IQ Global Agribusiness Small Cap ETF CROP Index IQ 45409B834
VictoryShares US Small Cap Volatility Wtd CSA VictoryShares 92647N832
VictoryShares US Small Cap High Div Volatility W CSB VictoryShares 92647N873
Guggenheim S&P Spin-Off ETF CSD Guggenheim 18383M605
VictoryShares US Discovery Enhanced Volatility CSF VictoryShares 92647N774
iShares 1-3 Year Credit Bond ETF CSJ Blackrock (iShares) 464288646
ProShares Large Cap Core Plus CSM ProShares 74347R248
IQ Chaikin U.S. Small Cap ETF CSML Index IQ 45409B396
iPath Pure Beta Cotton ETN CTNN Barclays iPath 06740P155
Virtus Cumberland Municipal Bond ETF CUMB Virtus ETF Solutions 26923G871
iPath Pure Beta Copper ETN CUPM Barclays iPath 06740P189
Direxion Daily Healthcare Bull 3x Shares CURE Direxion Shares 25459Y876
Guggenheim Timber ETF CUT Guggenheim 18383Q879
Guggenheim Multi-Asset Income ETF CVY Guggenheim 18383M506
CWA Income ETF CWAI CWA Asset Management863418109
SPDR Barclays Convertible Securities ETF CWB State Street (SPDR) 78464A359
Direxion Daily CSI China Internet Index Bull 2x S CWEB Direxion Shares 25460E505
SPDR MSCI ACWI ex-US ETF CWI State Street (SPDR) 78463X848
AdvisorShares Focused Equity ETF CWS Advisor Shares 00768Y560
WisdomTree China ex-State-Owned Enterprises CXSE Wisdom Tree 97717X719
WisdomTree Chinese Yuan Fund CYB Wisdom Tree 97717W182
Guggenheim Mid-Cap Core ETF CZA Guggenheim 18383M720
375033264.xls
49

US4642886380 01/05/2007 0.2 Bonds
US78468R6062 06/18/2012 0.3 Bonds
US73937B3731 01/11/2017 0.08 Bonds
US4642895118 12/08/2009 0.2 Bonds
US46431W8120 07/22/2015 0.3 Bonds
US46429B3666 02/14/2012 0.25 Bonds
US4642883569 10/04/2007 0.25 Bonds
US61747W2576 03/14/2008 0.55 Currency
US25460E3071 03/30/2017 0.7 Commodities & Metals
US38747R1086 05/22/2017 0.25 Commodities & Metals
US72201R8170 09/20/2010 0.2 Bonds
US9117181043 11/15/2011 0.8 Commodities & Metals
US45409B6020 10/27/2009 0.62 Target Date / Multi-Asset
US4642886208 01/05/2007 0.15 Bonds
US74347W4603 07/17/2012 0.95 Currency
US18383M6057 12/15/2006 0.65 Equities (Stocks)
US4642886463 01/05/2007 0.2 Bonds
US74347R2489 07/13/2009 0.45 Other Asset Types
US26923G8713 01/18/2017 0.59 Bonds
US78464A3591 04/14/2009 0.4 Bonds
US97717W1826 05/14/2008 0.45 Currency
375033264.xls
50
Not Applicable CEMP International 500 VThe Fund is designed to track the performance of the CEMP International 50
Not Applicable Bloomberg Barclays U.S.The iShares Barclays Intermediate Credit Bond Fund seeks results that corre
Not Applicable CEMP International 500 LCIZ seeks investment results that correspond generally to the price and yield
Not Applicable BofA Merrill Lynch US Di The SPDR BofA Merrill Lynch Crossover Corporate Bond ETF seeks to prov
Not Applicable ProShares Long Online/SE-commerce sales are growing at a rapid pace and undermining in-store reta
Not Applicable NASDAQ Chaikin Power IQ Chaikin U.S. Large Cap ETF seeks investment results that track (before f
Not Applicable ICE U.S. Treasury Short The PowerShares Treasury Collateral Portfolio (the "Fund") is based on the
Not Applicable Bloomberg Barclays U.S.The iShares 10+ Year Credit Bond Fund seeks results that correspond gene
Not Applicable Not Applicable The iShares Interest Rate Hedged 10+ Year Credit Bond ETF seeks to mitig
Not Applicable Bloomberg Barclays U.S The iShares Barclays CMBS Bond Fund seeks investment results that corre
Not Applicable Bloomberg Roll Select C The fund seeks to track an index with exposure to 20 commodities (including
Not Applicable S&P California AMT-FreeThe iShares S&P California AMT-Free Municipal Bond Fund seeks results th
Not Applicable MSCI China All Shares I The Deutsche X-trackers MSCI All China Equity ETF (CN) seeks investment
Not Applicable Loncar Cancer ImmunothThe Loncar Cancer Immunotherapy ETF seeks to track the LCINDX index. It
Not Applicable IQ Canada Small Cap In The IQ Canada Small Cap ETF seeks to track before fees and expenses the
Not Applicable MSCI USA Consumer Discr The iShares Edge MSCI Multifactor Consumer Discretionary ETF seeks to tr
Not Applicable MSCI China A Internati The CSOP MSCI China A International Hedged Exchange Traded Fund ( ET
Not Applicable MSCI USA Consumer Stapl The iShares Edge MSCI Multifactor Consumer Staples ETF seeks to track th
Not Applicable Dow Jones U.S. ContrariThe PowerShares Contrarian Opportunities Portfolio (Fund) is based on the
Not Applicable SME-ChiNext 100 Index The VanEck Vectors ChinaAMC SME-ChiNext ETF seeks to replicate as clo
Not Applicable S&P Chinese Renminbi To VanEck Vectors Currency Exchange Traded Notes are senior, unsecured de
Not Applicable MSCI China A InternationThe iShares MSCI China A ETF seeks to track the investment results of an in
Not Applicable Auspice Broad CommoditThe Direxion Auspice Broad Commodity Strategy ETF seeks to provide total
Not Applicable Not Applicable The GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF seek
Not Applicable Not Applicable The GraniteShares S&P GSCI Commodity Broad Strategy No K-1 ETF seek
Not Applicable Not Applicable The iShares Commodities Select Strategy ETF (the "Fund") seeks total retur
Not Applicable Solactive Global Copper The Global X Copper Miners ETF seeks to provide investment results that co
Not Applicable Corn Futures Contracts The Teucrium Corn Fund (NYSE: CORN) provides investors unleveraged dir
Not Applicable BofA Merrill Lynch US CoBofA Merrill Lynch US Corporate Index is an unmanaged index comprised of
Not Applicable Bloomberg Livestock SubThe Dow Jones-UBS Livestock Subindex Total ReturnService Mark is a sub-
Not Applicable Pacer US Cash Cows 10The Pacer US Cash Cows 100 ETF (the Fund ) is an exchange traded fund
Not Applicable Copper - Futures contracThe investment objective of CPER is for the daily changes in percentage ter
Not Applicable IQ Real Return Index The IQ Real Return ETF seeks investment results that correspond before fee
Not Applicable AlphaShares China TechThe Guggenheim China Technology ETF (the Fund) seeks investment result
Not Applicable Market Vectors Global OiVanEck Vectors Oil Refiners ETF seeks to replicate as closely as possible, b
Not Applicable MSCI ACWI Low Carbon The T iShares MSCI ACWI Low Carbon Target ETF seeks to track the investm
Not Applicable Bloomberg Barclays U.S.The iShares Barclays Credit Bond Fund seeks results that correspond gener
Not Applicable AUD/USD Exchange rat ProShares UltraShort Australian Dollar seeks daily investment results, before
Not Applicable IQ Global Agribusiness The IQ Global Agribusiness Small Cap ETF seeks to track, before fees and e
Not Applicable CEMP US Small Cap 500The V Fund seeks to provide investment results that track the performance of
Not Applicable CEMP US Small Cap High The Fund seeks to provide investment results that track the performance of
Not Applicable S&P U.S. Spin-Off Index Guggenheim S&P Spin-Off ETF (CSD) seeks investment results that corresp
Not Applicable CEMP U.S. Small Cap 500 VictoryShares believes combining a fundamental criteria with individual secu
Not Applicable Bloomberg Barclays U.S.The iShares Barclays 1-3 Year Credit Bond Fund seeks results that correspo
Hedge Fund Replication Credit Suisse 130/30 La ProShares Credit Suisse 130/30 seeks investment results before fees and e
Not Applicable NASDAQ Chaikin Power IQ Chaikin U.S. Small Cap ETF seeks investment results that track (before f
Not Applicable Barclays Capital Cotton iPath Pure Beta Cotton ETN is linked to the Barclays Capital Cotton Pure Be
Not Applicable Not Applicable The Virtus Cumberland Municipal Bond ETF (Ticker: CUMB) (the Fund ) see
Not Applicable Barclays Capital Copper The iPath Pure Beta Copper ETN is linked to the Barclays Capital Copper Pu
Not Applicable Health Care Select SectoThe Daily Healthcare Bull 3x Shares seeks daily investment results, before f
Not Applicable MSCI ACWI IMI Timber SGuggenheim MSCI Global Timber ETF (CUT) seeks investment results that
Not Applicable Zacks Multi-Asset Incom The Guggenheim/Zacks Multi-Asset Income Index ETF (NYSE:CVY) the Fu
Not Applicable Not Applicable The CWA Income ETF ("Fund") seeks to provide total return. The Fund will b
Not Applicable Barclays Capital U.S. C The SPDR Barclays Capital Convertible Securities ETF seeks to provide inv
Not Applicable CSI Overseas China InteThe Direxion Daily CSI China Internet Index Bull 2x Shares seeks daily inves
Not Applicable MSCI ACWI ex-US IndexThe SPDR MSCI ACWI ex-US ETF before expenses seeks to closely match
Not Applicable Not Applicable The AdvisorShares Focused Equity ETF (NYSE Arca: CWS) seeks long-term
Not Applicable WisdomTree China ex-StWisdomTree China ex-State-Owned Enterprises Fund seeks to track the inv
Not Applicable Chinese yuan WisdomTree Dreyfus Chinese Yuan Fund seeks to achieve total returns refle
Not Applicable Zacks Mid-Cap Core Ind The Guggenheim/Zacks Mid-Cap Core ETF (the Fund) seeks investment res
375033264.xls
51
MP International 500 Volatility Weighted Index before expenses. The Index represents the broad developed (excluding US) large cap sto
s results that correspond generally to the price and yield performance before fees and expense of the investment grade credit sector of
the price and yield performance, before fees and expenses, of the CEMP International 500 Long/Cash Volatility Weighted Index (the In
ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an
mining in-store retail as consumer habits change and shoppers move online. As popular as they may seem now, online retailers like Ama
hat track (before fees and expenses) the price and yield performance of its underlying index, the NASDAQ Chaikin Power US Large Ca
) is based on the ICE U.S. Treasury Short Bond Index (Index). The Fund will invest at least 80% of its total assets in the components of
correspond generally to the price and yield performance before fees and expenses of the long-term investment-grade U.S. corporate a
ETF seeks to mitigate the interest rate risk of a portfolio composed of investment-grade U.S. corporate bonds and U.S. dollar denominat
results that correspond generally to the price and yield performance, before fees and expenses, of the Barclays Capital U.S. CMBS (E
modities (including: agriculture, energy and metals), and minimize the cost of rolling each futures contract.
nd seeks results that correspond generally to the price and yield performance before fees and expenses of the California municipal bond
seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI China All Shares Index
e LCINDX index. It is made up of a basket of companies that develop therapies to treat cancer by harnessing the body s own immune s
and expenses the performance of the IQ Canada Small Cap Index. The market cap-weighted Index seeks to provide investors with a m
ry ETF seeks to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the consumer discreti
Traded Fund ( ETF ) (the Fund ) seeks to provide investment results that, before fees and expenses, track the performance of the MSC
F seeks to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the consumer Staples secto
d) is based on the Dow Jones U.S. Contrarian Opportunities Index (Index). The Fund will invest at least 90% of its total assets in commo
to replicate as closely as possible, before fees and expenses, the price and yield performance of the SME-ChiNext 100 Index. The Inde
nior, unsecured debt securities issued by Morgan Stanley that deliver exposure to the exchange rate of foreign currencies. The VanEck V
ment results of an index composed of domestic Chinese equities that trade on the Shanghai or Shenzhen Stock Exchange. The MSCI Ch
ks to provide total return that exceeds that of the Auspice Broad Commodity Index over a complete market cycle. The Direxion Auspice
No K-1 ETF seeks to provide long-term capital appreciation, primarily through exposure to commodity futures markets. The Fund is an
No K-1 ETF seeks to provide long-term capital appreciation, primarily through exposure to commodity futures markets. The Fund is an
") seeks total return by providing investors with broad commodity exposure. Exposure to a broad range of commodities through futures
ment results that correspond generally to the price and yield performance before fees and expenses of the Solactive Global Copper Mine
rs unleveraged direct exposure to corn without the need for a futures account. The Teucrium Corn Fund was also designed to reduce th
ndex comprised of U.S. dollar denominated investment grade fixed rate corporate debt securities publicly issued in the U.S. domestic m
vice Mark is a sub-index of the Dow Jones-UBS Commodity Index Total ReturnService Markand reflects the returns that are potentially a
hange traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer US Cash Cows 100 Index (
in percentage terms of its Units NAV to reflect the daily changes in percentage terms of the Copper Index, less CPERs expenses. The
respond before fees and expenses to the price and yield performance of the IQ Real Return Index. The Index seeks to provide a hedge
s investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index called the Alp
sely as possible, before fees and expenses, the price and yield performance of the Market Vectors Global Oil Refiners Index. Market Ve
track the investment results of an index composed of large and mid-capitalization developed and emerging market equities with a lowe
correspond generally to the price and yield performance before fees and expense of the investment grade credit sector of the United S
ment results, before fees and expenses, that correspond to twice the inverse (-2x) of the daily performance of the U.S. dollar price of the
, before fees and expenses, the performance of the IQ Global Agribusiness Small Cap Index. The IQ Global Agribusiness Small Cap Ind
e performance of the CEMP US Small Cap 500 Volatility Weighted Index before fees and expenses. The Index universe begins with all
e performance of the CEMP US Small Cap High Dividend 100 Volatility Weighted Index before fees and expenses. The Index universe
esults that correspond generally to the performance, before the fund s fees and expenses, of the S&P U.S. Spin-Off Index. CSD offers
sults that correspond generally to the price and yield performance before fees and expense of the investment grade credit sector of the
before fees and expenses that track the performance of the Credit Suisse 130/30 Large-Cap Index.
hat track (before fees and expenses) the price and yield performance of its underlying index, the NASDAQ Chaikin Power US Small Ca
tal Cotton Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unlever
B) (the Fund ) seeks to provide a competitive level of current income exempt from federal income tax, while preserving capital. In seeki
Capital Copper Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an u
nt results, before fees and expenses, of 300% of the price performance of the Healthcare Select Sector Index. There is no guarantee th
tment results that correspond generally to the performance, before the fund s fees and expenses, of the MSCI ACWI IMI Timber Select
YSE:CVY) the Fund seeks investment results that correspond generally to the performance before the Funds fees and expenses of an
rn. The Fund will be actively managed. Under normal circumstances, the Fund seeks to achieve its investment objective by investing its
eks to provide investment results that before fees and expenses correspond generally to the price and yield performance of an index th
s seeks daily investment results, before fees and expenses, of 200% of the performance of the CSI Overseas China Internet Index. The
s to closely match the returns and characteristics of the total return performance of the MSCI ACWI ex USA Index (ticker: NDUEACWZ)
S) seeks long-term capital appreciation. CWS aims to achieve its investment objective by investing primarily in a focused group of U.S.
ks to track the investment results of Chinese companies that are not state-owned enterprises, which is defined as government ownersh
e total returns reflective of both money market rates in China available to foreign investors and changes in value of the Chinese Yuan re
eks investment results that correspond generally to the performance before the Fund s fees and expenses of an index called the Zacks
375033264.xls
52
g US) large cap stockmarket and is designed to provide a combination of higher returns and lowerrisk compared to traditional market ca
ade credit sector of the United States bond market as defined by the Barclays Capital U.S. Intermediate Credit Bond Index.
ghted Index (the Index ). The Index is a passive index and generally consists of the common stock of the 500 largest companies by ma
performance of an index that tracks the U.S. crossover corporate bond market. The BofA Merrill Lynch US Diversified Crossover Corpo
ne retailers like Amazon and Alibaba only account for about 10% of global retail sales, leaving tremendous room for growth. Physical re
Power US Large Cap Index (the Underlying Index ). IQ Chaikin U.S. Large Cap ETF (CLRG) provides exposure to domestic large-cap
the components of the Index. The Index measures the performance of US Treasury Obligations with a maximum remaining term to ma
de U.S. corporate and Yankee bond markets as defined by the Barclays U.S. Long Credit Index which includes debt securities issued p
S. dollar denominated bonds, including those of non-U.S. corporations and governments, with remaining maturities greater than ten yea
pital U.S. CMBS (ERISA Only) Index. The index measures the performance of investment-grade commercial mortgage-backed securitie
ornia municipal bond sector of the U.S. municipal bond market as defined by the S&P California AMT-Free Municipal Bond Index.
na All Shares Index. The MSCI China All Shares Index captures large and mid-cap representation across China A-shares, B-shares, H-
dy s own immune system. Immunotherapy is a transformational field within the biotechnology space that is expected to become the fou
e investors with a means of tracking the overall performance of small cap Canadian companies.
e consumer discretionary sector that have favorable exposure to target style factors subject to constraints. The MSCI USA Consumer D
ormance of the MSCI China A International with CNH 100% Hedged to USD Index. The MSCI China A International with CNH 100% He
sumer Staples sector that have favorable exposure to target style factors subject to constraints. The MSCI USA Consumer Staples Dive
tal assets in common stocks that comprise the Index. The Index is a transparent, rules-based tool for benchmarking contrarian investme
100 Index. The Index tracks the performance of the 100 largest and most liquid China A-share stocks listed and trading on the Small a
ncies. The VanEck Vectors-Chinese Renminbi/USD ETN seeks to track the performance of the S&P Chinese Renminbi Total Return Ind
hange. The MSCI China A International Index captures large and mid-cap representation and includes the China A-share constituents of
he Direxion Auspice Broad Commodity Strategy ETF seeks to provide investors with an opportunity to take advantage of rising commodi
ets. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to provide long-term capital appreciation, primarily throu
ets. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to provide long-term capital appreciation, primarily throu
ies through futures and commodity producer stocks. Designed to simplify tax filings as it does not produce a K-1 form. Commodities, su
Global Copper Miners Index.
esigned to reduce the effects of contango.
he U.S. domestic market with at least one year remaining term to final maturity and at least $250 million outstanding. It is not possible to
hat are potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index p
h Cows 100 Index (the Index ). A strategy driven exchange traded fund that aims to provide capital appreciation over time by screening
ERs expenses. The Copper Index is designed to reflect the performance of the investment returns from a portfolio of copper futures con
to provide a hedge against the U.S. inflation rate by providing a real return or a return above the rate of inflation as represented by the
index called the AlphaShares China Technology Index (the Index ). The Fund will at all times invest at least 80% of its total assets in co
rs Index. Market Vectors Global Oil Refiners Index is a modified market cap-weighted index intended to track the performance of the lar
equities with a lower carbon exposure than that of the broad market. Seek to maintain global stock exposure while reducing the carbon
ctor of the United States bond market as defined by the Barclays Capital U.S. Credit Bond Index.
S. dollar price of the Australian dollar.
iness Small Cap Index is float-adjusted market cap-weighted and includes global small cap companies engaged in the agribusiness sec
erse begins with all publicly traded stocks domiciled in the United States that have a market capitalization of less than $3 Billion then sc
The Index universe begins with the highest 100 dividend yielding stocks of the CEMP U.S. Small Cap 500 Volatility Weighted Index. The
Index. CSD offers exposure to U.S. domiciled companies that have been spun-off from a parent company within the last four years and
credit sector of the United States bond market as defined by the Barclays Capital U.S. 1-3 Year Credit Bond Index.
Power US Small Cap Index (the Underlying Index ). IQ Chaikin U.S. Small Cap ETF (CSML) provides exposure to domestic small--cap
through an unleveraged investment in the futures contracts in the Cotton markets. The Index is comprised of a single exchange traded
ing capital. In seeking to achieve the Fund s investment objective, the Fund invests, under normal circumstances, at least 80% of its as
ailable through an unleveraged investment in the futures contracts in the Copper markets. The Index is comprised of a single exchange
e is no guarantee the fund will meet its stated investment objective.
I IMI Timber Select Capped Index. The MSCI ACWI IMI Timber Select Capped Index is designed to measure the performance of securit
and expenses of an equity index called the Zacks Multi-Asset Income Index (the Zacks Multi-Asset Income Index or Index). The Fund e
ctive by investing its assets in a diversified portfolio of corporate bonds with varying maturities and equity securities. The Fund normally
ance of an index that tracks United States convertible bonds with outstanding issue sizes greater than $500 million. Our apporach is de
Internet Index. There is no guarantee the fund will meet its stated investment objective. This leveraged ETF seeks a return that is 200%
cker: NDUEACWZ)
used group of U.S. exchange-listed equity securities that the portfolio manager believes have favorable fundamental attributes. The Adv
overnment ownership of greater than 20%. The WisdomTree China ex-State-Owned Enterprises Index measures the performance of Ch
he Chinese Yuan relative to the U.S. dollar.
ex called the Zacks Mid-Cap Core Index (the Zacks Mid-Cap Core Index or Index). The Fund will normally invest at least 90% of its tota
375033264.xls
53
traditional market capitalization weighted indexes. The Index universe begins with all publicly traded stocks domiciledin developed coun
st companies by market capitalization that have their headquarters in a developed country (excluding the U.S. and emerging markets) a
ed Crossover Corporate Index is designed to measure the performance of US dollar denominated BBB and BB corporate debt publicly is
growth. Physical retailers are under immense pressure. Sales have been declining and profit margins are approaching lows not seen si
domestic large-cap equities through a multi-factor model. The NASDAQ Chaikin Power US Large Cap Index is a rules-based, quantitativ
maining term to maturity of 12 months. The Fund is not a money market fund and does not attempt to maintain a stable net asset value
securities issued publicly by U.S. corporations and U.S. dollar-denominated publicly issued debt of non-U.S. corporations non-U.S. gov
greater than ten years. CLYH seeks to provide exposure to long-term U.S. investment grade bonds while mitigating interest rate risk by
age-backed securities, which are classes of securities that represent interests in pools of commercial mortgages. The index includes onl
Bond Index.
hares, B-shares, H-shares, Red-chips, and P-chips. The index aims to reflect the opportunity set of China share classes listed in Hong K
d to become the foundational treatment for cancer over the next ten years. A sector ETF focusing on a unique technology like cancer imm
CI USA Consumer Discretionary Diversi ed Multiple-Factor Capped Index is based on the MSCI USA Consumer Discretionary Index, its p
with CNH 100% Hedged to USD Index represents a close estimation of the performancethat can be achieved by hedging the currency e
sumer Staples Diversi ed Multiple-Factor Capped Index is based on the MSCI USA Consumer Staples Index, its parent index, which inc
contrarian investment strategies and is designed to systematically measure the performance of stocks that lag behind the broader mark
ding on the Small and Medium Enterprise ( SME ) Board and the ChiNext Market of the Shenzhen Stock Exchange. Offers exposure to
nbi Total Return Index (SPCBCNY), less investor fees(1). Investors may trade the ETN on an exchange at market price or receive, at m
hare constituents of the MSCI China All Shares Index. It is based on the concept of the integrated MSCI China equity universe with Chin
e of rising commodity prices, in addition to mitigate risk by going flat (cash) when individual commodities are experiencing downward tre
ation, primarily through exposure to commodity futures markets. The Fund s investment strategy is based in part on the Bloomberg Com
tion, primarily through exposure to commodity futures markets. The Fund s investment strategy is based in part on the S&P GSCI Index
m. Commodities, such as oil, gold, food, metals and other goods, can help build a balanced and diversified portfolio. COMT offers a var
. It is not possible to invest directly in an unmanaged index.

mprising the index plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The index is curre
er time by screening the Russell 1000 for the top 100 companies based on free cash flow yield. Free cash flow is the cash remaining aft
copper futures contracts fully collateralized with 3-month U.S. Treasury Bills.
s represented by the Consumer Price Index which is published by the Bureau of Labor Statistics and is a measure of the average chang
its total assets in common stock American depositary receipts ( ADRs ) American depositary shares ( ADSs ) global depositary receipts
rformance of the largest and most liquid companies in the global oil refining segment.
educing the carbon footprint of an investment portfolio.
he agribusiness sector, including crop production and farming, livestock operations, agricultural machinery, agricultural supplies and log
n $3 Billion then screens for all companies with consistent net positive earnings for four consecutive quarters. The Index identifies up to
Weighted Index. The remaining 100 stocks are weighted based on their daily standard deviation (volatility) over the last 180 trading days
e last four years and have a float-adjusted market capitalization of at least $1 billion. The S&P U.S Spin-Off Index is designed to measur
ned to track the performance of the CEMP U.S. Small Cap 500 Long/Cash Volatility Weighted Index before expenses. The Index repres
omestic small--cap equities through a multi-factor model, The Chaikin Power Gauge. The diversified U.S. Small Cap Fund can serve as
e exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. However,
t least 80% of its assets in debt securities whose interest is, in the opinion of bond counsel for the issuer at the time of issuance, exemp
f a single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. Ho
formance of securities that are engaged in the ownership and management of forests and timberlands and production of finished produ
Index). The Fund expects to use a sampling approach in seeking to achieve its objective. Sampling means that Guggenheim Advisors
The Fund normally invests in investment grade corporate bonds of large cap domestic issuers, without a preference for particular marke
Our apporach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs
a return that is 200% the return of its benchmark index for a single day. The fund should not be expected to provide two times the return
l attributes. The Advisor may use a variety of methods for security selection and will seek to focus on firms that are fundamentally sound
e performance of Chinese stocks that are not state owned enterprises. State owned enterprises are defined as government ownership o
east 90% of its total assets in securities that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser ) seeks a correlatio
375033264.xls
54
din developed countries outside of the United States then screens for allcompanies with consistent net positive earnings for four consec
merging markets) and the stock of which trades on an exchange in a developed country (other than the U.S. and emerging markets). T
orate debt publicly issued in the US domestic market. "Crossover" corporate debt generally means corporate debt rated at levels where
ng lows not seen since the recession. Over 30 major retailers have declared bankruptcy in the past three years, and longstanding nam
s-based, quantitative index designed to enhance an existing index (NASDAQ US 300 Index) by selecting stocks with the highest Chaik
able net asset value (NAV). The Fund and the Index are rebalanced and reconstituted monthly. The ICE U.S. Treasury Core Bond Index
ations non-U.S. government debt and supranational debt.
nterest rate risk by holding CLY (iShares 10+ Year Credit Bond ETF) and short positions in interest rate swaps.
e index includes only CMBS that are Employee Retirement Income Security Act of 1974, which will deem ERISA eligible the certificates
ses listed in Hong Kong, Shanghai and Shenzhen. It is based on the concept of the integrated MSCI China equity universe with China A
ology like cancer immunotherapy allows investors to focus on interest areas more precisely than broad indices. LCINDX is an equal-weig
retionary Index, its parent index, which includes US large and mid-cap securities classi ed in the Consumer Discretionary sector as per
dging the currency exposures of its parent index, the MSCI China A International Index, to theUSD, the home currency for the hedged
ent index, which includes US large and mid-cap securities classi ed in the Consumer Staples sector as per the Global Industry Classi c
nd the broader market in terms of performance, but outrank their peers based on fundamentals-based and other qualitative criteria.
. Offers exposure to privately owned small and medium-sized enterprises, which have driven the majority of recent technological innova
rice or receive, at maturity or upon early redemption(2), a cash payment from the issuer based on Index performance, less investor fees
y universe with China A-shares included. The constituents of the MSCI China A International Index is the China A-share constituents of
ncing downward trends. It seeks to potentially provide commodity investment returns with lower risk characteristics than long-only comm
he Bloomberg Commodity Index (the BCOM Benchmark ), which is designed to be a highly liquid and broad benchmark for commoditie
he S&P GSCI Index (the GSCI Benchmark ), which is designed to be measure of commodity market performance over time.
. COMT offers a variety of potential benefits for investors looking to access commodities.
s. The index is currently composed of two livestock commodities contracts (lean hogs and live cattle) traded on U.S. exchanges.
e cash remaining after a company has paid expenses, interest, taxes, and long-term investments. It can be used to buy back stock, pay
f the average change in prices over time of goods and services purchased by households.
depositary receipts ( GDRs ) and international depositary receipts ( IDRs ) that comprise the Index and investments that have economi
ral supplies and logistics, agricultural chemicals, and biofuels.

ndex identifies up to the 500 largest U.S. stocks by market capitalization. The remaining 500 stocks are weighted based on their daily st
ast 180 trading days compared to the aggregate mean.
designed to measure the performance of U.S. companies that have been spun-off from a parent company within the last four years and
es. The Index represents the broad U.S. Small Cap stock market, and is designed to hedge downside risk potential.
p Fund can serve as a core component to a portfolio. The Chaikin Power Gauge is a 20 factor quantitative model which combines funda
ontracts. However, unlike many commodity indices which roll their exposure to the corresponding futures contract on a monthly basis in
of issuance, exempt from U.S. federal income tax ( Municipal Bonds ). Cumberland Advisors Inc., the Fund s sub-adviser (the Sub-Adv
utures contracts. However, unlike many commodity indices which roll their exposure to the corresponding futures contract on a monthly
on of finished products which use timber as raw material. The index captures large, mid and small-cap stocks across 23 developed mar
ggenheim Advisors LLC (the Investment Adviser) uses quantitative analysis to select stocks from the Index universe to obtain a represe
for particular market sectors, but the Fund may also invest in securities of small and mid cap issuers, both foreign, including emerging m
wo times the return of the benchmark s cumulative return for periods greater than a day. The CSI Overseas China Internet Index is prov
undamentally sound and have shown consistency in their financial results and high earnings quality. The Advisor may look for stocks wit
rnment ownership of more than 20% of outstanding shares of companies. The index employs a modified float-adjusted market capitaliz
r ) seeks a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 wo
375033264.xls
55
ings for four consecutivequarters. The Index identifies up to the 500 largest stocks by market capitalization.
merging markets). The Index includes only those companies with consistent positive earnings (at least its 4 most recent quarters) and is
ted at levels where the lower end of investment grade debt and the higher end of high yield debt meet.
d longstanding names like J.C. Penney and Macy s are struggling to remain viable. CLIX combines a 100% long position in retailers tha
h the highest Chaikin Power Gauge rating.
ry Core Bond Index is part of a series of indices intended to assess the U.S. Treasury market. The Index is market value weighted and i
ible the certificates with the first priority of principal repayment, as long as certain conditions are met, including the requirement that the
niverse with China A-shares included. The fund, using a passive or indexing approach, attempts to approximate the performance of the
DX is an equal-weighted index containing both large pharmaceutical and growth-oriented biotechnology companies that are leading in t
onary sector as per the Global Industry Classi cation Standard (GICS). The index is constructed by applying the standard methodology o
ncy for the hedged index. The index is 100% hedged to the USD by selling Renminbi currencyforwards at the one-month Forward rate.
al Industry Classi cation Standard (GICS). The index is constructed by applying the standard methodology of the MSCI Diversi ed Multi
alitative criteria.
echnological innovation and economic growth in China. Information technology, consumer discretionary and staples, and health care se
e, less investor fees(1).The index is based on the performance of a rolling investment in three-month non-deliverable forward contracts.
are constituents of the MSCI China All Shares Index. The index constituents are weighted by the security free- oat adjusted market cap
than long-only commodity strategies.
mark for commodities futures investments.
ver time.
exchanges.
buy back stock, pay dividends, or participate in mergers and acquisitions. The ability to generate a high free cash flow yield indicates a c
that have economic characteristics that are substantially identical to the economic characteristics of the component securities that com
sed on their daily standard deviation (volatility) over the last 180 trading days compared to the aggregate mean
last four years and have a float-adjusted market capitalization of at least $1 billion.
ch combines fundamental, earnings, technical and sentiment components to select stocks with the potential to provide enhanced return
n a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts with va
dviser (the Sub-Adviser ), will invest the Fund s assets using a barbell strategy, which means that the Sub-Adviser will overweight the Fu
ntract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts
s 23 developed markets countries and 23 emerging markets countries.

to obtain a representative sample of stocks that resemble the Index in terms of key risk factors performance attributes and other charac
ncluding emerging markets, and domestic, in any market sector, regardless of credit quality.
nternet Index is provided by China Securities Index Co., LTD ( Index Provider ). The securities included in the Index are primarily listed o
y look for stocks with a strong history of sales and earnings growth, or companies that have steadily increased their earnings and divide
ed market capitalization weighting process which means that the share amounts used in calculating the Index reflect only shares availa
. A figure of 1.00 would represent perfect correlation.
375033264.xls
56
ent quarters) and is weighted based on the volatility of each stock.
ition in retailers that primarily sell online or through other non-store channels with a 50% short position in those that rely principally on p
alue weighted and is designed to include U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than one
equirement that the certificates be rated in one of the three highest rating categories by Fitch, Inc., Moody s Investors Services or Stand
performance of the index.

that are leading in this approach.
dard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-level weights of the constituents of this der
month Forward rate. The parent index is composed of large and mid cap stocks and includes theChina A-share constituents of the MSCI
SCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-level weights of the constituents of this derived index are capped at 25
and health care sectors, drivers of China s growth, are well represented in the Index.
e forward contracts.
djusted market capitalization calculated based on the Foreign Inclusion Factor (FIF) and subject to Foreign Ownership Limits (FOLs). T
w yield indicates a company is producing more cash than it needs to run the business and can invest in growth opportunities. The strate
securities that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better b
de enhanced returns over time. The Fund typically consists of 200-350 equally weighted securities with the highest Power Gauge rating
es contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
ill overweight the Fund s investments in Municipal Bonds with maturities on the short and long ends of the fixed income yield curve, whi
of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
es and other characteristics. However the Fund may use replication to achieve its objective if practicable. The Investment Adviser seeks
are primarily listed outside of China, have been listed for at least three months and meet one of the three following criteria: 1) the comp
earnings and dividends for several years. In addition, the Advisor may invest the Fund s assets in lesser-known companies that the Adv
t only shares available to investors.
375033264.xls
57
rely principally on physical stores. Investors have the opportunity to benefit from both outperforming online and underperforming physic
ty greater than one month and less than or equal to one year.
s Services or Standard & Poor s.
nstituents of this derived index are capped at 25%, in accordance with the MSCI Capped Indexes methodology.
ituents of the MSCI China All Shares Index. It is a free float-adjusted market capitalization-weighted index compiled and published by M
ex are capped at 25%, in accordance with the MSCI Capped Indexes methodology.
hip Limits (FOLs). The MSCI China A International Index is rebalanced simultaneously with the MSCI Global Investable Market Indexes,
ortunities. The strategy targets US companies with strong cash flows and healthy balance sheets.
e of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 would represent perfect correlat
Power Gauge ratings.
ome yield curve, while underweighting exposure to Municipal Bonds with intermediate maturities.
ment Adviser seeks a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figur
riteria: 1) the company is incorporated in mainland China; 2) the operation center for the company is in mainland China; or 3) at least 50
mpanies that the Advisor believes have a unique opportunity for growth. At times, the Advisor may buy certain out-of-favor stocks believe
375033264.xls
58
erperforming physical retailers. The long/short structure also reduces equity market exposure and potentially results in less volatility than
and published by MSCI Inc. The Index is designed to track the equity market performance of large-cap and mid-cap Chinese securities
ble Market Indexes, using the same price and data cut-o dates.
ent perfect correlation.
of the Index. A figure of 1.00 would represent perfect correlation.
ina; or 3) at least 50% of the revenue from the company is from mainland China. The Index Provider then removes securities that durin
favor stocks believed to be priced below their intrinsic value, as measured by the Advisor. Additionally, the Advisor aims to keep the port
375033264.xls
59
in less volatility than long-only equity strategies.
Chinese securities listed on the Shanghai and Shenzhen Stock Exchanges. The Index is based on the concept of the integrated MSCI
securities that during the past year had a daily average trading value of less than $500,000 or a daily average market cap of less than $
ms to keep the portfolio turnover low.
375033264.xls
60
he integrated MSCI China equity universe with mainland Chinese securities included.
et cap of less than $500 million.
375033264.xls
61
DB Agriculture Double Long ETN DAG DBX Strategic Advisors 25154H558

Anfield Capital Diversified Alternatives ETF DALT Regents Park Funds 90213U115
VelocityShares Daily 4x Long USD vs AUD Index DAUD Velocity Shares 17326E605
Horizons DAX Germany ETF DAX Horizons 44053G207
PowerShares DB Agriculture Fund DBA Invesco Powershares 73936B408
Deutsche X-trackers MSCI Asia Pacific ex Japan DBAP DBX Strategic Advisors 233051846
Deutsche X-trackers MSCI All World ex US HedgeDBAW DBX Strategic Advisors 233051820
PowerShares DB Base Metals Fund DBB Invesco Powershares 73936B705
Deutsche X-trackers MSCI Brazil Hedged Equity DBBR DBX Strategic Advisors 233051309
PowerShares DB Commodity Index Tracking Fun DBC Invesco Powershares 73935S105
PowerShares DB Energy Fund DBE Invesco Powershares 73936B101
Deutsche X-trackers MSCI EAFE Hedged Equity DBEF DBX Strategic Advisors 233051200
Deutsche X-trackers MSCI Emerging Markets HedDBEM DBX Strategic Advisors 233051101
Deutsche X-trackers MSCI EAFE Small Cap HedgDBES DBX Strategic Advisors 233051580
Deutsche X-trackers MSCI Europe Hedged Equit DBEU DBX Strategic Advisors 233051853
Deutsche X-trackers MSCI EMU Hedged Equity DBEZ DBX Strategic Advisors 233051697
Deutsche X-trackers MSCI Germany Hedged EquiDBGR DBX Strategic Advisors 233051408
Deutsche X-trackers MSCI Japan Hedged Equity DBJP DBX Strategic Advisors 233051507
Deutsche X-trackers MSCI South Korea Hedged EDBKO DBX Strategic Advisors 233051812
Deutsche X-trackers MSCI Mexico Hedged EquityDBMX DBX Strategic Advisors 233051796
PowerShares DB Oil Fund DBO Invesco Powershares 73936B507
PowerShares DB Precious Metals Fund DBP Invesco Powershares 73936B200
Credit Suisse AxelaTrader 3x Inverse Brent Crud DBRT Credit Suisse 22539T241
PowerShares DB Silver Fund DBS Invesco Powershares 73936B309
Deutsche X-trackers MSCI United Kingdom HedgeDBUK DBX Strategic Advisors 233051861
PowerShares DB G10 Currency Harvest Fund DBV Invesco Powershares 73935Y102
VelocityShares Daily 4X Long USD vs. CHF Inde DCHF Velocity Shares 17326E704
iPath Seasonal Natural Gas ETN DCNG Barclays iPath 06740P239
Legg Mason Developed EX-US Diversified Core DDBI Legg Mason 52468L109
WisdomTree Dynamic Currency Hedged Europe EDDEZ Wisdom Tree 97717X255
ProShares Short Oil & Gas DDG ProShares 74347R222
WisdomTree Dynamic Currency Hedged Japan EqDDJP Wisdom Tree 97717X289
WisdomTree Dynamic Currency Hedged InternatioDDLS Wisdom Tree 97717X271
ProShares Ultra Dow30 DDM ProShares 74347R305
DB Commodity Short ETN DDP DBX Strategic Advisors 25154H467
WisdomTree Dynamic Currency Hedged InternatioDDWM Wisdom Tree 97717X263
DB Commodity Double Short ETN DEE DBX Strategic Advisors 25154H483
Deutsche X-trackers FTSE Developed ex U.S. E DEEF DBX Strategic Advisors 233051515
Guggenheim Defensive Equity ETF DEF Guggenheim 18383M878
iShares Adaptive Currency Hedged MSCI EAFE DEFA Blackrock (iShares) 46435G656
WisdomTree Emerging Markets Equity Income FuDEM Wisdom Tree 97717W315
Deutsche X-trackers FTSE Emerging ComprehensDEMG DBX Strategic Advisors 233051499
Democratic Policies Fund DEMS EventShares 00509T201
WisdomTree SmallCap Dividend Fund DES Wisdom Tree 97717W604
Deutsche X-trackers Russell 2000 Comprehensiv DESC DBX Strategic Advisors 233051440
VelocityShares Daily 4X Long USD vs. EUR Inde DEUR Velocity Shares 17326E571
Deutsche X-trackers Russell 1000 Enhanced Bet DEUS DBX Strategic Advisors 233051481
WisdomTree Global Equity Income Fund DEW Wisdom Tree 97717W877
iShares Adaptive Currency Hedged MSCI Japan DEWJ Blackrock (iShares) 46435G649
iShares Adaptive Currency Hedged MSCI Eurozo DEZU Blackrock (iShares) 46435G664
WisdomTree Europe SmallCap Dividend Fund DFE Wisdom Tree 97717W869
Direxion Daily Aerospace & Defense Bull 3X Shar DFEN Direxion Shares 25460E661
WisdomTree Japan SmallCap Dividend Fund DFJ Wisdom Tree 97717W836
Reality Shares DIVCON Dividend Defender ETF DFND Reality Shares 75605A504
Davis Select Financial ETF DFNL Davis Advisors 23908L108
iPath US Treasury 5 year Bull ETN DFVL Barclays iPath 06740P650
iPath US Treasury 5 year Bear ETN DFVS Barclays iPath 06740P643
VelocityShares 3x Inverse Natural Gas ETN DGAZ Velocity Shares 22542D373
VelocityShares Daily 4X Long USD vs. GBP Inde DGBP Velocity Shares 17326E464
PowerShares DB Gold Fund DGL Invesco Powershares 73936B606
375033264.xls
62

US90213U1152 09/28/2017 1.3 Other Asset Types
US17326E6059 12/12/2017 1.5 Currency
US73936B4086 01/05/2007 0.89 Commodities & Metals
US73935S1050 02/03/2006 0.89 Commodities & Metals
US22539T2419 09/15/2017 1.65 Commodities & Metals
US73935Y1029 09/18/2006 0.8 Currency
US17326E7040 12/12/2017 1.5 Currency
US00509T2015 10/16/2017 0.75 Target Date / Multi-Asset
US17326E5713 12/12/2017 1.5 Currency
US06740P6503 07/11/2011 0.75 Bonds
US06740P6438 07/11/2011 0.75 Bonds
US22542D3733 02/07/2012 1.65 Commodities & Metals
US17326E4641 12/12/2017 1.5 Currency
375033264.xls
63
Not Applicable Deutsche Bank Liquid CoAll of the DB Agriculture ETNs are based on a total return version of the Deu
Hedge Fund Replication Not Applicable The Regents Park Funds Diversified Alternatives ETF, (DALT) will invest in a
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long USD vs. AUD Index ETN will provide inve
Not Applicable DAX Index The Horizons DAX Germany ETF ( Fund ) seeks to provide investment resul
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Agriculture Fund is based on the Deutsche Bank Liqu
Not Applicable MSCI AC Asia Pacific e The underlying index is designed to provide exposure to equity securities in
Not Applicable MSCI ACWI ex USA US D db X-trackers MSCI All World ex US Hedged Equity Fund seeks investment
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Base Metals Fund (Fund) is based on the Deutsche B
Not Applicable MSCI Brazil US Dollar H The db-X MSCI Brazil Currency-Hedged Equity Fund (the "Fund") seeks inve
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Commodity Index Tracking Fund (Fund) is based on th
Not Applicable Deutsche Bank Liquid C The PowerShares DB Energy Fund (Fund) is based on the Deutsche Bank L
Not Applicable MSCI EAFE US Dollar H The db-X MSCI EAFE Currency-Hedged Equity Fund (the Fund ) seeks inve
Not Applicable MSCI EM US Dollar Hed The db-X MSCI Emerging Markets Currency-Hedged Equity Fund (the Fund
Not Applicable MSCI EAFE Small Cap UDeutsche X-trackers MSCI EAFE Small Cap Hedged Equity ETF (DBES) se
Not Applicable MSCI Europe US Dollar The db X-trackers MSCI Europe Hedged Equity Fund seeks investment resu
Not Applicable MSCI EMU IMI U.S. Doll Deutsche X-trackers MSCI EMU Hedged Equity ETF allows investors to dire
Not Applicable MSCI Germany US DollaThe db X-trackers MSCI Germany Hedged Equity Fund (the "Fund") seeks in
Not Applicable MSCI Japan US Dollar HThe db-X MSCI Japan Currency-Hedged Equity Fund (the "Fund") seeks inv
Not Applicable MSCI Korea 25/50 US Dodb X-trackers MSCI South Korea Hedged Equity Fund seeks investment res
Not Applicable MSCI Mexico IMI 25/50 The db X-trackers MSCI Mexico Hedged Equity Fund seeks investment resu
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Oil Fund (Fund) is based on the Deutsche Bank Liquid
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Precious Metals Fund (Fund) is based on the Deutsch
Not Applicable S&P GSCI Brent Crude OThe ETNs are linked to the daily performance of the S&P GSCI Brent Crude
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Silver Fund (Fund) is based on the Deutsche Bank Liq
Not Applicable MSCI United Kingdom U The db X-trackers MSCI United Kingdom Hedged Equity Fund seeks investm
Not Applicable Deutsche Bank G10 Curre The PowerShares DB G10 Currency Harvest Fund (Fund) is based on the D
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long USD vs. CHF Index ETN will provide inve
Not Applicable Barclays Capital Natura The iPath Seasonal Natural Gas ETN is linked to the Barclays Capital Natura
Not Applicable QS DBI Developed ex-USLegg Mason Developed ex-US Diversified Core ETF seeks to track the inves
Not Applicable WisdomTree Dynamic Cur WisdomTree Dynamic Currency Hedged Europe Equity Fund seeks to track
Not Applicable Dow Jones US Oil & GasProShares Short Oil & Gas seeks daily investment results before fees and e
Not Applicable WisdomTree Dynamic Cur WisdomTree Dynamic Currency Hedged Japan Equity Fund seeks to track th
Not Applicable WisdomTree Dynamic Cur WisdomTree Dynamic Currency Hedged International SmallCap Equity Fund
Not Applicable Dow Jones Industrial Av ProShares Ultra Dow30 seeks daily investment results before fees and expe
Not Applicable Deutsche Bank Liquid C The index is intended to track the long or short performance of the underlyin
Not Applicable WisdomTree Dynamic Curr WisdomTree Dynamic Currency Hedged International Equity Fund seeks to
Not Applicable Deutsche Bank Liquid C The index is designed to reflect the performance of certain wheat, corn, light
Not Applicable FTSE Developed ex US C Deutsche X-trackers FTSE Developed ex US Enhanced Beta ETF seeks inv
Not Applicable Guggenheim Defensive EGuggenheim Defensive Equity ETF (DEF) seeks investment results that corr
Not Applicable MSCI EAFE Adaptive HeThe iShares Adaptive Currency Hedged MSCI EAFE ETF seeks to track the
Not Applicable WisdomTree Emerging Ma WisdomTree Emerging Markets Equity Income Fund seeks investment resul
Not Applicable FTSE Emerging Comprehe Deutsche X-trackers FTSE Emerging Comprehensive Factor ETF seeks inve
Not Applicable Not Applicable The Democratic Policies Fund (the Fund ) objective is to invest its portfolio i
Not Applicable WisdomTree SmallCap DiWisdomTree SmallCap Dividend Fund seeks investment results that closely
Not Applicable Russell 2000 Comprehens Deutsche X-trackers Russell 2000 Comprehensive Factor ETF (the Fund ) s
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long USD vs. EUR Index ETN will provide inve
Not Applicable Russell 1000 Comprehens Deutsche X-trackers Russell 1000 Enhanced Beta ETF seeks investment re
Not Applicable WisdomTree Global EquiWisdomTree Global Equity Income Fund seeks investment results that close
Not Applicable MSCI Japan Adaptive HeThe MSCI Japan Adaptive Hedge to USD Index represents a close estimatio
Not Applicable MSCI EMU Adaptive HedThe iShares Adaptive Currency Hedged MSCI Eurozone ETF seeks to track
Not Applicable WisdomTree Europe Smal WisdomTree Europe SmallCap Dividend Fund seeks investment results that
Not Applicable Dow Jones US Select AeThe Direxion Daily Aerospace & Defense Bull 3X Shares seeks daily investm
Not Applicable WisdomTree Japan SmallWisdomTree Japan SmallCap Dividend Fund seeks investment results that c
Not Applicable Reality Shares DIVCON The Reality Shares DIVCON Dividend Defender ETF features a hedged (lon
Not Applicable Not Applicable The Fund is an actively managed exchange-traded fund ( ETF ). Davis Selec
Not Applicable Barclays Capital 5Y US The iPath US Treasury 5-year Bull Exchange Traded Note is linked to the pe
Not Applicable Barclays Capital 5Y US The iPath US Treasury 5-year Bear Exchange Traded Note is linked inversel
Not Applicable S&P GSCI Natural Gas I The VelocityShares 3x Inverse Natural Gas ETNs linked to the S&P GSCI N
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long USD vs. GBP Index ETN will provide inve
Not Applicable Deutsche Bank Liquid CoThe PowerShares DB Gold Fund (Fund) is based on the Deutsche Bank Liq
375033264.xls
64
version of the Deutsche Bank Liquid Commodity Index Optimum Yield AgricultureTM, which is intended to track the long or short perfo
LT) will invest in a diverse set of assets classes, typically ten different markets, sectors, themes with a target of approximately 20 to 30
N will provide investors with a cash payment at the scheduled maturity or early redemption based on the performance of the underlying
e investment results that will closely correspond, before fees and expenses, to the price and yield performance of the DAX Index. The w
utsche Bank Liquid Commodity Index Diversified Agriculture Excess Return and managed by DB Commodity Services LLC. The Index
quity securities in developed and emerging stock markets in the Asia-Pacific region (excluding Japan), while at the same time mitigating
seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI ACWI ex USA US Dolla
on the Deutsche Bank Liquid Commodity Index Optimum Yield Industrial Metals Excess Return (Index) and managed by DB Commod
"Fund") seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Brazil US Dolla
und) is based on the Deutsche Bank Liquid Commodity Index Optimum Yield Diversified Excess Return (Index) and managed by DB Co
e Deutsche Bank Liquid Commodity Index-Optimum Yield Energy Excess Return (Index) and is managed by DB Commodity Services L
Fund ) seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EAFE US Dolla
ty Fund (the Fund ) seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EM
ty ETF (DBES) seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI EAFE S
ks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Europe US Dollar Hedged I
ws investors to directly invest in pure Eurozone equities while mitigating currency risks that exist in fluctuations between the euro and U.S
he "Fund") seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Germany US
"Fund") seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Japan US Doll
ks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Korea 25/50 US Dollar Hed
ks investment results that correspond generally to the performance, before fees and expenses, of the MSCI Mexico IMI 25/50 US Dollar
utsche Bank Liquid Commodity Index - Optimum Yield Oil Excess Return (Index) and managed by DB Commodity Services LLC. The In
ed on the Deutsche Bank Liquid Commodity Index - Optimum Yield Precious Metals (Index) and managed by DB Commodity Services
GSCI Brent Crude Oil ER (the Index ). The Index is calculated according to the methodology of the S&P GSCI Index (the S&P GSCI ) a
Deutsche Bank Liquid Commodity Index - Optimum Yield Silver Excess Return (Index) and managed by DB Commodity Services LLC.
und seeks investment results that correspond generally to the performance, before fees and expenses, of the MSCI United Kingdom U
is based on the Deutsche Bank G10 Currency Future Harvest Index - Excess Return (Index) and managed by DB Commodity Service
ays Capital Natural Gas Seasonal TR Index (the "Index"). The Index reflects the returns that are potentially available by maintaining an
s to track the investment results of an index composed of publicly traded equity securities of developed markets outside the United State
und seeks to track the performance of European dividend-paying companies while at the same time dynamically hedging exposure to flu
before fees and expenses that correspond to the inverse (opposite) of the daily performance of the Dow Jones U.S. Oil & Gas Index
nd seeks to track the performance of Japanese dividend-paying companies while at the same time dynamically hedging exposure to fluc
allCap Equity Fund seeks to track the performance of the small-capitalization segment of dividend-paying companies in the industrialize
ore fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones Industrial Average
ce of the underlying futures contracts relating to six commodities: wheat, corn, light sweet crude oil, heating oil, gold and aluminum.
ity Fund seeks to track the performance of dividend-paying companies in the industrialized world outside of the U.S. and Canada while
wheat, corn, light sweet crude oil, heating oil, gold and aluminum futures contracts plus the returns from investing in 3 month United St
eta ETF seeks investment results that correspond generally to the performance, before fees and expenses, of the FTSE Developed ex
nt results that correspond generally to the performance, before the funds fees and expenses, of the Guggenheim Defensive Equity Inde
seeks to track the investment results of an index composed of large- and mid-capitalization equities in Europe, Australasia, and the Far
s investment results that correspond to the price and yield performance before fees and expenses of the WisdomTree Emerging Market
tor ETF seeks investment results that correspond generally to the performance, before fees and expenses, of the FTSE Emerging Com
nvest its portfolio in a manner that will seek capital appreciation during periods when the U.S. government is operating pursuant to Dem
esults that closely correspond to the price and yield performance before fees and expenses of the WisdomTree SmallCap Dividend Inde
ETF (the Fund ) seeks investment results that correspond generally to the performance, before fees and expenses, of the Russell 2000
eks investment results that correspond generally to the performance, before fees and expenses, of the Russell 1000 Comprehensive Fa
t results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Global Equity Income
s a close estimation of the performance that can be achieved by hedging the currency exposure of its parent index, the MSCI Japan Ind
ETF seeks to track the investment results of an index composed of large- and mid-capitalization equities from developed market countrie
stment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Europe SmallCa
eeks daily investment results, before fees and expenses, of 300% of the performance of the Dow Jones U.S. Select Aerospace & Defen
ment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Japan SmallCap
ures a hedged (long/short) equity portfolio that may provide more stable returns than a long-only equity portfolio. The Fund invests 75%
ETF ). Davis Selected Advisers, L.P. ( Davis Advisors or the Adviser ), the Fund s investment adviser, uses the Davis Investment Discip
is linked to the performance of the Barclays Capital 5Y US Treasury Futures Targeted Exposure Index . The index seeks to produce ret
e is linked inversely to the performance of the Barclays Capital 5Y US Treasury Futures Targeted Exposure Index . The index seeks to p
o the S&P GSCI Natural Gas Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting throug
Deutsche Bank Liquid Commodity Index - Optimum Yield Gold Excess Return (Index) and managed by DB Commodity Services LLC. T
375033264.xls
65
long or short performance of the underlying futures contracts relating to corn, wheat, soybeans and sugar.
oximately 20 to 30 different positions, dependent on market conditions. The Fund is an actively managed exchange traded fund ( ETF )
ce of the underlying index, the VelocityShares Daily 4X Long USD vs. AUD Index.
e DAX Index. The weighting of a share in the index is determined on the basis of market cap of shares in free float. To ensure tradability
ces LLC. The Index is a rules-based index composed of futures contracts on some of the most liquid and widely traded agricultural com
ame time mitigating exposure to fluctuations between the value of the U.S. dollar and selected non-U.S. currencies.
WI ex USA US Dollar Hedged Index.
ged by DB Commodity Services LLC. The Index is a rules-based index composed of futures contracts on some of the most liquid and wi
SCI Brazil US Dollar Hedged Index (the "Index"). The Index is designed to provide exposure to Brazilian equity markets, while at the sa
managed by DB Commodity Services LLC. The Index is a rules-based index composed of futures contracts on 14 of the most heavily-tr
mmodity Services LLC. The Index is a rules-based index composed of futures contracts on some of the most heavily traded energy com
SCI EAFE US Dollar Hedged Index (the Index ). The Index is designed to provide exposure to equity securities in developed internation
ses, of the MSCI EM US Dollar Hedged Index (the Index ). The Index is designed to provide exposure to equity securities in the global e
f the MSCI EAFE Small Cap U.S. Dollar Hedged Index. DBES offers investors purer access to small-cap developed market equities wh
US Dollar Hedged Index.
en the euro and U.S. dollar. Deutsche X-trackers MSCI EMU Hedged Equity ETF (DBEZ) seeks investment results that correspond gen
MSCI Germany US Dollar Hedged Index (the "Index"). The Index is designed to provide exposure to German equity markets, while at t
MSCI Japan US Dollar Hedged Index (the "Index"). The Index is designed to provide exposure to Japanese equity markets, while at the
25/50 US Dollar Hedged Index .
MI 25/50 US Dollar Hedged Index.
Services LLC. The Index is a rules-based index composed of futures contracts on Light Sweet Crude Oil (WTI) and is intended to reflect
ommodity Services LLC. The Index is a rules-based index composed of futures contracts on two of the most important precious metals
x (the S&P GSCI ) and is composed entirely of ICE Futures Europe ( ICE-Europe ) Brent crude oil futures contracts.
odity Services LLC. The Index is a rules-based index composed of futures contracts on silver and is intended to reflect the performance
United Kingdom US Dollar Hedged Index.
Commodity Services LLC. The Index is comprised of currency futures contracts on certain G10 currencies and is designed to exploit the
ce of the underlying index, the VelocityShares Daily 4X Long USD vs. CHF Index.
e by maintaining an unleveraged investment in a rolling position in Henry Hub Natural Gas futures contracts plus the rate of interest that
side the United States. The QS DBI Developed ex-US Diversified Index (the Index ) seeks to provide exposure to equity markets in dev
ging exposure to fluctuations of the value of the euro relative to the U.S. dollar. The WisdomTree Dynamic Currency Hedged Europe Eq
Oil & Gas Index
ing exposure to fluctuations of the value of the Japanese yen relative to the U.S. dollar. The WisdomTree Dynamic Currency Hedged Ja
s in the industrialized world outside of the U.S. and Canada while at the same time dynamically hedging exposure to fluctuations of the v
and aluminum.
and Canada while at the same time dynamically hedging exposure to fluctuations of the value of the applicable foreign currencies relat
n 3 month United States Treasury Bills
TSE Developed ex US Comprehensive Factor Index. The FTSE Developed ex US Comprehensive Factor Index is a benchmark design
efensive Equity Index. The Guggenheim Defensive Equity Index is designed to mitigate market risk and improve risk adjusted returns. T
ralasia, and the Far East while dynamically hedging currency risk for a U.S. dollar based investor. The MSCI EAFE Adaptive Hedge to U
ee Emerging Markets Equity Income Index.
TSE Emerging Comprehensive Factor Index. The index is designed to provide core exposure to emerging market equities based on five
ng pursuant to Democratic Policies (as defined below). It does not seek to replicate the performance of a specified index. The Fund is a
llCap Dividend Index.
of the Russell 2000 Comprehensive Factor Index (the Underlying Index ). The Fund, using a passive or indexing investment approac
ce of the underlying index, the VelocityShares Daily 4X Long USD vs. EUR Index.
0 Comprehensive Factor Index. The index is designed to provide exposure to domestic equities based on five factors Quality, Value, M
obal Equity Income Index*. Prior to June 19 2009 the WisdomTree Global Equity Income Fund was named the WisdomTree Europe Eq
he MSCI Japan Index, to the USD, the "home" currency for the hedged index. The parent index is composed of large and mid-cap stoc
ped market countries which use the euro as their official currency while dynamically hedging currency risk for a U.S. dollar based invest
ree Europe SmallCap Dividend Index.
Aerospace & Defense Index. The Dow Jones U.S. Select Aerospace & Defense Index (DJSASDT) is provided by Dow Jones U.S. Inde
ee Japan SmallCap Dividend Index.
Fund invests 75% of its portfolio market value in the large-cap U.S. companies with the highest probability of increasing their dividends
is Investment Discipline to invest, under normal market conditions, at least 80% of the Fund s net assets plus any borrowings for invest
eeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yields available to investors
The index seeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yields available t
uisse ) acting through its Nassau branch. The ETNs seek to provide inverse exposure to three times (3x) the daily performance of the S
ce of the underlying index, the VelocityShares Daily 4X Long USD vs. GBP Index.
ity Services LLC. The Index is a rules-based index composed of futures contracts on gold and is intended to reflect the performance of
375033264.xls
66
traded fund ( ETF ) that is a fund of funds. It seeks to achieve its investment objective by investing primarily in alternative asset classes
To ensure tradability of the index, the index weighting of an individual share is capped at 10%. The DAX Index tracks the segment of the
ed agricultural commodities. The Index is intended to reflect the performance of the agricultural sector.
e most liquid and widely used base metals aluminum zinc and copper (grade A). The index is intended to reflect the performance of the
kets, while at the same time mitigating exposure to fluctuations between the value of the U.S. dollar and Brazilian real.
f the most heavily-traded and important physical commodities in the world.
y traded energy commodities in the world: Light Sweet Crude Oil (WTI); Heating Oil; Brent Crude Oil; RBOB Gasoline; and Natural Gas.
eveloped international stock markets, while at the same time mitigating exposure to fluctuations between the value of the U.S. dollar an
urities in the global emerging markets, while at the same time mitigating exposure to fluctuations between the value of the U.S. dollar an
market equities while mitigating exposure to fluctuations between the value of the U.S. dollar and select foreign currencies.
that correspond generally to the performance, before fees and expenses, of the MSCI EMU IMI U.S. Dollar Hedged Index. DBEZ offers
y markets, while at the same time mitigating exposure to fluctuations between the value of the U.S. dollar and the Euro.
arkets, while at the same time mitigating exposure to fluctuations between the value of the U.S. dollar and Japanese yen.
s intended to reflect the performance of crude oil.

ant precious metals gold and silver. The index is intended to reflect the performance of the precious metals sector.
ct the performance of silver.
signed to exploit the trend that currencies associated with relatively high interest rates on average tend to rise in value relative to curren
rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Index is comprised of a single exchang
quity markets in developed countries outside the United States and is based on a proprietary methodology created and sponsored by QS
Hedged Europe Equity Index is a fundamentally weighted Index that measures the performance of dividend-paying companies incorpo
Currency Hedged Japan Equity Index is a fundamentally weighted Index that measures the performance of dividend-paying companies
fluctuations of the value of the applicable foreign currencies relative to the U.S. dollar. The WisdomTree Dynamic Currency Hedged Int
ign currencies relative to the U.S. dollar. The WisdomTree Dynamic Currency Hedged International Equity Index is a fundamentally wei
benchmark designed to capture exposure to five factors Quality, Value, Momentum, Low Volatility and Size. These factors represent c
adjusted returns. The Guggenheim Defensive Equity Index is comprised of approximately 100 stocks selected from the S&P 500 Index
Adaptive Hedge to USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure
uities based on five factors Quality, Value, Momentum, Low Volatility and Size.
ndex. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to achieve its objective by investing, including both lon
investment approach, seeks investment results that correspond generally to the performance, before fees and expenses, of the Underly
s Quality, Value, Momentum, Low Volatility and Size. The Russell 1000 Comprehensive Factor Index is a benchmark designed to captu
domTree Europe Equity Income Fund. *Also known as the WisdomTree Global High-Yielding Equity Index.
e and mid-cap stocks across Japanese equity markets. The hedge ratio is the ratio (proportion) of each currency weight in the index tha
dollar based investor. The MSCI EMU Adaptive Hedge to USD Index represents a close estimation of the performance that can be ach
ow Jones U.S. Index (the Index Provider ). The Index attempts to measure the performance of the aerospace and defense industry of t
sing their dividends within a year, based on their DIVCON dividend health scores. The remaining 25% of the portfolio market value is us
orrowings for investment purposes in securities issued by companies principally engaged in the financial services sector. The Fund is no
vailable to investors purchasing 5-year U.S. Treasury notes. The level of the index is designed to increase in response to a decrease in
he yields available to investors purchasing 5-year U.S. Treasury notes. The level of the index is designed to increase in response to a d
erformance of the S&P GSCI Natural Gas Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notion
the performance of gold.
375033264.xls
67
native asset classes and securities that represent sectors, market segments or asset classes that do not represent the traditional investm
s the segment of the largest and most important companies, known as blue chips, on the German equities market. It contains the shares
e performance of the industrial metals sector.
e; and Natural Gas. The Index is intended to reflect the performance of the energy sector.
of the U.S. dollar and non-U.S. currencies.
of the U.S. dollar and non-U.S. currencies.
Index. DBEZ offers investors pure access to Eurozone equities while mitigating against currency fluctuations between the U.S. dollar an
ue relative to currencies associated with relatively low interest rates. The G10 currency universe from which the index selects currently i
of a single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. H
nd sponsored by QS Investors, LLC ( QS ). The Index is composed of equity securities in developed markets outside the United States
companies incorporated in developed Europe and is designed to remove from index performance the impact of the changes in the valu
-paying companies in Japan and is designed to remove from index performance the impact of changes in the value of the Japanese Yen
urrency Hedged International SmallCap Equity Index is a fundamentally weighted index that measures the performance of the small-cap
a fundamentally weighted Index that measures the performance of dividend-paying companies in the industrialized world, excluding Can
e factors represent common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body
the S&P 500 Index based on investment and other screening criteria. The companies selected have potentially superior risk-return pro
e currency exposure of its parent index, the MSCI EAFE Index, to the USD, the "home" currency for the hedged index. The parent index
g, including both long and short positions, in a combination of equity and/or fixed income securities traded in the U.S. or non-U.S. marke
nses, of the Underlying Index, which is designed to track the equity market performance of companies in the United States selected on
rk designed to capture exposure to five factors Quality, Value, Momentum, Low Volatility and Size. These factors represent common fa
eight in the index that will be hedged each month and is calculated as the average of the four indicator-level hedge ratios calculated for e
nce that can be achieved by hedging the currency exposure of its parent index, the MSCI EMU Index, to the USD, the "home" currency
defense industry of the U.S. equity market. The Index Provider selects the stocks comprising the Index from the aerospace and defense
o market value is used to short the large-cap U.S. companies with the highest probability of cutting their dividends within a year. The Fu
ctor. The Fund is non-diversified and, therefore, is allowed to focus its investments in fewer companies than a fund that is required to di
se to a decrease in 5-year Treasury note yields and to decrease in response to an increase in 5-year Treasury note yields. To accomplis
e in response to a decrease in 5-year Treasury note yields and to decrease in response to an increase in 5-year Treasury note yields. To
e earned on a notional capital reinvestment at the three month U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, les
375033264.xls
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he traditional investment universe.
contains the shares of the 30 largest and most liquid companies admitted to the FWB Frankfurt Stock Exchange in the Prime Standard
en the U.S. dollar and the euro.
x selects currently includes U.S. Dollars Euros Japanese Yen Canadian Dollars Swiss Francs British Pounds Australian Dollars New Ze
utures contracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a monthly
e the United States that are included in the MSCI World ex-US Index. The proprietary rules-based process initially groups this universe
changes in the value of the Euro relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. Companies a
of the Japanese Yen relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. Companies are weighted
nce of the small-capitalization segment of the dividend-paying market in the industrialized world outside the U.S. and Canada and is de
world, excluding Canada and the United States, and is designed to remove from index performance the impact of changes to the value o
upported by a body of empirical evidence across different geographies and time periods.
perior risk-return profiles during periods of stock market weakness while still offering the potential for gains during periods of market stre
x. The parent index is composed of large and mid-cap stocks across 21 Developed Markets (DM) countries*. The hedge ratio is the rati
. or non-U.S. markets, derivatives, currencies, and commodities. The Fund s portfolio is intended to provide capital appreciation during p
States selected on the investment style criteria ( factors ) of value, momentum, quality, low volatility and size. The companies eligible fo
present common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body of empirica
atios calculated for each of the four currency indicators (Value, Momentum, Carry and Volatility).
he "home" currency for the hedged index. The parent index is composed of large and mid-cap stocks across 10 Developed Markets (DM
space and defense sector on the basis of the float-adjusted, market capitalization-weight of each constituent. Aerospace companies inc
ithin a year. The Fund s Benchmark Index is designed to capitalize on the theory that, over time, companies that consistently grow their
hat is required to diversify its portfolio. The Fund s portfolio generally contains between 15 and 35 companies, although the precise num
yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weighted "long" positio
asury note yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weighted "lo
cker USB3MTA, less the daily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them
375033264.xls
69
he Prime Standard segment. The DAX represents about 80% of the aggregated prime standard s market cap.
lian Dollars New Zealand Dollars Norwegian Krone and Swedish Krona.
ontract on a monthly basis in accordance with a pre-determined roll schedule, the Index is composed of a single contract that expires in
oups this universe of securities into multiple investment categories based on geography and sector. Within each of these investment ca
basis. Companies are weighted in the Index based on annual cash dividends paid.
anies are weighted in the Index based on annual cash dividends paid.
d Canada and is designed to remove from index performance the impact of changes to the value of foreign currencies relative to the U.S
anges to the value of foreign currencies relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. The Ind
riods of market strength. Instead of the traditional approach to defensive equity portfolios focusing solely upon low-beta stocks the inde
edge ratio is the ratio (proportion) of each currency weight in the index that will be hedged each month and is calculated as the average
appreciation during periods when the U.S. government is operating pursuant to Democratic Policies. The Fund typically holds securities
ompanies eligible for the Underlying Index are derived from its starting universe, the Russell 2000 Index, which is comprised of small-ca
y a body of empirical evidence across different geographies and time periods.
eloped Markets (DM) countries*. The hedge ratio is the ratio (proportion) of each currency weight in the index that will be hedged each m
pace companies include manufacturers, assemblers and distributors of aircraft and aircraft parts. Defense companies include producers
nsistently grow their dividends tend to have investment returns above the overall market and companies that cut their dividends tend to
ugh the precise number of its investments will vary over time. The Fund invests, principally, in common stocks (including indirect holding
ighted "long" position in relation to 5-year Treasury futures contracts, as traded on the Chicago Board of Trade
ent in a weighted "long" position in relation to 5-year Treasury futures contracts, as traded on the Chicago Board of Trade.
ument enabling them to efficiently express their market views on the NYMEX natural gas future.
375033264.xls
70
tract that expires in December and rolls annually. In October of each year the Index closes out its position in the current years Decembe
hese investment categories, securities are weighted by market capitalization. The process then combines those investment categories
es relative to the U.S. dollar with a hedge ratio ranging from 0 to 100% on a monthly basis. The Index is comprised of the companies tha
onthly basis. The Index is comprised of companies incorporated in 15 developed European countries, Japan, Australia, New Zealand, H
eta stocks the index uses a rules-based quantitative approach, selecting stocks based on beta, down market volatility, and the probabil
ated as the average of the four indicator-level hedge ratios calculated for each of the four currency indicators (Value, Momentum, Carry a
ally holds securities of a limited number of issuers, generally 30 to 50, and invests in companies with a market capitalization or revenues
mprised of small-cap equity securities from issuers in the United States. The index provider, Frank Russell Company ( Index Provider ),
ll be hedged each month and is calculated as the average of the four indicator-level hedge ratios calculated for each of the four currenc
es include producers of components and equipment for the defense industry, such as military aircraft, radar equipment and weapons.
ir dividends tend to have investment returns below the overall market. The Benchmark Index is designed to select the companies for a l
ding indirect holdings of common stock through depositary receipts). The Fund may invest in large, medium or small companies without
375033264.xls
71
rent years December contract and rolls into a Natural Gas futures contract expiring in December of the next calendar year.
estment categories with more highly correlated historical performance into a smaller number of clusters. A cluster is a group of investm
of the companies that compose the bottom 25% of the market capitalization of the WisdomTree International Equity Index after the 300 l
ia, New Zealand, Hong Kong, Israel and Singapore. Companies are weighted in the Index based on annual cash dividends paid. The In
ty, and the probability of delivering required revenue growth.

Momentum, Carry and Volatility).
lization or revenues greater than $250 million USD.
y ( Index Provider ), selects companies for the Underlying Index using a proprietary rules-based multi-factor selection and weighting proc
h of the four currency indicators (Value, Momentum, Carry and Volatility).
nt and weapons.
e companies for a long position that have the highest probability of increasing their dividend in a 12-month period and select the compa
companies without regard to market capitalization and may invest in issuers in foreign countries, including countries with developed or
375033264.xls
72
a group of investment categories based on geography and sector that have demonstrated a tendency to behave similarly (high correla
ndex after the 300 largest companies have been removed. Companies are weighted in the Index based on annual cash dividends paid.
vidends paid. The Index was established with a base value of 200 on October 30, 2015 and is calculated in US dollars and is updated to
n and weighting process designed to increase the Underlying Index s exposure relative to the starting universe, to companies demonstra
nd select the companies for a short position that have the highest probability of decreasing their dividend in a 12-month period. These p
s with developed or emerging markets. These non-U.S. company investments may include American Depositary Receipts ( ADRs ) and
375033264.xls
73
milarly (high correlation). Thereafter, each of these clusters is equally weighted in the Index to produce a highly diversified portfolio. QS
ash dividends paid.
rs and is updated to reflect market prices and exchange rates. Closing or last-sale prices are used when non-U.S. markets are closed.
mpanies demonstrating the following factors: Value, Momentum, Quality, Low Volatility & Size.
nth period. These probabilities are determined by Reality Shares DIVCON Scoring system, which is a proprietary, rules-based scoring a
ceipts ( ADRs ) and Global Depositary Receipts ( GDRs and together Depositary Receipts ). Depositary Receipts are receipts that repr
375033264.xls
74
rsified portfolio. QS anticipates that the number of component securities in the Index will range from 900 to 1,000 from approximately 20
markets are closed.
ules-based scoring and weighting methodology, and are expressed as a DIVCON Score and DIVCON Rating for each company.
re receipts that represent ownership of shares of a non-U.S. issuer held in trust by a bank or similar financial institution.
375033264.xls
75
m approximately 20 countries, including Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland,
h company.
375033264.xls
76
Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, Norway, Singapore, Spain, Sweden, Switzerland, and the United Kingdom. The
375033264.xls
77
United Kingdom. The Index may include large, medium and small capitalization companies. The components of the Index, and the degre
375033264.xls
78
ndex, and the degree to which these components represent certain countries and sectors, may change over time. The Index s compone
375033264.xls
79
he Index s components are reconstituted annually and rebalanced quarterly.
375033264.xls
80
VelocityShares 3x Inverse Gold ETN linked to S DGLD Velocity Shares 22542D670

DB Gold Double Long ETN DGP DBX Strategic Advisors 25154H749
WisdomTree Emerging Markets Dividend Growth DGRE Wisdom Tree 97717W323
iShares Core Dividend Growth ETF DGRO Blackrock (iShares) 46434V621
WisdomTree U.S. SmallCap Dividend Growth FunDGRS Wisdom Tree 97717X651
WisdomTree US Dividend Growth Fund DGRW Wisdom Tree 97717X669
WisdomTree Emerging Markets SmallCap Divide DGS Wisdom Tree 97717W281
SPDR Global Dow ETF DGT State Street (SPDR) 78464A706
DB Gold Short ETN DGZ DBX Strategic Advisors 25154H731
WisdomTree Dynamic Currency Hedged InternatioDHDG Wisdom Tree 97717Y709
WisdomTree Equity Income Fund DHS Wisdom Tree 97717W208
Diamond Hill Valuation-Weighted 500 ETF DHVW Diamond Hill Capital M 26922A875
SPDR Dow Jones Industrial Average ETF Trust DIA State Street (SPDR) 78467X109
Columbia Diversified Fixed Income Allocation ETFDIAL Columbia Management 19761L508
ProShares Ultra Oil & Gas DIG ProShares 74347R719
WisdomTree International MidCap Dividend Fund DIM Wisdom Tree 97717W778
iPath Pure Beta Agriculture ETN DIRT Barclays iPath 06740P262
Global SuperDividend US ETF DIV Global X 37950E291
AGFiQ Hedged Dividend Income Fund DIVA AGFiQ 351680806
iShares US Dividend and Buyback ETF DIVB Blackrock (iShares) 46435U861
C-Tracks Exchange-Traded Notes Miller/Howard DIVC Citi Fund Management 17322H149
Amplify YieldShares CWP Dividend & Option Inc DIVO Amplify Investments 032108409
Reality Shares DIVS Exchange-Traded Fund DIVY Reality Shares 75605A108
ETRACS Bloomberg Commodity Index Total Retu DJCI UBS 902641679
Guggenheim Dow Jones Industrial Average Divid DJD Guggenheim 18383M175
iPath Bloomberg Commodity Index Total Return DJP Barclays iPath 06738C778
VelocityShares Daily 4x Long USD vs JPY ETN DJPY Velocity Shares 17326E654
iPath US Treasury Long Bond Bull ETN DLBL Barclays iPath 06740L527
VelocityShares Short LIBOR ETN DLBR Velocity Shares 17325K529
iPath US Treasury Long Bond Bear ETN DLBS Barclays iPath 06740L444
WisdomTree LargeCap Dividend Fund DLN Wisdom Tree 97717W307
WisdomTree International SmallCap Dividend Fu DLS Wisdom Tree 97717W760
Deltashares S&P International Managed Risk ET DMRI DeltaShares 89349P404
Deltashares S&P 500 Managed Risk ETF DMRL DeltaShares 89349P107
Deltashares S&P 400 Managed Risk ETF DMRM DeltaShares 89349P206
Deltashares S&P 600 Managed Risk ETF DMRS DeltaShares 89349P305
WisdomTree Global ex-U.S. Growth Fund DNL Wisdom Tree 97717W844
United States Short Oil Fund LP DNO United States Commodit 912613205
ELEMENTS - Dogs of the Dow Linked to the DJ HiDOD ELEMENTS 25153Q658
ProShares Short Dow30 DOG ProShares 74347R701
WisdomTree International LargeCap Dividend Fu DOL Wisdom Tree 97717W794
WisdomTree MidCap Dividend Fund DON Wisdom Tree 97717W505
WisdomTree International Dividend Ex-Financials DOO Wisdom Tree 97717W786
Direxion Daily Developed Markets Bear 3X Share DPK Direxion Shares 25459Y355
Direxion Daily Regional Banks Bull 3x Shares DPST Direxion Shares 25459Y132
Direxion Daily S&P Oil & Gas Exp. & Prod. Bear DRIP Direxion Shares 25490K125
Direxion Daily Real Estate Bull 3x Shares DRN Direxion Shares 25459W755
VanEck Vectors Double Short Euro ETN DRR Van Eck Associates Corp617480280
Direxion Daily Real Estate Bear 3x Shares DRV Direxion Shares 25459Y363
WisdomTree Global ex-US Real Estate Fund DRW Wisdom Tree 97717W331
iShares MSCI KLD 400 Social ETF DSI Blackrock (iShares) 464288570
VelocityShares 3x Inverse Silver ETN linked to S DSLV Velocity Shares 22542D654
PowerShares Chinese Yuan Dim Sum Bond PortfoDSUM Invesco Powershares 73937B753
WisdomTree Total Dividend Fund DTD Wisdom Tree 97717W109
WisdomTree DEFA Equity Income Fund DTH Wisdom Tree 97717W802
WisdomTree Dividend Ex-Financials Fund DTN Wisdom Tree 97717W406
DB Crude Oil Double Short ETN DTO DBX Strategic Advisors 25154K809
iPath US Treasury 2 year Bull ETN DTUL Barclays iPath 06740L469
iPath US Treasury 2 year Bear ETN DTUS Barclays iPath 06740L519
iPath US Treasury 10 year Bull ETN DTYL Barclays iPath 06740L493
375033264.xls
81

US19761L5084 10/11/2017 0 Bonds
US46435U8615 11/07/2017 0.25 Equities (Stocks)
US06738C7781 06/06/2006 0.7 Commodities & Metals
US17326E6547 12/12/2017 1.5 Currency
US06740L5277 08/09/2010 0.75 Bonds
US17325K5294 08/15/2017 1.5 Bonds
US06740L4445 08/09/2010 0.75 Bonds
US89349P4046 07/31/2017 0.5 Equities (Stocks)
US6174802800 05/06/2008 0.65 Currency
US73937B7534 09/23/2011 0.45 Bonds
US06740L4692 08/09/2010 0.75 Bonds
US06740L5194 08/09/2010 0.75 Bonds
US06740L4932 08/09/2010 0.75 Bonds
375033264.xls
82
Not Applicable S&P GSCIGold Index E The VelocityShares 3x Inverse Gold ETNs linked to the S&P GSCI Gold Inde
Not Applicable Deutsche Bank Liquid CoAll of the DB Gold ETNs are based on a total return version of the Deutsche
Not Applicable WisdomTree Emerging Ma WisdomTree Emerging Markets Dividend Growth Fund seeks investment res
Not Applicable Morningstar US DividendThe iShares Core Dividend Growth ETF seeks to track the investment result
Not Applicable WisdomTree U.S. SmallCWisdomTree U.S. SmallCap Dividend Growth Fund seeks investment results
Not Applicable WisdomTree U.S. Divide WisdomTree U.S. Dividend Growth Fund seeks investment results that close
Not Applicable WisdomTree Emerging Ma WisdomTree Emerging Markets SmallCap Dividend Fund seeks investment
Not Applicable Dow Jones Global TitansThe SPDR DJ Global Titans ETF before expenses seeks to closely match th
Not Applicable WisdomTree Dynamic Curr The WisdomTree Dynamic Currency Hedged International Quality Dividend G
Not Applicable WisdomTree Equity Inco WisdomTree Equity Income Fund seeks investment results that closely corre
Not Applicable Diamond Hill Valuation- The Diamond Hill Valuation-Weighted 500 ETF (the Fund ) seeks to track th
Not Applicable Dow Jones Industrial Av SPDR Dow Jones Industrial Average ETF seeks to provide investment resul
Not Applicable Beta Advantage Multi-SeColumbia Diversified Fixed Income Allocation ETF (the Fund) seeks investm
Not Applicable Dow Jones US Oil & GasProShares Ultra Oil & Gas seeks daily investment results before fees and ex
Not Applicable WisdomTree InternationaWisdomTree International MidCap Dividend Fund seeks investment results t
Not Applicable Barclays Capital CommodThe iPath Pure Beta Agriculture ETN is linked to the Barclays Capital Comm
Not Applicable INDXX SuperDividend U.S The Global X SuperDividend U.S. ETF seeks to provide investment results th
Not Applicable INDXX Hedged DividendThe AGFiQ Hedged Dividend Income Fund seeks performance results that c
Not Applicable Morningstar U.S. Divide The iShares U.S. Dividend and Buyback ETF (the Fund ) seeks to track the
Not Applicable Miller/Howard Strategic The C-Tracks Exchange-Traded Notes Miller/Howard Strategic Dividend Re
Not Applicable Not Applicable DIVO seeks investment results that correspond generally to an existing inve
Not Applicable Not Applicable The Fund seeks to produce returns based primarily on increases in the expe
Not Applicable Bloomberg Commodity US The ETRACS Bloomberg-UBS Commodity Index Total Return is designed to
Not Applicable Dow Jones Industrial Av Guggenheim Dow Jones Industrial Average Dividend ETF (DJD) seeks inves
Not Applicable Bloomberg Commodity US The iPath Bloomberg-UBS Commodity Index Total Return ETN is linked to th
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long USD vs. JPY Index ETN will provide inves
Not Applicable Barclays Capital Long B The iPath US Treasury Long Bond Bull Exchange Traded Note is linked to th
Not Applicable Janus Velocity Short LI The VelocityShares Short LIBOR ETNs are exchange-traded notes issued b
Not Applicable Barclays Capital Long B The iPath US Treasury Long Bond Bear Exchange Traded Note is linked inv
Not Applicable WisdomTree LargeCap DiWisdomTree LargeCap Dividend Fund seeks investment results that closely
Not Applicable WisdomTree InternationaWisdomTree International SmallCap Dividend Fund seeks investment results
Not Applicable S&P EPAC Ex. Korea La DeltaShares S&P International Managed Risk ETF seeks to track the investm
Not Applicable S&P 500 Managed Risk 2DeltaShares S&P 500 Managed Risk ETF seeks to track the investment resu
Not Applicable S&P 400 Managed Risk 2DeltaShares S&P MidCap 400 Managed Risk ETF seeks to track the investm
Not Applicable S&P 600 Managed Risk 2DeltaShares S&P SmallCap 600 Managed Risk ETF seeks to track the inves
Not Applicable WisdomTree World ex-USWisdomTree World ex-US Growth Fund seeks investment results that closel
Not Applicable Crude Oil - NYMEX tradedThe investment objective of DNO is to have the changes in percentage term
Not Applicable Dow Jones High Yield SelThe Index is a market index constructed as a subset of the Dow Jones Indus
Not Applicable Dow Jones Industrial Av ProShares Short Dow30 seeks daily investment results before fees and expe
Not Applicable WisdomTree InternationaWisdomTree International LargeCap Dividend Fund seeks investment result
Not Applicable WisdomTree MidCap DiviWisdomTree MidCap Dividend Fund seeks investment results that closely co
Not Applicable WisdomTree InternationalWisdomTree International Dividend ex-Financials Fund seeks investment res
Not Applicable MSCI EAFE Index The Developed Markets Bear 3X ETF seeks daily investment results before
Not Applicable S&P Regional Banks SeleThe Direxion Daily Regional Banks Bull and Bear 3x Shares seeks daily inve
Not Applicable S&P Oil & Gas ExploratioThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable MSCI US REIT Index The Direxion Daily Real Estate Bull 3x ETF seeks daily investment results be
Not Applicable Double Short Euro Index VanEck Vectors Currency Exchange-Traded Notes are senior, unsecured de
Not Applicable MSCI US REIT Index The Direxion Daily Real Estate Bear 3X ETF seeks daily investment results b
Not Applicable WisdomTree InternationaWisdomTree International Real Estate Fund seeks investment results that co
Not Applicable MSCI KLD 400 Social In The iShares MSCI KLD 400 Social Index Fund seeks investment results tha
Not Applicable S&P GSCISilver Index E The VelocityShares 3x Inverse Silver ETNs linked to the S&P GSCI Silver In
Not Applicable Citigroup Dim Sum (Off The PowerShares Chinese Yuan Dim Sum Bond Portfolio (the Fund ) seeks
Not Applicable WisdomTree Dividend In WisdomTree Total Dividend Fund seeks investment results that closely corre
Not Applicable WisdomTree DEFA EquitWisdomTree DEFA Equity Income Fund seeks investment results that closel
Not Applicable WisdomTree Dividend ex-WisdomTree Dividend ex-Financials Fund seeks investment results that clos
Not Applicable Deutsche Bank Liquid C The DB Crude Oil ETNs are based on a total return version of the Deutsche
Not Applicable Barclays Capital 2 Year The iPath US Treasury 2-year Bull Exchange Traded Note is linked to the pe
Not Applicable Barclays Capital 2 Year The iPath US Treasury 2-year Bear Exchange Traded Note is linked inversel
Not Applicable Barclays Capital 10Y US The iPath US Treasury 10-year Bull Exchange Traded Note is linked to the p
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&P GSCI Gold Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau b
n of the Deutsche Bank Liquid Commodity Index Optimum Yield GoldTM , which is intended to track the long or short performance of a
eks investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Emerg
investment results of an index composed of U.S. equities with a history of consistently growing dividends.Companies are screened for
investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree U.S. Sma
t results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree U.S. Dividend Grow
seeks investment results that correspond to the price and yield performance before fees and expenses of the WisdomTree Emerging M
o closely match the returns and characteristics of the Dow Jones Global Titans Index (ticker: DJGTR).
Quality Dividend Growth Fund seeks to track the investment results of developed market companies, ex the U.S. and Canada, with gro
s that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Equity Income Index. Prior t
) seeks to track the price and total return performance, before fees and expenses, of the Diamond Hill Valuation-Weighted 500 index ( I
e investment results that before expenses generally correspond to the price and yield performance of the Dow Jones Industrial Average
nd) seeks investment results that, before fees and expenses, closely corresponds to the performance of the Beta Advantage Multi-Secto
before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Oil & Gas Index
vestment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree International
ays Capital Commodity Index Agriculture Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Commodity Index
vestment results that correspond generally to the price and yield performance, before fees and expenses, of the INDXX SuperDividend
ance results that correspond to the price and yield performance, before fees and expenses, of the INDXX Hedged Dividend Income Ind
seeks to track the investment results of an index composed of U.S. stocks with a history of dividend payments and/or share buybacks. T
ategic Dividend Reinvestor Due September 16, 2024, which we refer to as the C-Tracks, are unsecured senior debt securities issued b
o an existing investment strategy called the Enhanced Dividend Income Portfolio (EDIP or Investment Strategy). The strategy is manag
reases in the expected dividend values of Large Cap Securities. The Fund uses a variety of investment strategies to achieve this object
urn is designed to track the performance of the Bloomberg-UBS Commodity Index Total ReturnSM (the "Index") less investor fees. The
(DJD) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of the Dow Jones I
ETN is linked to the Bloomberg-UBS Commodity Index Total Returnand reflects the returns that are potentially available through an unle
Note is linked to the performance of the Barclays Capital Long Bond Futures Targeted Exposure Index . The index seeks to produce ret
ed notes issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The ETNs will provide investors with a cash
Note is linked inversely to the performance of the Barclays Capital Long Bond US Treasury Futures Targeted Exposure Index . The ind
esults that closely correspond to the price and yield performance before fees and expenses of the WisdomTree LargeCap Dividend Inde
investment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Internation
o track the investment results, before fees and expenses, of the S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index. The S&P
he investment results, before fees and expenses, of the S&P 500 Managed Risk 2.0 Index. The S&P 500 Managed Risk 2.0 Index is de
o track the investment results, before fees and expenses, of the S&P 400 Managed Risk 2.0 Index. S&P 400 Managed Risk 2.0 Index S
s to track the investment results, before fees and expenses, of the S&P 600 Managed Risk 2.0 Index. The S&P 600 Managed Risk 2.0 I
results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree World ex-US Growth In
n percentage terms of the units net asset value inversely reflect the changes in percentage terms of the spot price of light sweet crude o
e Dow Jones Industrial Average. Each December, the thirty stocks in the Dow Jones Industrial Average are ranked by indicated annual d
fore fees and expenses that correspond to the inverse (opposite) of the daily performance of the Dow Jones Industrial Average Index.
investment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Internation
ults that closely correspond to the price and yield performance before fees and expenses of the WisdomTree MidCap Dividend Index.
eks investment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Interna
ent results before fees and expenses of 300% of the inverse (or opposite) of the price performance of the MSCI EAFE Index. There is n
es seeks daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the S&
expenses, of 300% of the inverse (or opposite) of the performance of the S&P Oil & Gas Exploration & Production Select Industry Index
estment results before fees and expenses of 300% of the price performance of the MSCI US REIT Index (Real Estate Index). There is n
nior, unsecured debt securities issued by Morgan Stanley that deliver exposure to the exchange rate of foreign currencies. The VanEck
nvestment results before fees and expenses of 300% of the inverse (or opposite) of the price performance of the Real Estate Index. The
ment results that correspond to the price and yield performance before fees and expenses of the WisdomTree International Real Estate
stment results that correspond generally to the price and yield performance before fees and expenses of the MSCI KLD 400 Social Inde
&P GSCI Silver Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau
(the Fund ) seeks investment results that generally correspond (before fees and expenses) to the price and yield performance of the C
s that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Dividend Index.
results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree DEFA Equity Income I
nt results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Dividend ex-Financia
n of the Deutsche Bank Liquid Commodity Index Oil, which is intended to track the long or short performance of the underlying futures
is linked to the performance of the Barclays Capital 2Y US Treasury Futures Targeted Exposure Index . The index seeks to produce ret
e is linked inversely to the performance of the Barclays Capital 2Y US Treasury Futures Targeted Exposure Index . The index seeks to p
e is linked to the performance of the Barclays Capital 10Y US Treasury Futures Targeted Exposure Index . The index seeks to produce
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hrough its Nassau branch. The ETNs seek to provide inverse exposure to three times (3x) the daily performance of the S&P GSCI Gold
ort performance of a single unfunded gold futures contract.
WisdomTree Emerging Markets Dividend Growth Index.
es are screened for sustainability of dividend growth and are broadly diversified across industries.
domTree U.S. SmallCap Dividend Growth Index.
U.S. Dividend Growth Index.
mTree Emerging Markets SmallCap Dividend Index.

nd Canada, with growth and quality characteristics while at the same time dynamically hedging exposure to fluctuations between the val
come Index. Prior to January 20 2009 the WisdomTree Equity Income Fund was named the WisdomTree High-Yielding Equity Fund.
ighted 500 index ( Index ). The Index is composed of approximately 500 of the largest U.S.-listed equity securities weighted by intrinsic
s Industrial Average (Ticker: DJITR).
vantage Multi-Sector Bond Index. The Beta Advantage Multi-Sector Bond Index is rules-based multi-sector strategic beta approach to m
mTree International MidCap Dividend Index.

al Commodity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in nine futur
DXX SuperDividendTM U.S. Low Volatility Index.
Dividend Income Index ("Index"). The Index is designed to generate a high current yield and capital appreciation with risk similar to that o
or share buybacks. The Fund seeks to track the investment results of the Morningstar U.S. Dividend and Buyback Index (the Underlying
t securities issued by Citigroup Inc. The C-Tracks are designed for investors who seek exposure to the performance of the Miller/Howar
e strategy is managed by DIVO s Sub Adviser, Capital Wealth Planning (CWP). Please review the DIVO prospectus for more informatio
achieve this objective. Under normal circumstances, the Fund generally invests in a combination of listed option contracts, dividend sw
s investor fees. The Index is designed to provide diversified commodity exposure with weightings based on each underlying commoditys
of the Dow Jones Industrial Average Yield Weighted index. The Index is designed to provide exposure to high-yielding equity securities
able through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest t
e of the underlying index, the VelocityShares Daily 4X Long USD vs. JPY Index.
nvestors with a cash payment at scheduled maturity or upon early redemption or acceleration based on the performance of the Janus V
sure Index . The index seeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yield
geCap Dividend Index.
domTree International SmallCap Dividend Index.
2.0 Index. The S&P EPAC Ex. Korea LargeMidCap Managed Risk 2.0 Index is designed to simulate a downside-protected portfolio tha
Risk 2.0 Index is designed to simulate a downside-protected portfolio that utilizes a framework that includes a targeted volatility and a sy
ged Risk 2.0 Index Series is composed of an underlying equity index, underlying fixed income index, and an underlying cash equivalent
Managed Risk 2.0 Index is designed to simulate a downside-protected portfolio that utilizes a framework that includes a targeted volatili
orld ex-US Growth Index. Prior to June 19 2009 the WisdomTree World ex-US Growth Fund was named the WisdomTree Japan Equity
light sweet crude oil delivered to Cushing Oklahoma as measured by the changes in the price of the futures contract on light sweet cru
y indicated annual dividend yield. The ten stocks with the highest indicated annual dividend yield are then selected as Index component
ial Average Index.
domTree International LargeCap Dividend Index.
p Dividend Index.
WisdomTree International Dividend ex-Financials Index.
FE Index. There is no guarantee the fund will meet its stated investment objective.
rformance of the S&P Regional Banks Select Industry Index. The S&P Regional Banks Select Industry Index is a modified equal-weight
elect Industry Index. The Index is provided by Standard & Poor s and includes domestic companies from the oil and gas exploration an
te Index). There is no guarantee the fund will meet its stated investment objective.
ncies. The VanEck Vectors-Double Short Euro ETN seeks to track the performance of the Double Short Euro Index (DSHRTEUR), less
al Estate Index. There is no guarantee the fund will meet its stated investment objective.
ational Real Estate Index.
KLD 400 Social Index.
through its Nassau branch. The ETNs seek to provide inverse exposure to three times (3x) the daily performance of the S&P GSCI Silv
erformance of the Citigroup Dim Sum (Offshore CNY) Bond Index (the Underlying Index ). The Fund normally will invest at least 90% of
FA Equity Income Index.

Dividend ex-Financials Index. Prior to May 7 2009 the WisdomTree Dividend ex-Financials Fund was named the WisdomTree Dividend
e underlying futures contracts of a basket of oil futures contracts. The Long ETN is based on the Optimum YieldTM version of the Index,
The index seeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yields available t
x seeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yields available to invest
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he S&P GSCI Gold Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notional capital reinvestme
ons between the value of foreign currencies relative to the U.S. dollar. The WisdomTree Dynamic Currency Hedged International Quality
ding Equity Fund.
eighted by intrinsic value capitalization. The Index uses a proprietary, patent-pending valuation methodology developed by Diamond Hi
beta approach to measuring the performance of the debt market through representation of six sectors, each focused on yield, quality, a
stment in nine futures contracts on agricultural commodities traded on U.S. exchanges. The Index is comprised of a basket of exchang
risk similar to that of a corporate bond index. The index rebalances monthly by identifying the highest dividend stocks as long positions
dex (the Underlying Index ). The Underlying Index is designed to provide exposure to U.S.-based companies that return capital to shar
of the Miller/Howard Strategic Dividend Index Total Return (the Index ), The Index is designed to track the performance of 30 equally w
for more information on EDIP and to learn more about the strategy s track record and investment characteristics. The strategy seeks to
ntracts, dividend swaps, futures and forwards on indexes of Large Cap Securities or exchange traded funds ( ETFs ) designed to track l
derlying commoditys liquidity and economic significance. The Index measures the collateralized returns from a basket of 19 commodity f
ing equity securities of companies included in the Dow Jones Industrial Average, which is a price-weighted index of 30 U.S. blue-chip co
the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The commodities represented in the Blo
vailable to investors purchasing long dated U.S. Treasury bonds. The level of the index is designed to increase in response to a decreas
ance of the Janus Velocity Short LIBOR Index, subject to certain fees described in the prospectus available at the link below. The Janus
pplicable, in the yields available to investors purchasing long dated U.S. Treasury bonds. The level of the index is designed to increase i
otected portfolio that utilizes a framework that includes a targeted volatility and a synthetic option overlay to hedge the portfolio s downs
ed volatility and a synthetic option overlay to hedge the portfolio s downside risk. The framework allocates the index weights between th
ng cash equivalent index. Each index is designed to simulate a dynamic portfolio that allocates among the underlying equity index, fixed
es a targeted volatility and a synthetic option overlay to hedge the portfolio s downside risk. The framework allocates the index weights b
mTree Japan Equity Income Fund.
ct on light sweet crude oil as traded on the New York Mercantile Exchange that is the near month contract to expire except when the nea
as Index components.
odified equal-weighted index that is designed to measure performance of the stocks comprising the S&P Total Market Index that are clas
gas exploration and production sub-industry. As of April 30, 2015, the Index was comprised of 98 stocks. The companies included in th
(DSHRTEUR), less investor fees(1). As the Index is two-times leveraged, for every 1% weakening of the euro relative to the U.S. dollar,
f the S&P GSCI Silver Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notional capital reinvestm
vest at least 90% of its total assets in Yuan-denominated bonds that comprise the Underlying Index. The Underlying Index includes fixed
sdomTree Dividend Top 100 Fund.

ersion of the Index, and the Short and Double Short ETNs are based on the standard version of the Index.
vailable to investors purchasing 2-year U.S. Treasury notes. The level of the index is designed to increase in response to a decrease in
he yields available to investors purchasing 2-year U.S. Treasury notes. The level of the index is designed to increase in response to a d
s available to investors purchasing 10-year U.S. Treasury notes. Specifically, the level of the index is designed to increase in response t
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86
capital reinvestment at the three month U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, less the daily investor fe
International Quality Dividend Growth Index is designed to provide exposure to the developed market companies while at the same time
ped by Diamond Hill Capital Management, Inc. to evaluate the 700 largest U.S.-listed equity securities by market capitalization. Fundam
d on yield, quality, and liquidity of the particular eligible universe. The index will have exposure to the following six sectors of the debt m
a basket of exchange traded futures contracts, and uses an allocation methodology designed to mitigate the effects of certain distortion
ks as long positions, and the lowest dividend stocks as short positions.

eturn capital to shareholders through either dividend payments or share buybacks. The Underlying Index consists of companies with the
ance of 30 equally weighted stocks traded on U.S. exchanges that are selected quarterly pursuant to rules based upon certain quantitat
e strategy seeks to provide annual income of approximately 4-7% from dividend and option premiums.
) designed to track large cap securities indexes.
et of 19 commodity futures contracts representing the energy, precious metals, industrial metals, grains, softs and livestock sectors. In a
30 U.S. blue-chip companies. The Index is calculated using a yield-weighted methodology that weights all components of the Dow Jone
presented in the Bloomberg-UBS Commodity Index Total Return are rebalanced annually; however, the weightings fluctuate between re
sponse to a decrease in long dated Treasury bond yields and to decrease in response to an increase in long dated Treasury bond yields
k below. The Janus Velocity Short LIBOR Index aims to approximate the daily performance of a hypothetical short position in a compos
signed to increase in response to a decrease in long dated Treasury bond yields and to decrease in response to an increase in long dat
he portfolio s downside risk. The framework allocates the index weights between the equity and reserve asset and then the volatility of th
weights between the equity and reserve asset and then the volatility of the combined allocation is hedged using a synthetic put option.
g equity index, fixed income index, and cash equivalent index, based on the realized volatilities in the underlying equity and fixed incom
the index weights between the equity and reserve asset and then the volatility of the combined allocation is hedged using a synthetic p
except when the near month contract is within two weeks of expiration in which case the futures contract will be the next month contract
t Index that are classified in the Global Industry Classification Standard (GICS) regional banks sub-industry. To be eligible for inclusion i
anies included in the Index have a median market capitalization of $3.89 billion and are concentrated in the energy and oil and gas sect
e to the U.S. dollar, the level of the Index will generally increase by 2%, while for every 1% strengthening of the euro relative to the U.S.
nal capital reinvestment at the three onth U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, less the daily investor f
Index includes fixed-rate securities issued by governments, agencies, supranationals, and corporations.
se to a decrease in 2-year Treasury note yields and to decrease in response to an increase in 2-year Treasury note yields. To accomplis
e in response to a decrease in 2-year Treasury note yields and to decrease in response to an increase in 2-year Treasury note yields. To
rease in response to a decrease in 10-year Treasury note yields and to decrease in response to an increase in 10-year Treasury note y
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he daily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them to efficiently express
hile at the same time neutralizing exposure to fluctuations between the value of foreign currencies and the U.S. dollar with a hedge ratio
pitalization. Fundamental company data and consensus earnings per share estimates are used to estimate cash flows and determine te
ectors of the debt market: U.S. Treasury securities; global ex-U.S. treasury securities; U.S. agency mortgage-backed securities; U.S. co
of certain distortions in the commodity markets on such returns. Unlike many commodity indices which roll their exposure to the corresp
companies with the largest dividend and buyback programs in the market measured by dollar value.
on certain quantitative fundamental factors, including dividend yield, expected growth of dividend yield, market valuation relative to book
estock sectors. In addition, the Index is rebalanced once a year to ensure that no commodity sector may constitute more than 33% of th
nts of the Dow Jones Industrial Average by their twelve month dividend yield over the prior twelve months. Index constituents must be a
luctuate between rebalancings due to changes in market prices.
Treasury bond yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weighted
osition in a composite forward LIBOR rate, as if the composite forward LIBOR rate itself were an asset that could be shorted, subject to
increase in long dated Treasury bond yields. To accomplish this objective, the performance of the index tracks the returns of a notional
en the volatility of the combined allocation is hedged using a synthetic put option. This framework provides for lower drawdowns and a
ynthetic put option. This framework provides for lower drawdowns and a stable volatility profile for the index while allowing for a higher p
uity and fixed income indices. The exposure to the underlying equity and fixed income indices is hedged with a synthetic put position to
using a synthetic put option. This framework provides for lower drawdowns and a stable volatility profile for the index while allowing for
next month contract to expire less DNOs expenses. It is not the intent of DNO to be operated in a fashion such that its NAV will equal in
ligible for inclusion in the Index, stocks must satisfy one of the two following combined size and liquidity criteria: (1) float-adjusted marke
and oil and gas sectors as of April 30, 2015.
o relative to the U.S. dollar, the Index will generally decrease by 2%. Investors may trade the ETN on an exchange at market price or rec
s the daily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them to efficiently expre
yields. To accomplish this objective, the performance of the Index tracks the returns of a notional investment in a weighted "long" positio
asury note yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weighted "lo
ear Treasury note yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weig
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88
to efficiently express their market views on the COMEX gold future.
r with a hedge ratio ranging from 0 to 100% on a monthly basis. The Index is comprised of the top 300 companies from the WisdomTree
ws and determine terminal value at the end of five years. Cash flows are discounted to estimate intrinsic value and determine the intrins
d securities; U.S. corporate investment-grade bonds; U.S. corporate high-yield bonds; and emerging markets sovereign debt. The Fund
osure to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll int
ation relative to book value, return on invested capital relative to price-to-earnings ratio and trailing 26-week stock price momentum.
more than 33% of the Index as of the date of such rebalancing.

nstituents must be a part of the Dow Jones Industrial Average. Only securities with a track record of consistent dividend payments in the
stment in a weighted "long" position in relation to Long Bond U.S. Treasury futures contracts, as traded on the Chicago Board of Trade.
shorted, subject to a short LIBOR floor and to the effects of carry, decay and a contract spread, all as described in the prospectus avai
eturns of a notional investment in a weighted "long" position in relation to 30-year U.S. Treasury futures contracts, as traded on the Chic
drawdowns and a stable volatility profile for the index while allowing for a higher participation in the upside of the components.
owing for a higher participation in the upside of the components.
hetic put position to further reduce downside risk.
ex while allowing for a higher participation in the upside of the components.
ts NAV will equal in dollar terms the spot price of crude oil or any particular futures contract based on crude oil.
loat-adjusted market capitalization above $500 million and float-adjusted liquidity ratio above 90% or (2) float-adjusted market capitaliza
t market price or receive, at maturity (including upon acceleration of the ETNs) or upon early redemption(2), a cash payment from the is
m to efficiently express their market views on the COMEX silver future.
ighted "long" position in relation to 2-year Treasury futures contracts, as traded on the Chicago Board of Trade. The iPath US Treasury
ent in a weighted "long" position in relation to 2-year Treasury futures contracts, as traded on the Chicago Board of Trade. The iPath U
nvestment in a weighted "long" position in relation to 10-year Treasury futures contracts, as traded on the Chicago Board of Trade.
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om the WisdomTree International Equity Index with the best combined rank of growth and quality factors. The growth factor ranking is b
etermine the intrinsic value capitalization for each of the 700 companies in the starting universe. A portfolio of the 500 largest companie
ign debt. The Fund uses a representative approach which will result in the Fund holding a smaller number of securities than are in the u
he Index may roll into one of a number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Be
ce momentum.
nd payments in the previous twelve months will be eligible for inclusion in the Index.
go Board of Trade.
he prospectus available at the link below. Investors should exercise caution in trading the ETNs between 3:00 p.m. and 4:00 p.m., New
traded on the Chicago Board of Trade.
omponents.
ed market capitalization above $400 million and float-adjusted liquidity ratio above 150%. The Index is rebalanced quarterly.
payment from the issuer based on Index performance, less investor fees(1).
e iPath US Treasury 2-year Bull ETN employs an index multiplier that provides the investor at maturity or upon redemption a participatio
Trade. The iPath US Treasury 2-year Bear ETN employs an index multiplier that provides the investor at maturity or upon redemption a
Board of Trade.
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90
h factor ranking is based on long-term earnings growth expectations, while the quality factor ranking is based on three year historical av
00 largest companies by intrinsic value capitalization is created, eliminating the bottom 200. Each company is then weighted according t
ies than are in the underlying index.
ays Capital Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash collateral in
and 4:00 p.m., New York City time. During this time period, due to delays in the publication of the closing level of the applicable Index (w
mption a participation rate of $0.10 gain or loss per each 1.00 point increase or decrease, respectively, in the level of the index. For purp
upon redemption a participation rate of $0.10 gain or loss per each 1.00 point decrease or increase, respectively, in the level of the ind
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ee year historical averages for return on equity and return on assets. Companies are weighted in the Index based on annual cash divide
eighted according to its intrinsic value capitalization as a percentage of the total portfolio capitalization.
on cash collateral invested in specified Treasury Bills.
applicable Index (which is based on Eurodollar futures trading as of 3:00 p.m. but is not published until after 4:00 p.m.), there is expect
f the index. For purposes of calculating the closing indicative note value on a given day, the index multiplier is multiplied by the daily ind
the level of the index. For purposes of calculating the closing indicative note value on a given day, the index multiplier is multiplied by t
375033264.xls
92
n annual cash dividends paid.
m.), there is expected to be uncertainty about the intrinsic value of the ETNs. The published intraday indicative value will not be based o
lied by the daily index performance, which is added to the daily interest that accrued from a notional investment of the value of the ETN
ier is multiplied by the daily index performance, which is added to the daily interest that accrued from a notional investment of the value
375033264.xls
93
e will not be based on fully up-to-date information (which will not be available) during this time period, and trading prices during this time
he value of the ETN at the 28-day U.S. Treasury Bill rate, from which all applicable costs and fees are deducted.
stment of the value of the ETN at the 28-day U.S. Treasury Bill rate, from which all applicable costs and fees are deducted.
375033264.xls
94
ces during this time period are likely to diverge from the published intraday indicative value.
ducted.
375033264.xls
95
iPath US Treasury 10 year Bear ETN DTYS Barclays iPath 06740L451

ProShares UltraShort Oil & Gas DUG ProShares 74348A525
Davis Select U.S. Equity ETF DUSA Davis Advisors 23908L207
Direxion Daily Industrials Bull 3X Shares DUSL Direxion Shares 25460E737
Direxion Daily Gold Miners Bear 3x Shares DUST Direxion Shares 25490K133
WisdomTree Emerging Markets Dividend Fund DVEM Wisdom Tree 97717X214
ETRACS Monthly Pay 2xLeveraged Diversified H DVHL UBS 90270L859
Deep Value ETF DVP Tiedemann 26922A701
iShares Select Dividend ETF DVY Blackrock (iShares) 464287168
iShares Asia/Pacific Dividend ETF DVYA Blackrock (iShares) 464286293
iShares Emerging Markets Dividend ETF DVYE Blackrock (iShares) 464286319
ETRACS Monthly Pay 2xLeveraged Dow Jones SeDVYL UBS 90268G607
Elkhorn Commodity Rotation Strategy ETF DWAC Elkhorn Investments 287711816
PowerShares DWA NASDAQ Momentum PortfolioDWAQ Invesco Powershares 73935X203
PowerShares DWA SmallCap Momentum Portfoli DWAS Invesco Powershares 73936Q744
Arrow DWA Tactical ETF DWAT ArrowShares 042765792
SPDR Dorsey Wright Fixed Income Allocation ET DWFI State Street (SPDR) 78468R713
PowerShares DWA Tactical Multi-Asset Income Por DWIN Invesco Powershares 73937B399
Davis Select Worldwide ETF DWLD Davis Advisors 23908L306
PowerShares DWA Momentum & Low Volatility Rota DWLV Invesco Powershares 73937B381
WisdomTree DEFA Fund DWM Wisdom Tree 97717W703
First Trust Dorsey Wright Peoples Portfolio ETF DWPP First Trust 33733E880
VelocityShares 3x Inverse Crude Oil ETN DWT Velocity Shares 17325E309
PowerShares DWA Tactical Sector Rotation PortfoDWTR Invesco Powershares 73937B498
SPDR S&P International Dividend ETF DWX State Street (SPDR) 78463X772
ProShares UltraShort Dow30 DXD ProShares 74348A590
WisdomTree Germany Hedged Equity Fund DXGE Wisdom Tree 97717W448
WisdomTree Japan Hedged Equity Fund DXJ Wisdom Tree 97717W851
WisdomTree Japan Hedged Capital Goods Fund DXJC Wisdom Tree 97717W356
WisdomTree Japan Hedged Financials Fund DXJF Wisdom Tree 97717W463
WisdomTree Japan Hedged Health Care Fund DXJH Wisdom Tree 97717X503
WisdomTree Japan Hedged Real Estate Fund DXJR Wisdom Tree 97717W638
WisdomTree Japan Hedged SmallCap Equity FunDXJS Wisdom Tree 97717W521
WisdomTree United Kingdom Hedged Equity Fun DXPS Wisdom Tree 97717W349
Wisdomtree Global EX-US Hedged Dividend Fun DXUS Wisdom Tree 97717X545
WisdomTree Dynamic Bearish U.S. Equity Fund DYB Wisdom Tree 97717X297
WisdomTree Dynamic Long/Short U.S. Equity Fu DYLS Wisdom Tree 97717X313
DB Commodity Double Long ETN DYY DBX Strategic Advisors 25154H475
Direxion Daily Developed Markets Bull 3X Shares DZK Direxion Shares 25459W789
DB Gold Double Short ETN DZZ DBX Strategic Advisors 25154H756
SPDR Barclays Emerging Markets Local Bond ETEBND State Street (SPDR) 78464A391
iShares MSCI Chile Capped ETF ECH Blackrock (iShares) 464286640
iShares MSCI China Small-Cap ETF ECNS Blackrock (iShares) 46429B200
EGShares Emerging Markets Consumer ETF ECON Columbia Management 19762B509
Legg Mason Emerging Markets Diversified Core EDBI Legg Mason 52468L208
Direxion Daily Emerging Markets Bull 3X Shares EDC Direxion Shares 25490K281
iShares MSCI Denmark Capped ETF EDEN Blackrock (iShares) 46429B523
SPDR S&P Emerging Markets Dividend ETF EDIV State Street (SPDR) 78463X533
ALPS Emerging Sector Dividend Dogs ETF EDOG ALPS 00162Q668
WisdomTree Europe Domestic Economy Fund EDOM Wisdom Tree 97717X388
First Trust Dow 30 Equal Weight ETF EDOW First Trust 33733A201
Vanguard Extended Duration Treasury ETF EDV Vanguard 921910709
Direxion Daily Emerging Markets Bear 3X Shares EDZ Direxion Shares 25459Y470
Guggenheim BRIC ETF EEB Guggenheim 18383M100
ELEMENTS SPECTRUM ETN EEH ELEMENTS 870297504
PowerShares S&P Emerging Markets Low Volatility EELV Invesco Powershares 73937B662
iShares MSCI Emerging Markets ETF EEM Blackrock (iShares) 464287234
iShares MSCI Emerging Markets Asia ETF EEMA Blackrock (iShares) 464286426
AAM S&P Emerging Markets High Dividend ValueEEMD Advisors Asset Managem26922A586
PowerShares S&P Emerging Market Momentum Po EEMO Invesco Powershares 73937B670
375033264.xls
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US06740L4510 08/09/2010 0.75 Bonds

US90270L8596 11/12/2013 0.85 Other Asset Types
US78468R7136 06/01/2016 0.6 Bonds
US33733E8802 08/29/2012 0.6 Target Date / Multi-Asset
US78464A3914 02/23/2011 0.4 Bonds
US9219107094 12/06/2007 0.07 Bonds
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Not Applicable Barclays Capital 10Y US The iPath US Treasury 10-year Bear Exchange Traded Note is linked inverse
Not Applicable Dow Jones US Oil & GasProShares UltraShort Oil & Gas seeks daily investment results before fees a
Not Applicable S&P Industrials Select S The Direxion Daily Industrials Bull 3X Shares seeks daily investment results,
Not Applicable NYSE Arca Gold Miners The Daily Gold Miners Bear 3x Shares seeks daily investment results, before
Not Applicable WisdomTree Emerging Ma WisdomTree Emerging Markets Dividend Fund seeks to track the investmen
Hedge Fund Replication NYSE Diversified High I The ETRACS Diversified High Income ETN is an exchange-traded note linke
Not Applicable TWM Deep Value Index The Fund uses a passive management (or indexing) approach to track the
Not Applicable Dow Jones U.S. Select DThe iShares Dow Jones Select Dividend Index Fund seeks investment resul
Not Applicable Dow Jones Asia/Pacific SThe iShares Asia/Pacific Dividend 30 Index Fund seeks investment results th
Not Applicable Dow Jones Emerging MarThe iShares Emerging Markets Dividend Index Fund seeks investment resul
Not Applicable Dow Jones U.S. Select DThe ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend ETN (T
Not Applicable Not Applicable The Elkhorn Commodity Rotation Strategy ETF is a momentum-based, activ
Not Applicable Dorsey Wright NASDAQ The PowerShares DWA NASDAQ Momentum Portfolio (Fund) is based on D
Not Applicable Dorsey Wright SmallCap The PowerShares DWA SmallCap Technical Leaders Portfolio (the Fund ) s
Hedge Fund Replication Not Applicable The Arrow DWA Tactical ETF seeks long term capital appreciation with capita
Not Applicable Dorsey Wright Fixed IncoThe SPDR Dorsey Wright Fixed Income Allocation ETF seeks to provide inve
Not Applicable Dorsey Wright Multi-Ass The PowerShares DWA Tactical Multi-Asset Income Portfolio (the "Fund") is
Not Applicable Dorsey Wright Multi-Fact The PowerShares DWA Momentum & Low Volatility Rotation Portfolio (the "F
Not Applicable WisdomTree DEFA IndexWisdomTree Dividend Index of Europe Far East Asia and Australasia (DEFA
Not Applicable Nasdaq Dorsey Wright PeThe First Trust Dorsey Wright Peoples Portfolio ETF is an exchange-traded f
Not Applicable S&P GSCI Crude Oil Ind VelocityShares 3x Inverse Crude Oil ETN is an exchange-traded note issued
Not Applicable Dorsey Wright Sector 4 The PowerShares DWA Tactical Sector Rotation Portfolio (the "Fund") is bas
Not Applicable S&P International Divide The SPDR S&P International Dividend ETF seeks to replicate as closely as p
Not Applicable Dow Jones Industrial Av ProShares UltraShort Dow30 seeks daily investment results before fees and
Not Applicable WisdomTree Germany HeWisdomTree Germany Hedged Equity Fund seeks investment results that cl
Not Applicable WisdomTree Japan Hedge WisdomTree Japan Total Dividend Fund seeks investment results that closel
Not Applicable WisdomTree Japan Hedge The Fund employs an investment approach designed to track the performan
Not Applicable WisdomTree Japan Hedge WisdomTree Japan Hedged SmallCap Equity Fund seeks investment results
Not Applicable WisdomTree United KingWisdomTree United Kingdom Hedged Equity Fund seeks investment results
Not Applicable WisdomTree Global ex-UWisdomTree Global ex-U.S. Hedged Dividend Fund seeks investment result
Not Applicable WisdomTree Dynamic Bea The WisdomTree Dynamic Bearish U.S. Equity Fund seeks to track long equ
Not Applicable WisdomTree Dynamic Lon The WisdomTree Dynamic Long/Short U.S. Equity Fund seeks to track long
Not Applicable Deutsche Bank Liquid CoAll of the DB Commodity ETNs are based on a total return version of the Deu
Not Applicable MSCI EAFE Index The Developed Markets Bull 3X ETF seeks daily investment results before fe
Not Applicable Barclays Capital EM Loc The SPDR Barclays Capital Emerging Markets Local Bond ETF seeks to pro
Not Applicable MSCI Chile Investable MThe iShares MSCI Chile Investable Market Index Fund seeks to provide inve
Not Applicable MSCI China Small Cap I The iShares MSCI China Small Cap Index Fund seeks investment results th
Not Applicable Dow Jones Emerging MarThe Emerging Global Shares Dow Jones Emerging Markets Consumer Titan
Not Applicable QS DBI Emerging Markets Legg Mason Emerging Markets Diversified Core ETF seeks to track the inve
Not Applicable MSCI Emerging Markets The Emerging Markets Bull 3X ETF seeks daily investment results before fee
Not Applicable MSCI Denmark IMI 25/50The iShares MSCI Denmark Capped Investable Market Index Fund seeks in
Not Applicable S&P Emerging Markets Di he SPDR S&P Emerging Markets Dividend ETF seeks to provide investmen
Not Applicable S-Network Emerging SecThe Fund seeks investment results that replicate as closely as possible, befo
Not Applicable WisdomTree Europe DomWisdomTree Europe Domestic Economy Fund seeks to track investment res
Not Applicable Dow Jones Industrial Av The First Trust Dow 30 Equal Weight ETF (the Fund ) seeks investment res
Not Applicable Barclays Capital U.S. T Seeks to track the performance of the Barclays Capital U.S. Treasury STRIP
Not Applicable MSCI Emerging Markets The Emerging Markets Bear 3X ETF seeks daily investment results before fe
Not Applicable BNY Mellon BRIC Index The Guggenheim/BNY Mellon BRIC ETF (NYSE:EEB) the Fund seeks inve
Not Applicable SPECTRUM Large Cap U. The Index applies the methodology of momentum investing to the ten com
Not Applicable S&P BMI Emerging Market The PowerShares S&P Emerging Markets Low Volatility Portfolio (Fund) is b
Not Applicable MSCI Emerging Markets The iShares MSCI Emerging Markets Index Fund seeks to provide investme
Not Applicable MSCI Emerging Markets The iShares MSCI Emerging Markets Asia Index Fund seeks investment res
Not Applicable S&P Emerging Markets Di The AAM S&P Emerging Markets High Dividend Value ETF (NYSE: EEMD)
Not Applicable S&P Momentum Emerging The PowerShares S&P Emerging Markets Momentum Portfolio (Fund) is bas
375033264.xls
98
te is linked inversely to the performance of the Barclays Capital 10Y US Treasury Futures Targeted Exposure Index . The index seeks t
sults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S. O
nvestment results, before fees and expenses, of 300% of the performance of the Industrial Select Sector Index. The Industrials Select S
ment results, before fees and expenses, of 300% of the inverse (or opposite) of the performance of the NYSE Arca Gold Miners Index.
ack the investment results of dividend-paying companies in the emerging markets region. The WisdomTree Emerging Markets Dividend
e-traded note linked to the monthly compounded 2x leveraged performance of the NYSE Diversified High Income Index, reduced by the
roach to track the performance of the Index. The Index is composed of the common stock of typically 20 companies included in the S&P
s investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones U.S. Sele
vestment results that correspond generally to the price and yield performance, before fees and expenses, of the Dow Jones Asia/Pacific
s investment results that correspond generally to the price and yield performance, before fees and expenses, of the Dow Jones Emergin
ct Dividend ETN (Ticker: DVYL) ("DVYL" or the "ETN") is an exchange-traded note linked to the monthly compounded 2x leveraged perf
ntum-based, actively managed ETF that uses Dorsey Wright & Associates proprietary Relative Strength methodology to select the five
und) is based on Dorsey Wright NASDAQ Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets
folio (the Fund ) seeks investment results that generally correspond (before fees and expenses) to the price and yield of the Dorsey W
eciation with capital preservation as a secondary objective. The Fund seeks to achieve its investment objective by implementing a propr
eks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Dorse
lio (the "Fund") is based on the Dorsey Wright Multi-Asset Income Index (Index). The Fund generally will invest at least 90% of its total
on Portfolio (the "Fund") is based on the Dorsey Wright Multi-Factor Global Equity Index (Index). The Fund generally will invest in at lea
Australasia (DEFA) Fund seeks investment results that closely correspond to the price and yield performance before fees and expenses
exchange-traded fund which seeks investment results that correspond generally to the price and yield (before the Funds fees and expe
traded note issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The Note will provide investors with a ca
the "Fund") is based on the Dorsey Wright Sector 4 Index (Index). The Fund generally will invest at least 90% of its total assets in secu
ate as closely as possible before expenses the price and yield performance of the S&P International Dividend Opportunities Index (ticke
ts before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones Industria
ment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Germany Hedged
results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree Japan Dividend Index
ack the performance of the WisdomTree Japan Hedged Capital Goods Index. The Index and the Fund are designed to provide exposur
ack the performance of the WisdomTree Japan Hedged Financials Index. The Index and the Fund are designed to provide exposure to
ack the performance of the WisdomTree Japan Hedged Health Care Index. The Index and the Fund are designed to provide exposure t
ack the performance of the WisdomTree Japan Hedged Real Estate Index. The Index and the Fund are designed to provide exposure to
investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Japan He
nvestment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree United Kin
investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Global ex
s to track long equity positions or long U.S. Treasury positions and short equity positions. The Long Equity positions consist of approxim
eeks to track long and short equity positions. The Long Equity positions include approximately 100 U.S. large- and mid-capitalization sto
version of the Deutsche Bank Liquid Commodity IndexTM. The Long and Double Long ETNs are based on the Optimum YieldTM versi
nt results before fees and expenses of 300% of the price performance of the MSCI EAFE Index. There is no guarantee the fund will me
d ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of th
eks to provide investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI C
estment results that correspond generally to the price and yield performance before fees and expenses of the MSCI China Small Cap In
ts Consumer Titans Exchange Traded Fund (ETF) seeks to achieve its investment objective of total return by investing in the constituen
s to track the investment results of an index composed of publicly traded equity securities in emerging markets. The QS DBI Emerging
t results before fees and expenses of 300% of the price performance of the MSCI Emerging Markets Index
dex Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSC
provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the S&P Emergin
y as possible, before fees and expenses, the performance of the S-Network Emerging Sector Dividend Dogs Index. The ALPS Emergin
ack investment results of European companies that are sensitive to economic growth prospects in the eurozone and that derive more th
ks investment results that correspond generally to the price and yield (before the Fund s fees and expenses) of an equity index called t
S. Treasury STRIPS 20 30 Year Equal Par Bond Index. Passively managed using index sampling. Diversified exposure to the long-term
nt results before fees and expenses of 300% of the inverse (or opposite) of the price performance of the MSCI Emerging Markets Index
Fund seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index
ng to the ten component sub-Indices of the S&P 500 Index (the Sub-indices and each a Sub-index ). Each of the component stock
ortfolio (Fund) is based on the S&P BMI Emerging Markets Low Volatility Index (Index). The Fund will invest at least 90% of its total ass
provide investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded se
eks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Emerging M
F (NYSE: EEMD) is designed to provide current cash flow and adequate capital growth by targeting attractively valued emerging marke
tfolio (Fund) is based on the S&P Momentum Emerging Plus LargeMidCap Index (Index). The Fund will invest at least 90% of its total a
375033264.xls
99
. The index seeks to produce returns that track movements in response to an increase or decrease, as applicable, in the yields availabl
e Dow Jones U.S. Oil & Gas Index
is Investment Discipline to invest the Fund s portfolio principally in common stocks issued by large companies with market capitalization
Industrials Select Sector Index (IXITR) is provided by S&P Dow Jones Indices and includes domestic companies from the industrials se
Gold Miners Index. Potentially hedge exposure to equity and fixed income market risk.
g Markets Dividend Index is a fundamentally weighted index that measures the performance of dividend-paying stocks selected from th
dex, reduced by the Accrued Fees.DVHL has been approved for listing on the NYSE Arca exchange (subject to official notice of issuanc
included in the S&P 500 Index that have been selected through a proprietary ranking system developed by Tiedemann Wealth Manage
ow Jones U.S. Select Dividend Index.
w Jones Asia/Pacific Select Dividend 30 Index. The iShares Asia/Pacific Dividend 30 Index Fund seeks investment results that correspo
Dow Jones Emerging Markets Select Dividend Index.The iShares Emerging Markets Dividend Index Fund seeks investment results tha
d 2x leveraged performance of the Dow Jones U.S. Select Dividend IndexSM (the "Index") reduced by the Accrued Fees.
gy to select the five commodities with the highest relative strength from a universe of 21 commodities. The portfolio is designed to be a t
% of its total assets in common stocks that comprise the Index. The Index is chosen from a universe of approximately 1,000 common st
eld of the Dorsey Wright SmallCap Technical Leaders Index (the Underlying Index ). The Fund generally will invest at least 90% of its to
mplementing a proprietary Relative Strength (RS) Global Macro model managed by Dorsey Wright & Associates (DWA).
mance of the Dorsey Wright Fixed Income Allocation Index. The Dorsey Wright Fixed Income Allocation Index is owned and developed b
ast 90% of its total assets in securities that comprise the Index. The Fund is a "fund of funds," meaning that it invests its assets in the sh
is Investment Discipline to invest the Fund s portfolio principally in common stocks (including indirect holdings of common stock through
y will invest in at least 90% of its total assets in securities that comprise the Index. The Fund is a "fund of funds," meaning that it invests
fees and expenses of the WisdomTree Dividend Index of Europe Far East Asia and Australasia Index (WisdomTree DEFA).
unds fees and expenses) of an index called the Nasdaq Dorsey Wright Peoples Portfolio Index. The Nasdaq Dorsey Wright People s P
investors with a cash payment at the scheduled maturity or early redemption or acceleration based inversely on the performance of the
total assets in securities that comprise the Index. The Fund is a "fund of funds," meaning that it invests its assets in the shares of other
rtunities Index (ticker: SPGTDOU).
Dow Jones Industrial Average Index.
ee Germany Hedged Equity Index.
pan Dividend Index.
to provide exposure to Capital Goods companies in Japan, while at the same time hedging exposure to fluctuations between the value
rovide exposure to Financial companies in Japan, while at the same time hedging exposure to fluctuations between the value of the U.S
provide exposure to Health Care companies in Japan, while at the same time hedging exposure to fluctuations between the value of th
provide exposure to Real Estate companies in Japan, while at the same time hedging exposure to fluctuations between the value of the
domTree Japan Hedged SmallCap Equity Index.
domTree United Kingdom Hedged Equity Index.
sdomTree Global ex-U.S. Hedged Dividend Index. The WisdomTree Global ex-U.S. Hedged Dividend Index measures the performance
consist of approximately 100 U.S. large- and mid-capitalization stocks that meet eligibility requirements and have the best combined sc
mid-capitalization stocks that meet eligibility requirements and have the best combined score based on fundamental growth and value si
mum YieldTM version of the Index. The Short and Double Short ETNs are based on the standard version of the Index.
tee the fund will meet its stated investment objective.
d performance of the Barclays Capital EM Local Currency Government Diversified Index (index ticker: BLCD), an index that tracks the f
nses of the MSCI Chile Investable Market Index.
China Small Cap Index.
ng in the constituent securities of the Dow Jones Emerging Markets Consumer Titans Index. The index measures the stock performanc
QS DBI Emerging Markets Diversified Index (the Index ) seeks to provide exposure to equity securities in emerging markets and is ba
penses, of the MSCI Denmark IMI 25/50 Index.

of the S&P Emerging Markets Dividend Opportunities Index (index ticker: SPGTEDUN), an index that tracks dividend paying securities o
The ALPS Emerging Sector Dividend Dogs ETF [EDOG] is an Exchange Traded Fund that applies the Dogs of the Dow Theory on a
that derive more than 50% of their revenue from Europe. The Fund seeks to maximize exposure to European companies that may ben
equity index called the Dow Jones Industrial Average Equal Weight Index (the Index ). The Dow Jones Industrial Average Equal Weight
sure to the long-term Treasury STRIPS market. Provides high current income with high credit quality.
rging Markets Index
s of an equity index called The Bank of New York Mellon BRIC Select ADR Index (the BNY Mellon BRIC Index or the Index). The Fund
he component stocks of the S&P 500 Index (the Index Components ) belongs to one of the ten Sub-indices. According to the index ca
90% of its total assets in the securities of companies that comprise the Index. The Index is compiled, maintained and calculated by Sta
of publicly traded securities in emerging markets as represented by the MSCI Emerging Markets Index.
e MSCI Emerging Markets Asia Index.
ed emerging market large capitalization stocks that exhibit both a high dividend yield and sustainable dividend distribution characteristic
ast 90% of its total assets in the securities of companies that comprise the Index. The Index tracks the performance of stocks in the S&P
375033264.xls
100
n the yields available to investors purchasing 10-year U.S. Treasury notes. The level of the index is designed to increase in response to
market capitalizations of at least $10 billion. Under normal market conditions, the Fund will invest at least 80% of the Fund s net assets p
om the industrials sector which includes the following industries: aerospace and defense: industry conglomerates; and machinery.
cks selected from the following 17 emerging market nations: Brazil, Chile, China, Czech Republic, Hungary, India, Indonesia, Korea, Ma
ial notice of issuance), is denominated in USD, and pays a USD-denominated variable monthly couponlinked to 2 times the net cash dis
ann Wealth Management, LLC, the Fund s Index Provider, that evaluates the earnings and cash flows of each company to create a fina
esults that correspond generally to the price and yield performance, before fees and expenses, of the Dow Jones Asia/Pacific Select Div
vestment results that correspond generally to the price and yield performance, before fees and expenses, of the Dow Jones Emerging M
s designed to be a tactical, momentum-based commodity strategy with a modified dynamic roll methodology.
y 1,000 common stocks having the largest market capitalizations and traded on the NASDAQ exchange. All securities in the universe a
at least 90% of its total assets in equity securities of small capitalization companies that comprise the Underlying Index. The Index inclu
ed and developed by Dorsey, Wright & Associates (the "Index Provider") and is constructed pursuant to the Index Providers proprietary
s its assets in the shares of other, underlying exchange-traded funds eligible for inclusion in the Index, rather than in securities of individ
mmon stock through depositary receipts) issued by both United States and foreign companies, including countries with developed or em
aning that it invests its assets in the shares of other exchange-traded funds, rather than in securities of individual companies. The Index
y Wright People s Portfolio Index is designed to provide exposure to either the U.S. equity market or T-bills, based upon daily relative str
e performance of the underlying index, S&P GSCI Crude Oil Index ER. The return on the ETNs of each series will be based on the perfo
the shares of other, underlying exchange-traded funds eligible for inclusion in the Index, rather than in securities of individual companie
between the value of the U.S. dollar and the Japanese yen.
the value of the U.S. dollar and the Japanese yen.
ween the value of the U.S. dollar and the Japanese yen.
een the value of the U.S. dollar and the Japanese yen.
es the performance of dividend-paying companies in the developed and emerging markets outside of the United States while at the sam
e best combined score based on fundamental growth and value signals. Stocks are weighted according to their volatility characteristics
growth and value signals. Stocks are weighted according to their volatility characteristics. The Short Equity positions include the largest
dex that tracks the fixed-rate local currency sovereign debt of emerging market countries.
e stock performance of 30 leading emerging market companies in the Consumer Goods and Consumer Services Industries as defined
g markets and is based on a proprietary methodology created and sponsored by QS Investors, LLC ( QS ). The Index is composed of eq
d paying securities of publicly-traded companies in emerging markets.

Dow Theory on a sector-by-sector basis using the S-Network Emerging Markets Index as its starting universe of eligible securities.
anies that may benefit from Europe s economic recovery and Europeans increased buying power. The WisdomTree Europe Domestic
erage Equal Weight is the equal-weight version of the Dow Jones Industrial Average, which seeks to measure the performance of 30 U.S
e Index). The Fund will normally invest at least 90% of its total assets in American depositary receipts (ADRs) and global depositary rec
ding to the index calculation methodology, the Index is rebalanced daily in two steps to account for the different performances of the S
d calculated by Standard & Poor s and consists of the 200 least volatile stocks of the S&P Emerging BMI Plus LargeMid Cap Index ove
bution characteristics. At the core of EEMD s low cost, tax-efficient and transparent approach are two key valuation indicators that aim to
of stocks in the S&P Emerging Plus LargeMidCap Index that have the highest momentum score. The Fund and the Index are rebalance
375033264.xls
101
ease in response to a decrease in 10-year Treasury note yields and to decrease in response to an increase in 10-year Treasury note yie
Fund s net assets plus any borrowings for investment purposes in equity securities issued by U.S. companies. The Fund is non-diversi
nd machinery.
donesia, Korea, Malaysia, Mexico, Philippines, Poland, Russia, South Africa, Taiwan, Thailand, Turkey. Companies are weighted in the
mes the net cash distributions, if any, on the Index constituents.
any to create a final universe of companies that are deeply undervalued (as defined by the Index methodology) as compared to the S&
ia/Pacific Select Dividend 30 Index.

w Jones Emerging Markets Select Dividend Index.
es in the universe are ranked using a proprietary relative strength (momentum) measure. Each securitys score is based on intermediate
dex. The Index includes securities pursuant to a Dorsey Wright & Associates ( Dorsey Wright or the Index Provider ) proprietary selectio
roviders proprietary methodology. The selection universe for the Index (the "SelectionUniverse") includes U.S.-listed fixed income ETFs
securities of individual companies. The Index is designed to select investments from a universe of income strategies with the criteria fo
ith developed or emerging markets. The Fund may invest in large, medium or small companies without regard to market capitalization. T
mpanies. The Index is designed to gain exposure to US or international equity markets through the universe of up to eight PowerShares
pon daily relative strength readings resulting from a Dorsey, Wright & Associates (DWA) wholly-quantitative process. The index always h
based on the performance of the S&P GSCI Crude Oil Index ER (the Index ) during the term for such series of ETNs. Each series of E
ndividual companies. The Index is designed to gain exposure to the strongest relative strength sectors in the US through the universe o
tes while at the same time neutralizing exposure to fluctuations of foreign currency movements relative to the U.S. dollar. In this sense,
tility characteristics. The Short Equity positions include the largest 500 U.S. companies, weighted by market capitalization, designed to
include the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The WisdomTree D
dustries as defined by the Industry Classification Benchmark (ICB).

x is composed of equity securities in emerging markets that are included in the MSCI Emerging Markets Index. The proprietary rules-ba
ligible securities.
e Europe Domestic Economy Index is designed to provide exposure to European companies that are most sensitive to economic growth
erformance of 30 U.S. blue-chip companies.
lobal depositary receipts (GDRs) that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser ) seeks a correlation ove
rformances of the Sub-indices relative to the S&P 500 Total Return Index (the SPTR )..
eMid Cap Index over the past 12 months. Volatility is a statistical measurement of the magnitude of up and down asset price fluctuations
ndicators that aim to identify sustainable dividend-paying stocks offering fundamental value.
ndex are rebalanced and reconstituted semi-annually on the third Friday of March and September. The Fund invests at least 90% of its
375033264.xls
102
ar Treasury note yields. To accomplish this objective, the performance of the index tracks the returns of a notional investment in a weigh
Fund is non-diversified and, therefore, is allowed to focus its investments in fewer companies than a fund that is required to diversify its
are weighted in the Index based on annual cash dividends paid. The Index was established with a base value of 300 on May 31, 2007.
compared to the S&P 500 Index overall.
sed on intermediate and long-term price movements relative to a representative market benchmark and the other eligible securities. The
) proprietary selection methodology that is designed to identify companies that demonstrate powerful relative strength characteristics.
fixed income ETFs advised by SSGA FM or its affiliates that are designed to target exposure to fixed income securities, including U.S.
s with the criteria for inclusion based on a combination of relative strength and current yield. The Fund and the Index are evaluated mon
rket capitalization. The Fund will invest significantly (at least 40% of total assets under normal market conditions and at least 30% of tot
eight PowerShares momentum or low volatility ETFs, and may also hold up to 100% cash position (via 1- to 6-month US Treasury Bills
The index always holds exactly one of the three possible positions: All the component securities in the Nasdaq US 500 Large Cap Inde
Ns. Each series of ETNs tracks the daily performance of the Index. The Index tracks a hypothetical position in the nearest-to-expiration N
ough the universe of nine PowerShares DWA sector Momentum ETFs.
dollar. In this sense, the Index "hedges" against fluctuations in the relative value of foreign currencies against the U.S. dollar.
zation, designed to act as a market risk hedge. The WisdomTree Dynamic Bearish U.S. Equity Index includes long equity positions or lo
The WisdomTree Dynamic Long/Short U.S. Equity Index includes long equity positions and short equity positions. The Long Equity Ind
proprietary rules-based process initially groups this universe of securities into multiple investment categories based on geography and s
to economic growth prospects in the Eurozone and that derive more than 50% of their revenue from Europe. The Index employs a mod
ks a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 would re
set price fluctuations over time.
s at least 90% of its total assets in the securitiesof companies that comprise the Underlying Index. Strictly in accordance with its guidelin
375033264.xls
103
vestment in a weighted "long" position in relation to 10-year Treasury futures contracts, as traded on the Chicago Board of Trade.
uired to diversify its portfolio. The Fund s portfolio generally contains between 15 and 35 companies, although the precise number of its
0 on May 31, 2007. The Index is calculated in US dollars and is updated to reflect market prices and exchange rates. Closing or last-sale
gible securities. The top 100 securities are selected for the Index. The Fund and the Index are rebalanced and reconstituted quarterly.
h characteristics.
ties, including U.S. and non-U.S. developed and emerging market bonds, treasury bonds, corporate bonds, high yield bonds, inflation-p
x are evaluated monthly for potential rebalance and reconstitution.
d at least 30% of total assets if market conditions are not deemed favorable) in issuers (i) organized or located outside of the U.S.; (ii) w
h US Treasury Bills) when equity securities as a whole are out of favor. The Fund and the Index are evaluated monthly for potential reb
500 Large Cap Index (the Cap Weight Index), All the component securities in the Nasdaq US 500 Large Cap Equal Weight Index (the E
arest-to-expiration NYMEX light sweet crude oil futures contract, which is rolled each month into the futures contract expiring in the nex
equity positions or long U.S. Treasury positions and short equity positions. The Long Equity Index consists of approximately 100 U.S. lar
The Long Equity Index consists of approximately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements an
on geography and sector. Within each of these investment categories, securities are weighted by market capitalization. The process the
dex employs a modified market capitalization weighting process designed to increase weight to companies that have the highest correla
ure of 1.00 would represent perfect correlation.
nce with its guidelines and mandated procedures, S&P Dow Jones Indices LLC ( S&P DJI or the Index Provider ) compiles, maintain
375033264.xls
104
oard of Trade.
recise number of its investments will vary over time. The Fund may invest a portion of its assets in financial services companies. The Fu
Closing or last-sale prices are used when non-U.S. markets are closed.
nstituted quarterly.
ld bonds, inflation-protected bonds, floating rate notes, first lien senior secured floating rate bank loans, U.S nonconvertible preferred st
de of the U.S.; (ii) whose primary trading market is located outside the U.S.; or (iii) doing a substantial amount of business outside the U
hly for potential rebalance and reconstitution.
Weight Index (the Equal Weight Index) or All the component securities in the Nasdaq US T-bill Index (the T-Bill Index).
t expiring in the next month. The value of the Index fluctuates with changes in the price of the relevant NYMEX light sweet crude oil futu
imately 100 U.S. large- and mid-capitalization stocks that meet Index eligibility requirements and have the best combined score based o
lity requirements and have the best combined score based on fundamental growth and value signals. Stocks are weighted in the Long
on. The process then combines those investment categories with more highly correlated historical performance into a smaller number o
e the highest correlation in equity performance to an indicator tied to the economic strength of Europe.
om- piles, maintains and calculates the Underlying Index, which is designed to measure the performance of 200 stocks within the S&P
375033264.xls
105
companies. The Fund may also invest in mid- and small-capitalization companies, which the Fund considers to be those companies wi
vertible preferred stock and other preferred securities, U.S. municipal bonds and U.S. convertible securities.
siness outside the U.S., which the Fund considers to be a company that derives at least 50% of its revenue from business outside the U
sweet crude oil futures contracts. The Index is determined, composed and calculated by S&P Dow Jones Indices LLC (the Index Spon
bined score based on fundamental growth and value signals. Stocks are weighted in the Long Equity Index according to their volatility c
eighted in the Long Equity Index according to their volatility characteristics. The Short Equity Index consists of short positions in the larg
a smaller number of clusters. A cluster is a group of investment categories based on geography and sector that have demonstrated a
cks within the S&P Emerging Plus LargeMidCap Index that are the most sensitive to changes in market returns over the past 12 months
375033264.xls
106
hose companies with less than $10 billion in market capitalization. The Fund may invest up to 20% of net assets in non-U.S. companies
iness outside the U.S. or has at least 50% of its assets outside the U.S. Under normal market conditions, the Fund will invest in issuers
LC (the Index Sponsor ).
g to their volatility characteristics. The Short Equity Index consists of short positions in the largest 500 U.S. companies, weighted by ma
positions in the largest 500 U.S. companies, weighted by market capitalization, designed to act as a market risk hedge. The Index main
ve demonstrated a tendency to behave similarly (high correlation). Thereafter, each of these clusters is equally weighted in the Index to
the past 12 months.Historically, the S&P Emerging Plus LargeMidCap Index has included all publicly listed equity securities with float-a
375033264.xls
107
non-U.S. companies. These non-U.S. company investments may include American Depositary Receipts ( ADRs ) and Global Depositary
will invest in issuers representing at least three different countries. These non-U.S. company investments may include American Deposi
es, weighted by market capitalization, designed to act as a market risk hedge. The Index provides a dynamic allocation of exposure to t
ge. The Index maintains 100% exposure to the Long Equity Index while employing a variable monthly hedge ratio ranging from 0% to 1
hted in the Index to produce a highly diversified portfolio. QS anticipates that the number of component securities in the Index will range
ecurities with float-adjusted market values of at least $100 million and annual dollar value traded of at least $50 million from the followin
375033264.xls
108
d Global Depositary Receipts ( GDRs and together Depositary Receipts ). Depositary Receipts are receipts that represent ownership o
e American Depositary Receipts ( ADRs ) and Global Depositary Receipts ( GDRs and together Depositary Receipts ). Depositary Rec
ion of exposure to the Long Equity Index ranging from 100% to 0% while employing a variable monthly hedge ratio ranging from 75% to
nging from 0% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth and
the Index will range from 700 to 800 from approximately 21 countries, including Brazil, Chile, China, Colombia, the Czech Republic, Eg
on from the following countries: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Malaysia, M
375033264.xls
109
present ownership of shares of a non-U.S. issuer held in trust by a bank or similar financial institution.
pts ). Depositary Receipts are receipts that represent ownership of shares of a non-U.S. issuer held in trust by a bank or similar financial
ranging from 75% to 100% exposure to the Short Equity Index based on a quantitative rules-based market indicator that scores growth
at scores growth and value market signals.
Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Peru, the Philippines, Poland, Russia, South Africa
onesia, Malaysia, Mexico, Morocco, Peru, Qatar, the Phil- ippines, Poland, Russia, South Africa, South Korea, Taiwan, Thai- land, Turke
375033264.xls
110
k or similar financial institution.
that scores growth and value market signals. During times when the market indicator shows unattractive readings on valuation and grow
Russia, South Africa, Taiwan, Thailand, and Turkey. The Index may include large, medium and small capitalization companies. The com
n, Thai- land, Turkey and the United Arab Emirates. Sensitivity is measured by the beta of the stock. Beta is a measure of relative risk a
375033264.xls
111
n valuation and growth characteristics, the Index can move to 100% exposure to the Long Treasury Index, (and accordingly no exposur
ompanies. The components of the Index, and the degree to which these components represent certain countries and sectors, may chan
ure of relative risk and is the rate of change of a security s price. The Fund generally invests in all of the securities comprising the Unde
375033264.xls
112
ordingly no exposure to the Long Equity Index).
d sectors, may change over time. The Index s components are reconstituted annually and rebalanced quarterly.
omprising the Underlying Index in proportion to their weightings in the Underlying Index.
375033264.xls
113
iShares MSCI Emerging Markets Small-Cap ETF EEMS Blackrock (iShares) 464286475
iShares Edge MSCI Min Vol Emerging Markets E EEMV Blackrock (iShares) 464286533
SPDR MSCI Emerging Markets Fossil Fuel Reser EEMX State Street (SPDR) 78470E205
WisdomTree SmallCap Earnings Fund EES Wisdom Tree 97717W562
ProShares Ultra MSCI Emerging Markets EET ProShares 74347X302
ProShares UltraShort MSCI Emerging Markets EEV ProShares 74347X575
iShares MSCI EAFE ETF EFA Blackrock (iShares) 464287465
ProShares MSCI EAFE Dividend Growers ETF EFAD ProShares 74347B839
Global X MSCI SuperDividend EAFE ETF EFAS Global X 37954Y699
iShares Edge MSCI Min Vol EAFE ETF EFAV Blackrock (iShares) 46429B689
SPDR MSCI EAFE Fossil Fuel Reserves Free ET EFAX State Street (SPDR) 78470E106
Global X | JPMorgan Efficiente Index ETF EFFE Global X 37950E143
iShares MSCI EAFE Growth ETF EFG Blackrock (iShares) 464288885
iShares MSCI Finland Capped ETF EFNL Blackrock (iShares) 46429B515
ProShares Ultra MSCI EAFE EFO ProShares 74347X500
ProShares UltraShort MSCI EAFE EFU ProShares 74348A475
iShares MSCI EAFE Value ETF EFV Blackrock (iShares) 464288877
ProShares Short MSCI EAFE EFZ ProShares 74347R370
VanEck Vectors Egypt Index ETF EGPT Van Eck Associates Corp92189F775
iShares MSCI Indonesia ETF EIDO Blackrock (iShares) 46429B309
iShares MSCI Ireland Capped ETF EIRL Blackrock (iShares) 46429B507
iShares MSCI Israel Capped ETF EIS Blackrock (iShares) 464286632
WisdomTree Emerging Markets Local Debt Fund ELD Wisdom Tree 97717X867
VanEck Vectors Emerging Markets Aggregate Bo EMAG Van Eck Associates Corp92189F478
iShares JP Morgan USD Emerging Markets Bond EMB Blackrock (iShares) 464288281
iShares Interest Rate Hedged Emerging Markets EMBH Blackrock (iShares) 46431W820
Direxion Daily Emerging Markets Bond Bull 3X ShEMBU Direxion Shares 25460E687
WisdomTree Emerging Markets Corporate Bond EMCB Wisdom Tree 97717X784
WisdomTree Emerging Markets Consumer Growt EMCG Wisdom Tree 97717W539
ProShares MSCI Emerging Markets Dividend Gro EMDV ProShares 74347B847
Virtus Glovista Emerging Markets ETF EMEM Virtus ETF Solutions 26923G830
Global X Next Emerging & Frontier ETF EMFM Global X 37950E218
iShares Edge MSCI Multifactor Emerging Market EMGF Blackrock (iShares) 46434G889
iShares Emerging Markets High Yield Bond ETF EMHY Blackrock (iShares) 464286285
iShares Emerging Markets Infrastructure ETF EMIF Blackrock (iShares) 464288216
Deutsche X-trackers Emerging Markets Bond - In EMIH DBX Strategic Advisors 233051713
iPath Long Enhanced MSCI Emerging Markets In EMLB Barclays iPath 06740P874
VanEck Vectors J.P. Morgan EM Local Currency EMLC Van Eck Associates Corp92189F494
First Trust North American Energy Infrastructure EMLP First Trust 33738D101
Emerging Markets Internet & Ecommerce ETF EMQQ Exchange Traded Conce301505889
WisdomTree Strong Dollar Emerging Markets EquEMSD Wisdom Tree 97717X487
ProShares Short Term USD Emerging Markets B EMSH ProShares 74347B706
SPDR DoubleLine Emerging Markets Fixed Inco EMTL State Street (SPDR) 78470P309
ProShares Decline of the Retail Store ETF EMTY ProShares 74347B367
iShares MSCI Emerging Markets ex China ETF EMXC Blackrock (iShares) 46434G764
Alerian Energy Infrastructure ETF ENFR Alerian 00162Q676
iShares MSCI Norway Capped ETF ENOR Blackrock (iShares) 46429B499
Entrepreneur 30 Fund ENTR Capital Impact Advisors 293828802
Guggenheim Canadian Energy Income ETF ENY Guggenheim 18383Q606
iShares MSCI New Zealand Capped ETF ENZL Blackrock (iShares) 464289123
iShares MSCI Philippines ETF EPHE Blackrock (iShares) 46429B408
WisdomTree India Earnings Fund EPI Wisdom Tree 97717W422
iShares MSCI Poland Capped ETF EPOL Blackrock (iShares) 46429B606
iShares MSCI Pacific ex Japan ETF EPP Blackrock (iShares) 464286665
Elkhorn S&P High Quality Preferred ETF EPRF Elkhorn Investments 287711501
WisdomTree Earnings 500 Fund EPS Wisdom Tree 97717W588
iShares MSCI All Peru Capped ETF EPU Blackrock (iShares) 464289842
ProShares UltraShort FTSE Europe EPV ProShares 74348A434
PowerShares Russell 1000 Equal Weight EQAL Invesco Powershares 73937B571
ALPS Equal Sector Weight ETF EQL ALPS 00162Q205
375033264.xls
114

US97717X8671 08/09/2010 0.55 Bonds
US92189F4789 05/11/2011 0.5 Bonds
US4642882819 12/17/2007 0.4 Bonds
US46431W8203 07/22/2015 0.5 Bonds
US25460E6876 08/17/2017 1.07 Bonds
US97717X7848 03/08/2012 0.6 Bonds
US4642862852 04/03/2012 0.5 Bonds
US2330517135 03/03/2015 0.45 Bonds
US92189F4946 07/22/2010 0.47 Bonds
US74347B7064 11/19/2013 0.5 Bonds
US78470P3091 04/13/2016 0.65 Bonds
375033264.xls
115
Not Applicable MSCI Emerging Markets The iShares MSCI Emerging Markets Small Cap Index Fund seeks investme
Not Applicable MSCI Emerging Markets T Mhe iShares Edge MSCI Min Vol Emerging Markets ETF seeks to track the in
Not Applicable MSCI Emerging Markets T ehe SPDR MSCI Emerging Markets Fossil Fuel Reserves Free ETF seeks to
Not Applicable WisdomTree SmallCap Ea WisdomTree SmallCap Earnings Fund seeks investment results that corresp
Not Applicable MSCI Emerging Markets ProShares Ultra MSCI Emerging Markets seeks daily investment results befo
Not Applicable MSCI Emerging Markets ProShares UltraShort MSCI Emerging Markets seeks daily investment result
Not Applicable MSCI EAFE Index The iShares MSCI EAFE Index Fund seeks to provide investment results tha
Not Applicable MSCI EAFE Dividend Mas ProShares MSCI EAFE Dividend Growers ETF seeks investment results, be
Not Applicable MSCI EAFE Top 50 DividThe Global X MSCI SuperDividend EAFE ETF (EFAS) invests in 50 of the hi
Not Applicable MSCI EAFE Minimum Volat The iShares Edge MSCI Min Vol EAFE ETF seeks to track the investment re
Not Applicable MSCI EAFE ex Fossil FuThe SPDR MSCI EAFE Fossil Fuel Reserves Free ETF seeks to provide inv
Not Applicable JPMorgan ETF EfficienteThe Global X | JPMorgan Efficiente Index ETF seeks investment results that
Not Applicable MSCI EAFE Growth IndeThe iShares MSCI EAFE Growth Index Fund seeks to provide investment re
Not Applicable MSCI Finland IMI 25/50 The iShares MSCI Finland Capped Investable Market Index Fund seeks inve
Not Applicable MSCI EAFE Index ProShares Ultra MSCI EAFE seeks daily investment results before fees and
Not Applicable MSCI EAFE Index ProShares UltraShort MSCI EAFE seeks daily investment results before fees
Not Applicable MSCI EAFE Value Index The iShares MSCI EAFE Value Index Fund seeks to provide investment resu
Not Applicable MSCI EAFE Index Short MSCI EAFE ProShares seeks daily investment results before fees and
Not Applicable Market Vectors Egypt In The Egypt Index ETF seeks to replicate as closely as possible before fees a
Not Applicable MSCI Indonesia InvestabThe iShares MSCI Indonesia Investable Market Index Fund seeks investmen
Not Applicable MSCI All Ireland Capped The iShares MSCI Ireland Capped Investable Market Index Fund seeks inve
Not Applicable MSCI Israel Capped InveThe iShares MSCI Israel Capped Investable Market Index Fund seeks inves
Not Applicable JP Morgan GBI-EM Global WisdomTree Emerging Markets Local Debt Fund seeks a high level of total r
Not Applicable Market Vectors EM Aggr VanEck Vectors Emerging Markets Aggregate Bond ETF is an exchange-trad
Not Applicable J.P. Morgan EMBI GlobalThe iShares JPMorgan USD Emerging Markets Bond Fund seeks investmen
Not Applicable Not Applicable The iShares Interest Rate Hedged Emerging Markets Bond ETF seeks to mi
Not Applicable J.P. Morgan EMBI GlobalThe Direxion Daily Emerging Markets Bond Bull 3X Shares seeks daily inves
Not Applicable Not Applicable WisdomTree Emerging Markets Corporate Bond Fund seeks to provide a hig
Not Applicable WisdomTree Emerging MWisdomTree Emerging Markets Consumer Growth Fund seeks investment r
Not Applicable MSCI Emerging Markets ProShares MSCI Emerging Markets Dividend Growers ETF seeks investmen
Not Applicable Solactive Most Favored The Fund seeks to provide passive, diversified exposure to stocks in most f
Not Applicable Solactive Next Emerging The Global X Next Emerging & Frontier ETF seeks to provide investment res
Not Applicable MSCI Emerging Market Div The iShares Edge MSCI Multifactor Emerging Markets ETF seeks to track th
Not Applicable Morningstar Emerging MaThe iShares Emerging Markets High Yield Bond Fund seeks investment resu
Not Applicable S&P Emerging Markets InThe iShares S&P Emerging Markets Infrastructure Index Fund seeks to prov
Not Applicable Solactive Emerging MarkDeutsche X-trackers Emerging Markets Bond - Interest Rate Hedged ETF (E
Not Applicable MSCI Emerging Markets iN Path Long Enhanced MSCI Emerging Markets Index ETN is linked to a leve
Not Applicable J.P. Morgan GBI-EMG CoThe VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) see
MLP Not Applicable The First Trust North American Energy Infrastructure Fund is an actively man
Not Applicable The Emerging Markets I The Fund will normally invest at least 80% of its total assets in securities of t
Not Applicable WisdomTree Strong DollaWisdomTree Strong Dollar Emerging Markets Equity Fund seeks to provide
Not Applicable DBIQ Short Duration Em ProShares Short Term USD Emerging Markets Bond ETF seeks investment
Not Applicable Not Applicable The SPDR DoubleLine Emerging Markets Fixed Income ETF seeks to provid
Not Applicable Solactive-ProShares BricEMTY is the first ETF specifically designed to benefit from the decline of bric
Not Applicable MSCI Emerging Markets The iShares MSCI Emerging Markets ex China ETF seeks to track the inves
Not Applicable Alerian Energy InfrastrucThe Alerian Energy Infrastructure ETF (NYSE: ENFR) delivers exposure to t
Not Applicable MSCI Norway IMI 25/50 The iShares MSCI Norway Capped Investable Market Index Fund seeks inve
Not Applicable Entrepreneur 30 Index The Entrepreneur 30 Fund (the Fund ) is an exchange-traded Fund that see
Not Applicable S&P/TSX High Income EGuggenheim Canadian Energy Income ETF (ENY) seeks investment results
Not Applicable MSCI New Zealand InvesThe iShares MSCI New Zealand Investable Market Index Fund seeks invest
Not Applicable MSCI Philippines InvestaThe iShares MSCI Philippines Investable Market Index Fund seeks investme
Not Applicable WisdomTree India EarninWisdomTree India Earnings Fund seeks investment results that correspond
Not Applicable MSCI Poland Investable The iShares MSCI Poland Investable Market Index Fund seeks investment r
Not Applicable MSCI Pacific ex-Japan I The iShares MSCI Pacific ex-Japan Index Fund seeks investment results tha
Preferred Stock S&P U.S. High Quality PrThe first high quality preferred ETF. Managing risk in preferreds. The Elkhorn
Not Applicable WisdomTree Earnings 50WisdomTree Earnings 500 Fund seeks investment results that correspond to
Not Applicable MSCI All Peru Capped I The iShares MSCI All Peru Capped Index Fund seeks investment results tha
Not Applicable FTSE Developed EuropeProShares UltraShort FTSE Europe seeks daily investment results before fe
Not Applicable Russell 1000 Equal WeigThe PowerShares Russell 1000 Equal Weight Portfolio (Fund) is based on th
Not Applicable NYSE Select Sector EquaThe ALPS Equal Sector Weight ETF (Ticker Symbol: EQL) is an ETF of ETF
375033264.xls
116
nd seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Emer
eeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility chara
Free ETF seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of t
esults that correspond to the price and yield performance before fees and expenses of the WisdomTree SmallCap Earnings Index.
stment results before fees and expenses that correspond to twice (200%) the daily performance of the MSCI Emerging Markets Index.
investment results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the MS
estment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in th
stment results, before fees and expenses, that track the performance of the MSCI EAFE Dividend Masters Index. The index includes co
ests in 50 of the highest dividend yielding equity securities from the MSCI EAFE Index, which includes securities from international deve
the investment results of an index composed of developed market equities that, in the aggregate, have lower volatility characteristics re
eks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI EA
stment results that correspond generally to the price and yield performance, before fees and expenses, of the JPMorgan ETF Efficiente
vide investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI EAFE Grow
ex Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI
s before fees and expenses that correspond to twice (200%) the daily performance of the MSCI EAFE Index.
results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the MSCI EAFE In
de investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI EAFE Value
ts before fees and expenses that correspond to the inverse (opposite) of the daily performance of the MSCI EAFE Index.
sible before fees and expenses the price and yield performance of the Market Vectors Egypt Index.
d seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Indones
x Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Ire
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Isra
high level of total returns consisting of both income and capital appreciation. The fund attempts to achieve its investment objective throu
s an exchange-traded fund incorporated in the USA. The Fund seeks to replicate as closely as possible, before fees and expenses, the
d seeks investment results that correspond generally to the price and yield performance before fees and expenses of the JPMorgan EM
d ETF seeks to mitigate the interest rate risk of a portfolio composed of U.S. dollar-denominated, emerging market bonds. EMBH seeks
s seeks daily investment results, before fees and expenses, of 300% of the performance of the J.P. Morgan EMBI Global Core Index. Th
ks to provide a high level of total return consisting of both income and capital appreciation through investments in the debt of emerging
eeks investment results that correspond to the price and yield performance, before fees and expenses, of the WisdomTree Emerging M
F seeks investment results, before fees and expenses, that track the performance of the MSCI Emerging Markets Dividend Masters Ind
o stocks in most favored emerging markets countries while avoiding exposure to those from a set of the weakest countries, as identifie
ide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Next Em
F seeks to track the investment results of an index composed of stocks of large- and mid-capitalization companies in emerging markets
ks investment results that correspond generally to the price and yield performance, before fees and expenses of the Morningstar Emerg
und seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of the S
te Hedged ETF (EMIH) seeks to track the performance, before fees and expenses, of the Solactive Emerging Markets Bond- Interest R
is linked to a leveraged return on the performance of the MSCI Emerging Markets Net Total Return Index (the "Index"). The Index is a f
d ETF (EMLC) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the J.P. Morgan G
is an actively managed exchange-traded fund. The Funds investment objective is to seek total return. The Funds investment strategy w
ts in securities of the Index or in depositary receipts representing securities of the Index. The Index is designed to measure the performa
seeks to provide investment results that, before fees and expenses, track the performance of the WisdomTree Strong Dollar Emerging
seeks investment results, before fees and expenses, that track the performance of the DBIQ Short Duration Emerging Market Bond Ind
TF seeks to provide high total return from current income and capital appreciation.
the decline of bricks and mortar retailers. Physical retailers are under immense pressure. E-commerce is threatening to take over retail
to track the investment results of an index composed of large- and mid-capitalization emerging market equities, excluding China. The M
vers exposure to the Alerian Energy Infrastructure Index (CME: AMEI), a composite of 30 core North American energy infrastructure com
ex Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI
ded Fund that seeks investment results that correspond (before fees and expenses) generally to the performance of its underlying inde
nvestment results that correspond generally to the performance, before the fund s fees and expenses, of the S&P/TSX Canadian High
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI New
nd seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Philipp
s that correspond to the price and yield performance before fees and expenses of the WisdomTree India Earnings Index.
eeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Poland Inv
rreds. The Elkhorn S&P High Quality Preferred ETF is based on the S&P U.S. High Quality Preferred Stock Index, which selects fixed-r
that correspond to the price and yield performance before fees and expenses of the WisdomTree Earnings 500 Index.
estment results that correspond generally to the price and yield performance before fees and expenses of the MSCI All Peru Capped Ind
nt results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the FTSE Develo
und) is based on the Russell 1000 Equal Weight Index (Index). The Fund will generally invest at least 90% of its total assets in common
is an ETF of ETFs that delivers exposure to the US Large Cap Equity market by investing equal proportions in each of the 9 Select Se
375033264.xls
117
s, of the MSCI Emerging Markets Small Cap Index. The Index targets 40% of the eligible small cap universe within each industry group
lower volatility characteristics relative to the broader emerging equity markets.
rn performance of the MSCI Emerging Markets ex Fossil Fuels Index. The MSCI Emerging Markets ex Fossil Fuels Index is designed to
arnings Index.
ng Markets Index.
rformance of the MSCI Emerging Markets Index.
aded securities in the European Australasian and Far Eastern markets as measured by the MSCI EAFE Index.
he index includes companies that are currently members of the MSCI EAFE, and have increased dividend payments each year for at le
m international developed markets across Europe, Australasia, and the Far East. The MSCI EAFE Top 50 Dividend Index is based on th
lity characteristics relative to the broader developed equity markets, excluding the U.S. and Canada.
nce of the MSCI EAFE ex Fossil Fuels Index. The MSCI EAFE ex Fossil Fuels Index is designed to measure the performance of compa
rgan ETF Efficiente 10TR Series X Index. The JPMorgan ETF Efficiente 10 TR Series X Index tracks the total return performance of a p
e MSCI EAFE Growth Index.
enses, of the MSCI Finland IMI 25/50 Index.
the MSCI EAFE Index.

MSCI EAFE Value Index.
of the MSCI Indonesia Investable Market Index.

nses of the MSCI Ireland Investable Market 25/50 Index.
ses of the MSCI Israel Capped Investable Market Index.
ment objective through investment in local debt denominated in the currencies of emerging market countries.
and expenses, the price and yield performance of the Market Vectors EM Aggregate Bond Index
of the JPMorgan EMBI Global Core Index.
onds. EMBH seeks to provide exposure to emerging marktes bonds while mitigating interest rate risk by holding EMB (iShares J.P. Mor
obal Core Index. The J.P. Morgan EMBI Global Core Index (JPEICORE) is a U.S. Dollar-denominated emerging markets debt index tha
e debt of emerging markets corporate issuers.
omTree Emerging Markets Consumer Growth Index
ividend Masters Index. The MSCI Emerging Markets (EM) Dividend Masters Index captures large and mid-cap representation across 2
ountries, as identified by Glovista s proprietary quantitative methodology. The Index methodology espouses a global macro approach wi
he Solactive Next Emerging & Frontier Index. The Solactive Next Emerging & Frontier Index is designed to reflect equity performance of
n emerging markets that have favorable exposure to target style factors subject to constraints. The MSCI Emerging Markets (EM) Divers
Morningstar Emerging Markets High Yield Bond Index
nd expenses of the S&P Emerging Markets Infrastructure Index.
ets Bond- Interest Rate Hedged Index, consisting of U.S dollar denominated emerging markets bonds and aims to mitigate exposure to
x"). The Index is a free float-adjusted market capitalization index that is designed to offer a representation of equity market performance
of the J.P. Morgan GBI-EMG Core Index (GBIEMCOR), which is comprised of bonds issued by emerging market governments and deno
vestment strategy will have an emphasis on current distributions and dividends paid to shareholders. Under normal market conditions, t
easure the performance of an investable universe of publicly-traded, emerging market internet and ecommerce companies. Companies
ng Dollar Emerging Markets Equity Index. The WisdomTree Strong Dollar Emerging Markets Equity Index measures the performance o
ng Market Bond Index.
g to take over retail as consumer habits change, shopping moves online, and physical stores struggle to remain viable. With this disrupt
cluding China. The MSCI Emerging Markets ex China Index captures large and mid cap representation across 22 of the 23 Emerging M
gy infrastructure companies that engage in the transportation, storage, and processing of energy commodities. Index constituents belon
enses, of the MSCI Norway IMI 25/50 Index.
f its underlying index, the Entrepreneur 30 Index. The Fund seeks investment results that correspond generally, before fees and expens
SX Canadian High Income Energy Index. The S&P/TSX Canadian High Income Energy Index is designed to provide exposure to high y
es of the MSCI New Zealand Investable Market Index.
of the MSCI Philippines Investable Market Index.
he MSCI Poland Investable Market Index.

aded securities in the Australia Hong Kong New Zealand and Singapore markets as represented by the MSCI Pacific ex-Japan Index.
which selects fixed-rate investment grade preferred issues (BBB- or higher) from U.S. listed preferred stocks and maintains an allocation
All Peru Capped Index.

of the FTSE Developed Europe All Cap Index. The FTSE Developed Europe All Cap Index is a market-capitalization weighted index rep
assets in common stocks that comprise the Index. The Index is composed of securities in the Russell 1000 Index and is equally weigh
h of the 9 Select Sector SPDRs.
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ach industry group and each country represented by the MSCI Emerging Markets Index.
Index is designed to measure the performance of companies in the MSCI Emerging Markets Index (the Parent Index ) that do not own
s each year for at least 10 years. The index contains a minimum of 40 stocks, which are equally weighted. No single sector is allowed to
ndex is based on the MSCI EAFE Index, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) cou
formance of companies in the MSCI EAFE Index (the Parent Index ) that do not own proved and probable coal, oil or natural gas reserv
performance of a portfolio of eleven exchange-traded funds (each an, "ETF") and two exchange traded products (each an "ETP").
B (iShares J.P. Morgan USD Emerging Markets Bond ETF) and short positions in interest rate swaps.
rkets debt index that tracks the total return performance of actively-traded external debt instruments in emerging market countries. The
esentation across 23 EM countries*. The index is designed to capture the performance of companies in MSCI EM that have consistently
macro approach with an investment universe comprised of 15 large, liquid emerging market countries. The rules-based approach inves
uity performance of the Next Emerging markets and Frontier markets companies, as defined by Solactive AG. Next Emerging markets a
Markets (EM) Diversified Multiple-Factor Index is based on MSCI Emerging Markets index, its parent index, which includes large and mi
mitigate exposure to interest rate sensitivity across the yield curve in a rising rate environment. Solactive Emerging Markets Bond - Intere
market performance of emerging markets. As of October 29, 2010 the Index consisted of the following 21 emerging market country indic
vernments and denominated in the local currency of the issuer.
market conditions, the fund will invest at least 80% of its net assets in equity securities of companies headquartered or incorporated in t
panies. Companies eligible for inclusion in the Index will derive a majority of their assets or revenues from internet and ecommerce acti
the performance of emerging market companies that derive more than 15% of their revenue from the United States. The Index is desig
ble. With this disruption comes opportunity. The Solactive-ProShares Bricks and Mortar Retail Store Index is the first comprehensive, pu
the 23 Emerging Markets (EM) countries excluding China. With 682 constituents, the index covers approximately 85% of the free float-a
x constituents belong to one of five categories US MLP affiliates (30%), energy infrastructure MLPs (25%), Canadian energy infrastructu
ore fees and expenses, to the performance of the Entrepreneur 30 Index (the Entrepreneur 30 Index ). The Index comprises 30 US Com
e exposure to high yielding Canadian securities in the energy sector that meet size and liquidity requirements. Index constituents must h
c ex-Japan Index.
ntains an allocation of 75% to cumulative preferreds. The S&P U.S. High Quality Preferred Stock Index seeks to measure the performa
weighted index representing the performance of large, mid and small cap companies in Developed European markets, including the UK
nd is equally weighted across nine sector groups with each security within the sector receiving equal weight.
375033264.xls
119
x ) that do not own proved and probable coal, oil or natural gas reserves used for energy purposes. The Parent Index, which serves as
sector is allowed to comprise more than 30% of an indexs weight, and no single country is allowed to comprise more than 50% of the in
d Markets (DM) countries around the world, excluding the U.S. and Canada. The index aims to reflect the performance of 50 securities
or natural gas reserves used for energy purposes. The Parent Index, which serves as the initial universe for eligible securities in the Inde
ach an "ETP").
rket countries. The Index limits the weights of countries with higher outstanding debt and increases the weights of countries with lower
at have consistently increased dividends every year for at least 7 years. The index is constructed by targeting a minimum of 40 securitie
sed approach invests in stocks of the top ten countries and eliminates stocks in the bottom five countries, as measured by inputs in thre
Emerging markets are defined as emerging market countries beyond the BRICs (Brazil, Russia, India and China are excluded from the
cludes large and mid cap stocks across 23 Emerging Markets (EM) countries*. The index aims to maximize exposure to four factors Va
arkets Bond - Interest Rate Hedged Index is comprised of USD denominated Emerging Market Bonds issued by governments or quasi-
market country indices: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Hungary, India, Indonesia, Korea, Malaysia, Mexico, Mo
or incorporated in the United States and Canada engaged in the energy infrastructure sector.
nd ecommerce activities in emerging market nations (collectively, Internet Companies ). Internet Companies include constituents from,
. The Index is designed with a goal of maximizing exposure to companies with significant revenue from exports that may benefit from a
comprehensive, public securities index composed solely of traditional retailers, and is positioned to potentially become an industry stan
% of the free float-adjusted market capitalization in each country.
energy infrastructure companies (20%), US energy infrastructure companies (15%), and Canadian MLP affiliates (10%).
mprises 30 US Companies with the highest market capitalizations and composite scores based on six criteria.
constituents must have at least a 2% dividend yield at time of inclusion in the index.
asure the performance of preferred securities possessing quality characteristics pertaining to type of issuance, payment, and rating. Th
ets, including the UK. The index is comprised of approximately 1250 securities from 16 countries, and derived from the FTSE Global Eq
375033264.xls
120
ex, which serves as the initial universe for eligible securities in the Index, captures large and mid-capitalization representation across 23
e than 50% of the index weight. If there are fewer than 40 stocks with at least 10 consecutive years of dividend growth, or if sector or co
nce of 50 securities from the MSCI EAFE Index, selected by dividend yield that have increased or maintained their dividend per share co
securities in the Index, captures large and mid-capitalization representation across developed market Europe, Australasia, and Far East
ountries with lower outstanding debt. The Index includes both fixed-rate and floating-rate instruments issued by sovereign and quasi-so
imum of 40 securities and the index constituents are equally weighted. The sector weights are capped at 30% and country weights are
red by inputs in three broad categories: Macro (50% weight), Fundamental (30%), and Momentum (20%).
excluded from the index) and beyond the most developed tier of Emerging Markets (currently South Korea and Taiwan are also exclud
e to four factors Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the underlying parent index
vernments or quasi-sovereign entities on the long side and matching USD Treasury bonds on the short side.
alaysia, Mexico, Morocco, Peru, Philippines, Poland, Russia, South Africa, Taiwan, Thailand, and Turkey. Investments offering leverage
e constituents from, but not limited to, companies in the following sectors: Internet Services, Internet Retail, Internet Broadcasting, Intern
may benefit from a strengthening U.S. dollar. The Index employs a modified market capitalization weighing process to tilt the weight to
me an industry standard for measuring the health of bricks and mortar retailers.
ment, and rating. The index is designed to serve the investment communitys need for an investable benchmark that represents the high-
he FTSE Global Equity Index Series (GEIS), which covers over 7,400 securities in 47 different countries and captures 98% of the world
375033264.xls
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sentation across 23 emerging market countries.
wth, or if sector or country caps are breached, the index will include companies with shorter dividend growth histories.
ividend per share compared to the previous year or have increased or maintained their payout ratio (defined as dividend per share/earn
alasia, and Far East countries, excluding the United States and Canada
ereign and quasi-sovereign entities from Index-eligible countries.
ountry weights are capped at 50% to mitigate potential concentration risks.
wan are also excluded from the index)

erlying parent index.
ts offering leveraged exposure to emerging market equities can have various uses within a portfolio including directional, cash extractio
Broadcasting, Internet Media, Online Advertising, Online Travel, Online Gaming, Search Engines, and Social Networks. Eligible Index co
to tilt the weight to companies that have a higher correlation to the U.S. dollar.
epresents the high-quality U.S. preferred stock market.
es 98% of the worlds investable market capitalization.
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122
dend per share/earnings per share) if the dividend per share has dropped by up to 10%.
onal, cash extraction, risk/return management or arbitrage strategies and are typically short or medium-term in nature.
ks. Eligible Index constituents include publicly issued common equity securities, exchange-traded American Depositary Receipts (ADRs
375033264.xls
123
ary Receipts (ADRs), American Depositary Shares (ADSs), Global Depositary Receipts (GDRs), and International Depositary Receipts
375033264.xls
124
Depositary Receipts (IDRs) of Internet Companies that have a free-float adjusted market capitalization.
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125
Workplace Equality Portfolio EQLT ALPS 00162Q650

Proshares Equities For Rising Rates ETF EQRR ProShares 74347B391
PowerShares Russell Top 200 Equal Weight PortfoEQWL Invesco Powershares 73935X450
PowerShares Russell Midcap Equal Weight PortfoEQWM Invesco Powershares 73935X443
PowerShares Russell 2000 Equal Weight Portfoli EQWS Invesco Powershares 73935X435
iShares Edge MSCI Multifactor Energy ETF ERGF Blackrock (iShares) 46435G599
EquityCompass Risk Manager ETF ERM First Trust 33740F607
iPath EUR/USD Exchange Rate ETN ERO Barclays iPath 06739F184
iShares MSCI Russia Capped ETF ERUS Blackrock (iShares) 46434G798
Direxion Daily Energy Bull 3X Shares ERX Direxion Shares 25459W888
Direxion Daily Energy Bear 3X Shares ERY Direxion Shares 25459Y454
FlexShares STOXX US ESG Impact Index Fund ESG Flexshares (Northern Tru33939L696
iShares MSCI EAFE ESG Select ETF ESGD Blackrock (iShares) 46435G516
iShares MSCI EM ESG Select ETF ESGE Blackrock (iShares) 46434G863
Oppenheimer Global ESG Revenue ETF ESGF Oppenheimer Funds 68386C781
FlexShares STOXX Global ESG Impact Index Fu ESGG Flexshares (Northern Tru33939L688
Oppenheimer ESG Revenue ETF ESGL Oppenheimer Funds 68386C773
Columbia Sustainable International Equity Incom ESGN Columbia Management 19761L201
Columbia Sustainable U.S. Equity Income ETF ESGS Columbia Management 19761L300
iShares MSCI USA ESG Optimized ETF ESGU Blackrock (iShares) 46435G425
Columbia Sustainable Global Equity Income ETF ESGW Columbia Management 19761L102
Etho Climate Leadership US ETF ETHO ETF Managers Group 26924G888
WisdomTree Europe Dividend Growth Fund EUDG Wisdom Tree 97717X610
ProShares MSCI Europe Dividend Growers ETF EUDV ProShares 74347B540
Direxion Daily European Financials Bull 2x Share EUFL Direxion Shares 25490K166
iShares MSCI Europe Financials ETF EUFN Blackrock (iShares) 464289180
ProShares Short Euro ETF EUFX ProShares 74347W742
ProShares Short MSCI Emerging Markets EUM ProShares 74347R396
iShares Edge MSCI Min Vol Europe ETF EUMV Blackrock (iShares) 46434V720
ProShares UltraShort Euro EUO ProShares 74347W882
Direxion Daily FTSE Europe Bull 3x Shares EURL Direxion Shares 25459Y280
Deutsche Xtrackers Eurozone Equity ETF EURZ DBX Strategic Advisors 233051564
iShares MSCI USA Equal Weighted ETF EUSA Blackrock (iShares) 464286681
WisdomTree Europe Hedged SmallCap Equity Fu EUSC Wisdom Tree 97717X552
Direxion Daily EURO STOXX 50 Bull 3X Shares EUXL Direxion Shares 25460E653
Eaton Vance Floating-Rate NextShares EVFTC Eaton Vance 27830Y880
Eaton Vance Global Income Builder NextShares EVGBC Eaton Vance 27830G863
VelocityShares 1X Long VSTOXX Futures ETN EVIX Velocity Shares 90274E828
Eaton Vance TABS 5 to 15 Year Laddered Munici EVLMC Eaton Vance 27830Y807
Eaton Vance Stock NextShares EVSTC Eaton Vance 27830G608
VanEck Vectors Environmental Services ETF EVX Van Eck Associates Corp92189F304
iShares MSCI Australia ETF EWA Blackrock (iShares) 464286103
iShares MSCI Canada ETF EWC Blackrock (iShares) 464286509
iShares MSCI Sweden Capped ETF EWD Blackrock (iShares) 464286756
Guggenheim MSCI Emerging Markets Equal WeigEWEM Guggenheim 78355W536
iShares MSCI Germany ETF EWG Blackrock (iShares) 464286806
iShares MSCI Germany Small-Cap ETF EWGS Blackrock (iShares) 46429B465
iShares MSCI Hong Kong ETF EWH Blackrock (iShares) 464286871
iShares MSCI Italy Capped ETF EWI Blackrock (iShares) 46434G830
iShares MSCI Japan ETF EWJ Blackrock (iShares) 46434G822
iShares MSCI Belgium Capped ETF EWK Blackrock (iShares) 464286301
iShares MSCI Switzerland Capped ETF EWL Blackrock (iShares) 464286749
iShares MSCI Malaysia ETF EWM Blackrock (iShares) 46434G814
Guggenheim S&P MidCap 400 Equal Weight ETF EWMC Guggenheim 78355W577
iShares MSCI Netherlands ETF EWN Blackrock (iShares) 464286814
iShares MSCI Austria Capped ETF EWO Blackrock (iShares) 464286202
iShares MSCI Spain Capped ETF EWP Blackrock (iShares) 464286764
iShares MSCI France ETF EWQ Blackrock (iShares) 464286707
Guggenheim S&P 500 Equal Weight Real Estate EWRE Guggenheim 78355W486
iShares MSCI Singapore Capped ETF EWS Blackrock (iShares) 46434G780
375033264.xls
126

US33740F6079 04/10/2017 0.65 Target Date / Multi-Asset
GB00B1WPBD95 05/08/2007 0.4 Currency
US68386C7810 10/27/2016 0.45 Equities (Stocks)
US74347W7424 06/26/2012 0.95 Currency
US74347W8828 11/24/2008 0.95 Currency
US27830Y8802 11/29/2017 0.73 Bonds
US27830G8630 03/30/2016 0.9 Target Date / Multi-Asset
US27830Y8075 03/30/2016 0.35 Bonds
375033264.xls
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Not Applicable Workplace Equality Inde The Workplace Equality Portfolio is an exchange-traded fund (ETF) designed
Not Applicable Nasdaq U.S. Large Cap EProShares Equities for Rising Rates ETF (the Fund ) seeks investment resu
Not Applicable Russell Top 200 Equal WThe PowerShares Russell Top 200 Equal Weight Portfolio (Fund) is based o
Not Applicable Russell Midcap Equal WeThe PowerShares Russell Midcap Equal Weight Portfolio (Fund) is based on
Not Applicable Russell 2000 Equal WeigThe PowerShares Russell 2000 Equal Weight Portfolio (Fund) is based on th
Not Applicable MSCI USA Energy DiversiThe iShares Edge MSCI Multifactor Energy ETF seeks to track the investme
Not Applicable Not Applicable The EquityCompass Risk Manager ETF is an actively managed exchange-tr
Not Applicable EUR/USD Exchange RatThe EUR/USD exchange rate is a foreign exchange spot rate that measures
Not Applicable MSCI Russia 25/50 Inde The iShares MSCI Russia Capped Index Fund seeks investment results that
Not Applicable Energy Select Sector In The Energy Bull 3X ETF seeks daily investment results before fees and expe
Not Applicable Energy Select Sector In The Energy Bear 3X ETF seeks daily investment results before fees and exp
Not Applicable STOXX US ESG Impact The Fund seeks investment results that correspond generally to the price an
Not Applicable MSCI EAFE ESG Select The iShares MSCI EAFE ESG Select ETF seeks to track the investment res
Not Applicable MSCI Emerging Markets The iShares MSCI EM ESG Select ETF seeks to track the investment results
Not Applicable OFI Revenue Weighted GThe Oppenheimer Global ESG Revenue ETF is composed of stocks in the M
Not Applicable STOXX Global ESG ImpaThe Fund seeks investment results that correspond generally to the price an
Not Applicable OFI Revenue Weighted The Oppenheimer ESG Revenue ETF is comprised of the same securities a
Not Applicable Beta Advantage SustainaColumbia Sustainable International Equity Income ETF (the Fund) seeks inv
Not Applicable Beta Advantage SustainaColumbia Sustainable U.S. Equity Income ETF seeks to track the performan
Not Applicable MSCI USA ESG Focus I The iShares MSCI USA ESG Optimized ETF seeks to track the investment r
Not Applicable Beta Advantage SustainaColumbia Sustainable Global Equity Income ETF (the Fund) seeks investme
Not Applicable Etho Climate Leadership ETHO is the first broad based, diversified, socially responsible and fossil-free
Not Applicable WisdomTree Europe DiviWisdomTree Europe Dividend Growth Fund seeks investment results that clo
Not Applicable MSCI Europe Dividend MProShares MSCI Europe Dividend Growers ETF seeks investment results, b
Not Applicable MSCI Europe Financials The Direxion Daily European Financials Bull 2x Shares seeks daily investme
Not Applicable MSCI Europe Financial SThe iShares MSCI Europe Financials Sector Index Fund seeks investment re
Not Applicable EUR/USD Exchange RatProShares Short Euro seeks daily investment results, before fees and expen
Not Applicable MSCI Emerging Markets ProShares Short MSCI Emerging Markets seeks daily investment results bef
Not Applicable MSCI Europe Minimum Vol The iShares Edge MSCI Min Vol Europe ETF seeks to track the investment r
Not Applicable EUR/USD Exchange RatProShares UltraShort Euro seeks daily investment results before fees and ex
Not Applicable FTSE Developed EuropeThe Daily FTSE Europe Bull 3x Shares seeks daily investment results, befor
Not Applicable NASDAQ Eurozone Large Xtrackers Eurozone Equity ETF seeks investment results that correspond ge
Not Applicable MSCI USA Equal Weight The iShares MSCI USA Equal Weighted ETF seeks to track the investment r
Not Applicable WisdomTree Europe Hedg The WisdomTree Europe Hedged SmallCap Equity Fund seeks to track the
Not Applicable EURO STOXX 50 Index The Direxion Daily EURO STOXX 50 Bull 3X Shares seeks daily investment
Not Applicable Not Applicable The Fund invests at least 80% of its net assets (plus any borrowings for inve
Not Applicable Not Applicable The Fund invests in common stocks, income instruments, preferred stocks a
Not Applicable VSTOXX Short-Term FutuThe Long Securities are linked to the VSTOXX Short-Term Futures Investab
Not Applicable Not Applicable The Fund provides a rules-based, approximately equal-weighted approach t
Not Applicable Not Applicable NextShares exchange-traded managed funds (NextShares) are a new way t
Not Applicable NYSE Arca EnvironmentaThe Environmental Services ETF seeks to replicate as closely as possible be
Not Applicable MSCI Australia Index The iShares MSCI Australia Index Fund seeks to provide investment results
Not Applicable MSCI Canada Custom CaThe iShares MSCI Canada Index Fund seeks to provide investment results t
Not Applicable MSCI Sweden 25/50 Ind The iShares MSCI Sweden Index Fund seeks to provide investment results
Not Applicable MSCI Emerging Markets Seeks to correspond before fees and expenses to the price and yield perform
Not Applicable MSCI Germany index The iShares MSCI Germany Index Fund seeks to provide investment results
Not Applicable MSCI Germany Small CaThe iShares MSCI Germany Small Cap Index Fund seeks investment results
Not Applicable MSCI Hong Kong Index The iShares MSCI Hong Kong Index Fund seeks to provide investment resu
Not Applicable MSCI Italy Index The iShares MSCI Italy Index Fund seeks to provide investment results that
Not Applicable MSCI Japan Index The iShares MSCI Japan Index Fund seeks to provide investment results tha
Not Applicable MSCI Belgium InvestableThe iShares MSCI Belgium Investable Market Index Fund seeks to provide i
Not Applicable MSCI Switzerland Index The iShares MSCI Switzerland Index Fund seeks to provide investment resu
Not Applicable MSCI Malaysia Index The iShares MSCI Malaysia Index Fund seeks to provide investment results
Not Applicable S&P MidCap 400 Equal W Guggenheim S&P MidCap 400 Equal Weight ETF seeks to correspond as cl
Not Applicable MSCI Netherlands IMI 25The iShares MSCI Netherlands Investable Market Index Fund seeks to prov
Not Applicable MSCI Austria Investable The iShares MSCI Austria Investable Market Index Fund seeks to provide in
Not Applicable MSCI Spain 25/50 Index The iShares MSCI Spain Capped Index Fund seeks to provide investment re
Not Applicable MSCI France Index The iShares MSCI France Index Fund seeks to provide investment results th
Not Applicable S&P 500 Equal Weight Re Guggenheim S&P 500 Equal Weight Real Estate ETF seeks to replicate as c
Not Applicable MSCI Singapore 25/50 I The iShares MSCI Singapore Index Fund seeks to provide investment result
375033264.xls
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nd (ETF) designed to track performance of the Workplace Equality IndexTM, a stock index that includes many of Americas leading equa
ks investment results, before fees and expenses, that track the performance of the Nasdaq U.S. Large Cap Equities for Rising Rates In
(Fund) is based on the Russell Top 200 Equal Weight Index (Index). The Fund will invest at least 90% of its total assets in the compone
Fund) is based on the Russell Midcap Equal Weight Index (Index). The Fund will invest at least 90% of its total assets in the componen
und) is based on the Russell 2000 Equal Weight Index (Index). The Fund will invest at least 90% of its total assets in the component se
rack the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Energy sector that have favorable
aged exchange-traded fund. The Funds investment objective is to provide long term capital appreciation with capital preservation as a s
ate that measures the relative values of two currencies, the euro and the U.S. dollar. When the euro appreciates relative to the U.S. dol
stment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Russia 25/50 Index.
fore fees and expenses of 300% of the price performance of the Russell 1000 Energy Index (Energy Index). There is no guarantee the
efore fees and expenses of 300% of the inverse (or opposite) of the price performance of the Energy Index. There is no guarantee the f
ally to the price and yield performance, before fees and expenses, of the STOXX US ESG Impact Index (Underlying Index). The STOXX
he investment results of an index composed of of large- and mid-capitalization developed market equities, excluding the U.S. and Cana
investment results of an index composed of large- and mid capitalization emerging market equities that have positive environmental, so
d of stocks in the MSCI ACWI that fall in the top half of ESG scores and then further, in the top half of a Sharpe ratio screen. Each secur
ally to the price and yield performance, before fees and expenses, of the STOXX Global ESG Impact Index (Underlying Index). The STO
same securities as the Standard & Poor s 500 Index. The fund seeks to outperform the S&P 500 Index with a portfolio of revenue-weig
e Fund) seeks investment results that, before fees and expenses, closely correspond to the performance of the Beta Advantage Sustain
ack the performance, before fees and expenses, of the Beta Advantage Sustainable U.S. Equity Income 100 Index. The Index applies a
k the investment results of an index composed of U.S. companies that have positive environmental, social and governance characterist
d) seeks investment results that, before fees and expenses, closely correspond to the performance of the Beta Advantage Sustainable
sible and fossil-free exchange-traded fund that does not have exposure to the energy sector. The diversified index ETF avoids fossil fue
ment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Europe Dividend
estment results, before fees and expenses, that track the performance of the MSCI Europe Dividend Masters Index. TheMSCI Europe D
eks daily investment results, before fees and expenses, of 200% of the performance of the MSCI Europe Financials Index. The MSCI E
eeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Europe Fin
re fees and expenses, that correspond to the inverse (-1x) of the daily performance of the U.S. dollar price of the euro.
estment results before fees and expenses that correspond to the inverse (opposite) of the daily performance of the MSCI Emerging Mar
ck the investment results of an index composed of European developed market equities that, in the aggregate, have lower volatility char
before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the U.S. Dollar price of the
ment results, before fees and expenses, of 300% of the performance of the FTSE Developed Europe All Cap Index. The FTSE Develope
hat correspond generally to the performance, before fees and expenses, of the NASDAQ Eurozone Large Mid Cap Index. The index is
k the investment results of an index composed of equal weighted U.S. equities. The Fund seeks to track the investment results of the M
seeks to track the price and yield performance, before fees and expenses, of the WisdomTree Europe Hedged SmallCap Equity Index. T
s daily investment results, before fees and expenses, of 300% of the performance of the EURO STOXX 50 Index. The EURO STOXX 5
orrowings for investment purposes) in income producing floating rate loans and other floating rate debt securities. The Fund invests prim
preferred stocks and hybrid securities around the globe that the portfolio managers believe may provide attractive levels of income. For
Futures Investable Index (the Long Investable Index ). The Long Investable Index replicates the performance of a long position in a po
ighted approach to municipal investing with the objective of seeking current income exempt from regular federal income tax. The structu
s) are a new way to invest in actively managed strategies. Because they are actively managed, NextShares offer the potential for bench
sely as possible before fees and expenses the price and yield performance of the NYSE Arca Environmental Services Index.
nvestment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in
vestment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in
e and yield performance of the MSCI Emerging Markets Equal Weighted Index.
investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities i
investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Germany Sma
e investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities
tment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in the
seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of publicly t
de investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securitie
o correspond as closely as possible, before fees and expenses, to the price and yield performance of the S&P MidCap 400 Equal Weigh
und seeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of publi
eeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of publicly tra
vide investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded secur
vestment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in t
ks to replicate as closely as possible, before fees and expenses,the performance of the S&P 500 Equal Weight Real Estate Index. The
investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities
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129
mericas leading equality-minded corporations. It consists of publicly-traded companies that support lesbian, gay, bisexual and transgend
s for Rising Rates Index (the Index ). The goal of the Index is to provide relative outperformance, as compared to traditional large-cap i
sets in the component securities that comprise the Index. The Index is designed to provide equal-weighted exposure to the securities o
ets in the component securities that comprise the Index. The Underlying Index is designed to provide equal-weighted exposure to appro
n the component securities that comprise the Index. The Index is designed to provide equal-weighted exposure to approximately 2,000
hat have favorable exposure to target style factors subject to constraints. The MSCI USA Energy Diversi ed Multiple-Factor Capped Ind
l preservation as a secondary objective. Under normal market conditions, the Fund will seek to achieve its investment objectives by inve
ative to the U.S. dollar, the EUR/USD exchange rate (and the value of the Securities) increases; when the euro depreciates relative to th
Russia 25/50 Index.
s no guarantee the fund will meet its stated investment objective.
no guarantee the fund will meet its stated investment objective.
Index). The STOXX ESG Impact Indices offer a broad market exposure that is tilted towards companies that score better with respect t
the U.S. and Canada that have positive environmental, social and governance characteristics as identified by the index provider. The M
e environmental, social and governance characteristics as identified by the index provider. The MSCI Emerging Markets ESG Select In
screen. Each security in the fund is weighted by its top - line revenue, instead of market capitalization. The fund is rebalanced quarterly
ing Index). The STOXX ESG Impact Indices offer a broad market exposure that is tilted towards companies that score better with respe
lio of revenue-weighted U.S. large-cap stocks that have favorable Environmental, Social and Governance (ESG) practices. Companies
a Advantage Sustainable U.S. Equity Income 100 Index (the Index). The Index applies a systematic, rules-based multi-factor model and
The Index applies a systematic, rules-based multi-factor model and provides exposure to companies that offer competitive and sustaina
rnance characteristics as identified by the index provider while exhibiting risk and return characteristics similar to those of the parent ind
antage Sustainable Global Equity Income 200 Index (the Index). The Index applies a systematic, rules-based multi-factor model and pro
TF avoids fossil fuel companies and selects equities based primarily on an assessment of an equity s carbon footprint. The ETHO ETF
ee Europe Dividend Growth Index. The WisdomTree Europe Dividend Growth Index is a fundamentally weighted index that measures th
. TheMSCI Europe Dividend Masters Indexcaptures large and mid-cap representation across 15 Developed Markets countries* in Europ
Index. The MSCI Europe Financials Index is provided by MSCI Inc. and is a free float-adjusted, market capitalization weighted index an
he MSCI Europe Financials Index.
MSCI Emerging Markets Index.

lower volatility characteristics relative to the broader European developed equity markets. May help reduce losses during declining mar
S. Dollar price of the Euro.
The FTSE Developed Europe All Cap Index is a market-capitalization weighted index representing the performance of large, mid and sm
Index. The index is designed to track the performance of equity securities from issuers of large- and mid-cap companies based in the co
ment results of the MSCI USA EqualWeighted Index (the Underlying Index ), which represents an alternativeweighting scheme to its ma
lCap Equity Index. The WisdomTree Europe Hedged SmallCap Equity Index is designed to provide exposure to the European equity ma
he EURO STOXX 50 Index (SX5U) is part of the STOXX blue-chip index family and represents the performance of the 50 largest compa
he Fund invests primarily in senior floating rate loans of domestic and foreign borrowers ( Senior Loans ). Senior Loans typically are of b
vels of income. For its investments in common stocks, the managers may also seek to invest in securities they believe have the potenti
ong position in a portfolio of VSTOXX futures designed to provide a long exposure to constant-maturity one-month forward, one-month
ome tax. The structure is designed to provide investors with a smart-beta , 1 core exposure to the municipal market. For investors conc
potential for benchmark-beating returns by applying their manager s proprietary investment research. Because they trade on an excha
y traded securities in the Australian market as represented by the MSCI Australia Index.
traded securities in the Canadian market as measured by the MSCI Canada Custom Capped Index.
traded securities in the Swedish market as measured by the MSCI Sweden Index.
y traded securities in the German market as measured by the MSCI Germany Index.
MSCI Germany Small Cap Index
cly traded securities in the Hong Kong market as measured by the MSCI Hong Kong Index.
ded securities in the Italian market as measured by the MSCI Italy Index.
aded securities in the Japanese market as measured by the MSCI Japan Index.
xpenses of publicly traded securities in the Belgian market as measured by the MSCI Belgium Investable Market Index.
icly traded securities in the Swiss market as measured by the MSCI Switzerland Index.
y traded securities in the Malaysian market as measured by the MSCI Malaysia Index.
ap 400 Equal Weight Index. The S&P MidCap 400 Equal Weight Index (EWI) is the equal-weight version of the S&P MidCap 400. The in
d expenses of publicly traded securities in the Dutch market as measured by the MSCI Netherlands IMI 25/50 Index.
enses of publicly traded securities in the Austrian market as represented by the MSCI Austria Investable Market Index.
ublicly traded securities in the Spanish market as measured by the MSCI Spain 25/50 Index.
raded securities in the French market as measured by the MSCI France Index.
l Estate Index. The S&P 500 Equal Weight Real Estate Index is designed to impose equal weights on the index constituents included in
cly traded securities in the Singaporean equity market as measured by the MSCI Singapore Index.
375033264.xls
130
xual and transgender (LGBT) equality in the workplace. Companies in the Index must score 100% on the Human Rights Campaign Cor
aditional large-cap indexes, during periods of rising U.S. Treasury interest rates ( interest rates ). The Nasdaq US Large Cap Equities fo
e to the securities of the largest 200 companies in the US equity market. The Fund and the Index are rebalanced quarterly and reconstit
d exposure to approximately 800 securities of medium-sized companies in the larger US equity market. The Fund and the Index are reb
pproximately 2,000 smaller cap securities in the larger US equity market. The Fund and the Index are rebalanced quarterly and reconsti
-Factor Capped Index is based on the MSCI USA Energy Index, its parent index, which includes US large and mid-cap securities classi
nt objectives by investing in equity securities of U.S. companies. During periods when the U.S. equity market is determined to be unfavo
eciates relative to the U.S. dollar, the EUR/USD exchange rate (and the value of the Securities) decreases. The EUR/USD exchange ra
better with respect to a small set of environmental, social, and governance KPIs. Companies are selected and weighted by the following
ndex provider. The MSCI EAFE ESG Select Index is based on MSCI EAFE Index, its parent index, which includes large and mid cap sto
kets ESG Select Index is based on the MSCI Emerging Markets Index, its parent index, which includes large and mid cap stocks acros
ebalanced quarterly, according to companies latest 12 month trailing revenues. The OFI Revenue Weighted Global ESG Index is a cus
re better with respect to a small set of environmental, social, and governance KPIs. Companies are selected and weighted by the follow
actices. Companies ESG practices are evaluated using a proprietary ESG scoring methodology developed by the firm Sustainalytics. T
lti-factor model and provides exposure to companies that offer competitive and sustainable levels of income, as well as competitive tota
petitive and sustainable levels of income, as well as competitive total return. Each index will also screen companies based on environme
ose of the parent index. The Underlying Index is an optimized equity index designed to reflect the equity performance of U.S. companies
actor model and provides exposure to companies that offer competitive and sustainable levels of income, as well as competitive total ret
nt. The ETHO ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield perf
ex that measures the performance of dividend-paying common stocks with growth characteristics selected from the WisdomTree DEFA
countries* in Europe.The index is designed to capture the performance of companies in MSCI Europe Index that have consistently incr
n weighted index and represents securities of large capitalization and mid-capitalization companies across developed market countries
during declining markets while still experiencing gains during rising markets.
of large, mid and small cap companies in Developed European markets, including the UK. The index is comprised of approximately 125
nies based in the countries in the Economic and Monetary Union (EMU or Eurozone) of the European Union (EU).
ng scheme to its market capitalization weighted parent index, the MSCIUSA Index (the Parent Index ), which is designed to measure th
European equity markets while at the same time neutralizing exposure to fluctuations of the Euro movements relative to the U.S. dollar.
he 50 largest companies among the 19 supersectors in terms of free-float market capitalization in 11 Eurozone countries. These countri
ans typically are of below investment grade quality and have below investment grade credit ratings, which ratings are associated with se
ve have the potential to grow income and/or provide capital appreciation over time. Fund managers employ a bottom-up, research drive
orward, one-month implied volatilities on the underlying EURO STOXX 50 Index, taking into account the bid-ask spread in the roll proce
For investors concerned about rising interest rates, a rules-based, laddered strategy may provide investors with predictability of income
y trade on an exchange, NextShares may offer cost and tax efficiencies that can enhance shareholder returns. The investment approac
MidCap 400. The index has the same constituents as the market capitalization weighted S&P MidCap 400, but each company in the S&
stituents included in the S&P 500 that are classified in the GICS Real Estate Industry Group, excluding Mortgage REITs. The S&P 500 E
375033264.xls
131
ghts Campaign Corporate Equality Index or, if not found in the Corporate Equality Index, have the verifiable characteristics that would e
rge Cap Equities for Rising Rates Index consists of US securities whose stock prices have historically exhibited relatively high correlatio
arterly and reconstituted annually.
nd the Index are rebalanced quarterly and reconstituted annually.
arterly and reconstituted annually.
ap securities classi ed in the Energy sector as per the Global Industry Classi cation Standard (GICS). The index is constructed by apply
rmined to be unfavorable by the Funds sub-advisor, Choice Financial Partners, Inc. d/b/a EquityCompass Strategies, the Fund may inve
R/USD exchange rate is expressed as a rate that reflects the number of U.S. dollars that can be exchanged for one euro in the interban
ted by the following KPIs: CDP emission/energy reduction target, percentage of women on the board, percentage of independent direct
rge and mid cap stocks across 21 Developed Market (DM) countries* excluding the US and Canada. The Index is designed to maximize
id cap stocks across 23 Emerging Markets (EM) countries*. The Index is designed to maximize exposure to positive environmental, soc
ESG Index is a custom index that is owned and calculated by MSCI, and is based on the MSCI ACWI and aims to reflect the performan
eighted by the following KPIs: CDP emission/energy reduction target, percentage of women on the board, percentage of independent di
rm Sustainalytics. The Oppenheimer Revenue Weighted Global ESG Index is constructed using a rules-driven methodology, which sele
as competitive total return. Each index will also screen companies based on environmental, social and governance practices. The Inde
based on environmental, social and governance practices.The Index is comprised of a subset of 100 companies within the MSCI USA In
e of U.S. companies that have positive environmental, social and governance ( ESG ) characteristics (as determined by the Index Provid
competitive total return. Each index will also screen companies based on environmental, social and governance practices. The Index is
price and yield performance of the Etho Climate Leadership Index (ECLI), an index of more than 350 companies listed on the NYSE Arc
WisdomTree DEFA Index.
ave consistently increased dividends everyyear for at least 10 years. The index is constructed by targeting a minimum of 40 se
d market countries in Europe. As of June 30, 2016, the Index consisted of 98 constituents with an average market capitalization of $16.
f approximately 1250 securities from 16 countries, and derived from the FTSE Global Equity Index Series (GEIS), which covers over 7,4
gned to measure the performanceof equity securities in the top 85% by market capitalization of equity securitieslisted on stock exchang
e to the U.S. dollar. In this sense, the Index hedges against fluctuations in the relative value of the Euro against the U.S. dollar. The In
tries. These countries have historically included Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherland
e associated with securities having high risk, speculative characteristics (sometimes referred to as junk ).
m-up, research driven process to identify what they believe are attractive global securities up and down the capital structure. Manageme
ead in the roll procedure, which will reduce the value of the Long Investable Index, and therefore the Long Securities. The Long Investa
edictability of income. The Fund can be an investor s core exposure to the municipal market or serve as a complement to a broader mun
nvestment approach is grounded in handson fundamental research, which involves finding companies with consistent earnings growth
h company in the S&P MidCap 400 EWI is allocated a fixed weight.
EITs. The S&P 500 Equal Weight Real Estate Index is designed to impose equal weights on the index constituents included in the S&P 5
375033264.xls
132
eristics that would earn them such a score.

tively high correlation to movements in interest rates. The Index contains 50 stocks across 5 sectors.
onstructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-level weigh
, the Fund may invest all or a portion of its assets in cash, cash equivalents and short term fixed income.
euro in the interbank market for settlement in two days. Effective December 18, 2008 the EUR/USD exchange rate will be the rate repor
f independent directors, policy against child labor, golden parachute agreement. In addition coal miners, violators of United Nations Glob
esigned to maximize exposure to positive environmental, social and governance (ESG) factors while exhibiting risk and return character
environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI EM Ind
eflect the performance of an Oppenheimer Funds strategy.
e of independent directors, policy against child labor, golden parachute agreement. In addition coal miners, violators of United Nations G
odology, which selects a subset of the constituent securities of the Oppenheimer Global ESG Revenue ETF s Benchmark Index accord
practices. The Index is comprised of a subset of 100 companies within the MSCI World ex USA Index. Starting with the MSCI World ex
hin the MSCI USA Index. With a starting point of the MSCI USA Index, the Index was designed to reflect the performance of the top 100
by the Index Provider), while exhibiting risk and return characteristics similar to those of the MSCI USA Index (the Parent Index ). The
ctices. The Index is comprised of a subset of 200 companies within the MSCI World Index. The Index was designed to reflect the perfor
ed on the NYSE Arca stock exchange that have the smallest carbon footprint in their industries. To build the ECLI, Etho Capital uses a p
minimum of 40 securities and the index constituents are equallyweighted. The sector weights are capped at 30% and country we
apitalization of $16.16 billion and a median market capitalization of $10.51 billion.
hich covers over 7,400 securities in 47 different countries and captures 98% of the worlds investable market capitalization.
d on stock exchanges in the United States. The Underlying Index generallyapplies equal weights to the constituents of the Parent Index
e U.S. dollar. The Index is designed to have higher returns than an equivalent non-currency hedged investment when the Euro is weake
urg, the Netherlands, Portugal and Spain. The Index captures approximately 60% of the free-float market capitalization of the EURO ST
ructure. Management endeavors to invest in income producing instruments, coupled with investments in common stocks that may have
s. The Long Investable Index c ontinuously rolls on a daily basis from the first month VSTOXX futures contract to the second month con
nt to a broader municipal portfolio.
nt earnings growth and leading business franchises.
cluded in the S&P 500 that are classified in the GICS Real Estate Industry Group, excluding Mortgage REITs.
375033264.xls
133
e issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI Capped Indexes method
will be the rate reported each day on Bloomberg screen EURUSD WMCO Curncy <GO> at approximately 4:00 p.m., London time, or an
United Nations Global Compact principles, and companies involved with controversial weapons are excluded. KPI standardization by in
and return characteristics similar to those of the MSCI EAFE Index. The index is constructed by selecting constituents from MSCI EAFE
of the MSCI EM Index. The index is constructed by selecting constituents from MSCI EM Index through an optimization process that aim
of United Nations Global Compact principles, and companies involved with controversial weapons are excluded. KPI standardization b
hmark Index according to ESG scores and risk-adjusted performance, and then re-weights those securities based on revenue earned by
the MSCI World ex USA Index, the Index was designed to reflect the performance of the top 100 (developed markets) foreign large- an
ance of the top 100 U.S. large- and mid-cap companies (excluding real estate investment trusts) ranked and weighted according to a co
Parent Index ). The Index Provider begins with the Parent Index, excludes securities of companies involved in the business of tobacco a
to reflect the performance of the top 200 U.S. and foreign large- and mid-cap companies (located in developed markets) within the MSC
tho Capital uses a positive selection methodology to review more than 5,000 of the most commonly traded public companies and identi
0% and country weights are capped at 50% to mitigate potential concentration risks.
of the Parent Index. The UnderlyingIndex may include large-, mid- or small-capitalization companies, andcomponents primarily include
n the Euro is weakening relative to the U.S. dollar.
ion of the EURO STOXX TMI Supersector Index.
ocks that may have the potential for growth of income and capital appreciation over time. Overall asset allocation decisions are made c
e second month contract. As a result of th eir long exposure to VSTOXX futures, the Long Securities are more likely to increase in value
375033264.xls
134
ped Indexes methodology.
London time, or any successor page.
tandardization by industry and country capping reduce unwanted systematic active exposures.
s from MSCI EAFE Index through an optimization process that aims to maximize exposure to ESG factors for a target tracking error bud
ion process that aims to maximize exposure to ESG factors for a target tracking error budget under certain constraints. The index is sec
PI standardization by industry and country capping reduce unwanted systematic active exposures.
n revenue earned by those companies, subject to certain asset diversification requirements and a maximum 5% per company weighting
ts) foreign large- and mid-cap companies (excluding real estate investment trusts) ranked and weighted according to a composite factor
ed according to a composite factor score determined through the application of a systematic, rules-based methodology applied by MSC
usiness of tobacco and controversial weapons companies, as well as securities of companies involved in very severe business controve
kets) within the MSCI World Index. The Index reflects a combination of the Beta Advantage Sustainable U.S. Equity Income 100 Index (
mpanies and identify the most carbon-efficient climate leaders in each industry. Using climate performance data from Trucost, Etho Cap
ts primarily include consumer discretionary, financials andinformation technology companies. The components of the Underlying Index,
ecisions are made collectively by the portfolio managers. The global, multi-asset class approach may provide diversification benefits as m
to increase in value when the volatility of European equities increases and more likely to decrease in value when the volatility of Europe
375033264.xls
135
et tracking error budget under certain constraints. The index is sector-diversi ed and targets companies with high ESG ratings in each s
nts. The index is sector-diversi ed and targets companies with high ESG ratings in each sector. Tobacco and Controversial Weapons co
company weighting. The resulting Underlying Index contains a subset of the securities of the Fund s Benchmark Index.
o a composite factor score determined through the application of a systematic, rules-based methodology applied by MSCI. This methodo
gy applied by MSCI. This methodology focuses on security dividend yield, dividend growth, and cash-based dividend coverage ratio fac
e business controversies (as determined by the Index Provider), and then follows a quantitative process that is designed to determine o
Income 100 Index (the U.S. Component) and the Beta Advantage Sustainable International Equity Income 100 Index (the International
m Trucost, Etho Capital ranks almost all public companies by carbon emissions per dollar invested and selects equities that are 50% mo
e Underlying Index,and the degree to which these components represent certain industries, maychange over time.
ication benefits as management seeks to uncover opportunities across an array of income producing securities and common stock. A fl
e volatility of European equities decreases.
375033264.xls
136
SG ratings in each sector. Tobacco and Controversial Weapons companies are not eligible for inclusion.
versial Weapons companies are not eligible for inclusion.
MSCI. This methodology focuses on security dividend yield, dividend growth, and cash-based dividend coverage ratio factors. MSCI als
d coverage ratio factors. MSCI also screens companies for sustainability through the application of its Environmental, Social and Gove
gned to determine optimal weights for securities to maximize exposure to securities of companies with higher ESG ratings, subject to ma
x (the International Component) in a single composite index. Each of the U.S. Component and the International Component are constru
es that are 50% more carbon efficient than their industry average into the ECLI s holdings. All fossil fuel, tobacco, weapons and gambli
common stock. A flexible mandate with broad discretion (within the specified investment ranges) to allocate across investment instrume
375033264.xls
137
io factors. MSCI also screens companies for sustainability through the application of its Environmental, Social and Governance (ESG)
al, Social and Governance (ESG) rating methodology that is designed to exclude companies with unfavorable corporate ESG practices
atings, subject to maintaining risk and return characteristics similar to the Parent Index.
mponent are constructed through the application of systematic, rules-based methodologies applied by MSCI that ranks and weights com
eapons and gambling companies are eliminated from the index. Finally, a screen is conducted based on environmental, social and gove
nvestment instruments may help navigate the challenges that face traditional sources of income.
375033264.xls
138
Governance (ESG) rating methodology that is designed to exclude companies with unfavorable corporate ESG practices. The Index co
orate ESG practices. The Index component securities are weighted based on the overall composite model scores and dividend yield.
ks and weights companies according to a composite factor score that focuses on security dividend yield, dividend growth, and cash-bas
ntal, social and governance performance data with expertise from NGO partners and input from global stakeholders.
375033264.xls
139
tices. The Index component securities are weighted based on the overall composite model scores and dividend yield.
d dividend yield.
owth, and cash-based dividend coverage ratio factors. MSCI also screens companies for sustainability through the application of its E
375033264.xls
140
application of its Environmental, Social and Governance (ESG) rating methodology that is designed to exclude companies with unfavo
375033264.xls
141
mpanies with unfavorable corporate ESG practices. The securities within each Component are weighted based on the overall composite
375033264.xls
142
e overall composite model scores and dividend yield.
375033264.xls
143
Guggenheim S&P SmallCap 600 Equal Weight E EWSC Guggenheim 78355W585

iShares MSCI Taiwan Capped ETF EWT Blackrock (iShares) 46434G772
iShares MSCI United Kingdom ETF EWU Blackrock (iShares) 46435G334
iShares MSCI United Kingdom Small-Cap ETF EWUS Blackrock (iShares) 46429B416
ProShares UltraShort MSCI Japan EWV ProShares 74348A459
iShares MSCI Mexico Capped ETF EWW Blackrock (iShares) 464286822
SPDR S&P Emerging Markets SmallCap ETF EWX State Street (SPDR) 78463X756
iShares MSCI South Korea Capped ETF EWY Blackrock (iShares) 464286772
iShares MSCI Brazil Capped ETF EWZ Blackrock (iShares) 464286400
iShares MSCI Brazil Small-Cap ETF EWZS Blackrock (iShares) 464289131
iShares Global Industrials ETF EXI Blackrock (iShares) 464288729
VelocityShares 1X Daily Inverse VSTOXX Future EXIV Velocity Shares 90274E810
WisdomTree Total Earnings Fund EXT Wisdom Tree 97717W596
Cambria Emerging Shareholder Yield ETF EYLD Cambria Funds 132061706
iShares MSCI South Africa ETF EZA Blackrock (iShares) 464286780
ProShares Ultra MSCI Japan EZJ ProShares 74347X708
WisdomTree MidCap Earnings Fund EZM Wisdom Tree 97717W570
iShares MSCI EMU ETF EZU Blackrock (iShares) 464286608
WisdomTree LargeCap Value Fund EZY Wisdom Tree 97717W547
First Trust Alternative Absolute Return Strategy E FAAR First Trust 33740Y101
First Trust Multi Cap Value AlphaDEX Fund FAB First Trust 33733C108
First Trust MultiCap Growth AlphaDEX Fund FAD First Trust 33733F101
iShares Fallen Angels USD Bond ETF FALN Blackrock (iShares) 46435G474
First Trust Global Wind Energy ETF FAN First Trust 33736G106
ProSports Sponsors ETF FANZ Exchange Traded Conce30151E889
Direxion Daily Financial Bull 3X Shares FAS Direxion Shares 25459Y694
First Trust Australia AlphaDEX Fund FAUS First Trust 33737J216
Direxion Daily Financial Bear 3X Shares FAZ Direxion Shares 25490K539
UBS AG FI Enhanced Large Cap Growth ETN FBGX UBS 902677780
Fidelity Total Bond ETF FBND Fidelity 316188309
First Trust NYSE Arca Biotechnology Index Fund FBT First Trust 33733E203
First Trust Brazil AlphaDEX Fund FBZ First Trust 33737J133
First Trust China AlphaDEX Fund FCA First Trust 33737J141
First Trust California Municipal High Income ETF FCAL First Trust 33739P863
First Trust Canada AlphaDEX Fund FCAN First Trust 33737J208
First Trust CEF Income Opportunity ETF FCEF First Trust 33740F409
First Trust ISE-Revere Natural Gas Index Fund FCG First Trust 33733E807
Fidelity MSCI Telecommunication Services Index FCOM Fidelity 316092873
Fidelity Corporate Bond ETF FCOR Fidelity 316188101
First Trust SSI Strategic Convertible Securities E FCVT First Trust 33739Q507
First Trust STOXX European Select Dividend Inc FDD First Trust 33735T109
Fidelity MSCI Consumer Discretionary Index ETF FDIS Fidelity 316092204
First Trust Strategic Income ETF FDIV First Trust 33739Q309
First Trust Morningstar Dividend Leaders Index FDL First Trust 336917109
Fidelity Low Volatility Factor ETF FDLO Fidelity 316092824
First Trust Dow Jones Select Microcap Index Fun FDM First Trust 33718M105
Fidelity Momentum Factor ETF FDMO Fidelity 316092816
First Trust Dow Jones Internet Index Fund FDN First Trust 33733E302
Fidelity Dividend ETF for Rising Rates FDRR Fidelity 316092832
First Trust Developed Markets ex-US AlphaDEX FDT First Trust 33737J174
First Trust Developed Markets ex-US Small Cap FDTS First Trust 33737J406
Fidelity Core Dividend ETF FDVV Fidelity 316092840
FI Enhanced Europe 50 ETN FEEU Barclays 06742C129
First Trust Emerging Markets AlphaDEX Fund FEM First Trust 33737J182
First Trust Emerging Markets Local Currency Bo FEMB First Trust 33739P202
First Trust Emerging Markets Small Cap AlphaDE FEMS First Trust 33737J307
Fidelity MSCI Energy Index ETF FENY Fidelity 316092402
First Trust Europe AlphaDEX Fund FEP First Trust 33737J117
SPDR STOXX Europe 50 ETF FEU State Street (SPDR) 78463X103
First Trust Eurozone AlphaDEX ETF FEUZ First Trust 33737J505
375033264.xls
144

US33740Y1010 05/18/2016 0.95 Commodities & Metals
US46435G4745 06/14/2016 0.25 Bonds
US33737J2160 02/14/2012 0.8 Equities (Stocks)
US3161883091 10/06/2014 0.45 Bonds
US33739P8639 06/21/2017 0.5 Bonds
US33740F4090 09/27/2016 2.5 Other Asset Types
US3161881012 10/06/2014 0.45 Bonds
US33739Q5071 11/03/2015 0.95 Bonds
US33739P2020 11/05/2014 0.85 Bonds
375033264.xls
145
Not Applicable S&P SmallCap 600 EqualGuggenheim S&P SmallCap 600 Equal Weight ETF seeks to correspond as
Not Applicable MSCI Taiwan 25/50 Inde The iShares MSCI Taiwan Index Fund seeks to provide investment results th
Not Applicable MSCI United Kingdom InThe iShares MSCI United Kingdom Index Fund seeks to provide investment
Not Applicable MSCI United Kingdom Sm The iShares MSCI United Kingdom Small Cap Index Fund seeks investment
Not Applicable MSCI Japan Index ProShares UltraShort MSCI Japan seeks daily investment results before fee
Not Applicable MSCI Mexico Investable The iShares MSCI Mexico Investable Market Index Fund seeks to provide in
Not Applicable S&P Emerging Markets UThe SPDR S&P Emerging Markets Small Cap ETF seeks to provide investm
Not Applicable MSCI Korea Index The iShares MSCI South Korea Index Fund seeks to provide investment res
Not Applicable MSCI Brazil Index The iShares MSCI Brazil Index Fund seeks to provide investment results tha
Not Applicable MSCI Brazil Small Cap I The iShares MSCI Brazil Small Cap Index Fund seeks investment results tha
Not Applicable S&P Global 1200 IndustriThe iShares S&P Global Industrials Index Fund seeks investment results tha
Not Applicable VSTOXX Short-Term Futur The Inverse Securities are linked to the VSTOXX Short-Term Futures Invers
Not Applicable WisdomTree Earnings In WisdomTree Total Earnings Fund seeks investment results that correspond t
Not Applicable Cambria Emerging Shareh The Cambria Emerging Shareholder Yield ETF seeks investment results tha
Not Applicable MSCI South Africa 25/50 The iShares MSCI South Africa Index Fund seeks to provide investment resu
Not Applicable MSCI Japan Index ProShares Ultra MSCI Japan seeks daily investment results before fees and
Not Applicable WisdomTree MidCap EarWisdomTree MidCap Earnings Fund seeks investment results that correspon
Not Applicable MSCI EMU Index The iShares MSCI EMU Index Fund seeks to provide investment results that
Not Applicable WisdomTree LargeCap VWisdomTree LargeCap Value Fund seeks investment results that correspond
Not Applicable Not Applicable The First Trust Alternative Absolute Return Strategy ETF is an actively mana
Not Applicable NASDAQ AlphaDEX MultiThe Fund will seek investment results that correspond generally to the price
Not Applicable NASDAQ AlphaDEX MultiThe Fund will seek investment results that correspond generally to the price
Not Applicable Bloomberg Barclays US H The iShares Fallen Angels USD Bond ETF (the Fund ) seeks to track the inv
Not Applicable ISE Global Wind Energy First Trust ISE Global Wind Energy Index Fund is an exchange-traded fund.
Not Applicable ProSports Sponsors Ind The Fund will normally invest at least 80% of its total assets in securities of t
Not Applicable Russell 1000 Financial SThe Financial Bull 3X ETF seeks daily investment results before fees and ex
Not Applicable NASDAQ AlphaDEX Austr The First Trust Australia AlphaDEX Fund is an exchange-traded fund. The in
Not Applicable Russell 1000 Financial SThe Financial Bear 3X ETF seeks daily investment results before fees and e
Not Applicable Russell 1000 Growth Ind FI Enhanced Large Cap Growth ETN is an exchange-traded note issued in t
Not Applicable Not Applicable Fidelity Total Bond ETF is an actively managed exchange-traded fund incorp
Not Applicable NYSE Arca BiotechnologThe First Trust NYSE Arca Biotechnology Index Fund is an exchange-traded
Not Applicable NASDAQ AlphaDEX Brazi The First Trust Brazil AlphaDEX Fund is an exchange-traded fund. The inve
Not Applicable NASDAQ AlphaDEX ChinThe First Trust China AlphaDEX Fund is an exchange-traded fund. The inve
Not Applicable Not Applicable The First Trust California Municipal High Income ETFs primary investment o
Not Applicable NASDAQ AlphaDEX Cana The First Trust Canada AlphaDEX Fund is an exchange-traded fund. The in
Closed End Funds Not Applicable The First Trust CEF Income Opportunity ETF is an actively managed exchan
Not Applicable ISE- REVERE Natural GaThe First Trust ISE-Revere Natural Gas Index Fund is an exchange-traded fu
Not Applicable MSCI US Investable MarkThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Not Applicable Fidelity Corporate Bond ETF is an actively managed exchange-traded fund i
Not Applicable Not Applicable The First Trust SSI Strategic Convertible Securities ETF is an actively manag
Not Applicable STOXX Europe Select DiFirst Trust Dow Jones STOXX European Select Dividend Index Fund is an e
Not Applicable MSCI USA IMI ConsumerThe ETF seeks to provide investment returns that correspond, before fees a
Hedge Fund Replication Not Applicable The First Trust Strategic Income ETF is an actively managed exchange-trade
Not Applicable Morningstar Dividend Le The First Trust Morningstar Dividend Leaders Index Fund is an exchange-tra
Not Applicable Fidelity U.S. Low Volatili The fund seeks to provide investment returns that correspond, before fees a
Not Applicable Dow Jones Select Micro The First Trust Dow MicroCap Index Fund is an exchange-traded index fund
Not Applicable Fidelity U.S. Momentum The fund seeks to provide investment returns that correspond, before fees a
Not Applicable Dow Jones Internet Inde The First Trust Dow Jones Internet Index Fund is an exchange-traded index
Not Applicable Fidelity Dividend Index f The fund seeks to provide investment returns that correspond, before fees a
Not Applicable NASDAQ AlphaDEX Devel The First Trust Developed Markets Ex-US AlphaDEX Fund is an exchange-tr
Not Applicable NASDAQ AlphaDEX Devel The First Trust Developed Markets Ex-US Small Cap AlphaDEX Fund is an e
Not Applicable Fidelity Core Dividend I The fund seeks to provide investment returns that correspond, before fees a
Not Applicable STOXX Europe 50 IndexBarclays ETN+ FI Enhanced Europe 50 ETN (NYSEArca: FEEU), which is o
Not Applicable NASDAQ AlphaDEX Emerg The First Trust Emerging Markets AlphaDEX Fund is an exchange-traded fun
Not Applicable Not Applicable The investment objective of the Fund is to seek maximum total return and cu
Not Applicable NASDAQ AlphaDEX Emerg The First Trust Emerging Markets Small Cap AlphaDEX Fund is an exchang
Not Applicable MSCI USA IMI Energy InThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable NASDAQ AlphaDEX EuroThe First Trust Europe AlphaDEX Fund is an exchange-traded fund. The inv
Not Applicable STOXX Europe 50 IndexThe SPDR STOXX Europe 50 ETFseeks to replicate as closely as possible b
Not Applicable NASDAQ AlphaDEX EuroThe First Trust Eurozone AlphaDEX ETF is an exchange-traded fund. The in
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to correspond as closely as possible, before fees and expenses, to the price and yield performance of the S&P SmallCap 600 Equal W
vestment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in t
rovide investment results that correspond generally to the price and yield performance before fees and expenses of publicly traded secu
seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI United
results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the MSCI Japan In
eeks to provide investment results that correspond generally to the price and yield performance before fees and expenses of publicly tr
to provide investment results that before fees and expenses correspond generally to the total return performance of the S&P Emerging
estment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Brazil Small Cap In
estment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Industrials Ind
rm Futures Inverse Investable Index (the Inverse Investable Index ). The Inverse Investable Index replicates the performance of a shor
s that correspond to the price and yield performance before fees and expenses of the WisdomTree Earnings Index.
stment results that closely correspond to the price and yield performance, before fees and expenses, of the Cambria Emerging Shareho
ts before fees and expenses that correspond to twice (200%) the daily performance of the MSCI Japan Index.
ults that correspond to the price and yield performance before fees and expenses of the WisdomTree MidCap Earnings Index.
stment results that correspond generally to the price and yield performance before fees and expenses of publicly traded securities in the
lts that correspond to the price and yield performance before fees and expenses of the WisdomTree LargeCap Value Index. Prior to Ju
s an actively managed exchange-traded fund that seeks to provide investors with long-term total return. The Fund is an actively manage
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Multi Cap Value In
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Multi Cap Growth
eks to track the investment results of an index composed of U.S. dollar-denominated, high yield corporate bonds that were previously ra
ange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield be
ts in securities of the Index. The Index is designed to measure the performance of companies which are official sponsors of the major pr
before fees and expenses of 300% of the price performance of the Russell 1000 Financial Services Index (Financial Index). There is no
raded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before t
before fees and expenses of 300% of the inverse (or opposite) of the price performance of the Russell 1000 Financial Services Index (F
ed note issued in the USA. The ETN will provide investors with a cash payment at the scheduled maturity or early redemption based on
traded fund incorporated in the USA. The fund seeks a high level of current income, normally investing at least 80% of assets in debt se
n exchange-traded index fund. The investment objective of the fund is to replicate as closely as possible before fees and expenses the
ded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before the
mary investment objective will be to seek to provide current income that is exempt from regular federal income taxes and California inco
aded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before th
managed exchange-traded fund. The Funds investment objective is to provide current income with a secondary emphasis on total retu
exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yie
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Telecommunication Services 25/50 Index.
ange-traded fund incorporated in the USA. The fund seeks a high level of current income, normally investing at least 80% of assets in in
an actively managed exchange-traded fund (ETF) that seeks to deliver total return by investing, under normal market conditions, at lea
ndex Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Consumer Discretionary Index.
ed exchange-traded fund. The primary investment objective of the Fund is to seek risk-adjusted income. The Funds secondary investm
s an exchange-traded index fund. The investment objective of the fund is to replicate as closely as possible before fees and expenses
ond, before fees and expenses, generally to the performance of the Fidelity U.S. Low Volatility Factor Index. Normally investing at least
-traded index fund. The investment objective of the Fund is to replicate as closely as possible before fees and expenses the price and y
ond, before fees and expenses, generally to the performance of the Fidelity U.S. Momentum Factor Index. Normally investing at least 80
ange-traded index fund. The investment objective of the fund is to replicate as closely as possible before fees and expenses the price a
ond, before fees and expenses, generally to the performance of the Fidelity Dividend Index for Rising Rates. Normally investing at least
is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price a
aDEX Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to
ond, before fees and expenses, generally to the performance of the Fidelity Core Dividend Index. Normally investing at least 80% of ass
FEEU), which is organized around European blue chip companies
xchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield
total return and current income. Under normal market conditions, the Fund seeks to achieve its investment objective by investing at lea
und is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the pric
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Energy Index.
osely as possible before expenses the price and yield of the STOXX Europe 50 Index Fund(ticker: SX5V).
raded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before th
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allCap 600 Equal Weight Index. The S&P SmallCap 600 Equal Weight Index (EWI) is the equal-weight version of the S&P SmallCap 60
raded securities in the Taiwanese market as measured by the MSCI Taiwan Index.
publicly traded securities in the British market as measured by the MSCI United Kingdom Index.
of the MSCI United Kingdom Small Cap Index
f the MSCI Japan Index.
penses of publicly traded securities in the Mexican market as measured by the MSCI Mexico Investable Market Index.
the S&P Emerging Markets Under USD2 Billion Index (ticker: SPBMKSUP).
blicly traded securities in the South Korean market as measured by the MSCI Korea Index.
aded securities in the Brazilian market as measured by the MSCI Brazil Index.
Brazil Small Cap Index.
Global Industrials Index.
rformance of a short position in a portfolio of VSTOXX futures designed to provide a short exposure to constant-maturity one-month forw
a Emerging Shareholder Yield Index. The Index consists of stocks with high cash distribution characteristics. The initial screening univer
licly traded securities in the South African equity market as measured by the MSCI South Africa 25/50 Index.
ngs Index.
ded securities in the European Monetary Union (EMU) markets as measured by the MSCI EMU Index.
e Index. Prior to June 19 2009 the WisdomTree LargeCap Value Fund was named the WisdomTree Low P/E Fund.
an actively managed exchange-traded fund that seeks to achieve long-term total return through long and short invest-ments in exchang
X Multi Cap Value Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ O
X Multi Cap Growth Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ
t were previously rated investment grade. Bonds are market value weighted with a 3% cap on each issuer. The bonds eligible for inclus
he price and yield before the Funds fees and expenses of an equity index called the ISE Global Wind Energy Index.
nsors of the major professional football, baseball, hockey and basketball leagues in the United States ( ProSports Sponsors ) or national
Index). There is no guarantee the fund will meet its stated investment objective.
e and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Australia Index. The NASDAQ Alph
ial Services Index (Financial Index). There is no guarantee the fund will meet its stated investment objective.
demption based on the 2x leveraged performance of the underlying index, the Russell 1000 Growth Index Total Return.
of assets in debt securities of all types and repurchase agreements for those securities.
and expenses the price and yield of the NYSE Arca Biotechnology Index.
nd yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Brazil Index. The NASDAQ AlphaDEX
nd yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX China Index. The NASDAQ AlphaDEX
and California income taxes, and its secondary objective will be long-term capital appreciation. Under normal market conditions, the Fu
and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Canada Index. The NASDAQ Alpha
mphasis on total return. Under normal market conditions, the Fund will seek to achieve its investment objectives by investing at least 80%
to the price and yield before fees and expenses of an equity index called the ISE-Revere Natural Gas Index
80% of assets in investment-grade corporate bonds and other corporate debt securities and repurchase agreements for those securitie
et conditions, at least 80% of its net assets in a diversified portfolio of U.S. and non-U.S. convertible securities. Convertible securities ar
espond generally to the price and yield before fees and expenses of an equity index called the STOXX Europe Select Dividend 30 Inde
secondary investment objective is capital appreciation.

fees and expenses the price and yield of the Morningstar Dividend Leaders Index.
ly investing at least 80% of assets in securities included in the Fidelity U.S. Low Volatility Factor Index, which is designed to reflect the p
nses the price and yield of the Dow Jones Select Microcap Index.
investing at least 80% of assets in securities included in the Fidelity U.S. Momentum Factor Index, which is designed to reflect the perfo
xpenses the price and yield of the Dow Jones Internet Index.
ly investing at least 80% of assets in securities included in the Fidelity Dividend Index for Rising Rates and in depository receipts repres
nerally to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Developed Marke
espond generally to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Develo
at least 80% of assets in securities included in the Fidelity Core Dividend Index and in depository receipts representing securities inclu
o the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Emerging Markets Index. T
e by investing at least 80% of its net assets (including investment borrowings) in bonds, notes, bills, certificates of deposit, time deposits
generally to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Emerging Mark
and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Europe Index. The NASDAQ AlphaDE
e and yield, before the Funds fees and expenses, of an index called the NASDAQ AlphaDEX Eurozone Index. The NASDAQ AlphaDEX
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e S&P SmallCap 600. The index has the same constituents as the capitalization weighted S&P SmallCap 600, but each company in the
urity one-month forward, one-month implied volatilities on the underlying EURO STOXX 50 Index, taking into account the bid-ask sprea
ial screening universe for this Index includes stocks in emerging market countries with market capitalizations over US $200 million. The
st-ments in exchange-traded commodity futures contracts ( Commodity Futures ) through a wholly-owned subsidiary of the Fund organi
d by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through the u
ed by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through the
ds eligible for inclusion in the Underlying Index are U.S. dollar-denominated corporate bonds that: (i) are issued by companies domiciled
onsors ) or national sports broadcasters with rights agreements with such leagues ( ProSports Broadcasters ). Eligible Index constituen
The NASDAQ AlphaDEX Australia Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASD
NASDAQ AlphaDEX Brazil Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASDAQ") wh
NASDAQ AlphaDEX China Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASDAQ") wh
et conditions, the Fund seeks to achieve its investment objectives by investing at least 80% of its net assets (including investment borrow
The NASDAQ AlphaDEX Canada Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASDA
vesting at least 80% of its net assets (including investment borrowings) in a portfolio of closed-end investment companies that are listed
s for those securities.

vertible securities are an investment solution for investors seeking income and risk-managed capital appreciation potential. A convertible
ct Dividend 30 Index.
gned to reflect the performance of stocks of large and mid-capitalization U.S. companies with lower volatility than the broader market.
d to reflect the performance of stocks of large and mid-capitalization U.S. companies that exhibit positive momentum signals.
itory receipts representing securities included in the index. The Fidelity Dividend Index for Rising Rates is designed to reflect the perform
X Developed Markets Ex-US Index. The NASDAQ AlphaDEX Developed Markets Ex-US Index employs the AlphaDEX stock selection m
Q AlphaDEX Developed Markets Ex-US Small Cap Index. The NASDAQ AlphaDEX Developed Markets Ex-US Small Cap Index employ
ting securities included in the index. The Fidelity Core Dividend Index is designed to reflect the performance of stocks of large and mid-
ing Markets Index. The NASDAQ AlphaDEX Emerging Markets Index employs the AlphaDEX stock selection methodology to select stoc
posit, time deposits, commercial paper and loans issued by issuers in emerging market countries ("Debt Instruments") that are denomin
DEX Emerging Markets Small Cap Index. The NASDAQ AlphaDEX Emerging Markets Small Cap Index employs the AlphaDEX stock se
e NASDAQ AlphaDEX Europe Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Europe Ind
ASDAQ AlphaDEX Eurozone Index is an enhanced index created and administered by The NASDAQ OMX Group, Inc. ( NASDAQ ) w
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ach company in the S&P SmallCap 600 EWI is allocated a fixed weight.
nt the bid-ask spread in the roll procedure and the daily reset costs, which will reduce the value of the Inverse Securities. The Inverse In
S $200 million. The Index is comprised of the 100 companies with the best combined rank of dividend payments and net stock buyback
of the Fund organized under the laws of the Cayman Islands (the Subsidiary ). The Fund will not invest directly in Commodity Futures.
ndices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Multi Cap Value Index is an enhanced index
indices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Multi Cap Growth Index is an enhanced ind
ompanies domiciled in countries classified as developed markets by the index provider (based primarily on World Bank income classific
ble Index constituents are common equity securities and American Depositary Receipts ( ADRs ) of ProSports Sponsors and ProSports
Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Australia Index
nc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Brazil Index that meet c
nc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ China Index that meet
g investment borrowings) in municipal debt securities that pay interest that is exempt from regular federal income taxes and California i
roup, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Canada Index th
panies that are listed and traded in the United States on registered exchanges ("Closed-End Funds").
tential. A convertible security is a debt instrument issued by corporations, yet has an embedded conversion option that generally enable
e broader market.
m signals.
to reflect the performance of stocks of large and mid-capitalization dividend-paying companies that are expected to continue to pay and
EX stock selection methodology to select stocks from the NASDAQ Developed Markets Ex-US Index. The Index is constructed by rankin
l Cap Index employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Developed Markets Ex-US Index. T
ks of large and mid-capitalization dividend-paying companies that are expected to continue to pay and grow their dividends.
dology to select stocks from the NASDAQ Emerging Markets Index. The Index is constructed by ranking the stocks in the NASDAQ Em
s") that are denominated in the local currency of the issuer.
AlphaDEX stock selection methodology to select stocks from the NASDAQ Emerging Markets Index. The Index is constructed by rankin
NASDAQ Europe Index. The Index is constructed by ranking the stocks in the NASDAQ Europe Index on growth factors including 3-, 6-
p, Inc. ( NASDAQ ) which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Eurozone Index that
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ties. The Inverse Investable Index continuously rolls on a daily basis from a short position in the first month VSTOXX futures contract to
d net stock buybacks, which are the key components of shareholder yield. The Index also screens for value and quality factors, and for c
Commodity Futures. The Fund expects to gain exposure to these investments exclusively by investing in the Subsidiary. The Subsidiary
n enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to
s an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology
ank income classifications); (ii) have an average rating of below-investment grade (as determined by the Index Provider); (iii) previously
sors and ProSports Broadcasters or their parent companies that are traded on a U.S. or non-U.S. exchange. Index constituents are equ
DAQ Australia Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Australia Index by ranking the eligible stock
zil Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Brazil Index by ranking the eligible stocks from the NAS
na Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX China Index by ranking the eligible stocks from the NA
xes and California income taxes (collectively, "Municipal Securities").
AQ Canada Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Canada Index by ranking the eligible stocks fr
at generally enables the security to be exchanged or converted into a predetermined number of shares of common stock. The fund is a
continue to pay and grow their dividends and have a positive correlation of returns to increasing 10-year U.S. Treasury yields.
onstructed by ranking the stocks in the NASDAQ Developed Markets Ex-US Index on growth factors including 3-, 6- and 12-month price
kets Ex-US Index. The Index is constructed by ranking the stocks in the NASDAQ Developed Markets Ex-US Index separately on grow
n the NASDAQ Emerging Markets index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year
onstructed by ranking the stocks in the NASDAQ Emerging Markets Index separately on growth and value factors.
ors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including
urozone Index that meet certain criteria.
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X futures contract to a short position in the second month contract. As a result of their short exposure to VSTOXX futures, the Inverse S
lity factors, and for companies that demonstrate low financial leverage.
ary. The Subsidiary is advised by First Trust Advisors L.P., the Fund s investment advisor. The Fund s investment in the Subsidiary is int
on methodology to select stocks that meet certain criteria from the three indices NASDAQ US 500 Large Cap Index, NASDAQ US 600
ection methodology to select stocks that meet certain criteria from the three indices NASDAQ US 500 Large Cap Index, NASDAQ US
der); (iii) previously had an average rating of investment grade; (iv) have at least $150 million of outstanding face value;(v) have a fixed
onstituents are equally-weighted when they are added to the Index and when the Index is rebalanced.
ing the eligible stocks from the NASDAQ Australia Index on growth factors including 3-, 6- and 12- month price appreciation, sales to pr
stocks from the NASDAQ Brazil Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year s
e stocks from the NASDAQ China Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year
the eligible stocks from the NASDAQ Canada Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price a
stock. The fund is actively managed, not index-based, offering the flexibility to strategically adjust market and sector exposure.
ury yields.
and 12-month price appreciation, sales to price and one year sales growth and separately on value factors including book value to pric
separately on growth and value factors.
price and one year sales growth and separately on value factors including book value to price, cash flow to price and return on assets.
ue factors including book value to price, cash flow to price and return on assets.
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ures, the Inverse Securities are more likely to increase in value when the volatility of European equities decreases and more likely to de
the Subsidiary is intended to provide the Fund with exposure to commodity markets within the limits of current federal income tax laws a
x, NASDAQ US 600 Mid Cap Index and NASDAQ US 700 Small Cap Index. Nasdaq constructs the NASDAQ AlphaDEX Multi Cap Valu
ndex, NASDAQ US 600 Mid Cap Index and NASDAQ US 700 Small Cap Index. Nasdaq constructs the NASDAQ AlphaDEX Multi Cap G
lue;(v) have a fixed-rate coupon; and (vi) have at least one year to maturity. In determining whether a bond has an average rating of inv
eciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and
price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. A
price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets
ion, sales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and retur
exposure.
g book value to price, cash flow to price and return on assets.
nd return on assets.
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nd more likely to decrease in value when the volatility of European equities increases.
al income tax laws applicable to investment companies such as the Fund, which limit the ability of investment companies to invest direc
DEX Multi Cap Value Index by ranking the eligible stocks within each index on growth factors including 3-, 6- and 12- month price appre
phaDEX Multi Cap Growth Index by ranking the eligible stocks within each index on growth factors including 3-, 6- and 12- month price a
verage rating of investment grade or below-investment grade, ratings from Moody s Investors Services ( Moody s ), Standard & Poor s
sh flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are rank
d return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of
nd return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum o
ow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked o
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anies to invest directly in Commodity Futures. The Subsidiary has the same investment objective as the Fund, but unlike the Fund, it ma
- month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cas
nd 12- month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price
Standard & Poor s Ratings Services and Fitch Ratings, Inc. ( Fitch ) are considered. Securities in the Underlying Index must be rated b
y, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a
nked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style.
anked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that styl
stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank
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nlike the Fund, it may invest without limitation in Commodity Futures. Except as otherwise noted, for purposes of this prospectus, refer-e
k value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately
book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separ
dex must be rated below-investment grade (lower than BBB- by Standard & Poor s Ratings Services and Fitch, or Baa3 by Moody s)
factors to receive a rank for that style.
a rank for that style.

e a rank for that style.
ors to receive a rank for that style.
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prospectus, refer-ences to the Fund s investments include the Fund s indirect investments through the Subsidiary. The Fund will invest
tors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value f
h factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or va
Baa3 by Moody s) using the middle rating of Moody s, Standard and Poor s Ratings Services, or Fitch after dropping the highest and lo
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The Fund will invest up to 25% of its total assets in the Subsidiary.
owth and/or value factors to receive a rank for that style. Each stock receives either its growth or value score as it s selection score bas
all growth and/or value factors to receive a rank for that style. Each stock receives either its growth or value score as it s selection score
g the highest and lowest available ratings. When a rating from only two agencies is available, the lower ( more conservative ) rating is u
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selection score based on it s style designation as determined by Nasdaq. The top 187 stocks from the NASDAQ US 500 Large Cap Va
s it s selection score based on it s style designation as determined by Nasdaq. The top 187 stocks from the NASDAQ US 500 Large Ca
ervative ) rating is used. When a rating from only one agency is available, that rating is used to determine eligibility in the Underlying Ind
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S 500 Large Cap Value Index, 225 stocks from the NASDAQ US 600 Mid Cap Value Index and 262 stocks from the NASDAQ US 700 Sm
Q US 500 Large Cap Growth Index, 225 stocks from the NASDAQ US 600 Mid Cap Growth Index and 262 stocks from the NASDAQ U
n the Underlying Index. If an issue is unrated, the Index Provider may consider expected ratings and/or issuer-level ratings adopted by a
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NASDAQ US 700 Small Cap Value Index based on the selection score determined in the previous step comprise the selected stocks . T
om the NASDAQ US 700 Small Cap Growth Index based on the selection score determined in the previous step comprise the selected
atings adopted by a ratings agency.
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selected stocks . The selected stocks are divided into quintiles based on their rankings within their size class and the top ranked quinti
mprise the selected stocks . The selected stocks are divided into quintiles based on their rankings within their size class and the top ran
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he top ranked quintiles receive a higher weight within the index. The NASDAQ AlphaDEX Multi Cap Value Index is comprised of the sele
lass and the top ranked quintiles receive a higher weight within the index. The NASDAQ AlphaDEX Multi Cap Growth Index is comprise
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omprised of the selected stocks in the following weights: the stocks selected from the NASDAQ US 500 Large Cap Value Index compris
h Index is comprised of the selected stocks in the following weights: the stocks selected from the NASDAQ US 500 Large Cap Growth I
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Value Index comprise 50%, the stocks selected from the NASDAQ US 600 Mid Cap Value Index comprise 30%, and the stocks selected
Large Cap Growth Index comprise 50%, the stocks selected from the NASDAQ US 600 Mid Cap Growth Index comprise 30%, and the
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the stocks selected from the NASDAQ US 700 Small Cap Value Index comprise 20%. The index is reconstituted and rebalanced quarte
prise 30%, and the stocks selected from the NASDAQ US 700 Small Cap Growth Index comprise 20%. The index is reconstituted and r
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The index is reconstituted and rebalanced quarterly.

x comprise 20%. The index is reconstituted and rebalanced quarterly.
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First Trust Large Cap Core AlphaDEX Fund FEX First Trust 33734K109
SPDR EURO STOXX 50 ETF FEZ State Street (SPDR) 78463X202
Formula Folios Hedged Growth ETF FFHG FormulaFolio Investment66538H674
Fieldstone/UVA Unconstrained Medium-Term FFIU Spinnaker ETF Trust 84858T202
First Trust FTSE EPRA/NAREIT Developed MarketFFR First Trust 33736N101
FormulaFolios Smart Growth ETF FFSG FormulaFolio Investment66538H567
FormulaFolios Tactical Growth ETF FFTG FormulaFolio Investment66538H575
Formula Folios Income ETF FFTI FormulaFolio Investment66538H666
Innovator IBD 50 ETF FFTY Innovator Management 004006508
First Trust DJ Global Select Dividend Index Fund FGD First Trust 33734X200
First Trust Germany AlphaDEX Fund FGM First Trust 33737J190
First Trust Hong Kong AlphaDEX Fund FHK First Trust 33737J240
Fidelity MSCI Health Care Index ETF FHLC Fidelity 316092600
iShares Edge U.S. Fixed Income Balanced Risk FIBR Blackrock (iShares) 46431W846
Fidelity MSCI Industrials Index ETF FIDU Fidelity 316092709
UBS AG FI Enhanced Europe 50 ETN FIEE UBS 90274D234
FI Enhanced Global High Yield Exchange Traded FIEG DBX Strategic Advisors 25155L293
CS FI Enhanced Europe 50 ETN FIEU Credit Suisse 22542D100
FI Enhanced Global High Yield ETN FIGY Barclays 06742C152
UBS AG FI Enhanced Global High Yield ETN FIHD UBS 90274D218
iShares MSCI Global Energy Producers ETF FILL Blackrock (iShares) 464286343
ProShares UltraPro Financial Select Sector FINU ProShares 74348A582
Global X FinTech Thematic ETF FINX Global X 37954Y814
ProShares UltraPro Short Financial Select Sector FINZ ProShares 74348A186
First Trust ISE Water Index Fund FIW First Trust 33733B100
First Trust TCW Opportunistic Fixed Income ETF FIXD First Trust 33740F805
First Trust Japan AlphaDEX Fund FJP First Trust 33737J158
First Trust South Korea AlphaDEX Fund FKO First Trust 33737J166
First Trust United Kingdom AlphaDEX Fund FKU First Trust 33737J224
Weatherstorm Forensic Accounting Long-Short E FLAG Exchange Traded Conce301505400
iPath US Treasury Flattener ETN FLAT Barclays iPath 06740L485
Franklin FTSE Australia ETF FLAU Franklin Templeton 35473P843
Franklin FTSE Brazil ETF FLBR Franklin Templeton 35473P835
Franklin FTSE Canada ETF FLCA Franklin Templeton 35473P827
FLCH Franklin FTSE China ETF FLCH Franklin Templeton 35473P819
Franklin Liberty Investment Grade Corporate ETF FLCO Franklin Templeton 35473P603
Franklin FTSE Europe ETF FLEE Franklin Templeton 35473P652
Franklin FTSE Europe Hedged ETF FLEH Franklin Templeton 35473P645
FI Enhanced Europe 50 ETN Series B FLEU Barclays iPath 06744M836
Franklin FTSE France ETF FLFR Franklin Templeton 35473P793
Franklin FTSE United Kingdom ETF FLGB Franklin Templeton 35473P678
Credit Suisse FI Large Cap Growth Enhanced ET FLGE Credit Suisse 22542D423
Franklin FTSE Germany ETF FLGR Franklin Templeton 35473P785
Franklin FTSE Hong Kong ETF FLHK Franklin Templeton 35473P777
Franklin Liberty International Opportunities ETF FLIO Franklin Templeton 35473P702
Franklin FTSE Italy ETF FLIY Franklin Templeton 35473P751
Franklin FTSE Japan Hedged ETF FLJH Franklin Templeton 35473P637
Franklin FTSE Japan ETF FLJP Franklin Templeton 35473P744
Franklin FTSE South Korea ETF FLKR Franklin Templeton 35473P710
Franklin Liberty U.S. Low Volatility ETF FLLV Franklin Templeton 35473P504
First Trust ISE Global Engineering and Construct FLM First Trust 33736M103
Franklin Liberty Municipal Bond ETF FLMB Franklin Templeton 35473P850
Franklin Liberty Intermediate Municipal Opportuni FLMI Franklin Templeton 35473P868
Franklin FTSE Mexico ETF FLMX Franklin Templeton 35473P736
First Trust Latin America AlphaDEX Fund FLN First Trust 33737J125
iShares Floating Rate Bond ETF FLOT Blackrock (iShares) 46429B655
Franklin LibertyQ Global Dividend ETF FLQD Franklin Templeton 35473P306
Franklin LibertyQ Emerging Markets ETF FLQE Franklin Templeton 35473P207
Franklin LibertyQ Global Equity ETF FLQG Franklin Templeton 35473P405
Franklin LibertyQ International Equity Hedged ET FLQH Franklin Templeton 35473P108
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US84858T2024 08/21/2017 0.5 Bonds
US66538H5679 11/01/2017 0.71 Target Date / Multi-Asset
US66538H5752 11/01/2017 1 Target Date / Multi-Asset
US66538H6669 06/06/2017 1 Bonds
US46431W8468 02/24/2015 0.25 Bonds
US25155L2934 10/08/2013 0.1 Target Date / Multi-Asset
US22542D1000 09/06/2013 0 Equities (Stocks)
US33740F8059 02/14/2017 0.55 Bonds
US06740L4858 08/09/2010 0.75 Bonds
US35473P6034 10/03/2016 0.4 Bonds
US35473P8501 08/31/2017 0.3 Bonds
US35473P8683 08/31/2017 0.3 Bonds
US46429B6552 06/14/2011 0.2 Bonds
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Not Applicable NASDAQ AlphaDEX Large The Fund will seek investment results that correspond generally to the price
Not Applicable EURO STOXX 50 Index The SPDR EURO STOXX 50 ETF before expenses seeks to closely match t
Hedge Fund Replication Not Applicable The FormulaFolios Hedged Growth ETF seeks to achieve capital growth by
Not Applicable Not Applicable The Fund seeks current income with limited risk to principal. The Fund seeks
Not Applicable FTSE EPRA/NAREIT DevFirst Trust FTSE EPRA/NAREIT Developed Markets Real Estate Index Fund
Not Applicable Not Applicable The Fund seeks long-term total return. The Fund seeks to achieve its investm
Not Applicable Not Applicable The Fund seeks long-term total return. The Fund seeks to achieve its investm
Not Applicable Not Applicable The FormulaFolios Income ETF seeks to provide steady income by accentua
Not Applicable IBD 50 Index Innovator IBD 50 ETF is an exchange-traded fund actively managed and wil
Not Applicable Dow Jones Global SelectFirst Trust Dow Jones Global Select Dividend Index Fund is an exchange-tra
Not Applicable NASDAQ AlphaDEX Germ The First Trust Germany AlphaDEX Fund is an exchange-traded fund. The i
Not Applicable NASDAQ AlphaDEX Hong The First Trust Hong Kong AlphaDEX Fund is an exchange-traded fund. The
Not Applicable MSCI USA IMI Health CaThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Not Applicable The iShares Edge U.S. Fixed Income Balanced Risk ETF seeks total return
Not Applicable MSCI USA IMI Industrial The ETF seeks to provide investment returns that correspond, before fees a
Not Applicable STOXX Europe 50 USD (G FI Enhanced Europe 50 ETN is an exchange-traded note linked to the perfor
Not Applicable MSCI World High DividenFI Enhanced Global High Yield ETN is an exchange-traded note issued in th
Not Applicable STOXX Europe 50 IndexThe ETNs are designed for investors who seek a leveraged return linked to t
Not Applicable MSCI World High DividenBarclays ETN+ FI Enhanced Global High Yield ETN, (NYSEArca: FIGY) that
Not Applicable MSCI World High DividenThe UBS AG FI Enhanced Global High Yield ETN due March 3, 2026 (the S
Not Applicable MSCI ACWI Select Energy The iShares MSCI Global Energy Producers Fund seeks investment results
Not Applicable S&P Financial Select SecProShares UltraPro Financial Select Sector seeks daily investment results, b
Not Applicable Indxx Global Fintech TheThe Global X FinTech Thematic ETF seeks to provide investment results tha
Not Applicable S&P Financial Select SecProShares UltraPro Short Financial Select Sector seeks daily investment res
Not Applicable ISE Water Index The First Trust ISE Water Index Fund is an exchange-traded fund. The inve
Not Applicable Not Applicable The First Trust TCW Opportunistic Fixed Income ETF is an actively managed
Not Applicable NASDAQ AlphaDEX JapaThe First Trust Japan AlphaDEX Fund is an exchange-traded fund. The inve
Not Applicable NASDAQ AlphaDEX SoutThe First Trust South Korea AlphaDEX Fund is an exchange-traded fund. Th
Not Applicable NASDAQ AlphaDEX Unite The First Trust United Kingdom AlphaDEX Fund is an exchange-traded fund
Not Applicable WeatherStorm Forensic AThe Forensic Accounting Long-Short Fund (FLAG) seeks to provide investm
Not Applicable Barclays Capital U.S. Tr The iPath US Treasury Flattener Exchange Traded Note is linked inversely to
Not Applicable FTSE Australia Capped Franklin FTSE Australia ETF seeks to provide investment results that closely
Not Applicable FTSE Brazil Capped Ind Franklin FTSE Brazil ETF seeks to provide investment results that closely co
Not Applicable FTSE Canada Capped I Franklin FTSE Canada ETF seeks to provide investment results that closely
Not Applicable FTSE China Capped Ind Franklin FTSE China ETF seeks to provide investment results that closely co
Not Applicable Not Applicable The fund seeks to provide a high level of current income as is consistent with
Not Applicable FTSE Developed EuropeFranklin FTSE Europe ETF seeks to provide investment results that closely c
Not Applicable FTSE Developed EuropeFranklin FTSE Europe Hedged ETF seeks to provide investment results that
Not Applicable STOXX Europe 50 IndexBarclays ETN+ FI Enhanced Europe 50 Exchange Traded Notes Series B (th
Not Applicable FTSE France Capped In Franklin FTSE France ETF seeks to provide investment results that closely c
Not Applicable FTSE UK Capped Index Franklin FTSE United Kingdom ETF seeks to provide investment results that
Not Applicable Russell 1000 Growth Ind FI Large Cap Growth Enhanced ETN is an exchange-traded note issued in t
Not Applicable FTSE Germany Capped Franklin FTSE Germany ETF seeks to provide investment results that closel
Not Applicable FTSE Hong Kong Capped Franklin FTSE Hong Kong ETF seeks to provide investment results that clos
Not Applicable Not Applicable The fund seeks long-term capital appreciation by investing predominantly in
Not Applicable FTSE Italy Capped Inde Franklin FTSE Italy ETF seeks to provide investment results that closely corr
Not Applicable FTSE Japan Capped HedFranklin FTSE Japan Hedged ETF seeks to provide investment results that c
Not Applicable FTSE Japan Capped IndFranklin FTSE Japan ETF seeks to provide investment results that closely co
Not Applicable FTSE South Korea CappFranklin FTSE South Korea ETF seeks to provide investment results that clo
Not Applicable Not Applicable The fund seeks capital appreciation with an emphasis on lower volatility than
Not Applicable ISE Global Engineering First Trust ISE Global Engineering and Construction Index Fund is an excha
Not Applicable Not Applicable The fund seeks to provide investors with a high level of current income that i
Not Applicable Not Applicable The fund seeks to provide investors with a high level of current income that i
Not Applicable FTSE Mexico Capped In Franklin FTSE Mexico ETF seeks to provide investment results that closely c
Not Applicable NASDAQ AlphaDEX LatinThe First Trust Latin America AlphaDEX Fund is an exchange-traded fund. T
Not Applicable Bloomberg Barclays US FThe iShares Floating Rate Note Fund seeks investment results that correspo
Not Applicable LibertyQ Global DividendThe fund seeks to provide investment results that closely correspond, before
Not Applicable LibertyQ Emerging MarkeThe fund seeks to provide investment results that closely correspond, before
Not Applicable LibertyQ Global Equity I The fund seeks to provide investment results that closely correspond, before
Not Applicable LibertyQ International E The fund seeks to provide investment results that closely correspond, before
375033264.xls
170
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Large Cap Core In
to closely match the returns and characteristics of the EURO STOXX 50 Index Fund (ticker: SX5U).
capital growth by investing primarily in domestic equity securities of various market capitalizations, with the ability to hedge using US Tr
al. The Fund seeks to achieve its investment objective of current income by investing principally in debt securities of any kind. The portfo
Estate Index Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond gen
achieve its investment objective by investing primarily in foreign and domestic growth-oriented equity securities of any market capitaliza
achieve its investment objective by investing primarily in foreign and domestic growth-oriented equity securities of any market capitaliza
ncome by accentuating the fixed-income asset classes showing the greatest potential for stable long term returns with minimal risk. This
managed and will generally hold all of the companies included in the IBD 50 Index other than during periods when the Fund is rebalan
s an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price a
traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before
e-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, befor
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Health Care Index.
seeks total return and preservation of capital. Seeks to generate income through a diversified portfolio of U.S. bonds, balancing interest
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Industrials Index.
inked to the performance of STOXX Europe 50 USD (Gross Return) Index, less investor fees. The ETN will provide investors with a cas
d note issued in the USA by Deutsche Bank AG. The Note aims to provide investors with a cash payment at the scheduled maturity or re
d return linked to the performance of the STOXX Europe 50 USD (Gross Return) Index, an index composed of the equity securities of 5
EArca: FIGY) that s focused on high-yielding stocks from around the world.
ch 3, 2026 (the Securities ) are a series of FI Enhanced ETNs linked to the MSCI World High Dividend Yield USD Gross Total Return In
nvestment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI ACWI Select En
vestment results, before fees and expenses, that correspond to three times (3x) the daily performance of the S&P Financial Select Secto
stment results that correspond generally to the price and yield performance, before fees and expenses, of the Indxx Global FinTech The
aily investment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the S&P F
ed fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fees
n actively managed exchange-traded fund. The Funds investment objective is to seek to maximize long-term total return. Under normal m
ge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield (befo
hange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield,
o provide investment results that, before fees and expenses, correspond generally to the price and yield performance of The WeatherS
linked inversely to the performance of the Barclays Capital US Treasury 2Y/10Y Yield Curve Index . The index employs a strategy that
results that closely correspond, before fees and expenses, to the performance of the FTSE Australia Capped Index. FTSE Australia Cap
ults that closely correspond, before fees and expenses, to the performance of the FTSE Brazil Capped Index. FTSE Brazil Capped Inde
esults that closely correspond, before fees and expenses, to the performance of the FTSE Canada Capped Index. FTSE Canada Capp
ults that closely correspond, before fees and expenses, to the performance of the FTSE China Capped Index. FTSE China Capped Ind
s is consistent with prudent investing, while seeking preservation of capital, by investing at least 80% of its net assets in investment gra
esults that closely correspond, before fees and expenses, to the performance of the FTSE Developed Europe Capped Index. FTSE Dev
stment results that closely correspond, before fees and expenses, to the performance of the FTSE Developed Europe Capped Hedged
Notes Series B (the ETNs ) that Barclays Bank PLC may issue from time to time are linked to a quarterly rebalanced leveraged particip
sults that closely correspond, before fees and expenses, to the performance of the FTSE France Capped Index. FTSE France Capped
stment results that closely correspond, before fees and expenses, to the performance of the FTSE UK Capped Index. FTSE UK Capped
ed note issued in the USA. The ETNs provide investors with a cash payment at the scheduled maturity or optional redemption based on
results that closely correspond, before fees and expenses, to the performance of the FTSE Germany Capped Index. FTSE Germany C
nt results that closely correspond, before fees and expenses, to the performance of FTSE Hong Kong Capped Index. FTSE Hong Kong
predominantly in equity securities in developed, developing and frontier markets outside of the U.S. across the entire market capitaliza
ts that closely correspond, before fees and expenses, to the performance of the FTSE Italy Capped Index. FTSE Italy Capped Index is
ment results that closely correspond, before fees and expenses, to the performance of the FTSE Japan Capped Hedged Index. FTSE J
sults that closely correspond, before fees and expenses, to the performance of the FTSE Japan Capped Index. FTSE Japan Capped Ind
ent results that closely correspond, before fees and expenses, to the performance of the FTSE South Korea Capped Index. FTSE Sout
ower volatility than the broader equity market, as measured by the Russell 1000 Index. The fund applies a fundamentally driven bottom
Fund is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the
rrent income that is exempt from federal income taxes by investing at least 80% of its net assets in municipal securities whose interest i
rrent income that is exempt from federal income taxes by investing at least 80% of its net assets in municipal securities whose interest i
sults that closely correspond, before fees and expenses, to the performance of the FTSE Mexico Capped Index. FTSE Mexico Capped
nge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, bef
sults that correspond generally to the price and yield performance, before fees and expenses, of the Barclays Capital US Floating Rate
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ Global Dividend Index. The u
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ Emerging Markets Index. The
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ Global Equity Index. The und
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ International Equity Hedged
375033264.xls
171
X Large Cap Core Index(the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ O
hedge using US Treasuries and inverse market positions through other unaffiliated exchange traded funds. The Fund consists of two p
any kind. The portfolio will be composed of U.S. and multinational paper rated BB or better and investment grade mortgages, but with a
hat correspond generally to the price and yield before fees and expenses of an equity index called the FTSE EPRA/NAREIT Developed
ny market capitalization, domestic investment grade fixed income securities of any maturity or duration, domestic real estate investment
ny market capitalization, domestic investment grade fixed income securities of any maturity or duration, domestic real estate investment
h minimal risk. This Fund uses a proprietary investment model to rank 5 major fixed income asset classes (US treasuries, investment gr
the Fund is rebalanced due to changes in the constitution of the IBD 50 Index. The Fund will not invest in the IBD 50 Index companies
nerally to the price and yield before fees and expenses of an equity index called the Dow Jones Global Select Dividend Index.
e and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Germany Index. The NASDAQ Alp
rice and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Hong Kong Index. The NASDAQ
s, balancing interest rate and credit risk to provide risk-adjusted total return. Aims to protect against rising rates by reducing the portfolio
investors with a cash payment at the scheduled maturity or early redemption based on the 2x leveraged performance of the underlying
eduled maturity or repurchase based on the leveraged performance of the MSCI World High Dividend Yield USD Gross Total Return Ind
equity securities of 50 European companies selected from within the STOXX Europe 600 Index.
Gross Total Return Index (the Index ). The Securities are senior unsecured debt securities issued by UBS AG (UBS). The Securities are
SCI ACWI Select Energy Producers Investable Market Index.
nancial Select Sector Index. The S&P Financial Select Sector Index represents the financial industry group of the S&P 500. The Index is
Global FinTech Thematic Index. The Global X FinTech Thematic ETF (FINX) seeks to invest in companies on the leading edge of the e
mance of the S&P Financial Select Sector Index. The S&P Financial Select Sector Index represents the financial industry group of the S
nd yield before fees and expenses of an equity index called the ISE Water Index.
urn. Under normal market conditions, the Fund pursues its objective by investing at least 80% of its net assets (including investment bo
nd yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Japan Index. The NASDAQ AlphaDE
price and yield (before the Funds fees and expenses) of an equity index called the NASDAQ AlphaDEX South Korea Index. The NASD
he price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX United Kingdom Index. The
ce of The WeatherStorm Forensic Accounting Long-Short Index. The WeatherStorm Forensic Accounting Long-Short Index uses financi
loys a strategy that seeks to capture returns that are potentially available from a "steepening" or "flattening", as applicable, of the U.S. T
FTSE Australia Capped Index is a market-capitalization weighted index representing the performance of Australian large and mid capita
Brazil Capped Index is a market-capitalization weighted index representing the performance of Brazilian large and mid capitalization st
TSE Canada Capped Index is a market-capitalization weighted index representing the performance of Canadian large and mid capitaliz
E China Capped Index is a market-capitalization weighted index representing the performance of Chinese large and mid capitalization s
s in investment grade corporate debt securities and investments. The Fund may invest up to 40% of its net assets in foreign securities,
ed Index. FTSE Developed Europe Capped Index is a market-capitalization weighted index representing the performance of large and m
pe Capped Hedged Index. FTSE Developed Europe Capped Hedged to USD Index is a market-capitalization weighted index representin
ed leveraged participation in the performance of the STOXX Europe 50 USD (Gross Return) Index (the Index ). The ETNs do not pay an
SE France Capped Index is a market-capitalization weighted index representing the performance of French large and mid capitalization
x. FTSE UK Capped Index is a market-capitalization weighted index representing the performance of UK large and mid capitalization st
demption based on leveraged participation reblanced on a quarterly basis in the Russell 1000 Growth Total Return Index.
. FTSE Germany Capped Index is a market-capitalization weighted index representing the performance of German large and mid capita
x. FTSE Hong Kong Capped Index is a market-capitalization weighted index representing the performance of Hong Kong large and mid
re market capitalization spectrum. The fund invests in equity securities of companies listed on stock markets in regions/countries that m
ly Capped Index is a market-capitalization weighted index representing the performance of Italian large and mid capitalization stocks.
dged Index. FTSE Japan Capped Hedged to USD Index is a market-capitalization weighted index representing the performance of Japa
E Japan Capped Index is a market-capitalization weighted index representing the performance of Japanese large and mid capitalization
d Index. FTSE South Korea Capped Index is a market-capitalization weighted index representing the performance of South Korean larg
ntally driven bottom-up research process to identify stocks that exhibit strong fundamental characteristics and screens for stocks with t
nd generally to the price and yield before the Funds fees and expenses of the ISE Global Engineering and Construction Index.
ies whose interest is free from federal income taxes, including the federal alternative minimum tax.
ies whose interest is free from federal income taxes, including the federal alternative minimum tax.
SE Mexico Capped Index is a market-capitalization weighted index representing the performance of Mexican large and mid capitalizatio
price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Latin America Index. The NASD
al US Floating Rate Note < 5 Years Index.
vidend Index. The underlying LibertyQ Global Dividend Index includes stocks from developed and emerging market countries with high
Markets Index. The underlying LibertyQ Emerging Markets Index includes stocks from emerging markets countries that have favorable
quity Index. The underlying LibertyQ Global Equity Index includes stocks from developed and emerging markets that have favorable exp
nal Equity Hedged Index. The underlying LibertyQ International Equity Hedged Index includes stocks from developed markets, excludin
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nd consists of two proprietary investment models and seeks to provide a flexible allocation based on various market environment condit
ortgages, but with a mandate to invest up to 20% of the assets without constraints.
NAREIT Developed Index.
al estate investment trusts ( REITs ), and commodities (gold) securities through other exchange traded funds ( ETFs ).
al estate investment trusts ( REITs ), and commodities (gold) securities through other exchange traded funds ( ETFs ).
uries, investment grade US bonds, high-yield US bonds, US aggregate bond, and international government bond) based on the stronge
50 Index companies in the same proportion as reflected in the Index. Innovator IBD 50 ETF invests in the Top 50 growth stocks as selec
nd Index.
x. The NASDAQ AlphaDEX Germany Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NAS
ndex. The NASDAQ AlphaDEX Hong Kong Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc.
ducing the portfolio s potential for concentrated interest rate risk. Introduces a smart beta solution to fixed income through a low cost, tr
e of the underlying index, STOXX Europe 50 USD (Gross Return) Index. The STOXX Europe 50 index provides a blue-chip representa
oss Total Return Index.
. The Securities are designed to provide a two times leveraged long exposure to the performance of the Index compounded on a quarte
&P 500. The Index is one of ten S&P Select Sector Indices, each designed to measure the performance of a sector of the S&P 500. The
ading edge of the emerging financial technology sector, which encompasses a range of innovations helping to transform established ind
dustry group of the S&P 500 . The Index is one of ten S&P Select Sector Indices, each designed to measure the performance of a secto
uding investment borrowings) in fixed income securities of any credit quality.

NASDAQ AlphaDEX Japan Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASDAQ") w
a Index. The NASDAQ AlphaDEX South Korea Index is an "enhanced" index created and administered by The NASDAQ OMX Group,
Kingdom Index. The NASDAQ AlphaDEX United Kingdom Index is an "enhanced" index created and administered by The NASDAQ OM
t Index uses financial statement analysis in an attempt to avoid companies with aggressive revenue recognition while investing in comp
icable, of the U.S. Treasury yield curve through a notional rolling investment in U.S. Treasury note futures contracts. The level of the ind
large and mid capitalization stocks.
mid capitalization stocks.
ge and mid capitalization stocks.
n foreign securities, including those in developing markets, and up to 15% of its net assets in non-U.S. dollar denominated securities. Un
ance of large and mid capitlization stocks domiciled in European countries classified as Developed.
ed index representing the performance of large and mid capitalization stocks domiciled in European countries classified as Developed.
ETNs do not pay any interest during their term and do not guarantee any return of principal at maturity, upon redemption or upon an au
d mid capitalization stocks.
large and mid capitalization stocks.

Kong large and mid capitalization stocks.
ns/countries that may include, but are not limited to, Africa; Australia; Canada; Latin America; Europe (including the United Kingdom); A
pitalization stocks.
performance of Japanese large and mid capitalization stocks.
nd mid capitalization stocks.
f South Korean large and mid capitalization stocks.
ens for stocks with the lowest realized volatility scores, based on our proprietary quantitative model, relative to their corresponding secto
ction Index.
and mid capitalization stocks.

ca Index. The NASDAQ AlphaDEX Latin America Index employs the AlphaDEX stock selection methodology to select stocks from the N
countries with high and persistent dividend income that have favorable exposure to the quality investment-style factor. The LibertyQ Glo
that have favorable exposure to four investment style factors quality, value, momentum and low volatility. The LibertyQ Emerging Marke
have favorable exposure to four investment style factors quality, value, momentum and low volatility. The LibertyQ Global Equity Index
d markets, excluding the U.S. and Canada that have favorable exposure to four investment style factors quality, value, momentum and
375033264.xls
173
dices through the use of the AlphaDEX selection methodology.
environment conditions.
ased on the strongest combination of yield spread and price momentum (higher price momentum and lower yield spreads). Following th
wth stocks as selected by IBD.
X Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Germany Ind
Q OMX Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Hong K
rough a low cost, transparent, rules based strategy.
ue-chip representation of supersector leaders in Europe covering almost 50% of the free-float market capitalization of the European sto
ounded on a quarterly basis, reduced by the Accrued Fees (as defined in the accompanying product supplement). Because the Securiti
of the S&P 500. The Index includes companies involved in banking, thrifts and mortgage finance, specialized finance, consumer finance
form established industries like insurance, investing, fundraising, and third-party lending through unique mobile and digital solutions. Th
ormance of a sector of the S&P 500. The Index includes companies involved in banking, thrifts and mortgage finance, specialized finan
Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Japan Index that mee
SDAQ OMX Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ So
by The NASDAQ OMX Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NA
e investing in companies that have high earnings quality.
The level of the index is designed to increase in response to a "steepening" of the yield curve and to decrease in response to a "flatten
nated securities. Under normal market conditions, the Fund invests at least 80% of its net assets in investment grade corporate debt se
ied as Developed.
ption or upon an automatic termination event. Unless an automatic termination event (as defined below) occurs, you will receive a cash
United Kingdom); Asia (including Japan, Korea, China and India); and the Middle East. Under normal market conditions, the Fund will p
corresponding sectors. Risk considerations are incorporated into the final stock selection process. Under normal market conditions, the
ct stocks from the NASDAQ Latin America Index. The Index is constructed by ranking the stocks in the NASDAQ Latin America Index on
or. The LibertyQ Global Dividend Index is based on the MSCI ACWI ex REITs Index, its parent index, which includes large and mid-cap
yQ Emerging Markets Index is based on the MSCI Emerging Markets Index, its parent index, which includes large and mid-cap stocks a
Global Equity Index is based on the MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed and
ue, momentum and low volatility. The LibertyQ International Equity Hedged Index is designed to represent a close estimation of the perf
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174
reads). Following the ranking process, the three highest-ranked asset classes are allocated to the Fund, while the two lowest ranked as
SDAQ Germany Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Germany Index by ranking the eligible s
he NASDAQ Hong Kong Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Hong Kong Index by ranking th
of the European stock market. The index covers 50 stocks from 18 European countries: Austria, Belgium, Czech Republic, Denmark, Fi
Because the Securities are two times leveraged with respect to the Index, the Securities may benefit from two times any positive, but will
, consumer finance, asset management and custody banks, investment banking and brokerage, insurance, and REITs.
digital solutions. The Indxx Global Fintech Thematic Index is designed to track the performance of companies listed in developed marke
e, specialized finance, consumer finance, asset management and custody banks, investment banking and brokerage, insurance, and R
pan Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Japan Index by ranking the eligible stocks from the N
om the NASDAQ South Korea Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX South Korea Index by rank
t stocks from the NASDAQ United Kingdom Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX United Kingd
sponse to a "flattening" of the yield curve. To accomplish this objective, the performance of the index tracks the returns of a notional inv
e corporate debt securities and investments. Investment grade debt securities are securities that are rated at the time of purchase in th
will receive a cash payment at maturity or upon redemption based on a leveraged participation in the performance of the Index (calcula
ons, the Fund will provide exposure to investments that are economically tied to at least three different countries. The equity securities i
rket conditions, the Fund invests at least 80% of its net assets in U.S. investments. The Fund invests primarily in equity securities (princ
tin America Index on growth factors including 3-, 6- and 12-month price appreciation, sales to price and one year sales growth and sepa
large and mid-cap stocks across Developed and Emerging Market countries. The LibertyQ Global Dividend Index is designed to reflect
nd mid-cap stocks across Emerging Markets countries. The LibertyQ Emerging Markets Index is designed to reflect the performance of
oss Developed and Emerging Market countries. The LibertyQ Global Equity Index is designed to reflect the performance of a Franklin T
stimation of the performance that can be achieved by hedging the currency exposures of its parent index, the LibertyQ International Equ
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wo lowest ranked asset classes are left out of the Fund. When few (2 or fewer) or none of the asset classes meet the model s price mom
anking the eligible stocks from the NASDAQ Germany Index on growth factors including 3-, 6- and 12- month price appreciation, sales t
Index by ranking the eligible stocks from the NASDAQ Hong Kong Index on growth factors including 3-, 6- and 12- month price appreci
public, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Sw
any positive, but will be exposed to two times any negative, quarterly compounded performance of the Index. The return on the Securitie
in developed markets that are offering technology-driven financial services which are disrupting existing business models in the financia
e, insurance, and REITs.
le stocks from the NASDAQ Japan Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one yea
Korea Index by ranking the eligible stocks from the NASDAQ South Korea Index on growth factors including 3-, 6- and 12- month price a
aDEX United Kingdom Index by ranking the eligible stocks from the NASDAQ United Kingdom Index on growth factors including 3-, 6- a
rns of a notional investment in a weighted "long" position in relation to 2-year Treasury futures contracts and a weighted "short" position
me of purchase in the top four ratings categories by one or more independent rating organizations such as Standard & Poor s (S&P) (rat
of the Index (calculated as described below) less applicable fees and charges. The return on the ETNs is linked to a leveraged participa
e equity securities in which the Fund invests are principally common stocks and preferred stocks. The Fund also may invest in exchang
uity securities (principally common stocks) of U.S. companies, which are those that: are organized under the laws of, or have a principal
es growth and separately on value factors including book value to price, cash flow to price and return on assets.
s designed to reflect the performance of a Franklin Templeton strategy that seeks exposure to securities with high and persistent dividen
the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.
ance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.
Q International Equity Index, to the US Dollar, the home currency for the hedged index. The LibertyQ International Equity Index is bas
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e model s price momentum criteria, the Fund may invest heavily in short-term treasury bonds until more asset classes become favorable
ppreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price a
month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash f
Spain, Sweden, Switzerland, and the United Kingdom. The index is weighted quarterly according to free-float market capitalization with
turn on the Securities, however, can, and most likely will, differ significantly from two times the return on a direct investment in the Index
odels in the financial services and banking sectors.
to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on asset
nd 12- month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price
ors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separately on value factors includin
hted "short" position in relation to 10-year Treasury futures contracts, as traded on the Chicago Board of Trade.
& Poor s (S&P) (rated BBB- or better) or Moody s Investors Service (Moody s) (rated Baa3 or higher) or, if unrated, are determined to b
leveraged participation in the performance of the Index. The Index is composed of 50 European blue-chip companies (the Index Cons
ay invest in exchange-traded funds (ETFs) to obtain exposure to equity investments in local markets. The Fund may, from time to time, h
or have a principal office in, or for whose securities the principal trading market is, the U.S.; or derive 50% or more of their total revenu
d persistent dividend income along with superior quality characteristics.

d Low Volatility.
Equity Index is based on the MSCI EAFE Index, its parent index, which includes large and mid-cap stocks across Developed Market co
375033264.xls
177
s become favorable for investing.
cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are
alue to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, a
et capitalization with components capped at a maximum of 10% and is reviewed annually in September.
estment in the Index. The Securities are very sensitive to changes in the performance of the Index, and returns on the Securities may be
and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum
book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separ
alue factors including book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the grow
are determined to be of comparable quality by the Fund s investment manager. Derivatives whose reference securities are investment g
es (the Index Constituents ) selected from within the STOXX Europe 600 Index (the Parent Index ). The Parent Index contains the 60
from time to time, have significant positions in particular sectors such as financials.
of their total revenue or profit from either goods or services produced, or sales made, in the U.S.; or have 50% or more of their assets in
eveloped Market countries excluding the US and Canada. The LibertyQ International Equity Index is designed to reflect the performanc
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ately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receiv
s and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value fac
e Securities may be negatively impacted in complex ways by volatility of the Index on a quarterly basis. The return on the Securities is l
ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that st
h factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or va
of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data fo
es are investment grade are considered by the Fund to be investment grade investments. Corporate issuers may include corporate or o
dex contains the 600 largest stocks traded on the major exchanges of 17 European countries: Austria, Belgium, Czech Republic, Denm
ore of their assets in the U.S. The Fund seeks capital appreciation while providing a lower level of volatility than the broader equity mark
lect the performance of a Franklin Templeton strategy that seeks exposure to four factors: Quality, Value, Momentum and Low Volatility.
375033264.xls
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lue factors to receive a rank for that style.

wth and/or value factors to receive a rank for that style.
n the Securities is linked to the MSCI World High Dividend Yield USD Gross Total Return Index. The level of the Index reflects both the
ve a rank for that style.

all growth and/or value factors to receive a rank for that style.
k must have data for all growth and/or value factors to receive a rank for that style.
clude corporate or other business entities in which a sovereign or governmental agency or entity may have, indirectly or directly, an inte
ch Republic, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Portugal, Spain, Sweden, Switz
broader equity market as measured by the Russell 1000 Index. Volatility is a statistical measurement of the frequency and level of up a
m and Low Volatility.
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180
ex reflects both the price performance of the Index Constituent Securities and the reinvestment of dividends on the Index Constituent S
y or directly, an interest, including a majority or greater ownership interest. The Fund invests primarily in U.S. dollar denominated corpor
pain, Sweden, Switzerland and the United Kingdom. The Index is calculated, maintained and published by STOXX Limited (the index s
ncy and level of up and down fluctuations of a fund s returns over time. Therefore, in this context, seeking to provide a lower level of vola
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ndex Constituent Securities.
denominated corporate debt securities issued by U.S. and foreign companies. The Fund may invest in debt securities of any maturity or
Limited (the index sponsor ), which launched the Index on March 27, 2012.
a lower level of volatility than the broader equity market means that the Fund seeks returns that fluctuate less than the returns of the Ru
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182
s of any maturity or duration. The Fund s focus on the credit quality of its portfolio is intended to reduce credit risk and help to preserve
he returns of the Russell 1000 Index.
375033264.xls
183
nd help to preserve the Fund s capital. The Fund may invest up to 40% of its net assets in foreign securities, including those in developin
375033264.xls
184
g those in developing markets, and up to 15% of its net assets in non-U.S. dollar denominated securities.
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185
Franklin LibertyQ U.S. Equity ETF FLQL Franklin Templeton 35473P801

Franklin LibertyQ U.S. Mid Cap Equity ETF FLQM Franklin Templeton 35473P884
Franklin LibertyQ US Small Cap Equity ETF FLQS Franklin Templeton 35473P876
SPDR Barclays Investment Grade Floating Rate FLRN State Street (SPDR) 78468R200
Pacific Asset Enhanced Floating Rate ETF FLRT Advisor Shares 00768Y594
Fidelity Limited Term Bond ETF FLTB Fidelity 316188200
VanEck Vectors Investment Grade Floating Rate FLTR Van Eck Associates Corp92189F486
Franklin FTSE Taiwan ETF FLTW Franklin Templeton 35473P686
iShares MSCI Frontier 100 ETF FM Blackrock (iShares) 464286145
Fidelity MSCI Materials Index ETF FMAT Fidelity 316092881
First Trust Managed Municipal ETF FMB First Trust 33739N108
Fieldstone Merlin Dynamic Large Cap Growth Fu FMDG Spinnaker ETF Trust 84858T103
First Trust Morningstar Managed Futures Strateg FMF First Trust 33739G103
First Trust Municipal High Income ETF FMHI First Trust 33739P301
First Trust Mega Cap AlphaDEX Fund FMK First Trust 33737M508
iShares Edge MSCI Multifactor Financials ETF FNCF Blackrock (iShares) 46435G581
Fidelity MSCI Financials Index ETF FNCL Fidelity 316092501
Schwab Fundamental U.S. Small Company Index FNDA Schwab 808524763
Schwab Fundamental U.S. Broad Market Index E FNDB Schwab 808524789
Schwab Fundamental International Small Cap Co FNDC Schwab 808524748
Schwab Fundamental Emerging Markets Large C FNDE Schwab 808524730
Schwab Fundamental International Large CompanFNDF Schwab 808524755
Schwab Fundamental U.S. Large Company Index FNDX Schwab 808524771
AdvisorShares New Tech and Media ETF FNG Advisor Shares 00768Y552
First Trust ISE Chindia Index Fund FNI First Trust 33733A102
First Trust Mid Cap Value AlphaDEX Fund FNK First Trust 33737M201
First Trust Mid Cap Core AlphaDEX Fund FNX First Trust 33735B108
First Trust Mid Cap Growth AlphaDEX Fund FNY First Trust 33737M102
Gabelli Food of All Nations NextShares FOANC Eaton Vance 36252L300
iPath Pure Beta Aluminum ETN FOIL Barclays iPath 06740P171
First Trust Nasdaq Smartphone Index Fund FONE First Trust 33737K106
First Trust Asia Pacific ex-Japan AlphaDEX Fund FPA First Trust 33737J109
First Trust Preferred Securities and Income ETF FPE First Trust 33739E108
First Trust Institutional Preferred Securities and FPEI First Trust 33739P855
First Trust US IPO Index Fund FPX First Trust 336920103
First Trust International IPO ETF FPXI First Trust 33734X853
Fidelity Quality Factor ETF FQAL Fidelity 316092790
VanEck Vectors Unconventional Oil & Gas ETF FRAK Van Eck Associates Corp92189F668
Fidelity MSCI Real Estate Index ETF FREL Fidelity 316092857
First Trust S&P REIT Index Fund FRI First Trust 33734G108
Guggenheim Frontier Markets ETF FRN Guggenheim 18383Q838
Fidelity MSCI Consumer Staples Index ETF FSTA Fidelity 316092303
First Trust Switzerland AlphaDEX Fund FSZ First Trust 33737J232
First Trust Large Cap Value AlphaDEX Fund FTA First Trust 33735J101
First Trust Indxx Global Agriculture ETF FTAG First Trust 33734X812
First Trust Large Cap Growth AlphaDEX Fund FTC First Trust 33735K108
First Trust Capital Strength ETF FTCS First Trust 33733E104
Fidelity MSCI Information Technology Index ETF FTEC Fidelity 316092808
First Trust Global Tactical Commodity Strategy Fu FTGC First Trust 33739H101
First Trust BuyWrite Income ETF FTHI First Trust 33738R308
First Trust Hedged BuyWrite Income ETF FTLB First Trust 33738R407
First Trust Long/Short Equity ETF FTLS First Trust 33739P103
First Trust Indxx Global Natural Resources Inco FTRI First Trust 33734X838
Franklin Short Duration US Government ETF FTSD Franklin Templeton 353506108
First Trust Senior Loan ETF FTSL First Trust 33738D309
First Trust Enhanced Short Maturity ETF FTSM First Trust 33739Q408
Aptus Fortified Value ETF FTVA Aptus Capital Advisors 26922A610
First Trust Taiwan AlphaDEX Fund FTW First Trust 33737J257
First Trust Nasdaq Retail ETF FTXD First Trust 33738R829
First Trust Nasdaq Food & Beverage ETF FTXG First Trust 33738R852
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186

US78468R2004 11/30/2011 0.15 Bonds
US00768Y5942 02/18/2015 1.12 Bonds
US3161882002 10/06/2014 0.45 Bonds
US92189F4862 04/25/2011 0.14 Bonds
US33739N1081 05/13/2014 0.5 Bonds
US33739G1031 08/01/2013 1 Other Asset Types
US33739P3010 11/01/2017 0.55 Bonds
US33739P8555 08/22/2017 0.85 Target Date / Multi-Asset
US3535061085 11/04/2013 0.3 Bonds
US33738D3098 05/02/2013 0.85 Bonds
US33739Q4082 08/06/2014 0.25 Bonds
375033264.xls
187
Not Applicable LibertyQ US Large Cap EThe fund seeks to provide investment results that closely correspond, before
Not Applicable LibertyQ Mid Cap Index The fund seeks to provide investment results that closely correspond, before
Not Applicable LibertyQ Small Cap Inde The fund seeks to provide investment results that closely correspond, before
Not Applicable Barclays Capital U.S. DoThe SPDR Barclays Capital Investment Grade Floating Rate ETF seeks to p
Not Applicable Not Applicable The AdvisorShares Pacific Asset Enhanced Floating Rate ETF (NYSE Arca:
Not Applicable Not Applicable Fidelity Limited Term Bond ETF is an actively managed exchange-traded fun
Not Applicable Market Vectors InvestmeThe VanEck Vectors Investment Grade Floating Rate ETF (FLTR) seeks to r
Not Applicable FTSE Taiwan Capped In Franklin FTSE Taiwan ETF seeks to provide investment results that closely c
Not Applicable MSCI Frontier Markets 1 The iShares MSCI Frontier 100 Index Fund seeks investment results that co
Not Applicable MSCI USA IMI Materials The ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Not Applicable The First Trust Managed Municipal ETF is an actively managed exchange-tr
Not Applicable Not Applicable The Fund seeks long-term capital appreciation. The Fund seeks to achieve i
Hedge Fund Replication Not Applicable The fund will generally seek to hold similar instruments to those included in t
Not Applicable Not Applicable The First Trust Municipal High Income ETF is an actively managed exchange
Not Applicable NASDAQ AlphaDEX Mega The Fund will seek investment results that correspond generally to the price
Not Applicable MSCI USA Financials DivThe iShares Edge MSCI Multifactor Financials ETF seeks to track the invest
Not Applicable MSCI USA IMI FinancialsThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Russell Fundamental U. The fund provides exposure to small U.S. companies using the fundamental
Not Applicable Russell Fundamental U.SThe fund offers diversified exposure across large- and small company U.S. s
Not Applicable Russell Fundamental De The fund provides exposure to international small companies using the fund
Not Applicable Russell Fundamental EmThe fund provides exposure to emerging markets large companies using the
Not Applicable Russell Fundamental De The fund provides exposure to international large companies using the funda
Not Applicable Russell Fundamental U. The fund provides exposure to large U.S. companies using fundamental inde
Not Applicable Not Applicable The AdvisorShares New Tech and Media ETF (Ticker: FNG) is an actively m
Not Applicable ISE Chindia Index The First Trust ISE Chindia Index Fund is an exchange-traded fund. The inv
Not Applicable NASDAQ AlphaDEX Mid The C Fund will seek investment results that correspond generally to the price
Not Applicable NASDAQ AlphaDEX Mid The Fund will seek investment results that correspond generally to the price
Not Applicable NASDAQ AlphaDEX Mid The Fund will seek investment results that correspond generally to the price
Not Applicable Not Applicable The Fund primarily seeks to provide capital appreciation. Under normal mark
Not Applicable Barclays Capital Alumin The iPath Pure Beta Aluminum ETN is linked to the Barclays Capital Aluminu
Not Applicable Nasdaq CTA SmartphoneThe First Trust NASDAQ Smartphone Index Fund is an exchange-traded fun
Not Applicable NASDAQ AlphaDEX AsiaThe P First Trust Asia Pacific Ex-Japan AlphaDEX Fund is an exchange-traded
Preferred Stock Not Applicable The First Trust Preferred Securities and Income ETF ( the Fund ) seeks tota
Not Applicable Not Applicable The First Trust Institutional Preferred Securities and Income ETF is an active
IPO Based IPOX-100 U.S. Index The First Trust US IPO Index Fund is an exchange-traded index fund. The in
IPO Based IPOX International Index The First Trust International IPO ETF is an exchange-traded fund. The inves
Not Applicable Fidelity U.S. Quality Fac The fund seeks to provide investment returns that correspond, before fees a
Not Applicable Market Vectors UnconvenThe VanEck Vectors Unconventional Oil & Gas ETF seeks to replicate as clo
Not Applicable MSCI USA IMI Real EstaSeeks to provide investment returns that correspond, before fees and expen
Not Applicable S&P US REIT Index The First Trust S&P REIT Index Fund is an exchange-traded fund. This exch
Not Applicable Bank of New York MellonThe Guggenheim/BNY Mellon Frontier Markets ETF (NYSE:FRN) the Fund s
Not Applicable MSCI USA IMI ConsumerThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable NASDAQ AlphaDEX Switz The First Trust Switzerland AlphaDEX Fund is an exchange-traded fund. Th
Not Applicable Indxx Global Agriculture The First Trust Indxx Global Agriculture ETF is an exchange-trade fund. The
Not Applicable The Capital Strength Ind The First Trust Capital Strength ETF seeks investment results that correspon
Not Applicable MSCI USA IMI InformatioThe ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Not Applicable The First Trust Global Tactical Commodity Strategy Fund (the fund) is an act
Not Applicable Not Applicable The Funds primary investment objective is to provide current income. The Fu
Not Applicable Not Applicable The Funds investment objective is to provide current income. The Fund will p
Not Applicable Not Applicable The Funds investment objective is to seek to provide investors with long term
Not Applicable Indxx Global Natural Re The First Trust Indxx Global Natural Resources Income ETF is an exchange
Not Applicable Not Applicable The fund seeks to provide a high level of current income as is consistent with
Not Applicable Not Applicable The First Trust Senior Loan Fund is an actively managed exchange-traded fu
Not Applicable Not Applicable The First Trust Enhanced Short Maturity ETF uses an actively managed stra
Not Applicable Aptus Fortified Value Ind The Aptus Fortified Value ETF seeks to track the performance, before fees a
Not Applicable NASDAQ AlphaDEX TaiwThe First Trust Taiwan AlphaDEX Fund is an exchange-traded fund. The inv
Not Applicable Nasdaq US Smart Retail The First Trust Nasdaq Retail ETF is an exchange-traded fund. The investm
Not Applicable Nasdaq US Smart Food The First Trust Nasdaq Food & Beverage ETF is an exchange-traded fund. T
375033264.xls
188
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ U.S. Large Cap Equity Index
correspond, before fees and expenses, to the performance of the LibertyQ U.S. Mid Cap Equity Index. The underlying LibertyQ U.S. Mid
correspond, before fees and expenses, to the performance of its corresponding underlying index, LibertyQ U.S. Small Cap Equity Index.
ate ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of
ETF (NYSE Arca: FLRT) seeks to provide a high level of current income. FLRT is managed by Pacific Asset Management ( Portfolio Ma
change-traded fund incorporated in the USA. The Fund seeks to provide a high rate of income, normally investing at least 80% of asset
(FLTR) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors Inve
sults that closely correspond, before fees and expenses, to the performance of the FTSE Taiwan Capped Index. FTSE Taiwan Capped
ent results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Frontier Markets 100 I
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Materials Index.
aged exchange-traded fund. Under normal market conditions, the fund will seek to achieve its investment objectives by investing at leas
seeks to achieve its investment objective principally by investing in the stock of 25 large cap growth firms selected by Merlin as being, in
those included in the benchmark but the actively managed structure allows the investment team flexibility to manage the contract select
managed exchange-traded fund. The Funds primary investment objective will be to seek to provide federally tax-exempt income, and its
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Mega Cap Index (
to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Financials sector that have favo
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Financials Index.
g the fundamental index methodology. It seeks investment results that track the performance, before fees and expense, of the Russell F
all company U.S. stocks using the fundamental index methodology. It seeks investment results that track performance, before fees and
ies using the fundamental index methodology. It seeks investment results that track the performance, before fees and expense, of the R
mpanies using the fundamental index methodology. It seeks investment results that track the performance, before fees and expense, of
es using the fundamental index methodology. It seeks investment results that track the performance, before fees and expense, of the R
g fundamental index methodology. It seeks investment results that track the performance, before fees and expense, of the Russell Fund
G) is an actively managed strategy designed to invest in the companies that are driving economic growth in the modern era, and can ad
ded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before fee
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Mid Cap Value Ind
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Mid Cap Core Ind
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Mid Cap Growth I
Under normal market conditions, the Fund invests at least 80% of its net assets, plus borrowings for investment purposes, in common st
ys Capital Aluminum Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through
change-traded fund. The Fund seeks investment results that correspond generally to the price and yield (before the Funds fees and exp
n exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and y
Fund ) seeks total return and to provide current income by investing primarily in preferred securities and income-producing debt secur
e ETF is an actively managed exchange-traded fund. The funds investment objective is to seek total return and to provide current incom
index fund. The investment objective of the fund is to replicate as closely as possible before fees and expenses the price and yield of t
ed fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before the F
ond, before fees and expenses, generally to the performance of the Fidelity U.S. Quality Factor Index. Normally investing at least 80% o
to replicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors Unconventional O
re fees and expenses, generally to the performance of the MSCI USA IMI Real Estate Index. Investing at least 80% of assets in securiti
ed fund. This exchange-traded fund seeks investment results that correspond generally to the price and yield (before the funds fees and
E:FRN) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an eq
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Consumer Staples Index.
ge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, befo
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Large Cap Value I
ge-trade fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Large Cap Growth
ults that correspond generally to the price and yield (before the funds fees and expenses) of an equity index called The Capital Strength
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Information Technology Index.
the fund) is an actively managed exchange-traded fund that seeks total return and a relatively stable risk profile while providing investor
ent income. The Funds secondary investment objective is to provide capital appreciation. The Fund will pursue its objectives by investing
me. The Fund will pursue its objective by investing in equity securities listed on U.S. exchanges of all market capitalizations and by utilizi
stors with long term total return. The Fund intends to pursue its investment objective by establishing long and short positions in a portfoli
TF is an exchange-trade fund. The investment objective of the Fund is to seek investment results that correspond generally to the price
s is consistent with prudent investing, while seeking preservation of shareholders capital by investing at least 80% of its net assets in s
exchange-traded fund (ETF) that seeks to capitalize on the relatively attractive yield within the senior loan market while seeking to mitiga
vely managed strategy that invests in short-duration securities, which are primarily U.S. dollar-denominated, investment-grade securities
nce, before fees and expense, of the Aptus Fortified Value Index. The Aptus Fortified Value Index is designed to track the performance
aded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before the
fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before fees an
nge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, be
375033264.xls
189
e Cap Equity Index. The underlying LibertyQ U.S. Large Cap Equity Index generally includes U.S. mid and large capitalization compani
g LibertyQ U.S. Mid Cap Equity Index generally includes U.S. mid capitalization companies that have favorable exposure to four investm
ll Cap Equity Index. The underlying LibertyQ U.S. Small Cap Equity Index generally includes U.S. small capitalization companies that h
eld performance of the Barclays Capital U.S. Dollar Floating Rate Note < 5 Years Index (index ticker: BFU5TRUU). Our approach is des
ement ( Portfolio Manager ). The Portfolio Manager seeks to achieve FLRT s investment objective by selecting a focused portfolio comp
t least 80% of assets in investment-grade debt securities (those of medium and high quality) of all types and repurchase agreements for
Market Vectors Investment Grade Floating Rate Index (MVFLTR). The underlying index consists of U.S. dollar-denominated floating rate
SE Taiwan Capped Index is a market-capitalization weighted index representing the performance of Taiwan large and mid capitalization
ontier Markets 100 Index.
by investing at least 80% of its net assets (including investment borrowings) in municipal debt securities.
y Merlin as being, in the opinion of Merlin, among the most attractive large cap growth firms, regardless of industry or sector. Merlin wil
e the contract selection and rolls to seek to exceed the performance of the index.
mpt income, and its secondary objective will be long term capital appreciation. Under normal market conditions, the Fund seeks to achie
X Mega Cap Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ OMX
ector that have favorable exposure to target style factors subject to constraints. The MSCI USA Financials Diversi ed Multiple-Factor Ca
nse, of the Russell Fundamental U.S. Small Company Index.

e, before fees and expenses, of the Russell Fundamental U.S. Index.
d expense, of the Russell Fundamental Developed ex-U.S. Small Company Index.
es and expense, of the Russell Fundamental Emerging Markets Large Company Index.
d expense, of the Russell Fundamental Developed ex-U.S. Large Company Index.
of the Russell Fundamental U.S. Large Company Index.
ern era, and can adapt to changing leadership by maintaining the ability to invest in the next generation of technology and media compa
and yield before fees and expenses of an equity index called the ISE Chindia Index.
X Mid Cap Value Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ O
X Mid Cap Core Index (the New Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDA
X Mid Cap Growth Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ
oses, in common stocks and preferred stocks of domestic and foreign companies of all capitalization ranges in the food and beverage in
y available through an unleveraged investment in the futures contracts in the Aluminum markets. The Index is comprised of a single exc
Funds fees and expenses) of an equity index called the Nasdaq CTA Smartphone Index. The index is designed to track the performanc
ly to the price and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Asia Pacific ex-Japan I
oducing debt securities, including corporate bonds, high-yield securities and convertible securities. Under normal market conditions, a
rovide current income. Under normal market conditions, the Fund invests at least 80% of its net assets (including investment borrowing
e price and yield of the IPOX-100 U.S. Index.
d yield, before the Funds fees and expenses, of an equity index called the IPOX International Index. The IPOX International Index is a r
sting at least 80% of assets in securities included in the Fidelity U.S. Quality Factor Index, which is designed to reflect the performance
s Unconventional Oil & Gas Index. The Index is a rules-based index intended to track the overall performance of the largest and most li
of assets in securities included in the funds underlying index. The funds underlying index is the MSCI USA IMI Real Estate Index, which
e the funds fees and expenses) of an equity index called the S&P United States REIT Index.
expenses of an equity index called The Bank of New York Mellon New Frontier DR Index (the Frontier Index or the Index ). The Fund
rice and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Switzerland Index. The NASDA
X Large Cap Value Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ
ce and yield, before the Funds fees and expenses, of an equity index called theIndxx Global Agriculture Index. The Indxx Global Agricu
X Large Cap Growth Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDA
The Capital Strength Index.
e providing investors with commodity exposure. There can be no guarantee that the fund will meet its investment objective.
jectives by investing in equity securities listed on U.S. exchanges of all market capitalizations and by utilizing an "option strategy" consi
zations and by utilizing an "option strategy" consisting of buying U.S. exchange-traded put options on the Standard & Poors 500 Index (t
ositions in a portfolio of Equity Securities. The fund will seek to systematically provide long exposure to high quality earnings stocks an
nerally to the price and yield, before the Funds fees and expenses, of an equity index called the Indxx Global Natural Resources Incom
of its net assets in securities issued or guaranteed by the U.S. government, its agencies, or instrumentalities. The Fund targets an estim
ile seeking to mitigate interest rate risk.
ent-grade securities. The fund will be invested across a broad range of asset classes to maintain diversification and at least 80% of the
k the performance of 50 US-Traded equity securities. The proprietary index methodology developed by Aptus Capital Advisors quantita
and yield, before the Funds fees and expenses, of an equity index called the NASDAQ AlphaDEX Taiwan Index. The NASDAQ AlphaD
ield, before fees and expenses, of an equity index called the Nasdaq US Smart Retail Index. The Nasdaq US Smart Sector Index Fami
price and yield, before fees and expenses, of an equity index called the Nasdaq US Smart Food & Beverage Index. The Nasdaq US S
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pitalization companies that have favorable exposure to four investment style factors - quality, value, momentum and low volatility.
osure to four investment style factors - quality, value, momentum and low volatility.
n companies that have favorable exposure to four investment style factors -quality, value, momentum and low volatility.
Our approach is designed to provide portfolios with low portfolio turnover, accurate tracking, and lower costs.
used portfolio comprised primarily of income producing floating rate loans and floating rate debt securities (commonly referred to as ban
ase agreements for those securities.
minated floating rate notes issued by corporate issuers and rated investment grade by at least one of the three rating services: Moody s
d mid capitalization stocks.
or sector. Merlin will seek to identify firms that are highly profitable and capable of sustainable earnings growth that MERLIN believes w
Fund seeks to achieve its investment objectives by investing at least 80% of its net assets (including investment borrowings) in municipa
The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through the use of
d Multiple-Factor Capped Index is based on the MSCI USA Financials Index, its parent index, which includes US large and mid-cap secu
y and media companies leading the equity markets. FNG s investment thesis believes that high-performing technology and media leade
by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through the us
ained by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through t
ood and beverage industries. Companies in the food and beverage industries are companies that are engaged in the manufacture, sale
rised of a single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contra
ack the performance of companies engaged in the smartphone segment of the telecom and technology sectors. To be eligible for the in
a Pacific ex-Japan Index. The NASDAQ AlphaDEX Asia Pacific Ex-Japan Index employs the AlphaDEX stock selection methodology to
market conditions, at least 80 percent of the Fund s net assets, including investment borrowings, will be allocated to these asset classes
vestment borrowings) in institutional preferred securities and income-producing debt securities.
national Index is a rules based market-cap weighted index that measures the performance of the 50 largest and typically most liquid com
ect the performance of stocks of large and mid-capitalization U.S. companies with a higher quality profile than the broader market.
largest and most liquid companies involved in the exploration, development, extraction, production, and/or refining of unconventional o
Estate Index, which represents the performance of the real estate sector in the U.S. equity market. The securities selected are expecte
e Index ). The Fund will normally invest at least 80% of its total assets in American depositary receipts (ADRs) and global depositary rec
Index. The NASDAQ AlphaDEX Switzerland Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc
Indxx Global Agriculture Index is a market capitalization weighted index designed to measure the performance of companies which are
ned by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through th
tion strategy" consisting of writing (selling) U.S. exchange-traded covered call options on the Standard & Poors 500 Index (the "Index").
& Poors 500 Index (the "Index") and writing (selling) U.S. exchange-traded covered call options on the Index. Under normal market cond
y earnings stocks and short exposure to lower quality earnings stocks. The fund may invest up to 20% of its net assets (plus the amoun
al Resources Income Index. The Indxx Global Natural Resources Income Index is a free float adjusted market capitalization weighted in
nd targets an estimated average portfolio duration of three (3) years or less.
at least 80% of the fund s assets will be investment-grade securities at the time of purchase.
al Advisors quantitatively ranks US companies based on the Aptus Value composite and seeks to gain exposure to only the highest ran
e NASDAQ AlphaDEX Taiwan Index is an "enhanced" index created and administered by The NASDAQ OMX Group, Inc. ("NASDAQ")
Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each sector based upon liquidit
. The Nasdaq US Smart Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each se
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low volatility.
y referred to as bank loans, leveraged loans or floating rate loans), which consist of senior secured and unsecured floating rate loans, s
g services: Moody s, S&P or Fitch
MERLIN believes will outpace that of the broader market and that trades at an attractive valuation relative to its expected earnings grow
rowings) in municipal debt securities that pay interest that is exempt from regular federal income taxes (collectively, "Municipal Securitie
s through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Mega Cap Index is an enhanced index created an
e and mid-cap securities classi ed in the Financials sector as per the Global Industry Classi cation Standard (GICS). The index is const
ogy and media leaders, popularly characterized as FANG, will continue to provide superior long-term performance. These disruptive inn
dices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Mid Cap Value Index is an enhanced index cr
le indices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Mid Cap Core Index is an enhanced inde
ndices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Mid Cap Growth Index is an enhanced index
e manufacture, sale or distribution of agricultural products; brewers, distillers and vintners; food distributors and retailers; household and
f two futures contracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a m
be eligible for the index, issuers of the securities must be classified as a smartphone company as determined by the Consumer Technol
on methodology to select stocks from the NASDAQ Asia Pacific Ex-Japan Index. The Index is constructed by ranking the stocks in the N
these asset classes.
cally most liquid companies that are domiciled outside the U.S. within the IPOX Global Composite Index.
oader market.
of unconventional oil and natural gas. Constituents must generate, or own properties that have the potential to generate, at least 50% o
elected are expected to have, in the aggregate, investment characteristics (based on factors such as market capitalization and industry
global depositary receipts (GDRs) that comprise the Index. The Fund also will normally invest at least 80% of its total assets in securities
AQ OMX Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Switz
ndices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Large Cap Value Index is an enhanced inde
mpanies which are directly or indirectly engaged in improving agricultural yields. Each security in the index must meet certain eligibility c
e indices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Large Cap Growth Index is an enhanced i
Index (the "Index"). Under normal market conditions, the Fund invests primarily in equity securities listed on U.S. exchanges of all mark
normal market conditions, the Fund invests primarily in equity securities listed on U.S. exchanges of all market capitalizations. The Fund
sets (plus the amount of any borrowing for investment purposes) in U.S. exchange-listed equity index futures contracts. These futures co
lization weighted index designed to measure the market performance of the highest dividend yielding companies involved in the upstrea
only the highest ranked stocks. The index has an added objective of capital protection and will tail hedge equity exposure through put
p, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks from the NASDAQ Taiwan Index that m
based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, value and growth. The N
ecurities for each sector based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility,
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loating rate loans, secured second lien floating rate loans, and other floating rate debt securities of domestic and foreign issuers.
cted earnings growth. All holdings will be individual US-listed equity securities, with market capitalization typically above $5 billion.
Municipal Securities").
d index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to select stoc
. The index is constructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the issu
These disruptive innovators have created, acquired and refined current business models more successfully than others in the technolog
enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to se
an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology t
an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to
lers; household and consumer product companies; hypermarkets and super centers; packaged foods and meats; personal products; so
ures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures c
Consumer Technology Association. Component securities must be listed on an index-eligible global stock exchange, as determined by
g the stocks in the NASDAQ Asia Pacific Ex-Japan Index separately on growth and value factors.
rate, at least 50% of revenues from unconventional oil and gas. The unconventional segment is defined as: coalbed methane (CBM), co
zation and industry weightings), fundamental characteristics (such as return variability and yield) and liquidity measures similar to those
assets in securities of issuers from Frontier Market countries (whether directly or through ADRs or GDRs) as defined by The Bank of N
the NASDAQ Switzerland Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Switzerland Index by ranking t
et certain eligibility criteria based on liquidity and size. Companies may generally be domiciled in any country, including emerging marke
x is an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodolo
changes of all market capitalizations. The Fund will also employ an option strategy in which it will write U.S. exchange-traded covered c
alizations. The Fund will also employ an option strategy in which it will write U.S. exchange-traded covered call options on the Index in o
cts. These futures contracts will be used to gain long or short exposure to broad based equity indexes.
volved in the upstream segment of the natural resources sector. Each security in the index must meet certain eligibility criteria based on
posure through put options when the overall market valuations are excessive.
Taiwan Index that meet certain criteria. NASDAQ constructs the NASDAQ AlphaDEX Taiwan Index by ranking the eligible stocks from t
e and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the Index equals the aggreg
orporating volatility, value and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the
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eign issuers.
bove $5 billion.
ology to select stocks from the NASDAQ US 500 Large Cap Index that meet certain criteria. The top 100 largest stocks by market capit
ubsequently, the issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI Capped I
ers in the technology and media industries, establishing them as leaders on the forward edge. The portfolio manager seeks to identify a
n methodology to select stocks from the NASDAQ US 600 Mid Cap Value Index that meet certain criteria. Nasdaq constructs the NASDA
ction methodology to select stocks from the NASDAQ US 600 Mid Cap Index that meet certain criteria. Nasdaq constructs the NASDAQ
tion methodology to select stocks from the NASDAQ US 600 Mid Cap Growth Index that meet certain criteria. Nasdaq constructs the N
ersonal products; soft drinks and tobacco. The portfolio manager s investment philosophy with respect to equity securities is to identify a
number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
e, as determined by the NASDAQ OMX, have a minimum worldwide market capitalization of $250 million, have a minimum free float of 2
methane (CBM), coal seam gas (CSG), shale oil, shale gas, tight natural gas, tight oil and tight sands.
res similar to those of the index.
d by The Bank of New York Mellon the Funds index provider ( BNY Mellon or the Index Provider ) from time to time in the manner set f
d Index by ranking the eligible stocks from the NASDAQ Switzerland Index on growth factors including 3-, 6- and 12- month price appre
ction methodology to select stocks from the NASDAQ US 500 Large Cap Value Index that meet certain criteria. Nasdaq constructs the
ng emerging markets, subject to certain exclusions determined by the Index Provider based on certain criteria. Securities in the agricult
election methodology to select stocks from the NASDAQ US 500 Large Cap Growth Index that meet certain criteria. Nasdaq constructs
ge-traded covered call options on the Index in order to seek additional cash flow in the form of premiums on the options that may be dis
ns on the Index in order to seek additional cash flow in the form of premiums on the options. A premium is the income received by an in
ty criteria based on liquidity, size and dividend history. Companies may generally be domiciled in any country, including emerging marke
ligible stocks from the NASDAQ Taiwan Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and on
x equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Securities multiplied by
x. The value of the Index equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index
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cks by market capitalization from the previous step are selected. Remaining stocks are ranked on growth factors including 3-, 6- and 12
the MSCI Capped Indexes methodology.
r seeks to identify additional constituents with similar characteristics using technical analysis, sampling and broad-based fundamental r
nstructs the NASDAQ AlphaDEX Mid Cap Value Index by ranking the eligible stocks from the NASDAQ US 600 Mid Cap Index on grow
structs the NASDAQ AlphaDEX Mid Cap Core Index by ranking the eligible stocks from the NASDAQ US 600 Mid Cap Index on growth
aq constructs the NASDAQ AlphaDEX Mid Cap Growth Index by ranking the eligible stocks from the NASDAQ US 600 Mid Cap Index o
urities is to identify assets that are selling in the public market at a discount to their private market value ( PMV ). The portfolio manage
Methodology.
nimum free float of 20%, and have a minimum three-month average daily dollar trading volume of $1 million. 45% of the index weight is
in the manner set forth below. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better betw
month price appreciation, sales to price and one year sales growth, and separately on value factors including book value to price, cash
daq constructs the NASDAQ AlphaDEX Large Cap Value Index by ranking the eligible stocks from the NASDAQ US 500 Large Cap Ind
urities in the agriculture sector are selected and the index is comprised of farmland companies and firms involved in chemicals & fertilize
. Nasdaq constructs the NASDAQ AlphaDEX Large Cap Growth Index by ranking the eligible stocks from the NASDAQ US 500 Large C
ons that may be distributed to shareholders on a monthly basis. A premium is the income received by an investor who sells or writes an
me received by an investor who sells an option contract to another party. These premiums may be distributed to shareholders on a mont
ng emerging markets, subject to certain exclusions determined by the Index Provider based on certain criteria. Securities are classified
ales to price and one year sales growth, and separately on value factors including book value to price, cash flow to price and return on a
urities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serves the purpose of scali
f each of the Index Securities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor ser
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luding 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separately on value factors including book
ased fundamental reviews to enhance the exposure of the portfolio. This approach will be dynamic, enabling the portfolio management
d Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separate
Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separately
00 Mid Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and se
he portfolio manager de nes PMV as the value informed purchasers are willing to pay to acquire assets with similar characteristics. The
the index weight is allocated to Handsets, 45% of the index weight is allocated to Software Applications and Hardware Components, an
0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 would represent perfect correlation.
value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately,
500 Large Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and
chemicals & fertilizers, seeds, irrigation equipment, and farm machinery.
AQ US 500 Large Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales grow
o sells or writes an option contract to another party. The market value of the option strategy may be up to 20% of the Funds overall net
eholders on a monthly basis or used to purchase U.S. exchange-traded put options on the Index that seek to provide the Fund with dow
urities are classified into the following broad five categories and each category is capped at 30%: Energy, Materials, Agriculture, Water a
price and return on assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the
he purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting purposes. The Indexes
dex. The divisor serves the purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting
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ctors including book value to price, cash flow to price and return on assets. All stocks are ranked on the sum of ranks for the growth fac
tfolio management team to use a repeatable and scalable process that consistently seeks out the next industry leaders in technology an
owth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked on th
wth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked on the s
ales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked
haracteristics. The portfolio manager considers factors such as price, earnings expectations, earnings and price histories, balance shee
are Components, and 10% of the index weight is allocated to Network Providers. Index components are equally weighted within each bu
perfect correlation.
ors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value fa
ar sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ran
one year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks
e Funds overall net asset value.

e the Fund with downside protection and which are expected to reduce the Funds price sensitivity to declining markets. The market valu
Agriculture, Water and Timber. Top 50 companies by dividend yield form the interim portfolio.
s are ranked on the sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for th
poses. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security types only. The security
sirable for reporting purposes. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security
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s for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A stock must have data for all gr
ers in technology and media as those faces change over time.
ks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors
are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value factors. A
ll stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value f
ories, balance sheet characteristics, and perceived management skills. The portfolio manager also considers changes in economic and
ghted within each business segment. Index components are reconstituted semi-annually and rebalanced quarterly.
owth and/or value factors to receive a rank for that style.

ts. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the va
n assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for
ets. The market value of the option strategy may be up to 20% of the Funds overall net asset value.
receive a rank for that style.

s only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (both American and Globa
to specific security types only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (b
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have data for all growth and/or value factors to receive a rank for that style. Each stock receives either its growth or value score from th
or the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives eithe
the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives either it
anks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives
es in economic and political outlooks as well as individual corporate developments. The portfolio manager will sell any Fund investment
m of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock rece
he sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each sto
American and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking stocks.
positary receipts (both American and Global), depositary shares, shares of beneficial interest or limited partnership interests and trackin
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199
r value score from the previous step as its selection score. Selection score is determined by the best of growth or value rank. The top 5
stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq. The top
ck receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq. The top 450
Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq. Th
ny Fund investments that lose their perceived value relative to other investments.
yle. Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq
that style. Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by N
nterests and tracking stocks.
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alue rank. The top 50 stocks based on the selection score determined in the previous step comprise the selected stocks . The selected
y Nasdaq. The top 225 stocks based on the selection score determined in the previous step comprise the selected stocks . The selecte
Nasdaq. The top 450 stocks based on the selection score determined in the previous step comprise the selected stocks . The selected
ined by Nasdaq. The top 225 stocks based on the selection score determined in the previous step comprise the selected stocks . The s
ermined by Nasdaq. The top 187 stocks based on the selection score determined in the previous step comprise the selected stocks . T
as determined by Nasdaq. The top 187 stocks based on the selection score determined in the previous step comprise the selected sto
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ocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight within
stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight withi
ocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight within t
ected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weigh
selected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher w
ise the selected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a hi
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igher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarterly.
higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarter
gher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarterly.
eive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced q
s receive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanc
uintiles receive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and re
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ebalanced quarterly.
rebalanced quarterly.
balanced quarterly.
d and rebalanced quarterly.
ituted and rebalanced quarterly.
econstituted and rebalanced quarterly.
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204
First Trust Nasdaq Pharmaceuticals ETF FTXH First Trust 33738R837

First Trust Nasdaq Semiconductor ETF FTXL First Trust 33738R811
First Trust Nasdaq Oil & Gas ETF FTXN First Trust 33738R845
First Trust Nasdaq Bank ETF FTXO First Trust 33738R860
First Trust Nasdaq Transportation ETF FTXR First Trust 33738R795
ETRACS CMCI Food Total Return ETN FUD UBS 902641737
ELEMENTS Linked to the MLCX Biofuels Index ToFUE ELEMENTS 870297199
ProShares Managed Futures Strategy ETF FUT ProShares 74347B532
Fidelity MSCI Utilities Index ETF FUTY Fidelity 316092865
First Trust Dorsey Wright Focus FV First Trust 33738R605
Fidelity Value Factor ETF FVAL Fidelity 316092782
First Trust Dorsey Wright Dynamic Focus 5 ETF FVC First Trust 33738R878
First Trust Value Line Dividend Index Fund FVD First Trust 33734H106
First Trust Value Line 100 Exchange-Traded FundFVL First Trust 33735G107
Madrona Global Bond ETF FWDB Advisor Shares 00768Y834
Madrona Domestic ETF FWDD Advisor Shares 00768Y859
Madrona International ETF FWDI Advisor Shares 00768Y842
CurrencyShares Australian Dollar Trust FXA Guggenheim 23129U101
CurrencyShares British Pound Sterling Trust FXB Guggenheim 23129S106
CurrencyShares Canadian Dollar Trust FXC Guggenheim 23129X105
CurrencyShares Chinese Renminbi Trust FXCH Guggenheim 23131C107
First Trust Consumer Discretionary AlphaDEX Fu FXD First Trust 33734X101
CurrencyShares Euro Trust FXE Guggenheim 23130C108
PowerShares Developed EuroPacific Currency Hedg FXEP Invesco Powershares 73937B548
PowerShares Europe Currency Hedged Low Volatili FXEU Invesco Powershares 73937B514
CurrencyShares Swiss Franc Trust FXF Guggenheim 23129V109
First Trust Consumer Staples AlphaDEX Fund FXG First Trust 33734X119
First Trust Health Care AlphaDEX Fund FXH First Trust 33734X143
iShares China Large-Cap ETF FXI Blackrock (iShares) 464287184
PowerShares Japan Currency Hedged Low Volatilit FXJP Invesco Powershares 73937B522
First Trust Technology AlphaDEX Fund FXL First Trust 33734X176
First Trust Energy AlphaDEX Fund FXN First Trust 33734X127
First Trust Financial AlphaDEX Fund FXO First Trust 33734X135
ProShares UltraShort FTSE China 50 FXP ProShares 74348A350
First Trust Industrials/Producer Durables AlphaD FXR First Trust 33734X150
CurrencyShares Swedish Krona Trust FXS Guggenheim 23129R108
CurrencyShares Singapore Dollar Trust FXSG Guggenheim 23130K100
First Trust Utilities AlphaDEX Fund FXU First Trust 33734X184
CurrencyShares Japanese Yen Trust FXY Guggenheim 23130A102
First Trust Materials AlphaDEX Fund FXZ First Trust 33734X168
First Trust Small Cap Growth AlphaDEX Fund FYC First Trust 33737M300
Cambria Foreign Shareholder Yield ETF FYLD Cambria Funds 132061300
First Trust Small Cap Value AlphaDEX Fund FYT First Trust 33737M409
First Trust Small Cap Core AlphaDEX Fund FYX First Trust 33734Y109
Cambria Global Asset Allocation ETF GAA Cambria Funds 132061607
SPDR SSgA Global Allocation ETF GAL State Street (SPDR) 78467V400
ETFMG Video Game Tech ETF GAMR ETF Managers Group 26924G706
Reality Shares DIVCON Dividend Guard ETF GARD Reality Shares 75605A603
Direxion Daily Natural Gas Related Bull 3X Share GASL Direxion Shares 25490K349
Direxion Daily Natural Gas Related Bear 3x Shar GASX Direxion Shares 25490K117
iPath Bloomberg Natural Gas Subindex Total Ret GAZ Barclays iPath 06739H644
iPath Series B Bloomberg Natural Gas Subindex GAZB Barclays iPath 06745T368
iPath GBP/USD Exchange Rate ETN GBB Barclays iPath 06739F176
iShares Government/Credit Bond ETF GBF Blackrock (iShares) 464288596
Goldman Sachs TreasuryAccess 0-1 Year ETF GBIL Goldman Sachs 381430529
WisdomTree Continuous Commodity Index Fund GCC Wisdom Tree 97718W108
Claymore CEF GS Connect ETN GCE Goldman Sachs 362273104
Pacer Global High Dividend ETF GCOW Pacer Financial 69374H709
Principal Active Global Dividend Income ETF GDVD Principal Financial Servi 74255Y706
VanEck Vectors Gold Miners ETF GDX Van Eck Associates Corp92189F106
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US00768Y8342 06/20/2011 1.41 Bonds
US23129U1016 06/21/2006 0.4 Currency
US23129S1069 06/21/2006 0.4 Currency
US23129X1054 06/21/2006 0.4 Currency
US23131C1071 09/29/2011 0.4 Currency
US23130C1080 12/09/2005 0.4 Currency
US23129V1098 06/21/2006 0.4 Currency
US23129R1086 06/21/2006 0.4 Currency
US23130K1007 02/12/2013 0.4 Currency
US23130A1025 02/12/2007 0.4 Currency
US78467V4005 04/25/2012 0.35 Target Date / Multi-Asset
GB00B1WPB621 05/08/2007 0.4 Currency
US4642885960 01/05/2007 0.2 Bonds
US3814305294 09/06/2016 0.12 Bonds
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Not Applicable Nasdaq US Smart Pharma The First Trust Nasdaq Pharmaceuticals ETF is an exchange-traded fund. T
Not Applicable Nasdaq US Smart Semico The First Trust Nasdaq Semiconductor ETF is an exchange-traded fund. The
Not Applicable Nasdaq US Smart Oil & The First Trust Nasdaq Oil & Gas ETF is an exchange-traded fund. The inve
Not Applicable Nasdaq US Smart BanksThe First Trust Nasdaq Bank ETF is an exchange-traded fund. The investme
Not Applicable Nasdaq US Smart TranspThe First Trust Nasdaq Transportation ETF is an exchange-traded fund. The
Not Applicable UBS Bloomberg CMCI Foo ETRACS CMCI Food Total Return is designed to track the performance of th
Not Applicable MLCX Biofuels Index (ExThe index is designed to provide a benchmark for the biofuels sector and for
Hedge Fund Replication Not Applicable ProShares Managed Futures Strategy ETF seeks to provide positive returns
Not Applicable MSCI USA IMI Utilities I The ETF seeks to provide investment returns that correspond, before fees a
Not Applicable Dorsey Wright Focus 5 I This exchange-traded fund (ETF) seeks investment results that correspond g
Not Applicable Fidelity U.S. Value Facto The fund seeks to provide investment returns that correspond, before fees a
Not Applicable Dorsey Wright Dynamic FThis exchange-traded fund seeks investment results that correspond genera
Not Applicable Value Line Dividend IndeThe First Trust Value Line Dividend Index Fund is an exchange-traded index
Not Applicable Value Line 100 Index This exchange-traded fund seeks investment results that correspond genera
Not Applicable Not Applicable The investment objective of the AdvisorShares Madrona Global Bond ETF (F
Not Applicable Not Applicable The investment objective of the AdvisorShares Madrona Domestic ETF (FW
Not Applicable Not Applicable The investment objective of the AdvisorShares Madrona International ETF (F
Not Applicable Ausralian Dollar CurrencyShares Australian Dollar Trust is designed to track the price of the A
Not Applicable British Pound CurrencyShares British Pound Sterling Trust is designed to track the price of
Not Applicable Canadian Dollar CurrencyShares Canadian Dollar Trust is designed to track the price of the C
Not Applicable Chinese yuan CurrencyShares Chinese Renminbi Trust is designed to track the price of the
Not Applicable StrataQuant Consumer DiThe First Trust Consumer Discretionary AlphaDEX Fund is an exchange-trad
Not Applicable Euro CurrencyShares Euro Trust is designed to track the price of the euro net of T
Not Applicable S&P EPAC Ex. Korea Low The PowerShares Developed EuroPacific Currency Hedged Low Volatility Po
Not Applicable S&P Eurozone Low VolatThe PowerShares Europe Currency Hedged Low Volatility Portfolio (Fund) is
Not Applicable Swiss Franc CurrencyShares Swiss Franc Trust is designed to track the price of the Swis
Not Applicable StrataQuant Consumer SThe First Trust Consumer Staples AlphaDEX Fund is an exchange-traded Fu
Not Applicable StrataQuant Healthcare The First Trust Health Care AlphaDEX Fund is an exchange-traded fund. Th
Not Applicable FTSE China 50 Index The iShares China Large-Cap ETF seeks to track the investment results of a
Not Applicable S&P Japan 500 Low VolaThe PowerShares Japan Currency Hedged Low Volatility Portfolio (Fund) is
Not Applicable StrataQuant Technology The First Trust Technology AlphaDEX Fund is an exchange-traded fund. Th
Not Applicable StrataQuant Energy IndeThe First Trust Energy AlphaDEX Fund is an exchange-traded fund. The inv
Not Applicable StrataQuant Financials I The First Trust Financials AlphaDEX Fund is an exchange-traded fund. The
Not Applicable FTSE China 50 Index ProShares UltraShort FTSE/Xinhua China 50 seeks daily investment results
Not Applicable StrataQuant Industrials The First Trust Industrials/Producer Durables AlphaDEX Fund is an exchang
Not Applicable Swedish Krona CurrencyShares Swedish Krona Trust is designed to track the price of the Sw
Not Applicable Singapore Dollar CurrencyShares Singapore Dollar Trust is designed to track the price of the S
Not Applicable StrataQuant Utilities Ind The First Trust Utilities AlphaDEX Fund is an exchange-traded fund. The inv
Not Applicable Japanese Yen CurrencyShares Japanese Yen Trust is designed to track the price of the Jap
Not Applicable StrataQuant Materials In The First Trust Materials AlphaDEX Fund is an exchange-traded fund. The i
Not Applicable NASDAQ AlphaDEX Small The Fund will seek investment results that correspond generally to the price
Not Applicable Cambria Foreign SharehoThe Cambria Foreign Shareholder Yield ETF seeks investment results that c
Not Applicable Cambria Global Asset AllThe Cambria Global Asset Allocation ETF (NYSE: GAA) utilizes a quantitativ
Not Applicable Not Applicable The SPDR SSgA Global Allocation ETF seeks to provide capital appreciation
Not Applicable EEFund Video Game TecThe ETFMG Video Game Tech ETF was created to provide the market with a
Not Applicable Reality Shares DIVCON The Reality Shares DIVCON Dividend Guard ETF seeks to reduce the impac
Not Applicable ISE- REVERE Natural GaThe Direxion Daily Natural Gas Related Bull 2x ETF seeks daily investment
Not Applicable ISE- REVERE Natural GaThe Daily Natural Gas Related Bear 3x Shares seeks daily investment result
Not Applicable Bloomberg Natural Gas SThe Bloomberg-UBS Natural Gas Subindex Total Return is a sub-index of th
Not Applicable Bloomberg Natural Gas SThe Bloomberg Natural Gas Subindex Total Return is a sub-index of the Bloo
Not Applicable GBP/USD Exchange RatThe GBP/USD exchange rate is a foreign exchange spot rate that measures
Not Applicable Bloomberg Barclays U.S The iShares Barclays Government/Credit Bond Fund seeks investment resu
Not Applicable Citi US Treasury 0-1 Yea The Goldman Sachs TreasuryAccess 0-1 Year ETF (the Fund ) seeks to pro
Not Applicable Continuous Commodity InThe WisdomTree Continuous Commodity Index Fund (GCC) provides an inn
Hedge Fund Replication Claymore CEF Index The Claymore CEF Index-Linked GS Connect ETN provides a way for inves
Not Applicable Pacer Global Cash CowsThe Pacer Global High Dividend ETF (the Fund ) is an exchange traded fun
Not Applicable Not Applicable The investment seeks current income and long-term growth of income and c
Not Applicable NYSE Arca Gold Miners GDX seeks to replicate as closely as possible before fees and expenses the
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nge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, befo
e-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, befor
ded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before fees
und. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before fees and
e-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, before
performance of the UBS Bloomberg CMCI Food Index Total Return (the "Index"), less investor fees. The Index measures the collaterali
uels sector and for investment in commodities as an asset class. The Index comprises futures contracts on physical commodities that ar
de positive returns that are not directly correlated to broad equity or fixed income markets. The fund is an actively managed ETF. It uses
ond, before fees and expenses, generally to the performance of the MSCI USA IMI Utilities Index.
s that correspond generally to the price and yield (before the fund s fees and expenses) of an equity index called the Dorsey Wright Foc
ond, before fees and expenses, generally to the performance of the Fidelity U.S. Value Factor IndexSM. Normally investing at least 80%
orrespond generally to the price and yield (before the funds fees and expenses) of an index called the Dorsey Wright Dynamic Focus F
ange-traded index fund. The objective of the fund is to seek investment results that correspond generally to the price and yield before f
orrespond generally to the price and yield (before the funds fees and expenses) of an equity index called the Value Line 100 Index.
lobal Bond ETF (FWDB) seeks investment results that exceed the price and yield performance of its benchmark, the Barclays Capital A
omestic ETF (FWDD) seeks to provide long-term capital appreciation above the capital appreciation of its benchmark, the S&P 500 Ind
nternational ETF (FWDI) seeks to provide long-term capital appreciation above the capital appreciation of its international benchmarks, s
k the price of the Australian Dollar net of Trust expenses which are expected to be paid from interest earned on the deposited Australian
o track the price of the British Pound Sterling net of Trust expenses which are expected to be paid from interest earned on the deposited
k the price of the Canadian Dollar net of Trust expenses which are expected to be paid from interest earned on the deposited Canadian
ack the price of the Chinese Renminbi net of Trust expenses, which are expected to be paid from interest earned on the deposited Chin
an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price an
of the euro net of Trust expenses which are expected to be paid from interest earned on the deposited euros.
ed Low Volatility Portfolio (Fund) is based on the S&P EPAC Ex. Korea Low Volatility USD Hedged Index. The Fund generally will invest
Portfolio (Fund) is based on the S&P Eurozone Low Volatility USD Hedged Index (Index). The Fund generally will invest at least 90% o
e price of the Swiss Franc net of Trust expenses which are expected to be paid from interest earned on the deposited Swiss Francs.
xchange-traded Fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yie
ge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield befor
stment results of an index composed of large-capitalization Chinese equities that trade on the Hong Kong Stock Exchange.
Portfolio (Fund) is based on the S&P Japan 500 Low Volatility USD Hedged Index (Index). The Fund generally will invest at least 90% o
e-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield befor
-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before
nvestment results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the FTS
und is an exchange-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the pr
the price of the Swedish Krona net of Trust expenses which are expected to be paid from interest earned on the deposited Swedish Kro
k the price of the Singapore Dollar net of Trust expenses.
he price of the Japanese Yen net of Trust expenses which are expected to be paid from interest earned on the deposited Japanese Yen
raded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield before f
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Small Cap Growth
ment results that closely correspond to the price and yield performance, before fees and expenses, of the Cambria Foreign Shareholder
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Small Cap Value I
erally to the price and yield (before the Fund s fees and expenses) of an equity index called the NASDAQ AlphaDEX Small Cap Core In
ilizes a quantitative approach to manage a diversified portfolio of global asset classes. The Cambria Global Asset Allocation ETF uses a
apital appreciation. The Fund invests in exchange traded funds registered under the Investment Company Act of 1940, as amended, th
e the market with a transparent vehicle to invest in the increasingly important video game tech sector. The fund seeks to provide invest
o reduce the impact of declining markets on Fund performance by dynamically adjusting its market exposure based on the strength of th
daily investment results before fees and expenses of 200% of the price performance of the ISE Revere Natural Gas IndexTM. There is
y investment results, before fees and expenses, of 300% of the inverse (or opposite) of the performance of the ISE-Revere Natural Gas
s a sub-index of the Bloomberg-UBS Commodity Index Total Returnand reflects the returns that are potentially available through an unle
b-index of the Bloomberg Commodity Index Total Returnand reflects the returns that are potentially available through an unleveraged in
ate that measures the relative values of two currencies, the British pound and the U.S. dollar. When the British pound appreciates relati
s investment results that correspond generally to the price and yield performance before fees and expenses of the U.S. government an
und ) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Citi US Treasur
C) provides an innovative and efficient way to deliver broad based, diversified commodity exposure. It aims to achieve this by using futu
es a way for investors to gain broad-based exposure to a portfolio of CEFs that meet a predefined set of criteria. The screening process
change traded fund that seeksto track the total return performance, before fees and expenses, of the Pacer Global CashCows Dividend
h of income and capital. The fund is an actively managed ETF that seeks to achieve its investment objective by investing, under norma
and expenses the price and yield performance of NYSE Arca Gold Miners Index.
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price and yield, before fees and expenses, of an equity index called the Nasdaq US Smart Pharmaceuticals Index. The Nasdaq US Sm
rice and yield, before fees and expenses, of an equity index called the Nasdaq US Smart Semiconductor Index. The Nasdaq US Smart
nd yield, before fees and expenses, of an equity index called the Nasdaq US Smart Oil & Gas Index. The Nasdaq US Smart Sector Inde
eld, before fees and expenses, of an equity index called the Nasdaq US Smart Banks Index. The Nasdaq US Smart Sector Index Famil
ce and yield, before fees and expenses, of an equity index called the Nasdaq US Smart Transportation Index. The Nasdaq US Smart S
sures the collateralized returns from a basket of 11 futures contracts from the agricultural and livestock sectors. The commodity futures
commodities that are either biofuels themselves or feedstock commonly used in the production of biofuels. The Index is a total return in
anaged ETF. It uses the S&P Strategic Futures Index as a performance benchmark. The fund seeks to profit in rising and falling markets
Dorsey Wright Focus Five Index. The Dorsey Wright Focus Five Index is designed to provide targeted exposure to the five First Trust s
vesting at least 80% of assets in securities included in the Fidelity U.S. Value Factor Index, which is designed to reflect the performance
ht Dynamic Focus Five Index. The Dorsey Wright Dynamic Focus Five Index (the "index") is designed to provide targeted exposure to fiv
e and yield before fees and expenses of the Value Line Dividend Index.
Line 100 Index.
e Barclays Capital Aggregate Bond Index. FWDB is sub-advised by Madrona Funds, LLC (Portfolio Manager). The Portfolio Manager se
rk, the S&P 500 Index. FWDD is sub-advised by Madrona Funds, LLC (Portfolio Manager). The Portfolio Manager seeks to achieve this
ional benchmarks, such as the MSCI EAFE Index, the Fund s primary benchmark, and the BNY Mellon Classic ADR Index, the Fund s s
deposited Australian Dollars.
ed on the deposited British Pound Sterlings.
eposited Canadian Dollars.
the deposited Chinese Renminbi.
erally to the price and yield before fees and expenses of an equity index called the StrataQuant Consumer Discretionary Index.
generally will invest at least 90% of its total assets in common stocks that comprise the Index. The Index is composed of the 200 least v
vest at least 90% of its total assets in common stocks that comprise the Index. The Index is composed of the 80 least volatile stocks in
d Swiss Francs.
to the price and yield before fees and expenses of an equity index called the StrataQuant Consumer Staples Index.
price and yield before fees and expenses of an equity index called the StrataQuant Health Care Index.
vest at least 90% of its total assets in common stocks that comprise the Index. The Index is composed of the 100 least volatile stocks in
rice and yield before fees and expenses of an equity index called the StrataQuant Technology Index.
and yield before fees and expenses of an equity index called the StrataQuant Energy Index
ce and yield before fees and expenses of an equity index called the StrataQuant Financials Index.
ormance of the FTSE/Xinhua China 50 Index.
d generally to the price and yield before fees and expenses of an equity index called the StrataQuant Industrials Index.
posited Swedish Kronor.
and yield before fees and expenses of an equity index called the StrataQuant Utilities Index.
sited Japanese Yen.
e and yield before fees and expenses of an equity index called the StrataQuant Materials Index.
X Small Cap Growth Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDA
Foreign Shareholder Yield Index
X Small Cap Value Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ
X Small Cap Core Index (the Index ). The Index is a modified equal dollar-weighted index developed and maintained by The NASDAQ
location ETF uses a buy and hold strategy that aims to reflect the market portfolio of investable assets. The Cambria Global Asset Alloc
940, as amended, that seek to track the performance of a market index; exchange traded commodity trusts; and exchange traded notes
ks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the EEFun
on the strength of the market as determined by Reality Shares Guard Indicator, a quantitative tool that gauges market strength by comp
s IndexTM. There is no guarantee the fund will meet its stated investment objective.
Revere Natural Gas Index. There is no guarantee the funds will meet their stated investment objectives. The ISE-Revere Natural Gas In
ble through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest th
h an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that could b
d appreciates relative to the U.S. dollar, the GBP/USD exchange rate (and the value of the Securities) increases; when the British poun
U.S. government and investment grade U.S corporate securities of the U.S. bond market as defined by the Barclays Capital U.S. Govern
the Citi US Treasury 0-1 Year Composite Select Index (the Index ). GBIL tracks the Citi US Treasury 0 1 Year Composite Select Index,
ve this by using futures contracts to track the Thomson Reuters Equal Weight Continuous Commodity Total Return Index (CCITR). It aim
e screening process by which CEFs are selected for inclusion in the Index is used to identify desirable CEFs within the universe of eligib
CashCows Dividends 100 Index (the Index ). A strategy driven exchange traded fund that attempts to provide a continuous stream of in
sting, under normal circumstances, at least 80% of its net assets, plus any borrowings for investment purposes, in dividend-paying equ
375033264.xls
209
The Nasdaq US Smart Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each sec
Nasdaq US Smart Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each sector
S Smart Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each sector based upo
Sector Index Family tracks a number of United States (US) economicsectors and selects securities for each sector based upon liquidity
Nasdaq US Smart Sector Index Family tracks a number of United States (US) economic sectors and selects securities for each sector b
commodity futures contracts are diversified across three constant maturities from three months up to one year.
x is a total return index; thus it is designed to reflect the performance of a fully collateralized investment in the index components
and falling markets by taking long and short positions in futures across asset classes such as commodities, currencies and fixed incom
the five First Trust sector and industry based ETFs that DWA believes offer the greatest potential to outperform the other ETFs in the se
ect the performance of stocks of large and mid-capitalization U.S. companies that have attractive valuations.
geted exposure to five First Trust sector and industry based ETFs and the Nasdaq US T-Bill Index (the "cash index"). The index combine
Portfolio Manager seeks to achieve this objective by selecting a diversified portfolio of fixed income exchange-traded products (ETPs), in
eeks to achieve this objective by selecting a portfolio of up to 500 of the largest U.S. traded equity securities using a weighted allocation
R Index, the Fund s secondary benchmark. FWDI is sub-advised by Madrona Funds, LLC (Portfolio Manager). The Portfolio Manager se
nary Index.
ed of the 200 least volatile stocks in the S&P EPAC ex. Korea LargeMidCap Index. The constituents are weighted relative to the inverse
st volatile stocks in the S&P Eurozone BMI Index that meet a certain liquidity threshold. The Underlying Index is designed to include sto
ast volatile stocks in the S&P Japan 500 Index. The constituents are weighted relative to the inverse of their volatility with the least volat
ned by The NASDAQ OMX Group, Inc. that is designed to generate positive alpha relative to traditional passive-style indices through th
a Global Asset Allocation ETF targets investing in approximately 29 ETFs that reflect the global universe of assets consisting of domesti
hange traded notes. The Portfolio may invest in certain ETPs that pay fees to the Adviser and its affiliates for management, marketing o
mance of the EEFund Video Game Tech Index. The index is designed to reflect the performance of companies involved in the video gam
ket strength by comparing technical trends in market price and volatility to historical averages. When the Guard Indicator signals a strong
vere Natural Gas Index was created to provide investors with a product allowing them to quickly take advantage of both event-driven ne
he rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The index includes the contract in the Blo
nterest that could be earned on cash collateral invested in specified Treasury Bills.
hen the British pound depreciates relative to the U.S. dollar, the GBP/USD exchange rate (and the value of the Securities) decreases. T
Capital U.S. Government/Credit Bond Index.
posite Select Index, providing access US Treasury notes, bills and floating rate bonds through an easy access vehicle.
ndex (CCITR). It aims to achieve this by using futures contracts to track the Continuous Commodity Index-Total Return (CCI-TR). The C
he universe of eligible CEFs. These measures include, but are not limited to, tests for the CEFs longevity, liquidity, distributions and ma
inuous stream of income and capital appreciation over time by screening for companies with a high free cash flow yield and a high divid
ividend-paying equity securities at the time of purchase. The advisor uses quantitative screens and research on an industry and compa
375033264.xls
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curities for each sector based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, va
ies for each sector based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, value
h sector based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, value and growt
based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, value and growth. The N
es for each sector based upon liquidity and then ranks the securities based on a three factor methodology incorporating volatility, value
components
cies and fixed income. ProShares Managed Futures Strategy ETF is the only Managed Futures ETF to use an innovative risk-weighting
other ETFs in the selection universe.
The index combines Dorsey, Wright & Associates (DWA) systematic momentum approach to sector rotation and risk management via c
products (ETPs), including but not limited to, exchange-traded notes (ETNs), exchange-traded currency trusts and exchange-traded co
weighted allocation system based on consensus analyst estimates of the present value of future expected earnings relative to the share
ortfolio Manager seeks to achieve this objective by selecting a portfolio primarily composed of at least 250 of the largest American Depo
ative to the inverse of their volatility with the least volatile stocks receiving the highest weighting. The Index holdings are then 100% cur
igned to include stocks exhibiting low volatility characteristics. The Index holdings are then 100% currency hedged to the US dollar usin
y with the least volatility stocks receiving the highest weighting. The Index holdings are then 100% currency hedged to the US dollar usin
e indices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Small Cap Growth Index is an enhanced in
ndices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Small Cap Value Index is an enhanced inde
ndices through the use of the AlphaDEX selection methodology. The NASDAQ AlphaDEX Small Cap Core Index is an enhanced index
onsisting of domestic and foreign stocks, bonds, real estate, commodities and currencies.
ement, marketing or other services. The Portfolio is actively managed.
ved in the video game technology industry, including game developers, console and chip manufacturers and game retailers.
ator signals a strong market, the Fund invests 100% of its portfolio in the largecap U.S. companies with the highest probability of increa
oth event-driven news and long term trends in the Natural Gas industry. The securities selected for the index derive a substantial portio
e contract in the Bloomberg-UBS Commodity Index Total Return that relates to a single commodity, natural gas (currently the Henry Hub
rities) decreases. The GBP/USD exchange rate is expressed as a rate that reflects the number of U.S. dollars that can be exchanged fo
urn (CCI-TR). The CCI-TR is an equal weighted index of 17 commodities plus an additional Treasury Bill yield. Because of the equal wei
istributions and market price.
eld and a high dividend yield.
ndustry and company level to identify and monitor companies the advisor believes have the commitment and capacity to pay dividends
375033264.xls
211
porating volatility, value and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the In
ating volatility, value and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the Index
ity, value and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the Index equals the
e and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index.The value of the Index equals the aggrega
ting volatility, value and growth. The Nasdaq US Smart Sector Index Family is a modified factor weighted index. The value of the Index e
ative risk-weighting methodology so that each commodity, currency, and fixed income position contributes an equal amount of estimated
k management via cash equivalents represented by 1- to 3-month U.S. Treasury bills in the cash index. To construct the index, DWA be
exchange-traded commodity pools. FWDB invests in at least 12 distinct global bond classes that cover the entire global investable bond
relative to the share price of each security.
gest American Depositary Receipts (ADRs) from among the largest issuers of Europe, Australasia and the Far East (EAFE) and Canada
are then 100% currency hedged to the US dollar using rolling one month forward contracts that are adjusted monthly.
o the US dollar using rolling one month forward contracts that are adjusted monthly. The Fund and Index constituents are rebalanced an
to the US dollar using rolling one month forward contracts that are adjusted monthly.
x is an enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodolog
n enhanced index created and administered by Nasdaq, Inc. ( Nasdaq ) which employs the AlphaDEX stock selection methodology to
probability of increasing their dividends within a year, based on their DIVCON dividend health scores. When the Guard Indicator signals
a substantial portion of their revenues from the exploration and production of natural gas. Eligible candidates are also screened by stoc
ently the Henry Hub Natural Gas futures contract traded on the NYMEX).
an be exchanged for one British pound in the interbank market for settlement in two days. Effective December 18, 2008 the GBP/USD
use of the equal weighting GCC offers significant exposure to grains livestock and soft commodities and a lower energy weighting than m
ity to pay dividends. The fund invests in equity securities of small, medium and large market capitalization companies and in growth and
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212
The value of the Index equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Se
e value of the Index equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Secu
he Index equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Securities multip
equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Securities multiplied by e
value of the Index equals the aggregate value of the Index share weights, also known as the Index Shares, of each of the Index Securi
amount of estimated risk to the overall portfolio when it rebalances monthly. The fund does not issue a K-1 form, which means streamlin
the index, DWA begins with the universe of First Trust sector and industry ETFs and the cash index. Using the DWA proprietary relative
bal investable bond universe. The Portfolio Manager constructs FWDB s portfolio using a weighted allocation system based on historic
(EAFE) and Canada. FWDI s portfolio may also include ADRs that provide exposure to certain markets deemed to be emerging markets
s are rebalanced and reconstitutioned after the close on the third Friday of March, June, September and December. Constituents are w
election methodology to select stocks from the NASDAQ US 700 Small Cap Growth Index that meet certain criteria. Nasdaq constructs
ction methodology to select stocks from the NASDAQ US 700 Small Cap Value Index that meet certain criteria. Nasdaq constructs the N
ion methodology to select stocks from the NASDAQ US 700 Small Cap Index that meet certain criteria. Nasdaq constructs the NASDAQ
ard Indicator signals a weak market, that long stock weight is reduced to 50%, and the remaining 50% of the portfolio is allocated to a sh
so screened by stock performance variables (such as P/E and ROE) as well as statistical factors. This is done to optimize the performan
008 the GBP/USD exchange rate will be the rate reported each day on Bloomberg screen GBPUSD WMCO Curncy <GO> at approxim
rgy weighting than many of its peers. In addition GCC is rebalanced every day in order to maintain each commodity s weight as close to
s and in growth and value stocks.
375033264.xls
213
each of the Index Securities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serve
h of the Index Securities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serves th
dex Securities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serves the purpose
ities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serves the purpose of scalin
of the Index Securities multiplied by each such security s Last Sale Price, and divided by the divisor of the Index. The divisor serves the
ch means streamlined tax reporting for investors.
A proprietary relative strength methodology, the ETFs are compared to each other to determine inclusion by measuring each ETFs price
m based on historic yield curve analysis and a mean reversion strategy.
e emerging markets.
Constituents are weighted relative to the inverse of their volatility, with the least volatile stocks receiving the highest weights.
Nasdaq constructs the NASDAQ AlphaDEX Small Cap Growth Index by ranking the eligible stocks from the NASDAQ US 700 Small Ca
daq constructs the NASDAQ AlphaDEX Small Cap Value Index by ranking the eligible stocks from the NASDAQ US 700 Small Cap Ind
structs the NASDAQ AlphaDEX Small Cap Core Index by ranking the eligible stocks from the NASDAQ US 700 Small Cap Index on gr
o is allocated to a short stock position in the large-cap U.S. companies with the highest probability of cutting their dividends within a year
imize the performance of the index and to ensure that the index has significant correlation to the price of natural gas. The Index uses an
<GO> at approximately 4:00 p.m., London time, or any successor page.
s weight as close to 1/17th of the total as possible.
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x. The divisor serves the purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting p
The divisor serves the purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting purp
serves the purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting purposes. The
e purpose of scaling such aggregate value to a lower order of magnitude whichis more desirable for reporting purposes. The Indexes b
he divisor serves the purpose of scaling such aggregate value to a lower order of magnitude which is more desirable for reporting purpo
ng each ETFs price momentum relative to other ETFs in the universe. Each ETF is given a score that allows the index to objectively de
weights.
AQ US 700 Small Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales grow
700 Small Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and
all Cap Index on growth factors including 3-, 6- and 12- month price appreciation, sales to price and one year sales growth, and separa
dends within a year.
. The Index uses an equal weighted methodology due to the diversity in market capitalization size among the component stocks.
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rable for reporting purposes. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security ty
e for reporting purposes. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security types
ting purposes. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security types only. The
ses. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security types only. The security ty
for reporting purposes. The Indexes began on July 8, 2016 at a base value of 1000. Index eligibility is limited to specific security types
ex to objectively determine where it ranks relative to all other ETFs in the universe and five ETFs that satisfy certain trading volume and
ne year sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks a
ar sales growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ran
growth, and separately on value factors including book value to price, cash flow to price and return on assets. All stocks are ranked on t
onent stocks.
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o specific security types only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (bot
pecific security types only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (both A
rity types only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (both American an
only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (both American and Global),
ecific security types only. The security types eligible for the Index include common stocks, ordinary shares, depositary receipts (both Am
trading volume and liquidity requirements are selected for inclusion. The relative strength analysis is conducted on a bi-monthly basis. E
n assets. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for t
ts. All stocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the val
ocks are ranked on the sum of ranks for the growth factors and, separately, all stocks are ranked on the sum of ranks for the value facto
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ositary receipts (both American and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking
ary receipts (both American and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking sto
s (both American and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking stocks.
erican and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking stocks.
ry receipts (both American and Global), depositary shares, shares of beneficial interest or limited partnership interests and tracking stoc
a bi-monthly basis. ETFs are replaced when they fall sufficiently out of favor, based on their relative strength, versus the other ETFs with
e sum of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stoc
of ranks for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock rece
s for the value factors. A stock must have data for all growth and/or value factors to receive a rank for that style. Each stock receives eith
375033264.xls
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erests and tracking stocks.

sts and tracking stocks.
cking stocks.
ts and tracking stocks.
the other ETFs within the universe. When an ETF is added or removed, the index is rebalanced so each ETF position is equally weight
that style. Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by N
yle. Each stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq
h stock receives either its growth or value score as it s selection score based on it s style designation as determined by Nasdaq. The top
375033264.xls
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on is equally weighted. The index can gain varying amounts of exposure to the cash index when the relative strength of more than one-
as determined by Nasdaq. The top 262 stocks based on the selection score determined in the previous step comprise the selected stoc
ermined by Nasdaq. The top 262 stocks based on the selection score determined in the previous step comprise the selected stocks . T
by Nasdaq. The top 525 stocks based on the selection score determined in the previous step comprise the selected stocks . The selec
375033264.xls
220
h of more than one-third of the universe of First Trust ETFs begins to diminish relative to the cash index. The cash index is evaluated on
se the selected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a hig
selected stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher w
d stocks . The selected stocks are divided into quintiles based on their rankings and the top ranked quintiles receive a higher weight wit
375033264.xls
221
ndex is evaluated on a bi-monthly basis. The cash index may constitute between 0% and 95% of the index, but is limited to an increase
uintiles receive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and reb
receive a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalance
a higher weight within the index. The stocks are equally-weighted within each quintile. The index is reconstituted and rebalanced quarte
375033264.xls
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mited to an increase or decrease of no more than 33% per evaluation.
econstituted and rebalanced quarterly.
tuted and rebalanced quarterly.

d rebalanced quarterly.
375033264.xls
223
VanEck Vectors Junior Gold Miners ETF GDXJ Van Eck Associates Corp92189F791
Proshares Ultrashort Gold Miners GDXS ProShares 74348A194
Proshares Ultra Gold Miners GDXX ProShares 74347B482
Goldman Sachs ActiveBeta Emerging Markets Eq GEM Goldman Sachs 381430206
Principal Millennials Index ETF GENY Principal Financial Servi 74255Y508
VanEck Vectors Global Alternative Energy ETF GEX Van Eck Associates Corp92189F502
Guggenheim S&P High Income Infrastructure ETFGHII Guggenheim 18383Q721
REX Gold Hedged S&P 500 ETF GHS Exchange Traded Conce301505863
Goldman Sachs Access High Yield Corporate Bo GHYB Goldman Sachs 381430453
iShares Global High Yield Corporate Bond ETF GHYG Blackrock (iShares) 464286178
Goldman Sachs Access Investment Grade Corpo GIGB Goldman Sachs 381430479
SPDR S&P Global Infrastructure ETF GII State Street (SPDR) 78463X855
SPDR Gold Shares GLD State Street (SPDR) 78463V107
Credit Suisse X-Links Gold Shares Covered Call GLDI Credit Suisse 22542D480
SPDR Long Dollar Gold Trust GLDW State Street (SPDR) 98146B104
ProShares UltraShort Gold GLL ProShares 74347W395
ETFS Physical Precious Metal Basket Shares GLTR ETF Securities 26922W109
SPDR S&P Emerging Asia Pacific ETF GMF State Street (SPDR) 78463X301
Guggenheim Multi-Factor Large Cap ETF GMFL Guggenheim 78355W460
Cambria Global Momentum ETF GMOM Cambria Funds 132061508
iShares GNMA Bond ETF GNMA Blackrock (iShares) 46429B333
SPDR S&P Global Natural Resources ETF GNR State Street (SPDR) 78463X541
VanEck Vectors Generic Drugs ETF GNRX Van Eck Associates Corp92189F577
U.S. Global GO GOLD and Precious Metal Miner GOAU U.S. Global Investors 26922A719
Global X Gold Explorers ETF GOEX Global X 37954Y863
Republican Policies Fund GOP EventShares 00509T102
iShares Core U.S. Treasury Bond ETF GOVT Blackrock (iShares) 46429B267
FlexShares Global Quality Real Estate Index Fun GQRE Flexshares (Northern Tru33939L787
Global X MSCI Greece ETF GREK Global X 37950E366
IQ Global Resources ETF GRES Index IQ 45409B883
Cohen & Steers Global Realty Majors ETF GRI ALPS 00162Q106
First Trust NASDAQ Clean Edge Smart Grid InfrasGRID First Trust 33737A108
Deutsche Xtrackers Germany Equity ETF GRMY DBX Strategic Advisors 233051556
iPath Global Carbon ETN GRN Barclays iPath 06739H164
VanEck Vectors Green Bond ETF GRNB Van Eck Associates Corp92189F171
ELEMENTS Linked to the MLCX Grains Index TotaGRU ELEMENTS 870297215
iPath Pure Beta Softs ETN GRWN Barclays iPath 06740P288
GS Connect S&P GSCI Enhanced Commodity Total GSC Goldman Sachs 38144L852
WisdomTree Global SmallCap Dividend Fund GSD Wisdom Tree 97717X446
Goldman Sachs ActiveBeta Europe Equity ETF GSEU Goldman Sachs 381430305
Goldman Sachs Equal Weight U.S. Large Cap Eq GSEW Goldman Sachs 381430438
iShares S&P GSCI Commodity Indexed Trust GSG Blackrock (iShares) 46428R107
Goldman Sachs ActiveBeta International Equity E GSIE Goldman Sachs 381430107
Goldman Sachs ActiveBeta Japan Equity ETF GSJY Goldman Sachs 381430404
Goldman Sachs ActiveBeta U.S. Large Cap Equit GSLC Goldman Sachs 381430503
iPath GSCI Total Return Index ETN GSP Barclays iPath 06738C794
Goldman Sachs ActiveBeta U.S. Small Cap Equit GSSC Goldman Sachs 381430602
Guggenheim Ultra Short Duration ETF GSY Guggenheim 18383M654
Guggenheim Total Return ETF GTO Guggenheim 18385P705
Sage ESG Intermediate Credit ETF GUDB Sage Advisory Services 66538H583
WisdomTree Middle East Dividend Fund GULF Wisdom Tree 97717X305
FlexShares Global Upstream Natural Resources GUNR Flexshares (Northern Tru33939L407
Global X Guru Index ETF GURU Global X 37950E341
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 3 GUSH Direxion Shares 25490K356
Cambria Global Value ETF GVAL Cambria Funds 132061409
iShares Intermediate Government/Credit Bond E GVI Blackrock (iShares) 464288612
Goldman Sachs Hedge Industry VIP ETF GVIP Goldman Sachs 381430545
SPDR S&P International Small Cap ETF GWX State Street (SPDR) 78463X871
SPDR S&P China ETF GXC State Street (SPDR) 78463X400
Global X FTSE Nordic Region ETF GXF Global X 37950E101
375033264.xls
224

US3814304537 09/07/2017 0.34 Bonds
US4642861789 04/03/2012 0.4 Bonds
US3814304792 06/08/2017 0.14 Bonds
US78463V1070 11/18/2004 0.4 Commodities & Metals
US46429B3336 02/14/2012 0.15 Bonds
US46429B2676 02/14/2012 0.15 Bonds
US92189F1710 03/07/2017 0.4 Bonds
US38144L8524 07/31/2007 1.25 Commodities & Metals
US18383M6545 02/12/2008 0.28 Bonds
US18385P7050 02/10/2016 0.5 Bonds
US66538H5836 10/30/2017 0.35 Bonds
US4642886125 01/05/2007 0.2 Bonds
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Not Applicable Market Vectors Junior GoThe Junior Gold Miners ETF seeks to replicate as closely as possible before
Not Applicable NYSE Arca Gold Miners ProShares UltraShort Gold Miners seeks daily investment results, before fee
Not Applicable NYSE Arca Gold Miners ProShares Ultra Gold Miners seeks daily investment results, before fees and
Not Applicable Goldman Sachs ActiveBeGoldman Sachs ActiveBeta Emerging Markets Equity ETF seeks to provide
Not Applicable NASDAQ Global Millennia The Fund seeks to provide investment results that closely correspond, befor
Not Applicable Ardour Global Index The Global Alternative Energy ETF seeks to replicate as closely as possible
Not Applicable S&P High Income Infrast Guggenheim S&P High Income Infrastructure ETF (GHII) seeks investment r
Not Applicable S&P 500 Dynamic Gold The REX Gold Hedged S&P 500 ETF (GHS) couples the returns of the S&P
Not Applicable Citi Goldman Sachs HighThe Fund seeks to provide investment results that closely correspond, befor
Not Applicable Markit iBoxx Global Dev The iShares Global High Yield Corporate Bond Fund seeks investment resul
Not Applicable Citi Goldman Sachs InveThe Fund seeks to provide investment results that closely correspond, befor
Not Applicable S&P Global Infrastructur The SPDR FTSE/Macquarie Global Infrastructure 100 ETF before expenses
Not Applicable Gold - London PM Gold PThe objective of the SPDR Gold Trust is for the Shares to reflect the perform
Not Applicable Credit Suisse NASDAQ The Credit Suisse X-Links Gold Shares Covered Call ETNs (such exchange
Not Applicable Solactive GLD Long USDThe SPDR Long Dollar Gold Trust seeks to track the performance of the Sol
Not Applicable LBMA PM Gold Price ProShares UltraShort Gold seeks daily investment results before fees and ex
Not Applicable London Silver Fix Price ETFS Physical Precious Metals Basket Shares (the Shares) are issued by E
Not Applicable S&P Emerging Asia PacifThe SPDR S&P Emerging Asia Pacific ETF before expenses seeks to closel
Not Applicable Guggenheim Multi-Facto Guggenheim Multi-Factor Large Cap ETF seeks to replicate as closely as po
Not Applicable Not Applicable The Cambria Global Momentum ETF (the "Fund") seeks to preserve and gro
Not Applicable Bloomberg Barclays U.S The iShares GNMA Bond ETF seeks to track the investment results of an ind
Not Applicable S&P Global Natural ResoThe SPDR S&P Global Natural Resources ETF seeks to provide investmen
Not Applicable Indxx Global Generics VanEck Vectors Generic Drugs ETF (GNRX) seeks to replicate as closely as
Not Applicable U.S. Global GO GOLD anThe U.S. Global GO GOLD and Precious Metal Miners ETF (NYSE Arca: GO
Not Applicable Solactive Global Gold ExThe Global X Gold Explorers ETF (GOEX) provides investors access to a br
Not Applicable Not Applicable The Republican Policies Fund (the Fund ) objective is to invest its portfolio i
Not Applicable ICE US Treasury Core I The iShares Core U.S. Treasury Bond ETF seeks to track the investment res
Not Applicable Northern Trust Global QuFlexShares Global Quality Real Estate Index Fund attempts to provide inves
Not Applicable MSCI All Greece Select The Global X MSCI Greece ETF seeks to provide investment results that cor
Not Applicable IQ Global Resources Ind The IQ Global Resources ETF seeks investment results that correspond bef
Not Applicable Cohen & Steers Global RThe fund seeks investment results that correspond generally to the performa
Not Applicable NASDAQ OMX Clean Edge This exchange-traded fund seeks investment results that correspond genera
Not Applicable NASDAQ Germany LargeXtrackers Germany Equity ETF seeks investment results that correspond ge
Carbon Trading Barclays Capital Global The Barclays Capital Global Carbon Index Total Return ("BGCITR") is desig
Not Applicable S&P Green Bond Select VanEck Vectors Green Bond ETF (GRNB) seeks to replicate, as closely as p
Not Applicable MLCX Grains Index TotaThe index is designed to provide a benchmark for the grains sector and for in
Not Applicable Barclays Capital CommodThe iPath Pure Beta Softs ETN is linked to the Barclays Capital Commodity
Not Applicable S&P GSCI Enhanced Comm The Claymore CEF Index-Linked GS Connect ETN provides a way forinvest
Not Applicable WisdomTree Global SmalWisdomTree Global SmallCap Dividend Fund seeks to track the investment
Not Applicable Goldman Sachs ActiveBeThe Goldman Sachs ActiveBeta Europe Equity ETF (the Fund ) seeks to pro
Not Applicable Solactive US Large Cap The Goldman Sachs Equal Weight U.S. Large Cap Equity ETF (the Fund ) s
Not Applicable S&P GSCI Total Return I The investment objective of the iShares S&P GSCI Commodity-Indexed Trus
Not Applicable Goldman Sachs ActiveBetThe Goldman Sachs ActiveBeta International Equity ETF (the Fund ) seeks
Not Applicable Goldman Sachs ActiveBeThe Goldman Sachs ActiveBeta Japan Equity ETF (the Fund ) seeks to pro
Not Applicable Goldman Sachs ActiveBetGoldman Sachs ActiveBeta U.S. Large Cap Equity ETF seeks to provide inv
Not Applicable S&P GSCI Total Return I The iPath S&P GSCI Total Return Index ETN is linked to the S&P GSCI Tota
Not Applicable Goldman Sachs ActiveBetGoldman Sachs ActiveBeta U.S. Small Cap Equity ETF seeks to provide inv
Not Applicable Not Applicable Guggenheim Ultra Short Duration ETF (GSY) seeks maximum current incom
Not Applicable Not Applicable Guggenheim Total Return Bond ETF (GTO) seeks maximum total return, com
Not Applicable Sage ESG Intermediate CThe Sage ESG Intermediate Credit ETF (the Fund ) seeks to replicate inves
Not Applicable WisdomTree Middle EastWisdomTree Middle East Dividend Fund seeks investment results that corre
Not Applicable Morningstar Global Upst FlexShares Morningstar Global Upstream Natural Resources Index ETF see
Hedge Fund Replication Solactive Guru Index The Global X Top Guru Holdings Index ETF seeks investment results that co
Not Applicable S&P Oil & Gas ExploratioThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable Cambria Global Value In The Cambria Global Value ETF seeks investment results that closely corresp
Not Applicable Bloomberg Barclays U.S.The iShares Barclays Intermediate Government/Credit Bond Fund seeks inv
Not Applicable Goldman Sachs Hedge FGoldman Sachs Hedge Industry VIP ETF seeks to track the GS Hedge Fund
Not Applicable S&P Developed Ex-U.S. The SPDR S&P International Small Cap ETF before expenses seeks to clos
Not Applicable S&P China BMI Index The SPDR S&P China ETF before expenses seeks to closely match the retu
Not Applicable FTSE Nordic 30 Index The Global X FTSE Nordic 30 ETF seeks to provide investment results that c
375033264.xls
226
as possible before fees and expenses the price and yield performance of the Market Vectors Junior Gold Miners Index. The Market Vec
results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the NYSE Arca Gold Mine
s, before fees and expenses, that correspond to two times (2x) the daily performance of the NYSE Arca Gold Miners Index.The NYSE A
seeks to provide investment results that closely correspond to the performance of the Fund Index. The Goldman Sachs ActiveBeta Em
correspond, before expenses, to the performance of the NASDAQ Global Millennial Opportunity Index. The ETF employs a passive inve
osely as possible before fees and expenses the price and yield performance of the Ardour Global IndexSM (Extra Liquid).
seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of an equity index called t
eturns of the S&P 500 Index and gold futures contracts. The Fund s benchmark index, the S&P 500 Dynamic Gold Hedged Index, meas
correspond, before fees and expenses, to the performance of the Citi Goldman Sachs High Yield Corporate Bond Index (the Index ). T
s investment results that correspond generally to the price and yield performance, before fees and expenses of the Markit iBoxx Global
correspond, before fees and expenses, to the performance of the Citi Goldman Sachs Investment Grade Corporate Bond Index (the In
F before expenses seeks to closely match the returns and characteristics of the total return performance of the Macquarie Global Infrast
reflect the performance of the price of gold bullion less the Trusts expenses.
s (such exchange traded notes, the ETNs ) are senior, unsecured debt securities issued by Credit Suisse AG ( Credit Suisse ), acting th
rmance of the Solactive GLD Long USD Gold Index (the "Index"), less fund expenses. The Solactive GLD Long USD Gold Index ("the I
before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of gold bullion as measured
s) are issued by ETFS Precious Metals Basket Trust (the Trust). The investment objective of the Trust Symbol: GLTR is for the Shares t
es seeks to closely match the returns and characteristics of the total return performance of the S&P Asia Pacific Emerging BMI Index (ti
te as closely as possible, before fees and expenses, the daily performance of the Guggenheim Multi-Factor Large Cap Index. The Gugg
o preserve and grow capital from investments in the U.S. and foreign equity, fixed income, commodity and currency markets, independe
nt results of an index composed of mortgage-backed pass-through securities guaranteed by the Government National Mortgage Associ
provide investment results that before fees and expenses correspond generally to the price and yield performance of the S&P Global N
cate as closely as possible, before fees and expenses, the price and yield performance of the Indxx Global Generics & New Pharma In
F (NYSE Arca: GOAU) provides investors access to companies engaged in the production of precious metals either through active (min
ors access to a broad range of companies involved in the exploration of gold deposits. The Global X Gold Explorers ETF seeks to provi
nvest its portfolio in a manner that will seek capital appreciation during periods when the U.S. government is operating pursuant to Repu
the investment results of an index composed of U.S. Treasury bonds.
ts to provide investors with a quality equity portfolio that provides exposure to the inflation-hedging qualities and long-term capital growt
ent results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI All Greece Select 25/5
at correspond before fees and expenses to the price and yield performance of the IQ Global Resources Index. The Index uses moment
lly to the performance before the funds fees and expenses of the Cohen & Steers Global Realty Majors Index.
orrespond generally to the price and yield before the Funds fees and expenses of an equity index called the NASDAQ OMX Clean Edg
hat correspond generally to the performance, before fees and expenses, of the NASDAQ Germany Large Mid Cap Index. The index is d
BGCITR") is designed to measure the performance of the most liquid carbon-related credit plans and is designed to be an industry benc
te, as closely as possible, before fees and expenses, the price and yield performance of the S&P Green Bond Select Index (SPGRNSL
ns sector and for investment in commodities as an asset class. The Index comprises futures contracts on four physical commodities: cor
apital Commodity Index Softs Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Commodity Index Pure Beta
es a way forinvestors to gain broad-based exposure to a portfolio of CEFs that meet a predefined set of criteria. The screening process
ck the investment results of the 1000 largest small capitalization companies that rank within the bottom 5% of the WisdomTree Global D
Fund ) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sach
ETF (the Fund ) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Sola
odity-Indexed Trust (the Trust) is to seek investment results through the Trusts investment in the iShares S&P GSCI Commodity-Indexe
the Fund ) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman
und ) seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the Goldman Sachs
eks to provide investment results that closely correspond to the performance of the Fund Index. The Goldman Sachs ActiveBeta U.S. L
he S&P GSCI Total Return Index and provides you with exposure to the returns potentially available through an unleveraged investment
eks to provide investment results that closely correspond to the performance of the Fund Index. Goldman Sachs ActiveBeta U.S. Small
mum current income, consistent with preservation of capital and daily liquidity. GSY holds a diversified portfolio of varying maturities, with
um total return, comprised of income and capital appreciation. Guggenheim s unique and award-winning capabilities that combine in-dep
s to replicate investment results that generally correspond, before fees and expenses, to the performance of the Sage ESG Intermediate
results that correspond to the price and yield performance before fees and expenses of the WisdomTree Middle East Dividend Index.
es Index ETF seeks to provide investors exposure to the rising demand for natural resources that is being driven by globalization. It is o
ent results that correspond generally to the price and yield performance, before fees and expenses, of the Top Guru Holdings Index. Th
expenses, of 300% of the performance of the S&P Oil & Gas Exploration & Production Select Industry Index. The Index is provided by S
hat closely correspond to the price and yield performance, before fees and expenses, of the Cambria Global Value Index. The Index con
nd Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the investm
e GS Hedge Fund VIP Index, which is constructed in accordance with a rules-based methodology derived from concepts previously dev
nses seeks to closely match the returns and characteristics of the total return performance of the S&P Developed Ex-U.S. Under USD2
ely match the returns and characteristics of the total return performance of the S&P China BMI Index (ticker: STBCCNU).
ment results that correspond generally to the price and yield performance before fees and expenses of the FTSE Nordic 30 Index.
375033264.xls
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ex. The Market Vectors Junior Gold Miners Index is a rules-based modified market capitalization-weighted float-adjusted index intended
SE Arca Gold Miners Index. The NYSE Arca Gold Miners Index is a modified market-capitalization weighted index primarily composed o
s Index.The NYSE Arca Gold Miners Index is a modified market-capitalization weighted index primarily composed of publicly traded com
achs ActiveBeta Emerging Markets Equity Index ( the Index ) is designed to deliver exposure to equity securities of emerging market iss
ploys a passive investment approach designed to track the performance of the Index. The NASDAQ Global Millennial Opportunity Index
equity index called the S&P High Income Infrastructure Index (the Index ). GHII will invest in the 50 highest-yielding global equity securi
Hedged Index, measures the total return performance of the S&P 500 Index plus a long position in gold futures contracts, the notional va
dex (the Index ). The Index is a rules-based index that is designed to measure the performance of high yield corporate bonds denomin
Markit iBoxx Global Developed Markets High Yield Index.
Bond Index (the Index ). The index employs a simple, transparent process that is designed to identify an investible universe, then elimi
uarie Global Infrastructure 100 Index (ticker: MCGIGIDT) an equity index based upon the global infrastructure industry market. Our app
dit Suisse ), acting through its Nassau Branch, that are linked to the return of the Credit Suisse NASDAQ Gold FLOWSTM (Formula-Lin
D Gold Index ("the Index") is designed to represent the daily performance of a long position in physical gold (as represented by the Gold
ullion as measured by the U.S. Dollar fixing price for delivery in London.
R is for the Shares to reflect the performance of the prices of gold silver platinum and palladium bullion less Sponsor s Fee. The Shares
erging BMI Index (ticker: STBMAEU).
ap Index. The Guggenheim Multi-Factor Large Cap Index seeks to identify attractive companies with strong performance potential via a
markets, independent of market direction. The Fund intends to target investing in the top 33% of a target universe of approximately 50 E
nal Mortgage Association (GNMA or Ginnie Mae). GNMA ("Ginnie Mae") bonds carry the full faith and credit guaranty of the U.S. govern
of the S&P Global Natural Resources Index (ticker: SPGNRUP) an index that tracks publicly-traded companies in natural resources and/
s & New Pharma Index (IGNRXT), which is intended to track the overall performance of companies that derive a significant proportion o
through active (mining or production) or passive (owning royalties or production streams) means. The Index is composed of the exchan
ETF seeks to provide investment results that correspond generally to the price and yield performance, before fees and expenses, of the
ng pursuant to Republican Policies (as defined below). It does not seek to replicate the performance of a specified index. The Fund is an
g-term capital growth potential of global real estate.

Greece Select 25/50 Index. The MSCI All Greece Select 25/50 Index is designed to represent the performance of the broad Greece equ
Index uses momentum and valuation factors to identify global companies that operate in commodity-specific market segments and who
AQ OMX Clean Edge Smart Grid Infrastructure Index.

ndex. The index is designed to track the performance of the German large- and mid-cap equity market.
be an industry benchmark for carbon investors. Each carbon-related credit plan included in the BGCITR is represented by the most liqu
ct Index (SPGRNSLT). The index is comprised of labeled green bonds that are issued to finance environmentally friendly projects, and i
cal commodities: corn, soybeans, soybean oil and wheat. The Index is a total return index; thus it is designed to reflect the performance
ity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in three futures contrac
screening process by which CEFs are selected for inclusion in the Index is used to identify desirable CEFs within the universe of eligibl
sdomTree Global Dividend Index by market capitalization. The WisdomTree Global SmallCap Dividend Index is a fundamentally weight
the Goldman Sachs ActiveBeta Europe Equity Index (the Index ), which delivers exposure to equity securities of developed market iss
ormance of the Solactive US Large Cap Equal Weight Index (GTR) (the Index ). The Index consists of equity securities of large capitali
I Commodity-Indexed Investing Pool (Investing Pool) that correspond generally to the performance of the S&P GSCI Total Return Index
nce of the Goldman Sachs ActiveBeta International Equity Index (the Index ). The Goldman Sachs ActiveBeta International Equity Index
the Goldman Sachs ActiveBeta Japan Equity Index (the Index ), which delivers exposure to equity securities of Japanese issuers. The
s ActiveBeta U.S. Large Cap Equity Index ( the Index ) is designed to deliver exposure to equity securities of large-capitalization U.S. is
veraged investment in the contracts comprising the S&P GSCI plus the Treasury Bill rate of interest that could be earned on funds comm
tiveBeta U.S. Small Cap Equity ETF follows a performance-seeking methodology that aims to acquire stocks based on four well-establis
rying maturities, with an average duration of less than one year. Guggenheim s actively managed approach allows the portfolio investme
that combine in-depth macro research, intensive fundamental research and legal analysis, and rigorous risk management. Multi-sector
ge ESG Intermediate Credit Index. The Fund generally will invest at least 80% of its total assets in the component securities of the SAGE
st Dividend Index.
globalization. It is one of the first ETFs with a balanced emphasis on the upstream portion of the natural resources supply chain, prov
u Holdings Index. The Top Guru Holdings Index is comprised of the top U.S. listed equity positions reported on Form 13F by a select gro
dex is provided by Standard & Poor s and includes domestic companies from the oil and gas exploration and production sub-industry. A
ndex. The Index consists of stocks with value characteristics. The initial screening universe for this Index includes 44 countries in foreig
enses of the investment grade credit sector of the United States bond market and the total United States Treasury market as defined by
cepts previously developed by Goldman Sachs Global Investment Research division. The Index consists of fundamentally driven hedge
-U.S. Under USD2 Billion (ticker: STBMWUU2) an equity index based upon the world (ex-US) small cap composite market. Our approa
ordic 30 Index.
375033264.xls
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sted index intended to investors exposure to small- and medium-capitalization companies in the gold or silver mining industry.
rimarily composed of publicly traded companies involved in the mining for gold and silver. The weight of companies whose revenues are
publicly traded companies involved in the mining for gold and silver. The weight of companies whose revenues are more significantly e
emerging market issuers. The Index seeks to capture common sources of active equity returns, including value (i.e., the security s price
al Opportunity Index is a NASDAQ-licensed index based on Principal s intellectual property (IP). Principal retains ownership of the index
global equity securities of companies that engage in various infrastructure-related industries. Securities are selected from global compa
acts, the notional value of which is comparable to the value of the exposure to the S&P 500 Index. The Fund is designed to outperform
rate bonds denominated in U.S. dollars ( USD ) that meet certain liquidity and fundamental screening criteria. High yield bonds are bo
universe, then eliminates issuers with relative deteriorating fundamentals to offer exposure to existing sector or market beta.
try market. Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
WSTM (Formula-Linked OverWrite Strategy) 103 Index (the Index ). The Index seeks to implement a covered call investment strategy
esented by the Gold Price) and a short position in the basket ("FX Basket") comprised of the Euro, Japanese Yen, British Pound Sterling
s Fee. The Shares are designed for investors who want a cost-effective and convenient way to invest in a basket of precious metals.
ance potential via a multi-factor approach. The index is comprised of a focused basket of approximately 50 stocks selected from the S&
approximately 50 ETFs based on measures of trailing momentum and trend. The portfolio begins with a universe of assets consisting o
y of the U.S. government. The fund offers low cost exposure to U.S. residential mortgage-backed bonds.
tural resources and/or commodities businesses. Our approach is designed to provide portfolios with low portfolio turnover accurate track
nificant proportion of their revenues or that have the potential to derive a significant proportion of their revenues from the generic drug in
posed of the exchange-listed common stock (or American Depositary Receipts ( ADRs )) of U.S. and international (including emerging m
and expenses, of the Solactive Global Gold Explorers & Developers Total Return Transition Index.
ndex. The Fund is an actively managed exchange-traded fund ( ETF ) that seeks to achieve its objective by investing, including both lon
e broad Greece equity universe, while including a minimum number of constituents. The Broad Greece Equity Universe includes securit
segments and whose equity securities trade in developed markets including the U.S. These segments include the major commodity sec
ted by the most liquid instrument available in the marketplace. The BGCITR expects to incorporate new carbon-related credit plans as t
ndly projects, and includes bonds issued by supranational, government, and corporate issuers globally in multiple currencies.
ct the performance of a fully collateralized investment in the index components.
hree futures contracts on soft commodities traded on U.S. exchanges. The Index is comprised of a basket of exchange traded futures c
e universe of eligible CEFs. These measures include, but are not limited to, tests for the CEFs longevity, liquidity, distributions and mar
ndamentally weighted index that measures the performance of 1000 largest small capitalization companies that rank within the bottom 5
eveloped market issuers in Europe. The Fund s equity investments are subject to market risk, which means that the value of the securiti
ties of large capitalization U.S. issuers. The Index is an equal-weight version of the Solactive US Large Cap Index, a market capitalizati
Total Return Index (the Index) before payment of the Trusts and the Investing Pools expenses and liabilities. The Index is intended to r
ational Equity Index ( the Index ) is designed to deliver exposure to equity securities of developed market issuers outside of the United
anese issuers. The Fund s equity investments are subject to market risk, which means that the value of the securities in which it invests
capitalization U.S. issuers. The Index seeks to capture common sources of active equity returns, including value (i.e., the security s price
rned on funds committed to the trading of the underlying contracts.
on four well-established attributes of performance: good value, strong momentum, high quality and low volatility.
he portfolio investment team the latitude to express its market views, while still adhering to the funds stated objectives - offering investor
ement. Multi-sector strategy investing primarily in investment grade fixed-income securities across multiple sectors with an active invest
curities of the SAGE ESG Credit Index (the Index ). The Index consists of corporate bonds selected from the Barclays Capital U.S. Inte
s supply chain, providing coverage of global companies in the energy, metals and agriculture sectors, while maintaining a core exposure
13F by a select group of entities that Structured Solutions AG characterizes as hedge funds. Hedge funds are selected from a pool of th
ction sub-industry. As of April 30, 2015, the Index was comprised of 98 stocks. The companies included in the Index have a median mar
4 countries in foreign developed and emerging markets. The Index is comprised of the 11 countries and approximately 90-110 companie
arket as defined by the Barclays Capital U.S. Intermediate Government/Credit Bond Index.
entally driven hedge fund managers Very-Important-Positions, which appear most frequently among their top 10 long equity holdings.
market. Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
375033264.xls
229
g industry.
whose revenues are more significantly exposed to silver mining will not exceed 20% of the index at the time of the index s rebalance.
more significantly exposed to silver mining will not exceed 20% of the index at the time of the index s rebalance.
the security s price compared to market value), momentum (i.e., performance history), quality (i.e., profitability relative to total assets) a
nership of the index IP under the licensing agreement. The index provides exposure to global equity securities of companies that are im
from global companies, trading on exchanges in developed countries.The S&P High Income Infrastructure Index is designed to serve a
gned to outperform a U.S. large-cap portfolio over the long term if the value of gold increases. The S&P 500 Dynamic Gold Hedged Ind
yield bonds are bonds that are rated below investment grade and are commonly referred to as junk bonds . The Reference Index inclu
nvestment strategy by maintaining a notional long position in shares of the SPDR Gold Trust ETF (GLD UP <Equity>) (the GLD shares
ritish Pound Sterling, Canadian Dollar, Swedish Krona and Swiss Franc ("Reference Currencies") (i.e., a long USD exposure versus the
precious metals.
elected from the S&P 500 Index. The underlying index security selection process employs a Multi-Factor Composite Score, which is a p
assets consisting of domestic and foreign stocks, bonds, real estate, commodities and currencies.
nover accurate tracking and lower costs.

m the generic drug industry, or that have a primary business focus on the generic drug industry. The Index is a rules based, modified cap
cluding emerging markets) companies that earn at least 50 percent of their aggregate revenue from precious metals ( Precious Metals
, including both long and short positions, in a combination of equity and/or fixed income securities traded in the U.S. or non-U.S. marke
rse includes securities that are classified in Greece according to the MSCI Global Investable Market Index Methodology, together with c
major commodity sectors (Precious Metals Industrial Metals Livestock Energy and Grains Food & Fiber) plus Timber Water and Coal. Th
ed credit plans as they develop around the world. The BGCITR currently includes two carbon-related credit plans: European Union Em
urrencies.
nge traded futures contracts, and uses an allocation methodology designed to mitigate the effects of certain distortions in the commodit
stributions and market price
k within the bottom 5% of the WisdomTree Global Dividend Index by market capitalization. Companies are weighted in the Index based
value of the securities in which it invests may go up or down in response to the prospects of individual companies, particular sectors an
a market capitalization-weighted index that includes equity securities of approximately 500 of the largest U.S. companies. The Index incl
dex is intended to reflect the performance of a diversified group of commodities.
utside of the United States. The Index seeks to capture common sources of active equity returns, including value (i.e., how attractively a
s in which it invests may go up or down in response to the prospects of individual companies, particular sectors and/or general econom
, the security s price compared to market value), momentum (i.e., performance history), quality (i.e., profitability relative to total assets) a
s - offering investors enhanced yield opportunities within a risk-managed approach. Driven by a macro view that utilizes quantitative an
with an active investment approach offering the opportunity to capitalize on changing relative values in fixed-income securities/sectors.
ays Capital U.S. Intermediate Credit Bond Index that meet Environmental, Social and Governance (ESG) criteria jointly developed by th
ng a core exposure to timberlands and water resources sectors.

ted from a pool of thousands of privately offered pooled investment vehicles based on the size of their reported equity holdings and the
have a median market capitalization of $3.89 billion and are concentrated in the energy and oil and gas sectors as of April 30, 2015.
ely 90-110 companies with the best long-term valuation characteristics.
ng equity holdings.
375033264.xls
230
ndex s rebalance.
ve to total assets) and volatility (i.e., consistency of returns). The Index is reconstituted and rebalanced quarterly.
mpanies that are impacted by the spending and lifestyle activities of the Millennial generation.
designed to serve as a benchmark for yield-seeking equity investors looking for infrastructure exposure. The index is composed of the 5
c Gold Hedged Index seeks to simulate the returns of an investment strategy that is long the S&P 500 and hedged against changes in
eference Index includes high yield corporate bonds issued by companies domiciled in the United States or Canada that have a minimum
) (the GLD shares ) while notionally selling monthly out-of-the-money call options on that position. We have listed the ETNs on The Na
exposure versus the FX Basket). In simple terms, the Index reflects the price of Gold in U.S. dollars adjusted by the price of each Refer
Score, which is a proprietary rules-based methodology, that seeks to identify component securities with attractive exposures to fundam
based, modified capitalization weighted index. The Index includes exchange-listed companies, on a global basis, that derive a significan
s ( Precious Metals Companies ). Precious metals consist of gold, silver, platinum, and palladium. The Index may include small-, mid-, a
or non-U.S. markets, derivatives, currencies, and commodities. The Fund s portfolio is intended to provide capital appreciation during p
logy, together with companies that are headquartered or listed in Greece and carry out the majority of their operations in Greece. Furthe
Water and Coal. The Index also includes short exposure to global equities as a partial equity market hedge.
uropean Union Emission Trading Scheme or EU ETS Phase II and Kyoto Protocols Clean Development Mechanism.
ons in the commodity markets on such returns. Unlike many commodity indices which roll their exposure to the corresponding futures co
in the Index based on annual cash dividends paid. Regional weights are set according to the respective float-adjusted market capitaliza
articular sectors and/or general economic conditions. Foreign investments may be more volatile and less liquid than investments in U.S
nies. The Index includes the same constituents as the Solactive US Large Cap Index. However, unlike the Solactive US Large Cap Inde
., how attractively a stock is priced relative to its fundamentals , such as book value or free cash flow), momentum (i.e., whether a comp
or general economic conditions. Foreign investments may be more volatile and less liquid than investments in U.S. securities and are s
ive to total assets) and volatility (i.e., consistency of returns). The Index is reconstituted and rebalanced quarterly.
izes quantitative and qualitative processes to understand and manage risk, Guggenheim s fixed income expertise seeks to identify and
securities/sectors.
tly developed by the Fund s investment adviser, Sage Advisory Services LTD Co. (the Adviser ), and Sustainalytics.
ty holdings and the efficacy of replicating their publicly disclosed positions.

f April 30, 2015.
375033264.xls
231
s composed of the 50 highest-dividend paying companies within the S&P Global BMI that operate in the energy, transportation, and utili
against changes in the price of the U.S. dollar versus gold.
hat have a minimum of one year to maturity and are rated BB+ by Standard & Poor s Ratings Services ( S&P ) and Ba1 by Moody s Inv
he ETNs on The Nasdaq Stock Market ( Nasdaq ) under the ticker symbol GLDI .1 The ETNs should be purchased only by knowledgea
price of each Reference Currency comprising the FX Basket against the U.S. dollar. The Index is designed to measure daily Gold Bullio
xposures to fundamental (value, growth and quality) and non-fundamental (momentum, short interest, volatility and liquidity) factors. The
t derive a significant proportion of their revenues (or that have the potential to derive a significant proportion of their revenues) from the
lude small-, mid-, and large-capitalization companies.
ppreciation during periods when the U.S. government is operating pursuant to Republican Policies. The Fund typically holds securities
ns in Greece. Further, the Index only includes securities with a minimum liquidity threshold of USD 25,000,000 average daily traded valu
sponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a numbe
ed market capitalization weights of the universe of dividend and non-dividend payers of the regional allocations to the U.S., developed a
investments in U.S. securities and are subject to the risks of currency fluctuations and adverse economic or political developments. The
US Large Cap Index, in which each security is weighted based on its market value, each security in the Index is given the same weigh
i.e., whether a company s share price is trending up or down), quality (i.e., profitability) and volatility (i.e., the degree of variability of a co
securities and are subject to the risks of currency fluctuations and adverse economic or political developments. Because of its exposure
eeks to identify and exploit market opportunities.
375033264.xls
232
nsportation, and utilities sectors.
Ba1 by Moody s Investors Service, Inc. ( Moody s ) or below. Only constituents of the Reference Index that have a minimum of $400 mil
only by knowledgeable investors who understand the potential consequences of investing in a covered call strategy on GLD shares. Th
ure daily Gold Bullion returns as though an investor had invested in Gold Bullion in terms of the FX Basket comprised of the Reference
quidity) factors. The use of multiple diversifying factors seeks to provide more consistent performance as compared to individual factor
revenues) from the generic drug industry, or that have a primary business focus on the generic drug industry. The generic drug industry
lly holds securities of a limited number of issuers, generally 30 to 50, and invests in companies with a market capitalization or revenues
ge daily traded value, subject to 15 constituents being included in the Index. If not, securities are added in the decreasing order of avera
nto one of a number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Metho
e U.S., developed and emerging markets.

l developments. The Fund may invest heavily in investments in Europe and may be subject to greater losses than if it were less concen
en the same weight, approximately 0.2% of the Index, at each rebalance.
of variability of a company s share price over time). The Index is reconstituted and rebalanced quarterly. It is not possible to invest dire
ause of its exposure to Japan, the Fund subject to greater risk of loss as a result of adverse securities markets, exchange rates and soc
375033264.xls
233
minimum of $400 million outstanding, a minimum issuer size of $1 billion, a maximum final maturity of 15 years and are rated at least CC
on GLD shares. The ETNs pay a monthly variable cash coupon based on the notional premiums received from selling the calls.
d of the Reference Currencies reflected in the Index. In general, the Index is intended to increase in value when the price of gold (as me
to individual factor strategies that inherently experience cycles of underperformance when a particular factor is out of favor. The index s
eneric drug industry, as defined by the Index Provider, includes any company involved in the research, development, production, manufa
lization or revenues greater than $250 million USD.
asing order of average daily traded value until 15 securities are selected. The index targets a minimum of 15 securities at construction.
Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash collateral invested in specifie
it were less concentrated in Europe. Because the Fund may concentrate its investments in an industry or group of industries to the exte
ssible to invest directly in an unmanaged index.

hange rates and social, political, regulatory or economic event which may occur in Japan. Because the Fund may concentrate its investm
375033264.xls
234
re rated at least CCC+ by S&P or Caa1 by Moody s are included in the Universe.
ng the calls.
price of gold (as measured by the Gold Price) increases and/or when the value of the USD increases against the value of the FX Baske
of favor. The index seeks to have a similar sector exposure as the S&P 500 Index. The index constituents are equally weighted.
, production, manufacturing or sale of generics, supergenerics, biosimilars, biobetters or their active pharmaceutical ingredients ( APIs )
ies at construction.
invested in specified Treasury Bills.
ndustries to the extent that the Index is concentrated, the Fund may be subject to greater risk of loss as a result of adverse economic, b
ncentrate its investments in an industry or group of industries to the extent that the Index is concentrated, the Fund may be subject to g
375033264.xls
235
lue of the FX Basket comprised of the Reference Currencies. In general, the Index is intended to decrease in value when the price of g
y weighted.
ingredients ( APIs ).
dverse economic, business or other developments affecting that industry or group of industries. The securities of mid- and small-capitali
may be subject to greater risk of loss as a result of adverse economic, business or other developments affecting that industry or group o
375033264.xls
236
when the price of gold (as measured by the Gold Price) decreases and/or when the value of the USD declines against the value of the
d- and small-capitalization companies involve greater risks than those associated with larger, more established companies and may be s
t industry or group of industries. The securities of mid- and small-capitalization companies involve greater risks than those associated w
375033264.xls
237
nst the value of the FX Basket comprised of Reference Currencies. The net impact of these changes determines the value of the Index
anies and may be subject to more abrupt or erratic price movements. The Fund is not actively managed, and therefore the Fund will no
those associated with larger, more established companies and may be subject to more abrupt or erratic price movements. The Fund is
375033264.xls
238
value of the Index on a daily basis.
ore the Fund will not generally dispose of a security unless the security is removed from the Index. The Index calculation methodology m
ments. The Fund is not actively managed, and therefore the Fund will not generally dispose of a security unless the security is removed
375033264.xls
239
ation methodology may rely on information based on assumptions and estimates and neither the Fund nor its investment adviser can gu
security is removed from the Index. The Index calculation methodology may rely on information based on assumptions and estimates an
375033264.xls
240
ment adviser can guarantee the accuracy of the methodology s assessment of included issuers. Performance may vary substantially fro
ns and estimates and neither the Fund nor its investment adviser can guarantee the accuracy of the methodology s assessment of inclu
375033264.xls
241
ary substantially from the performance of the Index as a result of transaction costs, expenses and other factors.
assessment of included issuers. Performance may vary substantially from the performance of the Index as a result of transaction costs,
375033264.xls
242
of transaction costs, expenses and other factors.
375033264.xls
243
Global X MSCI Colombia ETF GXG Global X 37950E200

Arrow Dow Jones Global Yield ETF GYLD ArrowShares 04273H104
ETFMG Prime Cyber Security ETF HACK ETF Managers Group 26924G201
iShares Edge MSCI Min Vol Global Currency He HACV Blackrock (iShares) 464289115
iShares Currency Hedged MSCI ACWI ETF HACW Blackrock (iShares) 46435G854
CSOP China CSI 300 A-H Dynamic ETF HAHA CSOP Asset Managemen12649L303
Guggenheim China Small Cap ETF HAO Guggenheim 18383Q853
VanEck Vectors Natural Resources ETF HAP Van Eck Associates Corp92189F841
iShares Currency Hedged MSCI Australia ETF HAUD Blackrock (iShares) 46435G607
iShares Currency Hedged MSCI ACWI ex U.S. E HAWX Blackrock (iShares) 46435G847
Hartford Corporate Bond ETF HCOR Hartford Funds 41653L107
iShares Edge MSCI Multifactor Healthcare ETF HCRF Blackrock (iShares) 46435G565
Deutsche X-trackers MSCI All World ex US High HDAW DBX Strategic Advisors 233051598
Deutsche X-trackers MSCI Emerging Markets Hig HDEE DBX Strategic Advisors 233051622
Deutsche X-trackers MSCI EAFE High Dividend YHDEF DBX Strategic Advisors 233051630
Deutsche X-trackers MSCI Eurozone High Divide HDEZ DBX Strategic Advisors 233051614
ProShares Hedge Replication ETF HDG ProShares 74347X294
Ranger Equity Bear ETF HDGE Advisor Shares 00768Y883
ETRACS Monthly Pay 2xLeveraged US High Divide HDLV UBS 90270L727
First Trust Horizon Managed Volatility Developed HDMV First Trust 33739P871
WisdomTree Global ex-U.S. Hedged Real Estate HDRW Wisdom Tree 97717X396
iShares Core High Dividend ETF HDV Blackrock (iShares) 46429B663
EcoLogical Strategy ETF HECO Strategy Shares 86280R209
WisdomTree Europe Hedged Equity Fund HEDJ Wisdom Tree 97717X701
iShares Currency Hedged MSCI Emerging MarketHEEM Blackrock (iShares) 46434G509
iShares Currency Hedged MSCI EAFE ETF HEFA Blackrock (iShares) 46434V803
iShares Edge MSCI Min Vol EAFE Currency Hed HEFV Blackrock (iShares) 46435G714
iShares Edge MSCI Min Vol EM Currency Hedge HEMV Blackrock (iShares) 46434G871
iShares Currency Hedged MSCI Europe Small-C HEUS Blackrock (iShares) 46435G680
iShares Edge MSCI Min Vol Europe Currency He HEUV Blackrock (iShares) 46435G698
iPath Pure Beta Industrial Metals ETN HEVY Barclays iPath 06740P296
iShares Currency Hedged MSCI Canada ETF HEWC Blackrock (iShares) 46435G706
iShares Currency Hedged MSCI Germany ETF HEWG Blackrock (iShares) 46434V704
iShares Currency Hedged MSCI Italy ETF HEWI Blackrock (iShares) 46435G821
iShares Currency Hedged MSCI Japan ETF HEWJ Blackrock (iShares) 46434V886
iShares Currency Hedged MSCI Switzerland ETF HEWL Blackrock (iShares) 46435G870
iShares Currency Hedged MSCI Spain ETF HEWP Blackrock (iShares) 46435G813
iShares Currency Hedged MSCI United Kingdom HEWU Blackrock (iShares) 46435G862
iShares Currency Hedged MSCI Mexico ETF HEWW Blackrock (iShares) 46435G805
iShares Currency Hedged MSCI South Korea ET HEWY Blackrock (iShares) 46435G888
iShares Currency Hedged MSCI EMU ETF HEZU Blackrock (iShares) 46434V639
Hartford Global Impact Nextshares Fund HFGIC Hartford Funds 41653Q106
IQ 50 Percent Hedged FTSE Europe ETF HFXE Index IQ 45409B552
IQ 50 Percent Hedged FTSE International ETF HFXI Index IQ 45409B560
IQ 50 Percent Hedged FTSE Japan ETF HFXJ Index IQ 45409B537
Guggenheim International Multi-Asset Income ET HGI Guggenheim 18383Q804
WisdomTree Global Hedged SmallCap Dividend HGSD Wisdom Tree 97717X420
iShares Currency Hedged International High Yiel HHYX Blackrock (iShares) 46435G797
EGShares EM Quality Dividend ETF HILO Columbia Management 19762B301
Master Income ETF HIPS Master Shares 26922A867
iShares Currency Hedged JPX-Nikkei 400 ETF HJPX Blackrock (iShares) 46435G722
Hartford Municipal Opportunities ETF HMOP Hartford Funds 41653L503
AdvisorShares Sage Core Reserves ETF HOLD Advisor Shares 00768Y651
ETRACS Monthly Reset 2xLeveraged ISE ExclusiHOML UBS 90274P302
Hartford Quality Bond ETF HQBD Hartford Funds 41653L206
iShares Currency Hedged MSCI EAFE Small-CapHSCZ Blackrock (iShares) 46435G839
Horizons S&P 500 Covered Call ETF HSPX Horizons 44053G603
Hartford Total Return Bond ETF HTRB Hartford Funds 41653L305
Hull Tactical US ETF HTUS Exchange Traded Conce301505806
US Equity Rotation Strategy ETF HUSE Strategy Shares 86280R100
375033264.xls
244

US41653L1070 03/22/2017 0.44 Bonds
US74347X2945 07/12/2011 0.95 Other Asset Types
US46435G7979 07/28/2015 0.43 Bonds
US26922A8678 01/07/2015 1.43 Target Date / Multi-Asset
US41653L5030 12/13/2017 0.35 Bonds
US00768Y6510 01/14/2014 0.37 Bonds
US41653L2060 03/22/2017 0.39 Bonds
US41653L3050 09/27/2017 0.39 Bonds
375033264.xls
245
Not Applicable MSCI All Colombia SelecThe Global X MSCI Colombia ETF seeks to provide investment results that c
Not Applicable Dow Jones Global Compos The Arrow Dow Jones Global Yield ETF seeks investment results that corres
Not Applicable Prime Cyber Defense In The ETFMG Prime Cyber Security ETF (HACK) is a portfolio of companies p
Not Applicable MSCI ACWI Minimum Vola The iShares Edge MSCI Min Vol Global Currency Hedged ETF seeks to trac
Not Applicable MSCI ACWI 100% HedgeThe iShares Currency Hedged MSCI ACWI ETF seeks to track the investme
Not Applicable CSI 300 Smart Index The CSOP China CSI 300 A-H Dynamic Exchange Traded Fund ( ETF ) (the
Not Applicable AlphaShares China SmalThe Guggenheim/AlphaShares China Small Cap Index ETF (the Fund) seek
Not Applicable Rogers-Van Eck Natural HAP seeks to replicate as closely as possible before fees and expenses the
Not Applicable MSCI Australia 100% HeThe iShares Currency Hedged MSCI Australia ETF seeks to track the invest
Not Applicable MSCI ACWI ex USA 100% The iShares Currency Hedged MSCI ACWI ex U.S. ETF seeks to track the in
Not Applicable Not Applicable The Fund seeks to achieve its investment objective by investing in U.S. dolla
Not Applicable MSCI USA Health Care Di The iShares Edge MSCI Multifactor Healthcare ETF seeks to track the inves
Not Applicable MSCI ACWI ex USA HighDeutsche X-trackers MSCI All World ex US High Dividend Yield Hedged Equ
Not Applicable MSCI Emerging Markets D Heutsche X-trackers MSCI Emerging Markets High Dividend Yield Hedged E
Not Applicable MSCI EAFE High Dividend Deutsche X-trackers MSCI EAFE High Dividend Yield Hedged Equity ETF tr
Not Applicable MSCI EMU High DividendDeutsche X-trackers MSCI Eurozone High Dividend Yield Hedged Equity ET
Hedge Fund Replication Merrill Lynch Factor Mod ProShares Hedge Replication ETF (the Fund ) seeks investment results, be
Not Applicable Not Applicable The investment objective of the Active Bear ETF (HDGE) is capital appreciat
Not Applicable Solactive US High DivideThe ETRACS Monthly Pay 2xLeveraged US High Dividend Low Volatility ET
Not Applicable Not Applicable The First Trust Horizon Managed Volatility Developed International ETF is an
Not Applicable WisdomTree Global ex-UWisdomTree Global ex-U.S. Hedged Real Estate Fund seeks to track invest
Not Applicable Morningstar Dividend YieThe iShares High Dividend Equity Fund seeks investment results that corres
Not Applicable Not Applicable The EcoLogical Strategy ETF seeks capital appreciation through an actively
Not Applicable WisdomTree Europe Hedg WisdomTree International Hedged Equity Fund seeks investment results tha
Not Applicable MSCI Emerging Markets The iShares Currency Hedged MSCI Emerging Markets ETF (the Fund) see
Not Applicable MSCI EAFE 100% HedgeThe iShares Currency Hedged MSCI EAFE ETF (the Fund ) seeks to track t
Not Applicable MSCI EAFE Minimum Vola The iShares Edge MSCI Min Vol EAFE Currency Hedged ETF seeks to track
Not Applicable MSCI Emerging Markets The iShares Edge MSCI Min Vol EM Currency Hedged ETF seeks to track th
Not Applicable MSCI Europe Small Cap The iShares Currency Hedged MSCI Europe Small-Cap ETF seeks to track
Not Applicable MSCI Europe Minimum Vo The iShares Edge MSCI Min Vol Europe Currency Hedged ETF seeks to tra
Not Applicable Barclays Capital Commodi The iPath Pure Beta Industrial Metals ETN is linked to the Barclays Capital C
Not Applicable MSCI Canada 100% Hedg The iShares Currency Hedged MSCI Canada ETF seeks to track the investm
Not Applicable MSCI Germany 100% HeThe iShares Currency Hedged MSCI Germany ETF (the Fund ) seeks to tra
Not Applicable MSCI Italy 25/50 100% The iShares Currency Hedged MSCI Italy ETF seeks to track the investment
Not Applicable MSCI Japan 100% HedgeThe iShares Currency Hedged MSCI Japan ETF (the Fund ) seeks to track
Not Applicable MSCI Switzerland 25/50 The iShares Currency Hedged MSCI Switzerland ETF seeks to track the inv
Not Applicable MSCI Spain 25/50 100% The iShares Currency Hedged MSCI Spain ETF seeks to track the investme
Not Applicable MSCI United Kingdom 1 The iShares Currency Hedged MSCI United Kingdom ETF seeks to track the
Not Applicable MSCI Mexico IMI 25/50 The iShares Currency Hedged MSCI Mexico ETF seeks to track the investm
Not Applicable MSCI South Korea 25/5 The iShares Currency Hedged MSCI South Korea ETF seeks to track the inv
Not Applicable MSCI EMU 100% USD He The iShares Currency Hedged MSCI EMU ETF (the Fund) seeks to track the
Not Applicable Not Applicable The Fund seeks to generate long term capital appreciation by investing in co
Not Applicable FTSE Developed EuropeThe IQ 50 Percent Hedged FTSE Europe ETF seeks investment results that
Not Applicable FTSE Developed ex NortThe IQ 50 Percent Hedged FTSE International ETF seeks investment results
Not Applicable FTSE Japan 50% Hedged The IQ 50 Percent Hedged FTSE Japan ETF seeks investment results that c
Not Applicable Zacks International Mult The Guggenheim/Zacks International Multi-Asset Income Index ETF (NYSE:
Not Applicable WisdomTree Global HedgWisdomTree Global Hedged SmallCap Dividend Fund seeks to track the inv
Not Applicable Markit iBoxx Global Dev The iShares Currency Hedged International High Yield Bond ETF seeks to tr
Not Applicable EGAI Emerging Markets Q HILO is an exchange traded fund (ETF) eeks investment results that corresp
Not Applicable TFMS HIPS 300 Total ReThe Master Income ETF seeks to track the total return performance, before f
Not Applicable JPX-Nikkei 400 Net Tota The iShares Currency Hedged JPX-Nikkei 400 ETF seeks to track the invest
Not Applicable Not Applicable Hartford Municipal Opportunities ETF seeks to provide current income that is
Not Applicable Not Applicable The AdvisorShares Sage Core Reserves ETF (NYSE Arca: HOLD) seeks to
Not Applicable ISE Exclusively HomebuilThe ETRACS Monthly Reset 2xLeveraged ISE Exclusively Homebuilders ET
Not Applicable Not Applicable The Fund seeks to achieve its investment objective by investing in securities
Not Applicable MSCI EAFE Small-Cap 1The iShares Currency Hedged MSCI EAFE Small-Cap ETF seeks to track th
Not Applicable S&P 500 Stock Covered C The Horizons S&P 500 Covered Call ETF (HSPX) seeks investment results
Not Applicable Not Applicable A diversified bond fund that invests at least 70% of its assets in investment-g
Not Applicable Not Applicable The Hull Tactical Fund is an actively managed ETF. Guided by our proprietar
Not Applicable Not Applicable The Fund is an actively managed exchange-traded fund ( ETF ) and, under n
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ment results that correspond generally to the price and yield performance before fees and expenses of the MSCI All Colombia Select 25
results that correspond generally to the price and yield performance, before fees and expenses, of the global bond market as defined b
lio of companies providing cyber security solutions that include hardware, software and services. HACK is an exchange traded fund (ET
ETF seeks to track the investment results of an index composed of developed and emerging market equities that, in the aggregate, hav
rack the investment results of an index composed of large- and mid-capitalization developed and emerging equities while mitigating exp
Fund ( ETF ) (the Fund ) seeks to provide investment results that, before fees and expenses, track the performance of the CSI 300 Sm
F (the Fund) seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity
and expenses the price and yield performance of the Rogers-Van Eck Natural Resources Index a rules-based index which gives investo
to track the investment results of an index composed of large- and mid-capitalization Australian equities while mitigating exposure to flu
eeks to track the investment results of an index composed of large- and mid-capitalization developed and emerging equities while mitiga
esting in U.S. dollar denominated, investment grade rated fixed income securities.
to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Healthcare sector that have fav
Yield Hedged Equity ETF tracks the MSCI ACWI ex USA High Dividend Yield US Dollar Hedged Index. The MSCI ACWI ex USA High D
nd Yield Hedged Equity ETF tracks the MSCI Emerging Markets High Dividend Yield U.S. Dollar Hedged Index. The MSCI Emerging Ma
ged Equity ETF tracks the MSCI EAFE High Dividend Yield U.S. Dollar Hedged Index. The MSCI EAFE High Dividend Yield U.S. Dollar
Hedged Equity ETF tracks the MSCI EMU High Dividend Yield U.S. Dollar Hedged Index. The MSCI EMU High Dividend Yield U.S. Doll
stment results, before fees and expenses, that track the performance of the Merrill Lynch Factor Model Exchange Series (the Benchm
s capital appreciation through short sales of domestically traded equity securities. The HDGE portfolio is sub-advised by Ranger Alterna
d Low Volatility ETN (NYSE: HDLV) ( HDLV or the ETN ) is an exchange-traded note linked to the monthly compounded 2x leveraged p
rnational ETF is an actively managed exchange-traded fund. The Funds investment objective is to provide capital appreciation. Under n
eks to track investment results of dividend-paying companies in the Real Estate sector in developed and emerging equity markets, ex-U
results that correspond generally to the price and yield performance, before fees and expenses, of the Morningstar Dividend Yield Focu
hrough an actively managed portfolio of ecologically-focused companies. The Fund is an actively managed exchange-traded fund ( ETF
stment results that closely correspond to the price and yield performance before fees and expenses of the WisdomTree DEFA Internatio
TF (the Fund) seeks to track the investment results of an index composed of large- and mid-capitalization equities from emerging marke
d ) seeks to track the investment results of an index composed of large- and mid-capitalization equities in Europe, Australasia, and the F
ETF seeks to track the investment results of an index composed of developed market equities that, in the aggregate, have lower volatili
F seeks to track the investment results of an index composed of emerging market equities that, in the aggregate, have lower volatility c
TF seeks to track the investment results of an index composed of small-capitalization developed market equities in Europe while mitigat
d ETF seeks to track the investment results of an index composed of European developed market equities that, in the aggregate, have l
Barclays Capital Commodity Index Industrial Metals Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Comm
o track the investment results of an index composed of large- and mid-capitalization Canadian equities while mitigating exposure to fluc
Fund ) seeks to track the investment results of an index composed of large- and mid-capitalization German equities while mitigating exp
ack the investment results of an index composed of large- and mid-capitalization Italian equities while mitigating exposure to fluctuations
d ) seeks to track the investment results of an index composed of large- and mid-capitalization Japanese equities while mitigating expos
ks to track the investment results of an index composed of large- and mid-capitalization Swiss equities while mitigating exposure to fluc
rack the investment results of an index composed of large- and mid-capitalization Spanish equities while mitigating exposure to fluctuat
seeks to track the investment results of an index composed of large- and mid-capitalization UK equities while mitigating exposure to flu
o track the investment results of an index composed of large-, mid- and small-capitalization Mexican equities while mitigating exposure t
eks to track the investment results of an index composed of large- and mid-capitalization South Korean equities while mitigating exposu
seeks to track the investment results of an index composed of large- and mid-capitalization equities from developed market countries w
by investing in companies whose core business addresses the worlds major social and environmental challenges. The Fund invests in
stment results that correspond generally to the price and yield performance of the FTSE Developed Europe 50% Hedged to USD Index.
investment results that correspond generally to the price and yield performance of the FTSE Developed ex North America 50% Hedged
ment results that correspond generally to the price and yield performance of the FTSE Japan 50% Hedged to USD Index. The Index is
ndex ETF (NYSE:HGI) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and exp
ks to track the investment results of the 1000 largest small capitalization companies that rank within the bottom 5% of the WisdomTree
nd ETF seeks to track the investment results of an index composed of euro, British pound sterling and Canadian dollar denominated, hi
esults that correspond (before fees and expenses) to the price and yield performance of the EGAI Emerging Markets Quality Dividend I
formance, before fees and expenses, of the TFMS HIPS 300 Index. The Index is constructed to capture 300 high income securities, typ
to track the investment results of an index composed of broad-based Japanese equities while mitigating exposure to fluctuations betwe
rent income that is generally exempt from federal income taxes, and long-term total return. A municipal bond ETF that seeks to provide
: HOLD) seeks to preserve capital while maximizing income. HOLD seeks to achieve its investment objective by investing in a broad ran
y Homebuilders ETN (NYSE: HOML) ( HOML or the ETN ) is an exchange-traded note linked to the monthly compounded 2x leveraged
esting in securities that the sub-adviser, Wellington Management Company LLP ( Wellington Management ), considers to be attractive fr
F seeks to track the investment results of an index composed of small capitalization developed market equities, excluding the U.S. and
nvestment results that, before fees and expenses, generally correspond to the performance of the S&P 500 Stock Covered Call Index (
ets in investment-grade debt with tactical investments in high-yield and non-US dollar bonds. The Fund seeks a competitive total return,
d by our proprietary, patent-pending, quantitative trading model, we take long and short positions in ETFs that seek to track the perform
ETF ) and, under normal conditions, will invest in companies that are organized in the U.S. and included in the S&P Composite 1500 Ind
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Colombia Select 25/50 Index. The MSCI All Colombia Select 25/50 Index is designed to represent the performance of the Broad Colom
market as defined by the Dow Jones Global Composite Yield Index
nge traded fund (ETF) that seeks investment results that correspond generally to the price and yield, before fund fees and expenses, of
n the aggregate, have lower volatility characteristics relative to the broader developed and emerging equity markets while mitigating exp
while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI ACWI 100% He
e of the CSI 300 Smart Index. The CSI 300 Index constituent companies and returns from share class switches, i.e. switching between
enses of an equity index called the AlphaShares China Small Cap Index (the Index ). The Index is designed to measure and monitor th
which gives investors a means of tracking the performance of a global universe of listed companies engaged in the production and dist
ting exposure to fluctuations between the value of the Australian dollar and the U.S. dollar.The MSCI Australia 100% Hedged to USD In
equities while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI ACWI e
sector that have favorable exposure to target style factors subject to constraints. The MSCI USA Health Care Diversi ed Multiple-Factor
CWI ex USA High Dividend Yield U.S. Dollar Hedged Index includes large and mid cap stocks across developed and emerging markets
MSCI Emerging Markets High Dividend Yield U.S. Dollar Hedged Index includes large and mid cap stocks across emerging market cou
nd Yield U.S. Dollar Hedged Index includes large and mid cap stocks across developed market countries outside the U.S. and Canada,
dend Yield U.S. Dollar Hedged Index includes large and mid cap stocks across the Eurozone and is designed to reflect the performance
Series (the Benchmark ). The Factors that comprise the Benchmark are the (1) S&P 500 Total Return Index, (2) the MSCI EAFE US Do
d by Ranger Alternative Management L.P. The portfolio management team implements a bottom-up fundamental research driven securi
nded 2x leveraged performance of the Solactive US High Dividend Low Volatility Index, less investor fees. The Index is calculated and d
preciation. Under normal market conditions, the Fund will seek to achieve its investment objective by investing at least 80% of its net as
quity markets, ex-U.S. while hedging exposure to fluctuations between the U.S. dollar and foreign currencies. The WisdomTree Global
Dividend Yield Focus Index. The Morningstar Dividend Yield Focus Index is designed to measure the performance of a select group of U
e-traded fund ( ETF ) and, under normal conditions, will invest at least 80% of its net assets in the exchange-listed equity securities of e
Tree DEFA International Hedged Equity Index. The Fund employs an investment approach designed to track the performance of the Wi
om emerging market countries while mitigating exposure to fluctuations between the value of the component currencies and the U.S. do
ustralasia, and the Far East while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dolla
, have lower volatility characteristics relative to the broader developed equity markets, excluding the U.S. and Canada while mitigating e
ve lower volatility characteristics relative to the broader emerging equity markets while mitigating exposure to fluctuations between the
Europe while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI Europe
e aggregate, have lower volatility characteristics relative to the broader European developed equity markets while mitigating exposure t
clays Capital Commodity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment i
ng exposure to fluctuations between the value of the Canadian dollar and the U.S. dollar. The MSCI Canada 100% Hedged to USD Ind
while mitigating exposure to fluctuations between the value of the euro and the U.S. dollar.
osure to fluctuations between the value of the euro and the U.S. dollar. The MSCI Italy 25/50 100% Hedged to USD Index represents a
hile mitigating exposure to fluctuations between the value of the Japanese yen and the U.S. dollar.
ng exposure to fluctuations between the value of the Swiss franc and the U.S. dollar. The MSCI Switzerland 25/50 100% Hedged to US
exposure to fluctuations between the value of the euro and the U.S. dollar.The MSCI Spain 25/50 100% hedged to USD Index represe
ating exposure to fluctuations between the value of the British Pound and the U.S. dollar. The MSCI United Kingdom US Dollar Hedged
itigating exposure to fluctuations between the value of the Mexican peso and the U.S. dollar. The MSCI Mexico IMI 25/50 Hedged to US
e mitigating exposure to fluctuations between the value of the South Korean won and the U.S. dollar.The MSCI Korea 25/50 US Dollar
d market countries within the European Monetary Union while mitigating exposure to fluctuations between the value of the Euro and the
The Fund invests in equity securities of issuers located throughout the world, including non-dollar securities and securities of emerging m
dged to USD Index. The Index is an equity benchmark for European countries, with approximately half of the currency exposure of the s
merica 50% Hedged to USD Index. The Index is an equity benchmark of international stocks from developed markets, with approximate
ndex. The Index is an equity benchmark for Japan, with approximately half of the exposure to the Japanese yen hedged against the U
Fund s fees and expenses of an index called the Zacks International Multi-Asset Income Index (the Zacks International Multi-Asset Inco
of the WisdomTree Global Dividend Index by market capitalization while hedging exposure to fluctuations between the U.S. dollar and f
lar denominated, high yield corporate bonds while mitigating exposure to fluctuations between the value of the component currencies a
s Quality Dividend Index. The EGAI Emerging Markets Quality Dividend Index is designed to represent a portfolio of approximately 50 c
come securities, typically with pass-through structures, across the following sectors: (i) closed-end funds ( CEFs ), (ii) mortgage real est
o fluctuations between the value of the Japanese yen and the U.S. dollar. The index uses indicators such as return on equity (ROE), cu
at seeks to provide a diversified approach to income that is typically exempt from federal taxes and long-term total return.
esting in a broad range of fixed-income securities, U.S. dollar- denominated investment grade debt securities, including mortgage- or as
unded 2x leveraged performance of the ISE Exclusively Homebuilders Total Return Index. The Index focuses solely on companies that
rs to be attractive from a total return perspective while providing current income. Conservative, core bond ETF with an emphasis on qua
uding the U.S. and Canada, while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dolla
overed Call Index (the Index )
petitive total return, with income as a secondary objective.
o track the performance of the S&P 500, as well as leveraged ETFs or inverse ETFs that seek to deliver multiples, or the inverse, of the
Composite 1500 Index , which is comprised of large-, mid-, and small-cap companies. As market conditions change, the Advisor seeks
375033264.xls
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of the Broad Colombian Equity Universe, while including constituents with minimum level of liquidity and applying the MSCI 25/50 Inde
es and expenses, of the Prime Cyber Defense Index. The Prime Cyber Defense Index (PCYBER) utilizes a rules-based investment meth
while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI ACWI Minimum
SCI ACWI 100% Hedged to USD Index represents a close estimation of the performance that can be achieved by hedging the currency
switching between share classes (namely A-Shares and H-Shares) based on their relative prices.The CSI 300 Index consists of the 30
sure and monitor the performance of the publicly-traded mainland China-based small capitalization companies. The Fund will normally
production and distribution of hard assets and related products and services.
% Hedged to USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure of its
r. The MSCI ACWI ex USA US Dollar Hedged Index represents a close estimation of the performance that can be achieved by hedging
i ed Multiple-Factor Capped Index is based on the MSCI USA Health Care Index, its parent index, which includes US large and mid-cap
d emerging markets countries and is designed to reflect the performance of equities in the MSCI ACWI ex USA Index(excluding REITs) w
merging market countries and is designed to reflect the performance of equities in the MSCI Emerging Markets Index (excluding REITs)
e U.S. and Canada, and is designed to reflect the performance of equities in the MSCI EAFE Index with higher dividend income and qua
ect the performance of equities in the MSCI EMU Index (excluding REITs) with higher dividend income and quality characteristics than a
MSCI EAFE US Dollar Net Total Return Index, (3) the MSCI Emerging Markets US Dollar Net Total Return Index ( MSCI Emerging Mar
earch driven security selection process. In selecting short positions the Fund seeks to identify securities with low earnings quality or ag
x is calculated and distributed by Solactive AG and is intended to track the price movements of stocks which are publicly traded on US s
ast 80% of its net assets (including investment borrowings) in common stocks and depositary receipts of developed market companies l
WisdomTree Global ex-US Hedged Real Estate Index is a fundamentally weighted index that measures the performance of companies fr
f a select group of U.S. equity securities issued by companies that have provided relatively high dividend yields on a consistent basis.
quity securities of ecologically-focused companies. The Fund will invest at least 65% of total assets in common stocks of ecologically-fo
formance of the WisdomTree DEFA International Hedged Equity Index. The Index and the Fund are designed to provide exposure to eq
cies and the U.S. dollar.
s and the U.S. dollar.
da while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI EAFE Minim
ations between the value of the component currencies and the U.S. dollar. The MSCI Emerging Markets (EM) Minimum Volatility (USD)
The MSCI Europe Small Cap 100% Hedged to USD Index represents a close estimation of the performance that can be achieved by h
itigating exposure to fluctuations between the value of the component currencies and the U.S. dollar. The MSCI Europe Minimum Volat
eraged investment in futures contracts on industrial metal commodities. The Index is currently composed of five futures contracts on ind
Hedged to USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure of its p
Index represents a close estimation of the performance that can be achieved by hedging the currency exposure of its parent index, the
100% Hedged to USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure o
USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure of its parent inde
US Dollar Hedged Index represents a close estimation of the performance that can be achieved by hedging the currency exposure of i
25/50 Hedged to USD Index represents a close estimation of the performance that can be achieved by hedging the currency exposure o
ea 25/50 US Dollar Hedged Index represents a close estimation of the performance that can be achieved by hedging the currency expo
of the Euro and the U.S. dollar.Seeks to provide local currency performance of stocks from developed market countries within the EMU
urities of emerging market issuers. Wellington Management Company LLP ( Wellington ), the Fund s sub-adviser, specifically seeks to
cy exposure of the securities hedged against the U.S. dollar on a monthly basis. The FTSE Developed Europe 50% Hedged to USD In
s, with approximately half of the currency exposure of the securities hedged against the U.S. dollar on a monthly basis. FTSE Develop
dged against the U.S. dollar on a monthly basis. The FTSE Japan 50% Hedged to USD Index is comprised of large and mid cap Japan
nal Multi-Asset Income Index or Index). The Fund will normally invest at least 90% of its total assets in securities that comprise the Inde
he U.S. dollar and foreign currencies. The WisdomTree Global Hedged SmallCap Dividend Index is a fundamentally weighted index tha
ponent currencies and the U.S. dollar. The Index is a rules-based index consisting of high yield corporate bonds with a rating below inve
approximately 50 companies in emerging markets that each has a higher dividend yield than the average company in the EGAI Develo
) mortgage real estate investment trusts ( REITs ), (iii) commercial equity REITs, (iv) residential/diversified REITs, (v) asset managemen
on equity (ROE), cumulative operating profit and market capitalization to select a series of high-quality, capitally-efficient Japanese com
ing mortgage- or asset-backed securities rated Baa- or higher.

y on companies that engage in the development and construction of homes and communities. The Index is designed to provide direct ex
an emphasis on quality.
s and the U.S. dollar. The MSCI EAFE Small Cap 100% Hedged to USD Index represents a close estimation of the performance that c
or the inverse, of the performance of the S&P 500. Our goal for our investors is simple: to achieve long-term growth from investments in
, the Advisor seeks to overweight/underweight the portfolio to market segments and sectors that the Advisor believes offer the greatest/l
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e MSCI 25/50 Indexes methodology. The Broad Colombia Equity Universe includes securities that are classified in Colombia according
sed investment methodology to select a diverse group of companies actively involved in the cyber security industry. Companies are eithe
SCI ACWI Minimum Volatility (USD) 100% Hedged to USD Index represents a close estimation of the performance that can be achieved
edging the currency exposures of its parent index, the MSCI ACWI Index, to the USD, the "home" currency for the hedged index. The in
x consists of the 300 stocks with the largest market capitalisation and good liquidity from the entire universe of listed A-Shares compani
Fund will normally invest at least 90% of its total assets in common stock American depositary receipts ( ADRs ) American depositary s
ncy exposure of its parent index, the MSCI Australia Index, to the USD, the "home" currency for the hedged index. The index is 100% h
hieved by hedging the currency exposures of its parent index, the MSCI ACWI ex USA Index, to the USD, the "home" currency for the h
S large and mid-cap securities classi ed in the Health Care sector as per the Global Industry Classi cation Standard (GICS). The index i
x(excluding REITs) with higher dividend income and quality characteristics than average dividend yields that are both sustainable and pe
x (excluding REITs) with higher dividend income and quality characteristics than average dividend yields that are both sustainable and p
end income and quality characteristics than average dividend yields that are both sustainable and persistent.
haracteristics than average dividend yields that are both sustainable and persistent.
MSCI Emerging Markets ), (4) the Russell 2000 Total Return Index ( Russell 2000 ), (5) three-month U.S. Treasury Bills, and (6) the ProS
rnings quality or aggressive accounting which may be intended on the part of company management to mask operational deterioration
licly traded on US stock exchanges and fulfill certain minimum requirements in terms of liquidity and market capitalization.
market companies listed and traded on non-U.S. exchanges that Horizon Investments, LLC believes exhibit low future expected volatilit
nce of companies from developed and emerging markets outside of the United States that are classified as being part of the Global Re
a consistent basis.
ks of ecologically-focused companies organized in the U.S. The Fund may also invest up to 35% of total assets in common stocks and A
ovide exposure to equity securities in Europe Far East Asia and Australasia while at the same time hedging exposure to fluctuations betw
MSCI EAFE Minimum Volatility (USD) 100% Hedged to USD Index represents a close estimation of the performance that can be achie
um Volatility (USD) 100% Hedged to USD Indexrepresents a close estimation of the performancethat can be achieved by hedging the c
n be achieved by hedgingthe currency exposures of its parent index, the MSCI Europe Small Cap Index, to the USD, the "home" curren
ope Minimum Volatility (USD) 100% Hedged to USD Index represents a close estimation of the performance that can beachieved by he
res contracts on industrial metals, four of which (aluminium, nickel, copper and zinc) are traded on the London Metal Exchange and the
cy exposure of its parent index, the MSCI Canada Index, to the USD, the "home" currency for the hedged index. The index is 100% hed
s parent index, the MSCI Italy 25/50 Index, to the USD, or the "home" currency for the hedged index. The index is 100% hedged to the
currency exposure of its parent index, the MSCI Switzerland 5/50 Index, to the USD, or the "home" currency for the hedged index. The i
re of its parent index, the MSCI Spain 25/50 Index, to the USD, or the "home" currency for the hedged index. The index is 100% hedged
rency exposure of its parent index, the MSCI UK Index, to the USD, the "home" currency for the hedged index. The index is 100% hedg
currency exposure of its parent index, the MSCI Mexico IMI 25/50 Index, to the USD, or the home currency for the hedged index. The
g the currency exposure of its parent index, the MSCI Korea 25/50 Index, to the USD, or the "home" currency for the hedged index. The
ries within the EMU (European Monetary Union).
pecifically seeks to invest the Fund s assets in companies that focus their operations in areas that Wellington believes are likely to addr
% Hedged to USD Index is comprised of large and mid cap equity securities providing coverage of the Developed European markets. Th
asis. FTSE Developed ex North America 50% Hedged to USD Index is an equity benchmark of international stocks, with approximately
e and mid cap Japanese equity securities. The FTSE currency hedging methodology allows exposure to the returns of the foreign assets
t comprise the Index. Guggenheim Advisors LLC (the Investment Adviser ) seeks a correlation over time of 0.95 or better between the F
weighted index that measures the performance of 1000 largest small capitalization companies that rank within the bottom 5% of the W
a rating below investment grade but not in default denominated in Euros, British pounds sterling and Canadian dollars. The Index is
in the EGAI Developing Markets Universe.
asset management and business development companies ( BDCs ), and (vi) energy production and energy transportation & processin
cient Japanese companies while potentially minimizing currency risk brought on by fluctuations between the U.S. dollar and Japanese y
to provide direct exposure to homebuilders. The Index attempts to capture at least two-thirds of the homebuilders industry s market ca
performance that can be achieved by hedging the currency exposures of its parent index, the MSCI EAFE Index, to the USD, the "hom
rom investments in the U.S. equity and Treasury markets, independent of market direction. The Hull Tactical Fund is an actively manage
s offer the greatest/least potential for capital appreciation in the given market environment. The Advisor will not invest more than 25% of
375033264.xls
250
Colombia according to the MSCI Global Investable Market Index Methodology, together with companies that are headquartered or listed
Companies are either classified as cyber security infrastructure providers or cyber security service providers.
hat can be achieved by hedging the currency exposures of its parent index, the MSCI ACWI Minimum Volatility Index, to the USD, the "h
edged index. The index is 100% hedged to the USD by selling each foreign currency forward at the one-month Forward weight. The par
A-Shares companies in the PRC. The Index reflects an investment strategy which is comprised of the overall performance of the CSI 3
merican depositary shares ( ADSs ) global depositary receipts ( GDRs ) and international depositary receipts ( IDRs ) that comprise the In
The index is 100% hedged to the USD by selling the AUD forward at the one-month Forward rate. The parent index is composed of large
e" currency for the hedged index. The index is 100% hedged to the USD by selling each foreign currency forward at the one-month Forw
(GICS). The index is constructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently,
h sustainable and persistent.
th sustainable and persistent.
lls, and (6) the ProShares UltraShort Euro ETF. The Benchmark is not comprised of, and the Fund does not invest in, any hedge fund o
tional deterioration and bolster the reported earnings per share over a short time period. In addition the portfolio management team see
re expected volatility.
art of the Global Real Estate sector and is designed to remove from index performance the impact of changes to the value of foreign cu
ommon stocks and American Depository Receipts of ecologically-focused companies organized outside the U.S. The Advisor applies ec
e to fluctuations between the value of the U.S. dollar and selected non-U.S. currencies in these regions. The Index and the Fund seek to
e that can be achieved by hedging the currency exposures of its parent index, the MSCI EAFE Minimum Volatility Index, to the USD, th
ed by hedging the currency exposures of its parent index, the MSCI EM Minimum Volatility Index, to the USD, the "home"currency for th
D, the "home" currency for the hedged index. The index is 100% hedged to the USD by selling each foreign currency forward at the one-
n beachieved by hedging the currency exposures of its parent index, the MSCI Europe Minimum Volatility Index, to the USD, the "home
Exchange and the other of which (copper) is traded on the COMEX division of the New York Mercantile Exchange. The Index is comp
e index is 100% hedged to the USD by selling the CAD forward at the one-month Forward rate. The parent index is composed of large a
00% hedged to the USD by selling the EUR forward at the one-month Forward rate. The parent index is composed of large and mid cap
hedged index. The index is 100% hedged to the USD by selling the CHF forward at the one-month Forward rate. The parent index is co
dex is 100% hedged to the USD by selling the EUR forward at the one-month Forward rate. The parent index is composed of large and
index is 100% hedged to the USD by selling the GBP forward at the one-month Forward rate. The parent index is composed of large an
hedged index. The index is 100% hedged to the USD by selling the MXN forward at the one-month Forward rate. The parent index is co
hedged index. The index is 100% hedged to the USD by selling the WON forward at the one-month Forward rate. The parent index is c
es are likely to address major social and environmental challenges including, but not limited to, hunger, health, clean water and sanitatio
ropean markets. The FTSE currency hedging methodology allows exposure to the returns of the foreign assets in the index without bein
with approximately half of its currency exposure of the securities included in the Underlying Index hedged against the U.S. dollar on a
of the foreign assets in the index without being exposed to the volatility of the exchange rates against the US dollar.
etter between the Fund s performance and the performance of the Index. A figure of 1.00 would represent perfect correlation.
bottom 5% of the WisdomTree Global Dividend Index by market capitalization and is designed to remove from index performance the im
ollars. The Index is designed to provide a broad representation of the global ex-U.S. dollar high yield corporate bond market.
ortation & processing companies. Energy-related companies included in the Index are expected to primarily be structured as master limi
lar and Japanese yen.
ndustry s market capitalization. Due to the non-uniform weight distribution across entire industries, a modified market capitalization-wei
the USD, the "home" currency for the hedged index. The index is 100% hedged to the USD by selling each foreign currency forward at
an actively managed ETF. Guided by our proprietary, patent-pending, quantitative trading model, we take long and short positions in ET
t more than 25% of its total assets in an individual industry.
375033264.xls
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dquartered or listed in Colombia and carry out the majority of their operations in Colombia. Further, the Index only includes new securiti
x, to the USD, the "home" currency for the hedged index. The index is 100% hedged to the USD by selling each foreign currency forwar
ard weight. The parent index is composed of large and mid cap stocks across 23 Developed Markets (DM) countries and 23 Emerging
mance of the CSI 300 Index constituent companies and returns from share class switches, i.e., switching between share classes (name
that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better between th
s composed of large and mid cap stocks.

the one-month Forward weight. The parent index is composed of large and mid cap stocks across 22 Developed Markets (DM) countrie
xes. Subsequently, the issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI C
n, any hedge fund or group of hedge funds.

nagement team seeks to identify earnings driven events that may act as a catalyst to the price decline of a security such as downwards
e value of foreign currencies relative to the U.S. dollar. The Index is designed to have higher returns than an equivalent non-currency he
e Advisor applies ecologically-focused criteria to identify U.S. and foreign companies that have positioned their business to respond to in
nd the Fund seek to track the performance of equity securities in these developed markets that is attributable solely to stock prices with
dex, to the USD, the "home" currency for thehedged index. The index is 100% hedged to the USD by selling each foreign currency forw
ome"currency for the hedged index. The index is 100% hedged to the USD by selling each foreign currency forward at the one-month F
forward at the one-month Forward rate. The parent index is composed ofsmall-cap stocks across 15 Developed Markets (DM) countrie
he USD, the "home" currencyfor the hedged index. The index is 100% hedged to the USD by selling each foreign currency forward at th
The Index is comprised of a basket of exchange traded futures contracts, and uses an allocation methodology designed to mitigate the
composed of large and mid cap stocks.
of large and mid cap stocks.
e parent index is composed of large and mid cap stocks.

posed of large and mid cap stocks.
omposed of large and mid cap stocks.
he parent index is composed of large, mid and small cap stocks.
The parent index is composed of large and mid cap stocks.
water and sanitation, affordable housing, education and training, financial inclusion, narrowing the digital divide, alternative energy, res
e index without being exposed to the volatility of the exchange rates against the US dollar.
he U.S. dollar on a monthly basis.
orrelation.
performance the impact of changes to the value of foreign currencies relative to the U.S. dollar. Companies are weighted in the Index b
d market.
tured as master limited partnerships ( MLPs ).
et capitalization-weighted methodology is used to adjust the weighting of the Index Constituent Securities. This modification prevents a
currency forward at the one-month Forward weight. The parent index is composed of small cap stocks across 21 Developed Markets (D
short positions in ETFs that seek to track the performance of the S&P 500, leveraged ETFs and inverse ETFs, that seek to deliver multi
375033264.xls
252
cludes new securities with a minimum liquidity threshold of 6-month Annualized Traded Value (ATV) greater than or equal to USD 25,00
ign currency forward at the one-month Forward rate. The indexaims to reflect the performance characteristics of a minimum variance st
s and 23 Emerging Markets (EM) countries.
hare classes (namely A-Shares and H-Shares) based on their relative prices. The CSI 300 Index measures the performance of A-Share
or better between the Fund s performance and the performance of the Index. A figure of 1.00 would represent perfect correlation.
arkets (DM) countries and 23 Emerging Markets (EM) countries.
ce with the MSCI Capped Indexes methodology.
such as downwards earnings revisions or reduced forward guidance.
ent non-currency hedged investment when the foreign currencies are weakening relative to the U.S. dollar. Conversely, the Index is des
ess to respond to increased environmental legislation, cultural shifts towards environmentally conscious consumption, and capital inves
to stock prices without the effect of currency fluctuations.
oreign currency forward at the one-month Forward rate. The index aims to reflect the performance characteristics of a minimum variance
at the one-month Forwardrate. The index aims to reflect the performance characteristics of a minimum variance strategy applied to the
arkets (DM) countries* and its local performance is calculated in 6 different currencies, includingthe Euro.
urrency forward at the one-month Forward rate. The index aims to reflect the performance characteristics of a minimum variance strateg
gned to mitigate the effects of certain distortions in the commodity markets on such returns. Unlike many commodity indices which roll t
ernative energy, resource stewardship and resource efficiency. The Fund may invest in companies of any market capitalization, includin
ghted in the Index based on annual cash dividends paid. Regional weights are set according to the respective float-adjusted market cap
ification prevents a few large Index Constituent Securities from dominating the Index and distorting an Index return that is representativ
eveloped Markets (DM) countries* and its local performance is calculated in different currencies, including the Euro.
seek to deliver multiples, or the inverse, of the performance of the S&P 500, as well as futures.
375033264.xls
253
equal to USD 25,000,000 and 6-month Frequency of Trading (FOT) greater than or equal to 95%.
minimum variance strategy applied to the large and mid cap equity universe across 23 Developed Markets (DM) countries and 23 Emerg
ormance of A-Shares traded on the Shanghai Stock Exchange or the Shenzhen Stock Exchange. The CSI 300 Index consists of 300 liq
t correlation.
ely, the Index is designed to have lower returns than an equivalent unhedged investment when the foreign currencies are rising relative
n, and capital investments in environmentally oriented projects. These companies include all companies that are components of recogn
a minimum variance strategy applied to the large and mid cap equity universe across Developed Markets countries* around the world e
ategy applied to the large and mid cap equityuniverse across Emerging Markets countries*.
um variance strategy applied to the large and mid cap equity universeacross Developed Markets countries* in Europe.
indices which roll their exposure to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll sch
pitalization, including small capitalization securities, located anywhere in the world, although the Fund will not normally invest more than
adjusted market capitalization weights of the universe of dividend and non-dividend payers of the regional allocations to the U.S., develo
hat is representative of an industry sector.
375033264.xls
254
ntries and 23 Emerging Market (EM) countries* around the world.
x consists of 300 liquid stocks with the largest market capitalization from the entire universe of listed A-Shares companies in the PRC.
s are rising relative to the U.S. dollar. The Index is comprised of real estate companies with market capitalizations greater than $1 billion
mponents of recognized environmentally-focused indices.
around the world excluding the US and Canada. T
determined roll schedule, the Index may roll into one of a number of futures contracts with varying expiration dates, as selected using th
lly invest more than 33% of its assets in issuers that conduct their principal business activities in emerging markets or whose securities
s to the U.S., developed and emerging markets. The Index was established with a base value of 200 on July 28, 2015 and is calculated
375033264.xls
255
anies in the PRC.
reater than $1 billion. Companies are weighted in the Index based on regular cash dividends paid. The Index includes the following type
as selected using the Barclays Capital Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be
or whose securities are traded principally on exchanges in emerging markets. The Fund may also invest in depositary receipts or other
5 and is calculated in US dollars and is updated to reflect market prices and exchange rates. Closing or last-sale prices are used when
375033264.xls
256
es the following types of companies: real estate operating companies; real estate development companies; and diversified real estate in
erest that could be earned on cash collateral invested in specified Treasury Bills.
ry receipts or other securities that are convertible into securities of foreign issuers and could, at times hold a portion of its assets in cash
ces are used when non-U.S. markets are closed.
375033264.xls
257
rsified real estate investment trusts or REITs. The Index also includes companies that may be classified as Passive Foreign Investmen
of its assets in cash.
375033264.xls
258
Foreign Investment Companies (PFICs). Closing or last-sale prices are used when non-U.S. markets are closed.
375033264.xls
259
First Trust Horizon Managed Volatility Domestic HUSV First Trust 33739P889
VanEck Vectors High Yield Municipal Index ETF HYD Van Eck Associates Corp92189F361
iShares Edge High Yield Defensive Bond ETF HYDB Blackrock (iShares) 46435G250
Direxion Daily High Yield Bear 2x Shares HYDD Direxion Shares 25490K190
VanEck Vectors Emerging High Yield Bond ETF HYEM Van Eck Associates Corp92189F353
iShares iBoxx $ High Yield Corporate Bond ETF HYG Blackrock (iShares) 464288513
iShares Interest Rate Hedged High Yield Bond E HYGH Blackrock (iShares) 46431W606
ProShares High Yield-Interest Rate Hedged ETF HYHG ProShares 74348A541
Deutsche X-trackers High Yield Corporate Bond - HYIH DBX Strategic Advisors 233051747
Deutsche X-trackers USD High Yield Corporate HYLB DBX Strategic Advisors 233051432
Peritus High Yield ETF HYLD Advisor Shares 00768Y503
First Trust Exchange-Traded Fund IV First Trust T HYLS First Trust 33738D408
IQ S&P High Yield Low Volatility Bond ETF HYLV Index IQ 45409B412
SPDR Nuveen S&P High Yield Municipal Bond E HYMB State Street (SPDR) 78464A284
WisdomTree BofA Merrill Lynch High Yield Bond HYND Wisdom Tree 97717W398
PIMCO 0-5 Year High Yield Corporate Bond Inde HYS PIMCO 72201R783
iShares iBoxx $ High Yield ex Oil & Gas Corpora HYXE Blackrock (iShares) 46435G441
iShares Global ex USD High Yield Corporate Bon HYXU Blackrock (iShares) 464286210
WisdomTree BofA Merrill Lynch High Yield Bond HYZD Wisdom Tree 97717W430
iShares Core International Aggregate Bond ETF IAGG Blackrock (iShares) 46435G672
iShares U.S. Broker-Dealers ETF IAI Blackrock (iShares) 464288794
iShares U.S. Insurance ETF IAK Blackrock (iShares) 464288786
iShares US Regional Banks ETF IAT Blackrock (iShares) 464288778
iShares Gold Trust IAU Blackrock (iShares) 464285105
iShares Nasdaq Biotechnology ETF IBB Blackrock (iShares) 464287556
iBonds Mar 2018 Term Corporate ex-Financials E IBCC Blackrock (iShares) 46432FAG2
iBonds Mar 2020 Term Corporate ex-Financials E IBCD Blackrock (iShares) 46432FAK3
iBonds Mar 2023 Term Corporate ex-Financials E IBCE Blackrock (iShares) 46432FAN7
Inspire Corporate Bond Impact ETF IBD Inspire Investing 66538H633
iBonds Mar 2018 Term Corporate ETF IBDB Blackrock (iShares) 46432FAW7
iBonds Mar 2020 Term Corporate ETF IBDC Blackrock (iShares) 46432FBC0
iBonds Mar 2023 Term Corporate ETF IBDD Blackrock (iShares) 46432FAZ0
iBonds Dec 2018 Term Corporate ETF IBDH Blackrock (iShares) 46434VAA8
iBonds Dec 2017 Term Corporate ETF IBDJ Blackrock (iShares) 46434VAR1
iBonds Dec 2019 Term Corporate ETF IBDK Blackrock (iShares) 46434VAU4
iBonds Dec 2020 Term Corporate ETF IBDL Blackrock (iShares) 46434VAQ3
iBonds Dec 2021 Term Corporate ETF IBDM Blackrock (iShares) 46434VBK5
iBonds Dec 2022 Term Corporate ETF IBDN Blackrock (iShares) 46434VBA7
iBonds Dec 2023 Term Corporate ETF IBDO Blackrock (iShares) 46434VAX8
iBonds Dec 2024 Term Corporate ETF IBDP Blackrock (iShares) 46434VBG4
iBonds Dec 2025 Term Corporate ETF IBDQ Blackrock (iShares) 46434VBD1
iShares iBonds Dec 2026 Term Corporate ETF IBDR Blackrock (iShares) 46435GAA0
iShares iBonds Dec 2027 Term Corporate ETF IBDS Blackrock (iShares) 46435UAA9
Direxion iBillionaire Index ETF IBLN Direxion Shares 25459Y264
iShares iBonds Sep 2018 AMT-Free Muni Bond E IBMG Blackrock (iShares) 46429B580
iShares iBonds Sep 2019 AMT-Free Muni Bond E IBMH Blackrock (iShares) 46429B564
iBonds Sep 2020 Term Muni Bond ETF IBMI Blackrock (iShares) 46434V571
iBonds Dec 2021 Term Muni Bond ETF IBMJ Blackrock (iShares) 46435G789
iBonds Dec 2022 Term Muni Bond ETF IBMK Blackrock (iShares) 46435G755
iShares iBonds Dec 2023 Term Muni Bond ETF IBML Blackrock (iShares) 46435G318
SPDR Barclays International Corporate Bond ETFIBND State Street (SPDR) 78464A151
Amplify Online Retail ETF IBUY Amplify Investments 032108102
SerenityShares IMPACT ETF ICAN SerenityShares 26922A735
iShares Cohen & Steers REIT ETF ICF Blackrock (iShares) 464287564
iPath Optimized Currency Carry ETN ICI Barclays iPath 06739H412
iShares Global Clean Energy ETF ICLN Blackrock (iShares) 464288224
iShares MSCI Colombia Capped ETF ICOL Blackrock (iShares) 46434G202
Pacer Developed Markets International Cash Co ICOW Pacer Financial 69374H873
iShares Liquidity Income Fund ICSH Blackrock (iShares) 46434V878
iShares Convertible Bond ETF ICVT Blackrock (iShares) 46435G102
375033264.xls
260

US92189F3617 02/04/2009 0.35 Bonds
US46435G2509 07/11/2017 0.35 Bonds
US25490K1907 06/16/2016 0.8 Bonds
US92189F3534 05/08/2012 0.4 Bonds
US4642885135 04/04/2007 0.5 Bonds
US46431W6066 05/27/2014 0.55 Bonds
US74348A5415 05/21/2013 0.5 Bonds
US2330517473 03/03/2015 0.35 Bonds
US2330514322 12/07/2016 0.2 Bonds
US00768Y5033 11/30/2010 1.28 Bonds
US33738D4088 02/26/2013 1.11 Bonds
US45409B4124 02/15/2017 0.4 Bonds
US78464A2841 04/13/2011 0.45 Bonds
US97717W3988 12/18/2013 0.48 Bonds
US72201R7834 06/16/2011 0.55 Bonds
US46435G4414 06/14/2016 0.5 Bonds
US4642862100 04/03/2012 0.4 Bonds
US97717W4309 12/18/2013 0.43 Bonds
US46435G6724 11/10/2015 0.09 Bonds
US46432FAG28 04/17/2013 0.1 Bonds
US46432FAK30 04/17/2013 0.1 Bonds
US46432FAN78 04/17/2013 0.1 Bonds
US66538H6339 07/10/2017 0.61 Bonds
US46432FAW77 07/09/2013 0.1 Bonds
US46432FBC05 07/09/2013 0.1 Bonds
US46432FAZ09 07/09/2013 0.1 Bonds
US46434VAA89 05/28/2014 0.1 Bonds
US46434VAR15 03/10/2015 0.1 Bonds
US46434VAU44 03/10/2015 0.1 Bonds
US46434VAQ32 12/02/2014 0.1 Bonds
US46434VBK52 03/10/2015 0.1 Bonds
US46434VBA70 03/10/2015 0.1 Bonds
US46434VAX82 03/11/2015 0.1 Bonds
US46434VBG41 03/11/2015 0.1 Bonds
US46434VBD10 03/11/2015 0.1 Bonds
US46435GAA04 09/13/2016 0.1 Bonds
US46435UAA97 09/12/2017 0.1 Bonds
US46429B5802 03/19/2013 0.18 Bonds
US46429B5646 02/04/2014 0.18 Bonds
US46434V5710 08/12/2014 0.18 Bonds
US46435G7896 09/01/2015 0.18 Bonds
US46435G7557 09/01/2015 0.18 Bonds
US46435G3184 04/11/2017 0.18 Bonds
US78464A1512 05/19/2010 0.5 Bonds
US06739H4121 01/31/2008 0.65 Currency
US46434V8789 12/11/2013 0.08 Bonds
US46435G1022 06/02/2015 0.2 Bonds
375033264.xls
261
Not Applicable Not Applicable The First Trust Horizon Managed Volatility Domestic ETF is an actively mana
Not Applicable Barclays Capital Munici The VanEck Vectors High-Yield Municipal Index ETF (HYD) seeks to replicat
Not Applicable BlackRock High Yield DeThe iShares Edge High Yield Defensive Bond ETF (the Fund ) seeks to trac
Not Applicable Barclays U.S. High Yield The Direxion Daily High Yield Bear 2x Shares seeks daily investment results
Not Applicable BofA Merrill Lynch High VanEck Vectors Emerging Markets High Yield Bond ETF (HYEM) seeks to re
Not Applicable iBoxx $ Liquid High YieldThe iShares iBoxx $ High Yield Corporate Bond Fund seeks investment resu
Not Applicable Not Applicable The iShares Interest Rate Hedged High Yield Bond ETF seeks to mitigate th
Not Applicable Citi High Yield (Treasur ProShares High Yield Interest Rate Hedged seeks investment results, before
Not Applicable Solactive High Yield Cor Deutsche X-trackers High Yield Corporate Bond - Interest Rate Hedged ETF
Not Applicable Solactive USD High YieldDeutsche X-trackers USD High Yield Corporate Bond ETF seeks investment
Not Applicable Not Applicable The investment objective of the Peritus High Yield ETF (HYLD) is to generat
Not Applicable Not Applicable The First Trust High Yield Long/Short ETF is an actively managed exchange
Not Applicable S&P High Yield Low VolatIQ S&P High Yield Low Volatility Bond ETF (HYLV) seeks investment results
Not Applicable S&P Municipal Yield Ind The SPDR Nuveen S&P High Yield Municipal Bond ETF seeks to provide inv
Not Applicable BofA Merrill Lynch 0-5 Y The WisdomTree BofA Merrill Lynch High Yield Bond Negative Duration Fun
Not Applicable BofA Merrill Lynch 0-5 Y The Fund seeks to provide total return that closely corresponds,before fees
Not Applicable Markit iBoxx USD Liquid The Fund seeks to track the investment results of the Markit iBoxx USD Liqu
Not Applicable Markit iBoxx Global Dev The iShares Global ex USD High Yield Corporate Bond Fund seeks investm
Not Applicable BofA Merrill Lynch 0-5 Y The WisdomTree BofA Merrill Lynch High Yield Bond Zero Duration Fund se
Not Applicable Bloomberg Barclays Glo The iShares Core International Aggregate Bond ETF seeks to track the inves
Not Applicable Dow Jones US Select InvThe iShares Dow Jones U.S. Broker-Dealers Index Fund seeks investment r
Not Applicable Dow Jones US Select In The iShares Dow Jones U.S. Insurance Index Fund seeks investment result
Not Applicable Dow Jones US Select ReThe iShares Dow Jones U.S. Regional Banks Index Fund seeks investment
Not Applicable LBMA Gold Price The iShares Gold Trust (Trust) seeks to correspond generally to the day-to-d
Not Applicable NASDAQ Biotechnology The iShares Nasdaq Biotechnology Index Fund seeks investment results tha
Not Applicable Bloomberg Barclays 2018The iSharesBond 2018 Corporate ex-Financials Term ETF Fund seeks to pro
Not Applicable Inspire Corporate Bond Inspire Corporate Bond Impact ETF (IBD) is a low cost5, biblically responsib
Not Applicable Bloomberg Barclays 2018iSharesBond 2018 Corporate Term ETF seeks to generate income through
Not Applicable Bloomberg Barclays 2020iSharesBond 2020 Corporate Term ETF seeks to generate income through a
Not Applicable Bloomberg Barclays 2023iSharesBond 2023 Corporate Term ETF seeks to generate income through a
Not Applicable Bloomberg Barclays DeceThe iSharesBond Dec 2018 Corporate Term ETF seeks to track the investm
Not Applicable Bloomberg Barclays DeceThe iShares iBonds Dec 2017 Corporate ETF (the Fund ) seeks to track the
Not Applicable Bloomberg Barclays 2020The iShares iBonds Dec 2020 Corporate ETF (the Fund ) seeks to track the
Not Applicable Bloomberg Barclays DeceThe iShares iBonds Dec 2026 Term Corporate ETF seeks to track the invest
Not Applicable Bloomberg Barclays DeceThe iShares iBonds Dec 2027 Term Corporate ETF seeks to track the invest
Not Applicable iBillionaire Index The Direxion iBillionaire Index ETF seeks investment results, before fees an
Not Applicable S&P AMT-Free MunicipalThe Fund seeks investment results that correspond generally to the price an
Not Applicable S&P AMT-Free MunicipalThe Fund seeks investment results that correspond generally to the price an
Not Applicable S&P AMT-Free MunicipalThe iShares iBonds 2020 AMT-Free Muni Bond ETF (the Fund) seeks to trac
Not Applicable S&P AMT- Free MunicipalThe iShares iBonds Dec 2021 AMT-Free Muni Bond ETF (the "Fund") seek
Not Applicable S&P AMT-Free MunicipalThe iShares iBonds Dec 2022 AMT-Free Muni Bond ETF (the "Fund") seek
Not Applicable S&P AMT-Free MunicipalThe iShares iBonds Dec 2023 Term Muni Bond ETF seeks to track the inves
Not Applicable Barclays Capital Global The SPDR Barclays Capital International Corporate Bond ETF seeks to pro
Not Applicable EQM Online Retail IndexIBUY seeks to provide a cost efficient way for investors to own a basket of co
Not Applicable Spade Impact Index The SerenityShares IMPACT ETF seeks to track the price and yield, before f
Not Applicable Cohen & Steers Realty MThe iShares Cohen & Steers Realty Majors Index Fund seeks investment re
Not Applicable Barclays Capital Intellig The Barclays Capital Intelligent Carry Index adopts an innovative strategy to
Not Applicable S&P Global Clean EnergThe iShares S&P Global Clean Energy Index Fund seeks investment results
Not Applicable MSCI All Colombia CappThe fund seeks to track the investment results of a broad based index comp
Not Applicable Pacer Developed MarketsPacer Developed Markets International Cash Cows 100 ETF (the Fund ) is a
Not Applicable Not Applicable iShares Liquidity Income ETF An active fund that provides exposure to short
Not Applicable Bloomberg Barclays U.S The iShares Convertible Bond ETF seeks to track the investment results of a
375033264.xls
262
s an actively managed exchange-traded fund. The Funds investment objective is to provide capital appreciation. Under normal market c
D) seeks to replicate as closely as possible before fees and expenses the price and yield performance of the Barclays Capital Municipal
und ) seeks to track the investment results of an index composed of U.S. dollar-denominated, high yield corporate bonds. The Fund see
nvestment results, before fees and expenses, of 200% of the inverse (or opposite) of the performance of the Barclays U.S. High Yield V
HYEM) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of The BofA Merrill Lynch H
ks investment results that correspond generally to the price and yield performance before fees and expenses of the iBoxx $ Liquid High
eeks to mitigate the interest rate risk of a portfolio composed of U.S. dollar-denominated, high yield corporate bonds. HYGH seeks to pr
ment results, before fees and expenses, that track the performance of the Citi High Yield (Treasury Rate-Hedged) Index.
Rate Hedged ETF (HYIH) seeks to track the performance, before fees and expenses, of the Solactive High Yield Corporate Bond Inter
seeks investment results that correspond generally to the performance, before fees and expenses, of the Solactive USD High Yield Co
YLD) is to generate a high current income with a secondary goal of capital appreciation. HYLD is sub-advised by Peritus I Asset Manage
anaged exchange-traded fund. The funds primary investment objective is to provide current income. The funds secondary investment o
nvestment results that track (before fees and expenses) the price and yield performance of the S&P U.S. High Yield Low Volatility Corp
eeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the S&P
ative Duration Fund seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year US Hig
onds,before fees and expenses, to the total return of The BofA Merrill Lynch 0-5 Year US High Yield Constrained Index. It tracks the per
kit iBoxx USD Liquid High Yield ex-Oil and Gas Index (the Underlying Index ), which is designed to reflect the performance of U.S. dolla
nd seeks investment results that correspond generally to the price and yield performance, before fees and expenses of the Markit iBoxx
Duration Fund seeks to track the price and yield performance, before fees and expenses, of the BofA Merrill Lynch 0-5 Year US High Y
s to track the investment results of an index composed of global non-U.S. dollar denominated investment-grade bonds that mitigates ex
seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones U.S.
investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones U.S. Sele
seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones U.S
ally to the day-to-day movement of the price of gold bullion. The objective of the Trust is for the value to reflect at any given time the pric
estment results that correspond generally to the price and yield performance before fees and expenses of companies primarily engaged
Fund seeks to provide competitive long-term risk-adjusted returns relative to broad Barclays 2018 Maturity High Quality Corporate Inde
iblically responsible alternative for investors who want to make a positive impact with their investments without sacrificing quality investm
e income through a "bond-like" ETF designed to mature on an end date.Investment grade corporate bonds that mature between Apr 201
income through a "bond-like" ETF designed to mature on an end date.Investment grade corporate bonds that mature between Apr Apr
income through a "bond-like" ETF designed to mature on an end date.Investment grade corporate bonds that mature between Apr 202
o track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds maturing in 2018. E
seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds maturing in
to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds maturing in 2026.
to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds maturing in 2027.
ts, before fees and expenses that track the iBillionaire Index (BILLIONR). The iBillionaire Index (BILLIONR) is comprised of the 30 large
ally to the price and yield performance before fees and expenses of the S&P AMT-Free Municipal Series 2018 Index. The Fund will inve
ally to the price and yield performance before fees and expenses of the S&P AMT-Free Municipal Series 2019 Index. The Fund will inve
Fund) seeks to track the investment results of an index composed of investment-grade U.S. municipal bonds maturing after May 31 and
(the "Fund") seeks to track the investment results of an index composed of investment-grade U.S. municipal bonds maturing after Dece
(the "Fund") seeks to track the investment results of an index composed of investment-grade U.S. municipal bonds maturing after Dece
to track the investment results of an index composed of investment-grade U.S. municipal bonds maturing after December 31, 2022 an
ETF seeks to provide investment results that before fees and expenses correspond generally to the price and yield performance of the
own a basket of companies with significant revenue from online and virtual retail sales. The fund s portfolio offers convenient diversifica
and yield, before fees and expenses, of the SPADE IMPACT Index a passive, rules-based methodology to identify US-listed companies
eks investment results that correspond generally to the price and yield performance before fees and expenses of large actively traded U
ovative strategy to enable investors to capture returns from foreign currency markets. The index is designed to reflect the total return of
nvestment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Clean Ene
based index composed of Colombian equities
TF (the Fund ) is an exchange traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer Dev
exposure to short-term bonds and money market instruments. However, ICSH is not a money market fund.
stment results of an index composed of U.S. dollar-denominated convertible securities, specifically cash pay bonds, with outstanding is
375033264.xls
263
der normal market conditions, the Fund will seek to achieve its investment objective by investing at least 80% of its net assets (including
s Capital Municipal Custom High Yield Composite Index. HYD is the nation s first ETF to focus on high-yield munis and tracks an index
onds. The Fund seeks to track the investment results of the BlackRock High Yield Defensive Bond Index (the Underlying Index ), which
ys U.S. High Yield Very Liquid Index. There is no guarantee the fund will meet its stated investment objective. Barclays designed the Ba
BofA Merrill Lynch High Yield US Emerging Markets Liquid Corporate Plus Index (EMHY). The Index is comprised of U.S. dollar denomi
Boxx $ Liquid High Yield Index a corporate bond market index compiled by the International Index Company Limited.
. HYGH seeks to provide exposure to investment grade bonds while mitigating interest rate risk by holding HYG (iShares iBoxx $ High Y
rporate Bond Interest Rate Hedged Index, which is a rule-based index that tracks the performance of a basket of U.S.dollar denomina
USD High Yield Corporates Total Market Index. The Solactive USD High Yield Corporates Total Market Index is a rules-based, market v
ritus I Asset Management LLC. Peritus seeks to achieve the Fund s objective by selecting a focused portfolio of high yield debt securitie
ndary investment objective is to provide capital appreciation. Under normal market conditions, the fund invests at least 80% of its net as
Low Volatility Corporate Bond Index (the Index ). HYLV invests primarily, through U.S. dollar denominated high yield corporate bonds.
rmance of the S&P Municipal Yield Index (index ticker: SPMUHT), an index that tracks the US high yield municipal bond market and to p
nch 0-5 Year US High Yield Constrained, Negative Seven Duration Index.
dex. It tracks the performance of short-term U.S. dollar denominated below investment grade corporate debt issued in the U.S. domestic
mance of U.S. dollar-denominated, high yield corporate bonds, excluding those issued by companies in the Oil and Gas sector, as dete
s of the Markit iBoxx Global Developed Markets ex-US High Yield Index. The Index is a rules-based index consisting of high yield corpo
0-5 Year US High Yield Constrained, Zero Duration Index.
ds that mitigates exposure to fluctuations between the value of the component currencies and the U.S. dollar. The fund diversifies fixed
he Dow Jones U.S. Select Investment Services Index.
ow Jones U.S. Select Insurance Index.
the Dow Jones U.S. Select Regional Banks Index.
y given time the price of gold owned by the Trust at that time less the expenses and liabilities of the Trust.
s primarily engaged in the biotechnology industry as represented by the NASDAQ Biotechnology Index .
ality Corporate Index.
ficing quality investment management. Inspire Corporate Bond Impact ETF (IBD) is the first faith-based bond ETF ever created and is c
ure between Apr 2017 and Mar 2018 returns relative to broad iSharesBond 2018 Corporate Term ETF
re between Apr Apr 2019 and Mar 2020 returns relative to broad iSharesBond 2020 Corporate Term ETF
re between Apr 2022 and Mar 2023 returns relative to broad iSharesBond 2023 Corporate Term ETF
maturing in 2018. Exposure to investment grade corporate bonds that mature between January 1, 2018 and December 31, 2018. Comb
e bonds maturing in 2017. Exposure to investment grade corporate bonds that mature between January 1, 2017 and December 31, 201
s maturing in 2026. Initially, the Fund will seek to meet its investment objective generally by investing in individual securities which satisf
s maturing in 2027. The Underlying Index consists of U.S. dollar-denominated, investment-grade securities publicly issued by U.S. and n
rised of the 30 large-cap U.S. equities in which a select pool of investment billionaires has allocated the most assets, according to Form
. The Fund will invest in AMT-Free investment grade noncallable national municipal bond debt.
. The Fund will invest in AMT-Free investment grade noncallable national municipal bond debt.
ng after May 31 and before September 2, 2020. Exposure to investment grade municipal bonds that mature in 2020. Use to seek tax-ex
maturing after December 31, 2020 and before December 2, 2021. The S&P AMT-Free Municipal Series Dec 2021 Index is a market-va
maturing after December 31, 2021 and before December 2, 2022. The S&P AMT-Free Municipal Series Dec 2022 Index is a market-va
ember 31, 2022 and before December 2, 2023.
performance of the Barclays Capital Global Aggregate ex-USD > $1B: Corporate Bond Index (ticker: BG1B) an index that tracks the inv
nvenient diversification across market capitalizations, geography and business focus. The EQM Online Retail Index (IBUYXT) utilizes a
US-listed companies whose businesses operate in areas that address the needs of society and the planet. Using the ETF structure, the
ge actively traded U.S. real estate investment trusts as represented by the Cohen & Steers Realty Majors Index.
ct the total return of an "Intelligent Carry Strategy," which, through an objective and systematic methodology, seeks to capture the return
P Global Clean Energy Index.
es, of the Pacer Developed Markets International Cash Cows 100 Index (the Index ). The Index uses an objective, rules-based method
with outstanding issue sizes greater than $250 million.
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264
net assets (including investment borrowings) in common stocks of domestic companies listed and traded on U.S. national securities exc
and tracks an index that has a 25% weighting in investment-grade triple-B bonds and 75% weighting in non-investment grade bonds. In
lying Index ), which consists of U.S. dollar denominated, high yield corporate bonds. Component securities include publicly-issued debt
ays designed the Barclays U.S. High Yield Very Liquid Index to be a more liquid version of the U.S. Corporate High Yield Index that mea
f U.S. dollar denominated bonds issued by non-sovereign emerging market (EM) issuers that are rated below investment grade.
ares iBoxx $ High Yield Corporate Bond ETF) and short positions in Treasury futures.Actively managed to a programmed strategy that
U.S.dollar denominated high-yield liquid corporate bonds. Solactive High Yield Corporate Bond Interest Rate Hedged Index is comprise
les-based, market value weighted index engineered to mirror the performance of High Yield rated corporate bonds issued in USD. The i
h yield debt securities that via their coupons generate a high current income stream. Peritus takes a value-based active credit approach
ast 80% of its net assets (plus the amount of any borrowing for investment purposes) in high yield debt securities that are rated below in
d corporate bonds. The S&P U.S. High Yield Low Volatility Corporate Bond Index is designed to measure the performance of U.S. high
ond market and to provide income that is exempt from federal income taxes.
n the U.S. domestic market with less than five years remaining term to final maturity, a fixed coupon schedule and a minimum amount o
Gas sector, as determined by the index provider. As used in this Prospectus, the term Oil and Gas includes both producers of oil and g
g of high yield corporate bonds with a rating below investment grade but not in default denominated in Euros, British pounds sterling a
und diversifies fixed income holdings by adding broad international exposure to investment grade bonds. The iShares Core Internationa
ver created and is carefully designed to create meaningful impact in the lives of people all across the globe by investing in inspiring com
ber 31, 2018. Combine the defined maturity and regular income distribution characteristics of a bond with the transparency and tradabili
d December 31, 2017. Combine the defined maturity and regular income distribution characteristics of a bond with the transparency and
curities which satisfy the criteria of the Barclays December 2026 Maturity Corporate Index (the Underlying Index ). The Fund may also
ssued by U.S. and non-U.S. corporate issuers that have $300 million or more of outstanding face value at the time of inclusion. The non
s, according to Form 13F filings. Billionaires are selected from a group of U.S. investment billionaires based on net worth, source of wea
Use to seek tax-exempt income, build a bond ladder, and manage interest rate risk.
ndex is a market-value-weighted index that seeks to measure the performance of non-callable investment-grade, tax-exempt U.S. munic
ndex is a market-value-weighted index that seeks to measure the performance of non-callable investment-grade, tax-exempt U.S. munic
x that tracks the investment-grade corporate sector of the global bond market outside of the United States.
(IBUYXT) utilizes a rules based methodology to select a globally diverse group of companies with 70% or more of revenue from online
ETF structure, the fund provides investors with an easy, liquid, and transparent vehicle to make impact investments in public equity firm
o capture the returns that are potentially available from a strategy of investing in high-yielding currencies with the exposure financed by
ules-based methodology to provide exposure to large and mid-capitalization non-U.S. companies in developed markets with high free c
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ional securities exchanges that Horizon Investments, LLC believes exhibit low future expected volatility.
ent grade bonds. In addition 75% of the index is in bonds issued as part of transactions of at least $100 million in size.
publicly-issued debt of U.S. corporations and U.S. dollar denominated, publicly issued debt of non-U.S. corporations or similar entities.
Yield Index that measures the market of U.S. Dollar denominated, non-investment grade, fixed-rate, taxable corporate bonds. The Index
ment grade.
mmed strategy that seeks to mitigate interest rate risk.
d Index is comprised of High Yield Corporate Bonds issued in USD with at least 1 year to maturity on the long side and matching USD T
ssued in USD. The issuer s domicile is not relevant. The Solactive USD High Yield Corporates Total Market Index is a Total Return Index
ve credit approach to the markets largely foregoing new issue participation favoring instead the secondary market where Peritus believ
at are rated below investment grade at the time of purchase or unrated securities deemed by the funds advisor to be of comparable qua
mance of U.S. high yield corporate bonds with potentially low volatility. The index is comprised of bonds from the S&P U.S. High Yield C
minimum amount outstanding of $100 million, issued publicly.

oducers of oil and gas products and suppliers of equipment and services related to the oil and gas industry. The Underlying Index is des
sh pounds sterling and Canadian dollars. The Index is designed to provide a broad representation of the global ex-U.S. dollar high yield
s Core International Aggregate Bond ETF seeks to mitigate exposure to fluctuations between the value of the component currencies an
ting in inspiring companies and donating a portion of fees to support Christian ministry projects such as clean water wells, refugee relief
arency and tradability of a stock.

e transparency and tradability of a stock.
e transparency and tradability of a stock
The Fund may also invest in U.S. government securities, short-term paper, cash and cash equivalents, including shares of money marke
of inclusion. The non-U.S. corporate issuers included in the Underlying Index consist primarily of companies domiciled in developed cou
orth, source of wealth, and portfolio size.
x-exempt U.S. municipal bond securities that mature in 2021.

x-exempt U.S. municipal bond securities that mature in 2022.
evenue from online and virtual sales.

in public equity firms.
posure financed by borrowings in low-yielding currencies sometimes referred to as the "carry trade." The pool of currencies to which the
kets with high free cash flow yields. Companies with high free cash flow yields are commonly referred to as cash cows .
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or similar entities.
te bonds. The Index follows the same index construction rules as the U.S. Corporate High Yield Index, but each issue must have been i
and matching USD Treasury bonds on the short side.

a Total Return Index, i.e. coupon payments will be reinvested in the index on each rebalancing day.
where Peritus believes there is less competition and more opportunities for capital gains. Peritus de-emphasizes relative value in favor o
of comparable quality.
P U.S. High Yield Corporate Bond Index and is a modified market value weighted index with a 3% cap on any single issuer. The Index i
derlying Index is designed to provide a broad representation of the U.S. dollar-denominated high yield corporate bond market excluding
.S. dollar high yield corporate bond market.
onent currencies and the U.S. dollar
wells, refugee relief efforts, Bible distribution and other worthy causes. As a core holding workhorse of investors fixed income portfolio
res of money market funds advised by BFA or its affiliates, and under certain circumstances, other exchange-traded funds ( ETFs ) that
d in developed countries.
rencies to which the index may apply these strategies is commonly referred to as the "G10 currencies" and includes the U.S. dollar, the
375033264.xls
267
e must have been issued within the past five years, have a U.S. Dollar 500 million minimum amount outstanding and include only the th
tive value in favor of long-term absolute returns.
issuer. The Index is comprised of U.S. dollar denominated high yield corporate bonds that have been selected in accordance with a rul
nd market excluding those issued by companies in the Oil and Gas sector. The Underlying Index is a modified market-value weighted ind
xed income portfolios, IBD mirrors the characteristics of the broad U.S. bond market while investing only in the investment grade bonds
funds ( ETFs ) that invest in the component securities of the Underlying Index (each, an Underlying Fund ). The Fund is a term fund th
the U.S. dollar, the euro, the Japanese yen, the Canadian dollar, the Swiss franc, the British pound sterling, the Australian dollar, the N
375033264.xls
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d include only the three largest securities from each issuer. The Index is part of the U.S. Universal, Global High-Yield and U.S. Corporat
ccordance with a rules-based methodology that seeks to identify securities that, in the aggregate, are expected to have lower volatility, r
t-value weighted index with a cap on each issuer of 3%. The bonds eligible for inclusion in the Underlying Index are U.S. dollar-denomin
tment grade bonds of some of the most inspiring companies in the United States aligned with biblical values, as measured by their Insp
nd is a term fund that will terminate on or about December 31, 2026, at which time it will distribute its remaining net assets to sharehold
stralian dollar, the New Zealand dollar, the Norwegian krone and the Swedish krona.
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d and U.S. Corporate High-Yield Indices. One cannot invest directly in an Index.
ve lower volatility, relative to the broad U.S. dollar denominated high yield corporate bond market.
U.S. dollar-denominated corporate bonds that: (i) are issued by companies domiciled in countries classified as developed markets by th
asured by their Inspire Impact Score. Inspire Corporate Bond Impact ETF (IBD) seeks to track the performance of the Inspire Corporate
assets to shareholders pursuant to a plan of liquidation. The Fund does not seek to return any predetermined amount at maturity or in p
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loped markets by the index provider based primarily on quantitative economic criteria established by the index provider; (ii) have an ave
he Inspire Corporate Bond Impact Equal Weight Index.
nt at maturity or in periodic distributions. The Underlying Index is composed of U.S. dollar- denominated, taxable, investment-grade corp
375033264.xls
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der; (ii) have an average rating of below-investment grade (as determined by the Index Provider); (iii) are from issuers with at least $1 b
vestment-grade corporate bonds scheduled to mature after December 31, 2025 and before January 1, 2027. Components primarily inclu
375033264.xls
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rs with at least $1 billion outstanding face value; (iv) have an original maturity date of less than 15 years; (v) have at least one year to m
nents primarily include financials, industrials and utilities companies. The components of the Underlying Index, and the degree to which
375033264.xls
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least one year to maturity; and (vi) are not issued by companies whose primary activities are in the oil and gas sector, as determined b
the degree to which the components represent certain industries, are likely to change over time. The Underlying Index includes U.S. do
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274
or, as determined by the index provider. In determining whether a bond has an average rating of below-investment grade, ratings from M
ex includes U.S. dollar-denominated, investment-grade securities publicly issued by U.S. and non-U.S. corporate issuers that have $25
375033264.xls
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rade, ratings from Moody s Investors Services ( Moodys ), Standard & Poor s Ratings Services and Fitch Ratings, Inc. ( Fitch ) are cons
suers that have $250 million or more of outstanding face value at the time of inclusion. The non-U.S. corporate issuers included in the U
375033264.xls
276
nc. ( Fitch ) are considered. Securities in the Underlying Index must be rated below-investment grade (lower than BBB- by Standard &
rs included in the Underlying Index initially will consist primarily of corporate bonds issued by companies domiciled in developed countri
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277
BB- by Standard & Poor s Ratings Services and Fitch, or Baa3 by Moody s) using the middle rating of Moody s, Standard and Poor s R
n developed countries. The Fund will invest in non- U.S. issuers to the extent necessary for it to track the Underlying Index.
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andard and Poor s Ratings Services, or Fitch after dropping the highest and lowest available ratings. When a rating from only two agen
Index.
375033264.xls
279
from only two agencies is available, the lower ( more conservative ) rating is used. When a rating from only one agency is available, tha
375033264.xls
280
ncy is available, that rating is used to determine eligibility in the Underlying Index. If a particular tranche is unrated but its parent is rated
375033264.xls
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ut its parent is rated, the parents rating is adopted.
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282
iShares Core MSCI International Developed Mark IDEV Blackrock (iShares) 46435G326
PowerShares S&P International Developed High Div IDHD Invesco Powershares 73937B357
PowerShares S&P International Developed QualityIDHQ Invesco Powershares 73936T805
PowerShares FTSE International Low Beta Equal IW DLB Invesco Powershares 73937B480
PowerShares S&P International Developed Low Vola IDLV Invesco Powershares 73937B688
PowerShares S&P International Developed Momen IDMO Invesco Powershares 73937B696
ALPS International Sector Dividend Dogs ETF IDOG ALPS 00162Q718
iShares US Utilities ETF IDU Blackrock (iShares) 464287697
iShares International Select Dividend ETF IDV Blackrock (iShares) 464288448
VanEck Vectors Indonesia Index ETF IDX Van Eck Associates Corp92189F833
iShares 7-10 Year Treasury Bond ETF IEF Blackrock (iShares) 464287440
iShares Core MSCI EAFE ETF IEFA Blackrock (iShares) 46432F842
iShares 3-7 Year Treasury Bond ETF IEI Blackrock (iShares) 464288661
iShares Core MSCI Emerging Markets ETF IEMG Blackrock (iShares) 46434G103
iShares U.S. Oil & Gas Exploration & Production IEO Blackrock (iShares) 464288851
iShares Core MSCI Europe ETF IEUR Blackrock (iShares) 46434V738
iShares MSCI Europe Small-Cap ETF IEUS Blackrock (iShares) 464288497
iShares Europe ETF IEV Blackrock (iShares) 464287861
iShares U.S. Oil Equipment & Services ETF IEZ Blackrock (iShares) 464288844
iShares Europe Developed Real Estate ETF IFEU Blackrock (iShares) 464288471
iShares International Developed Real Estate ETF IFGL Blackrock (iShares) 464288489
Deutsche X-trackers Barclays International Cor IFIX DBX Strategic Advisors 233051465
ETFMG Drone Economy Strategy ETF IFLY ETF Managers Group 26924G805
First Trust Dorsey Wright International Focus 5 E IFV First Trust 33738R886
iShares North American Natural Resources ETF IGE Blackrock (iShares) 464287374
iShares Edge Investment Grade Enhanced Bond IGEB Blackrock (iShares) 46435G219
VanEck Vectors EM Investment Grade + BB Rate IGEM Van Eck Associates Corp92189F346
iShares Global Infrastructure ETF IGF Blackrock (iShares) 464288372
ProShares Investment Grade Interest Rate Hedg IGHG ProShares 74347B607
Deutsche X-trackers Investment Grade Bond - In IGIH DBX Strategic Advisors 233051739
iShares North American Tech ETF IGM Blackrock (iShares) 464287549
iShares North American Tech-Multimedia Network IGN Blackrock (iShares) 464287531
iShares International Treasury Bond ETF IGOV Blackrock (iShares) 464288117
iShares International Dividend Growth ETF IGRO Blackrock (iShares) 46435G524
iShares North American Tech-Software ETF IGV Blackrock (iShares) 464287515
Deutsche X-trackers Barclays International Tre IGVT DBX Strategic Advisors 233051473
WisdomTree International Hedged Dividend Grow IHDG Wisdom Tree 97717X594
iShares US Pharmaceuticals ETF IHE Blackrock (iShares) 464288836
iShares U.S. Healthcare Providers ETF IHF Blackrock (iShares) 464288828
iShares U.S. Medical Devices ETF IHI Blackrock (iShares) 464288810
VanEck Vectors International High Yield Bond ET IHY Van Eck Associates Corp92189F445
iShares Core S&P Mid-Cap ETF IJH Blackrock (iShares) 464287507
iShares S&P Mid-Cap 400 Value ETF IJJ Blackrock (iShares) 464287705
iShares S&P Mid-Cap 400 Growth ETF IJK Blackrock (iShares) 464287606
iShares Core S&P Small-Cap ETF IJR Blackrock (iShares) 464287804
iShares S&P Small-Cap 600 Value ETF IJS Blackrock (iShares) 464287879
iShares S&P Small-Cap 600 Growth ETF IJT Blackrock (iShares) 464287887
iShares Latin America 40 ETF ILF Blackrock (iShares) 464287390
iShares Core 10+ Year USD Bond ETF ILTB Blackrock (iShares) 464289479
iPath S&P MLP ETN IMLP Barclays iPath 06742A750
MomentumShares International Quantitative Mo IMOM Alpha Architect 02072L300
iShares Core 5-10 Year USD Bond ETF IMTB Blackrock (iShares) 46435G417
iShares Edge MSCI Intl Momentum Factor ETF IMTM Blackrock (iShares) 46434V449
EGShares India Consumer ETF INCO Columbia Management 19762B707
iShares MSCI India ETF INDA Blackrock (iShares) 46429B598
iShares Edge MSCI Multifactor Industrials ETF INDF Blackrock (iShares) 46435G557
Direxion Daily MSCI India Bull 3x Shares INDL Direxion Shares 25490K331
iShares India 50 ETF INDY Blackrock (iShares) 464289529
Legg Mason Global Infrastructure ETF INFR Legg Mason 52468L703
SPDR SSgA Income Allocation ETF INKM State Street (SPDR) 78467V202
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283

US4642874402 07/22/2002 0.15 Bonds
US4642886612 01/05/2007 0.15 Bonds
US2330514652 10/25/2016 0.3 Bonds
US46435G2194 07/11/2017 0.18 Bonds
US92189F3468 07/13/2016 0.4 Bonds
US74347B6074 11/05/2013 0.3 Bonds
US2330517390 03/03/2015 0.25 Bonds
US4642881175 01/21/2009 0.35 Bonds
US2330514736 10/25/2016 0.25 Bonds
US92189F4458 04/02/2012 0.4 Bonds
US4642894798 12/08/2009 0.06 Bonds
US46435G4174 11/01/2016 0.06 Bonds
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Not Applicable MSCI World ex USA Inves The iShares Core MSCI International Developed Markets ETF seeks to track
Not Applicable S&P EPAC Ex-Korea LowThe V PowerShares S&P International Developed High Dividend Low Volatility
Not Applicable S&P Quality Developed The PowerShares S&P International Developed Quality Portfolio (Fund) is ba
Not Applicable FTSE Developed ex US LThe PowerShares FTSE International Low Beta Equal Weight Portfolio (Fun
Not Applicable S&P BMI International DeThe PowerShares S&P International Developed Low Volatility Portfolio (Fund
Not Applicable S&P Momentum Develope The PowerShares S&P International Developed Momentum Portfolio (Fund)
Not Applicable S-Network International The ALPS International Sector Dividend Dogs ETF [iDOG] is an Exchange T
Not Applicable Dow Jones US Utilities SThe iShares Dow Jones U.S. Utilities Sector Index Fund seeks investment re
Not Applicable Dow Jones EPAC Select The iShares Dow Jones International Select Dividend Index Fund seeks inve
Not Applicable Market Vectors Indonesi The Indonesia Index ETF seeks to replicate as closely as possible before fee
Not Applicable ICE U.S. Treasury 7-10 The iShares 7-10 Year Treasury Bond ETF (IEF) seeks to track the investme
Not Applicable MSCI EAFE Investable MThe iShares Core MSCI EAFE ETF seeks investment results that correspon
Not Applicable ICE U.S. Treasury 3-7 Y The iShares Barclays 3-7 Year Treasury Bond Fund seeks results that corres
Not Applicable MSCI Emerging Markets T I he iShares Core MSCI Emerging Markets ETF seeks investment results tha
Not Applicable Dow Jones US Select OilThe iShares Dow Jones U.S. Oil & Gas Exploration & Production Index Fund
Not Applicable MSCI Europe Investable The iShares Core MSCI Europe ETF seeks to track the investment results o
Not Applicable MSCI Europe Small Cap The iShares MSCI Europe Small-Cap ETF seeks to track the investment res
Not Applicable S&P Europe 350 The iShares S&P Europe 350 Index Fund seeks investment results that corr
Not Applicable Dow Jones US Select OilThe iShares Dow Jones U.S. Oil Equipment & Services Index Fund seeks in
Not Applicable FTSE EPRA/NAREIT Deve The iShares FTSE EPRA/NAREIT Developed Europe Index Fund seeks inve
Not Applicable FTSE EPRA/NAREIT Devel The iShares FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index Fun
Not Applicable Barclays Global Aggreg Deutsche X-trackers Barclays International Corporate Bond Hedged ETF se
Not Applicable Reality Shares Drone In The ETFMG Drone Economy Strategy ETF was created to provide the mark
Not Applicable Dorsey Wright Internatio The First Trust Dorsey Wright International Focus 5 ETF seeks investment re
Not Applicable S&P North American Nat The iShares S&P North American Natural Resources Sector Index Fund see
Not Applicable BlackRock Investment G The iShares Edge Investment Grade Enhanced Bond ETF seeks to track the
Not Applicable J.P. Morgan Custom EM VanEck Vectors EM Investment Grade + BB Rated USD Sovereign Bond ET
Not Applicable S&P Global Infrastructur The iShares S&P Global Infrastructure Index Fund seeks investment results
Not Applicable Citi Corporate Investme ProShares Investment Grade Interest Rate Hedged seeks investment results
Not Applicable Solactive Investment Gr Deutsche X-trackers Investment Grade Bond - Interest Rate Hedged ETF (IG
Not Applicable S&P North American TechThe iShares S&P North American Technology Sector Index Fund seeks inve
Not Applicable S&P North American TechThe iShares S&P North American Technology-Multimedia Networking Index
Not Applicable S&P/Citigroup Internati The iShares S&P/Citigroup International Treasury Bond Fund seeks investm
Not Applicable Morningstar Global ex-U The iShares International Dividend Growth ETF seeks to track the investmen
Not Applicable S&P North American Tec The iShares S&P North American Technology-Software Index Fund seeks in
Not Applicable Barclays Global AggregaDeutsche X-trackers Barclays International Treasury Bond Hedged ETF see
Not Applicable WisdomTree InternationaWisdomTree International Hedged Dividend Growth Fund seeks investment
Not Applicable Dow Jones US Select PhThe iShares Dow Jones U.S. Pharmaceuticals Index Fund seeks investment
Not Applicable Dow Jones US Select Hea The iShares Dow Jones U.S. Healthcare Providers Index Fund seeks investm
Not Applicable Dow Jones US Select MeThe iShares Dow Jones U.S. Medical Devices Index Fund seeks investment
Not Applicable The BofA Merrill Lynch GVanEck Vectors International High Yield Bond ETF (IHY) seeks to replicate a
Not Applicable S&P Midcap 400 Index The iShares S&P MidCap 400 Index Fund seeks investment results that corr
Not Applicable S&P Midcap 400 Pure VaThe iShares S&P MidCap 400 Value Index Fund seeks investment results th
Not Applicable S&P Midcap 400 Pure GrThe iShares S&P MidCap 400 Growth Index Fund seeks investment results
Not Applicable S&P SmallCap 600 Inde The iShares S&P SmallCap 600 Index Fund seeks investment results that co
Not Applicable S&P Smallcap 600 ValueThe iShares S&P SmallCap 600 Value Index Fund seeks investment results
Not Applicable S&P Smallcap 600 GrowtThe iShares S&P SmallCap 600 Growth Index Fund seeks investment result
Not Applicable S&P Latin America 40 In The iShares S&P Latin America 40 Index Fund seeks investment results tha
Not Applicable Bloomberg Barclays U.S.The iShares Core 10+ Year USD Bond ETF seeks to track the investment re
MLP S&P MLP Index The iPath S&P MLP ETN is linked to the performance of the consolidated Vo
Not Applicable Alpha Architect Internat IMOM is a self-indexing fund that seeks to track the total return performance
Not Applicable Bloomberg Barclays US U The Fund seeks to track the investment results of the Bloomberg Barclays U
Not Applicable MSCI World ex USA MomThe iShares Edge MSCI Intl Momentum Factor ETF seeks to track the perfo
Not Applicable Indxx India Consumer In The EGShares India Consumer exchange-traded fund (ETF) seeks investme
Not Applicable MSCI India Index The iShares MSCI India Index Fund seeks investment results that correspon
Not Applicable MSCI USA Industrials DivThe iShares Edge MSCI Multifactor Industrials ETF seeks to track the invest
Not Applicable MSCI India Index The Direxion Daily MSCI India Bull 3x Shares seeks daily investment results
Not Applicable CNX Nifty Index The iShares India Nifty 50 Index Fund seeks investment results that corresp
Not Applicable RARE Global Infrastruct The Legg Mason Global Infrastructure ETF (INFR) seeks to track the investm
Not Applicable Not Applicable The SPDR SSgA Income Allocation ETF seeks to provide total return by focu
375033264.xls
285
ETF seeks to track the investment results of an index composed of large-, mid- and small-capitalization developed market equities, excl
dend Low Volatility Portfolio (the "Fund") is based on the S&P EPAC Ex-Korea Low Volatility High Dividend Index (Index). The Fund will
ortfolio (Fund) is based on the S&P Quality Developed ex US LargeMidCap Index (Index). The Fund generally will invest at least 90% of
ight Portfolio (Fund) is based on the FTSE Developed ex US Low Beta Equal Weight Index (Index). The Fund generally will invest at lea
ility Portfolio (Fund) is based on the S&P BMI International Developed Low Volatility Index (Index). The Fund will invest at least 90% of
m Portfolio (Fund) is based on the S&P Momentum Developed ex U.S. & South Korea LargeMidCap Index (Index). The Fund will invest
is an Exchange Traded Fund that applies the Dogs of the Dow Theory on a sector-by-sector basis using the World Bank High Incom
eeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. utilities stocks a
x Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jo
possible before fees and expenses the price and yield performance of the Market Vectors Indonesia Index.
track the investment results of an index composed of U.S. Treasury bonds with remaining maturities between seven and ten years. The
ults that correspond generally to the price and yield performance, before fees and expenses, of the MSCI EAFE Investable Market Index
results that correspond generally to the price and yield performance before fees and expense of the intermediate sector of the United S
estment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI Emerging Markets
duction Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of
vestment results of an index composed of large-, mid- and small-capitalization European equities. Low cost, comprehensive access to la
he investment results of an index composed of small-capitalization developed market equities in Europe. Exposure to small public comp
nt results that correspond generally to the price and yield performance before fees and expenses of 350 stocks providing geographic an
dex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow J
ex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the FTSE E
ex-U.S. Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses o
d Hedged ETF seeks investment results that correspond generally to the performance, before fees and expenses, of the Barclays Glob
o provide the market with a transparent vehicle to invest in the increasingly important drone tech sector. The Fund seeks to provide inves
eeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an index called the Do
or Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S.-
seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds. The Fund
overeign Bond ETF (IGEM) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the
nvestment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Infrastructu
investment results, before fees and expenses, that track the performance of the Citi Corporate Investment Grade (Treasury Rate-Hedg
te Hedged ETF (IGIH) seeks to track the performance, before fees and expenses, of the Solactive Investment Grade Bond - Interest Ra
x Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S.-traded
Networking Index Fund seeks investment results that correspond generally to the price and yield performance before fees and expense
und seeks investment results that correspond generally to the price and yield performance before fees and expenses of the S&P/Citigro
rack the investment results of an index composed of international equities with a history of consistently growing dividends. The objective
dex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S.-trade
Hedged ETF seeks investment results that correspond generally to the performance, before fees and expenses, of the Barclays Globa
seeks investment results that closely correspond to the price and yield performance, before fees and expenses, of the WisdomTree Inte
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones
eeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the The BofA Merrill Lynch Globa
nt results that correspond generally to the price and yield performance before fees and expenses of U.S. mid-cap stocks as represente
estment results that correspond generally to the price and yield performance before fees and expenses of U.S. mid-cap value stocks as
nvestment results that correspond generally to the price and yield performance before fees and expenses of U.S. mid-cap growth stocks
ment results that correspond generally to the price and yield performance before fees and expenses of U.S. small-cap stocks as represe
nvestment results that correspond generally to the price and yield performance before fees and expenses of U.S. small-cap value stock
s investment results that correspond generally to the price and yield performance before fees and expenses of U.S. small-cap growth sto
stment results that correspond generally to the price and yield performance before fees and expenses of companies in the Mexican and
the investment results of an index composed of U.S. dollar-denominated bonds that are rated either investment grade or high-yield with
he consolidated Volume-Weighted Average Price ("VWAP") level of the S&P MLP Index (the "Index"), and is designed to pay a quarterly
eturn performance, before fees and expenses, of the Alpha Architect International Quantitative Momentum Index (the Index ). The Index
mberg Barclays U.S. Universal 5-10 Year Index (the Underlying Index ), which measures the performance of U.S. dollar- denominated
to track the performance of an index that measures the performance of large- and mid-capitalization developed international stocks ex
F) seeks investment results that correspond (before fees and expenses) to the price and yield performance of the Indxx India Consume
ults that correspond generally to the price and yield performance, before fees and expenses, of the MSCI India Index.
to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Industrials sector that have favo
nvestment results, before fees and expenses, of 300% of the performance of the MSCI India Index. There is no guarantee this fund will
esults that correspond generally to the price and yield performance before fees and expenses of the CNX Nifty Index.
o track the investment results of an index composed of infrastructure-related equity securities from global markets constructed through
total return by focusing on investment in income and yield-generating assets. The Fund invests in exchange traded funds registered un
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market equities, excluding the United States. The Fund seeks to track the investment results of the MSCI World ex USA Investable Mark
dex). The Fund will invest at least 90% of its total assets in securities that comprise the Index. The Index is composed of 100 securities
vest at least 90% of its total assets in common stocks that comprise the Index. The Index tracks the performance of stocks in the S&P D
ally will invest at least 90% of its total assets in common stocks that comprise the Index. The FTSE Developed ex US Low Beta Equal W
est at least 90% of its total assets in the securities of companies that comprise the Index. The Index is compiled, maintained and calcula
The Fund will invest at least 90% of its total assets in the securities of companies that comprise the Index. The Index tracks the performa
d Bank High Income Country Index as its starting universe of eligible securities.
.S. utilities stocks as represented by the Dow Jones U.S. Utilities Index.
nses of the Dow Jones EPAC Select Dividend Index.
and ten years. The ICE U.S. Treasury 7-10 Year Bond Index is part of a series of indices intended to assess U.S. Treasury issued debt
stable Market Index.
ector of the United States Treasury market as defined by the ICE U.S. Treasury 3-7 Year Bond Index. The ICE U.S. Treasury 3-7 Year B
CI Emerging Markets Investable Market Index.
s and expenses of the Dow Jones U.S. Select Oil Exploration & Production Index.
hensive access to large-, mid-, and small-cap stocks (the "Investable Market") within developed market countries in Europe
to small public companies in developed European markets.
iding geographic and economic diversity over 10 market sectors as represented by the Standard & Poors Europe 350 Index.
penses of the Dow Jones U.S. Select Oil Equipment & Services Index.
nses of the FTSE EPRA/NAREIT Developed Europe Index.
ees and expenses of the FTSE EPRA/NAREIT Developed Real Estate ex-U.S. Index.
f the Barclays Global Aggregate Corporate Ex USD Bond Index (USD Hedged). The Fund, using a passive or indexing investment app
eks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Realit
index called the Dorsey Wright International Focus Five Index (the "Index"). The Fund will normally invest at least 90% of its net assets
d expenses of U.S.-traded natural resource-related stocks as represented by the the S&P North American Natural Resources Sector Ind
e bonds. The Fund seeks to track the investment results of the BlackRock Investment Grade Enhanced Bond Index (the Underlying Ind
performance of the J.P. Morgan Custom EM Investment Grade Plus BB-Rated Sovereign USD Bond Index (JPEGIGBB), which is comp
P Global Infrastructure Index.
Treasury Rate-Hedged) Index. The Citi Corporate Investment Grade (Treasury Rate-Hedged) Index is a U.S. dollar-denominated index t
e Bond - Interest Rate Hedged Index, which aims to mitigate exposure of interest rate sensitivity across the yield curve in a rising rate en
nses of U.S.-traded technology companies as represented by the S&P North American Technology Sector Index
e fees and expenses of U.S.-traded multimedia networking stocks as represented by the S&P North American Technology-Multimedia N
s of the S&P/Citigroup International Treasury Bond Index Ex-US.
ends. The objective of the Morningstar Global ex-US Dividend Growth Index is to track international securities with a history of uninterru
penses of U.S.-traded software-related stocks as represented by the S&P North American Technology-Software Index
the Barclays Global Aggregate Treasury Ex USD Issuer Diversified Bond Index (USD Hedged). The Deutsche X-trackers Barclays Inter
he WisdomTree International Hedged Dividend Growth Index. The WisdomTree International Hedged Dividend Growth Index is designe
the Dow Jones U.S. Select Pharmaceuticals Index.
es of the Dow Jones U.S. Select Health Care Providers Index.
the Dow Jones U.S. Select Medical Equipment Index.
Merrill Lynch Global ex-US Issuers High Yield Constrained Index (HXUS).The Index is comprised of below investment-grade debt issue
ocks as represented by the Standard & Poors MidCap 400 Index.
cap value stocks as represented by the S&P MidCap 400/Citigroup Value Index.
d-cap growth stocks as represented by the S&P MidCap 400/Citigroup Growth Index.
p stocks as represented by the Standard & Poors SmallCap 600 Index.
mall-cap value stocks as represented by the S&P SmallCap 600/Citigroup Value Index.
small-cap growth stocks as represented by the S&P SmallCap 600/Citigroup Growth Index.
in the Mexican and South American equity markets as represented by the Standard & Poors Latin America 40 Index.
de or high-yield with remaining maturities greater than ten years.
d to pay a quarterly coupon. The S&P MLP Index is designed to provide exposure to leading partnerships that trade on major U.S. exch
e Index ). The Index universe generally consists of mid to large capitalization international exchange traded stocks. The Index screens h
ollar- denominated taxable bonds that are rated either investment-grade or high yield with remaining effective maturities between five a
ernational stocks exhibiting relatively higher momentum characteristics, before fees and expenses.
ndxx India Consumer Index, a 30 stock free float adjusted market capitalization index designed to measure the market performance of c
ector that have favorable exposure to target style factors subject to constraints. The MSCI USA Industrials Diversi ed Multiple-Factor Ca
rantee this fund will meet its stated investment objective. The MSCI India Index is provided by MSCI Inc. and is designed to measure th
onstructed through the application of several fundamental factors. The fund seeks to track the investment results of the RARE Global In
funds registered under the Investment Company Act of 1940, as amended, that seek to track the performance of a market index; excha
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SA Investable Market Index (the Underlying Index ), which has been developed by MSCI Inc. (the Index Provider or MSCI ) as an equ
d of 100 securities in the S&P EPAC Ex-Korea LargeMidCap Index that have historically provided high dividend yields with lower volatil
stocks in the S&P Developed Ex-US LargeMidCap Index that have the highest quality score, which is calculated based on three fundam
S Low Beta Equal Weight Index comprises large and mid cap stocks providing coverage of Developed markets (24 countries) excluding
intained and calculated by Standard & Poor s and consists of the 200 least volatile stocks of the S&P Developed ex. US and South Kor
tracks the performance of stocks in the S&P Developed ex U.S. & South Korea LargeMidCap Index that have the highest momentum s
easury issued debt. Only U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than seven years and les
Treasury 3-7 Year Bond Index is part of a series of indices intended to assess U.S. Treasury issued debt. Only U.S. dollar denominated,
xing investment approach, seeks investment results that correspond generally to the performance, before fees and expenses, of the Un
mance of the Reality Shares Drone Index. The companies in this index are those which work to develop, research or utilize drones as a
0% of its net assets (plus the amount of any borrowings for investment purposes) in the exchange-traded funds ("ETFs") that comprise
esources Sector Index
(the Underlying Index ), which consists of U.S. dollar-denominated, investment grade corporate bonds. Component securities include p
GBB), which is comprised primarily of investment grade U.S. dollar-denominated bonds issued by emerging markets (EM) governments.
enominated index that measures the performance of investment grade corporate debt. The index consists of a long position in investme
ve in a rising rate environment. Solactive Investment Grade Bond - Interest Rate Hedged Index is comprised of Investment Grade Corp
ology-Multimedia Networking Index
a history of uninterrupted dividend growth. The Index is a subset of the Morningstar Global ex-US Markets Index, a broad market index
ckers Barclays International Treasury Bond Hedged ETF (IGVT) seeks to track the Barclays Global Aggregate Treasury ex USD issuer D
wth Index is designed to provide exposure to the developed market companies while at the same time neutralizing exposure to fluctuatio
ent-grade debt issued by corporations located throughout the world (which may include emerging market countries) excluding the United
on major U.S. exchanges and are classified in the GICS Energy Sector and GICS Gas Utilities Industry. The S&P MLP Index includes b
The Index screens high momentum stocks on the quality of their momentum the Index focuses on momentum stocks with a relatively h
ities between five and ten years. The Underlying Index includes U.S. Treasury bonds, government-related bonds (i.e., U.S. and non-U.S
et performance of companies in the consumer sector of India.
d Multiple-Factor Capped Index is based on the MSCI USA Industrials Index, its parent index, which includes US large and mid-cap sec
gned to measure the performance of the large- and mid-capitalization equity securities of the Indian market. Securities are selected bas
the RARE Global Infrastructure Index (the Underlying Index ). The Underlying Index is constructed from global infrastructure-related eq
market index; exchange traded commodity trusts; and exchange traded notes. The Portfolio may invest in certain ETPs that pay fees to
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or MSCI ) as an equity benchmark for international stock performance in non-U.S. developed markets. The Underlying Index is free floa
ds with lower volatility over the past 12 months. Volatility is a statistical measurement of the magnitude of up and down asset price fluctu
sed on three fundamental measures, return on equity, accruals ratio and financial leverage ratio. The Fund and the Index are rebalanced
countries) excluding the US. The index has been designed to reflect the performance of securities exhibiting relatively low beta, where a
. US and South Korea LargeMid Cap BMI Index over the past 12 months. Volatility is a statistical measurement of the magnitude of up a
ighest momentum score. The Fund and the Index are rebalanced and reconstituted semi-annually on the third Friday of March and Sep
seven years and less than or equal to ten years are included.
dollar denominated, fixed rate securities with minimum term to maturity greater than three years and less than or equal to seven years a
expenses, of the Underlying Index, which is designed to track the performance of investment grade corporate debt publicly issued in de
r utilize drones as a major part of their business model.
TFs") that comprise the Index.
securities include publicly-issued debt of U.S. corporations and U.S. dollar denominated, publicly issued debt of non-U.S. corporations
(EM) governments. The J.P. Morgan Custom EM Investment Grade Plus BB-Rated Sovereign USD Bond Index (JPEGIGBB) comprises
position in investment grade corporate bonds and a duration-matched short position in U.S. Treasury bonds. The investment grade port
stment Grade Corporate Bonds issued in USD with at least 3 years to maturity on the long side and matching USD Treasury bonds on t
broad market index representing 97% of the market capitalization in international developed and emerging markets, excluding US. The G
ury ex USD issuer Diversified Bond Index (USD Hedged). The index tracks investment-grade sovereign debt that is publicly issued by d
xposure to fluctuations between the value of foreign currencies and the U.S. dollar.
excluding the United States, denominated in Euros, U.S. dollars, Canadian dollars or pound sterling issued in the major domestic or Eur
LP Index includes both master limited partnerships and publicly traded limited liability companies which have a similar legal structure to
ks with a relatively high proportion of positive daily return movements. The Index seeks to invest in stocks with the highest quality mome
e., U.S. and non-U.S. agencies, sovereign, quasi-sovereign, supranational and local authority debt), investment-grade and high yield U.S
ge and mid-cap securities classi ed in the Industrials sector as per the Global Industry Classi cation Standard (GICS). The index is cons
es are selected based on the MSCI Global Investable Indexes Methodology as defined by the Index Provider. All component securities
structure-related equity securities. The Underlying Index utilizes a proprietary methodology created and sponsored by RARE Infrastruct
Ps that pay fees to the Adviser and its affiliates for management, marketing or other services. The Portfolio is actively managed.
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ng Index is free float adjusted, market cap weighted, and is designed to measure large-, mid-and small-capitalization equity market perf
wn asset price fluctuations over time. The Fund and the Index are rebalanced and reconstituted semi-annually on the last business day
ndex are rebalanced and reconstituted semi-annually on the third Friday of June and December. The Fund will invest at least 90% of its
ly low beta, where all index constituents are weighted equally.
e magnitude of up and down asset price fluctuations over time.
y of March and September. The Fund invests at least 90% of its total assets in the securities of companies that comprise the Underlying
ual to seven years are included.
ublicly issued in developed and emerging markets (excluding all securities denominated in U.S. dollars) in the industrial, utility and finan
n-U.S. corporations or similar entities.

EGIGBB) comprises U.S. dollar-denominated bonds issued by emerging markets sovereign and quasi-sovereign entities. The Index is r
vestment grade portion of the index offers exposure to the more liquid, cash-pay bonds.
Treasury bonds on the short side.
excluding US. The Global ex-US Dividend Growth Index is a benchmark consisting of securities: (i) that pay qualified dividends, (ii) are s
publicly issued by developed and emerging market governments in their native currencies, while mitigating exposure to fluctuations be
ajor domestic or Eurobond markets
ar legal structure to MLPs and share the same tax benefits as MLPs.
ighest quality momentum.
e and high yield U.S. corporate bonds, mortgage-backed pass-through securities ( MBS ), commercial mortgage-backed securities ( CM
). The index is constructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the iss
mponent securities in the Index are classified per the Global Industry Classification Standard (GICS).
by RARE Infrastructure (North America) Pty Limited ( RARE ), the fund s subadviser. RARE is affili-ated with both LMPFA and the fund. T
ely managed.
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n equity market performance.

e last business day in January and July.
t at least 90% of its total assets in securities that comprise the Underlying Index. The Underlying Index is comprised of securities select
prise the Underlying Index. Strictly in accordance with its guidelines and mandated procedures, S&P Dow Jones Indices LLC ( S&P DJI
trial, utility and financial sectors while mitigating exposure to fluctuations between the value of the U.S. dollar and the currencies of the
tities. The Index is restricted to bonds currently rated investment grade or BB, and the total weight of BB rated bonds is capped at 20%.
d dividends, (ii) are screened for a minimum of five years of uninterrupted annual dividend growth, and (iii) have a significant margin to c
e to fluctuations between the U.S. dollar and foreign currencies. Bonds in the index are weighted in accordance with their market capit
cked securities ( CMBS ), asset-backed securities ( ABS ), Eurodollar bonds, bonds registered with the SEC or exempt from registration
ubsequently, the issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI Capped
MPFA and the fund. The fund will invest at least 80% of its net assets, plus borrowings for investment purposes, if any, in securities that c
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of securities selected to provide exposure to the constituents of the S&P Developed ex United States BMI Index that are identified by
ices LLC ( S&P DJI or the Index Provider ) compiles, maintains and calculates the Underlying Index, which is designed to measure th
e currencies of the countries included in the Underlying Index.
s is capped at 20%. Index constituents are weighted based on their adjusted face amount of debt outstanding. The Index weighting met
gnificant margin to continue growing dividends.
h their market capitalization, subject to certain index caps.
mpt from registration at the time of issuance, or offered pursuant to Rule 144A with or without registration rights ( Rule 144A Bonds ) and
h the MSCI Capped Indexes methodology.
y, in securities that compose its Underlying Index. Securities that compose the Underlying Index include depositary receipts representing
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hat are identified by S&P Dow Jones Indices (the S&P DJI or Index Provider ) as high quality stocks based on historical records of ear
igned to measure the performance of 200 stocks within the S&P Momentum Developed ex-US and South Korea LargeMidCap Index th
ndex weighting methodology limits the weights of larger countries in the index by only including a specified portion of those country s eli
e 144A Bonds ) and U.S. dollar-denominated emerging market bonds. The Underlying Index is a subset of the Bloomberg Barclays U.S
eceipts representing securities in the Underlying Index.
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orical records of earnings and dividends. Historically, the Underlying Index has been composed of securities of companies with an adjus
geMidCap Index that are the most sensitive to changes in market returns over the past 12 months. Historically, the S&P Momentum De
f those country s eligible face amounts of debt outstanding, thus increasing issuer diversification and reducing single issuer concentratio
mberg Barclays U.S. Universal Index. The Underlying Index may include large-, mid- or small- capitalization companies. Components of
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anies with an adjusted market capitalization of $500 million and that are domiciled in the following countries: Australia, Austria, Belgium
S&P Momentum Devel- oped ex-US and South Korea LargeMidCap Index has included all publicly listed equities with float-adjusted ma
e issuer concentration.
ies. Components of the Underlying Index primarily include securitized and corporate securities. A material portion of the Underlying Inde
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ia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Greece, Hong Kong, Ireland, Israel, Italy, Japan, Luxembourg, the N
h float-adjusted market values of at least $100 million and annual dollar value traded of at least $50 million from the following countries
the Underlying Index is comprised of MBS that include 20- year and 30-year mortgages. These MBS are included in the Underlying Ind
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Luxembourg, the Netherlands, New Zealand, Norway, Portugal, Singapore, South Korea, Spain, Sweden, Switzerland and the United K
following countries: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan,
n the Underlying Index because their effective duration has historically been more consistent with the duration of non-callable 5-10 year
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297
and and the United Kingdom. The Fund generally invests in all of the securities comprising its Underlying Index in proportion to their wei
Israel, Italy, Japan, Luxembourg, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, and the United
-callable 5-10 year bonds due to prepayments. The components of the Underlying Index, and the degree to which these components re
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oportion to their weightings in the Underlying Index.
and, and the United Kingdom. Sensitivity is measured by the beta of the stock. Beta is a measure of relative risk and is the rate of chan
hese components represent certain industries, are likely to change over time. The securities in the Underlying Index must be denominat
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d is the rate of change of a security s price. The Fund generally invests in all of the securities comprising its Underlying Index in proporti
must be denominated in U.S. dollars and non-convertible. Excluded from the Underlying Index are tax- exempt municipal securities, cou
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300
ng Index in proportion to their weightings in the Under-lying Index.
icipal securities, coupon issues that have been stripped from bonds, structured notes, private placements (excluding Rule 144A Bonds)
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Rule 144A Bonds) and inflation-linked bonds.
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302
iPath MSCI India Index ETN INP Barclays iPath 06739F291

VanEck Vectors Rupee/USD ETN INR Van Eck Associates Corp61747W265
iShares Edge MSCI Multifactor Intl ETF INTF Blackrock (iShares) 46434V274
EGShares India Infrastructure ETF INXX Columbia Management 19762B806
IQ Global Oil Small Cap ETF IOIL Index IQ 45409B842
iShares Global 100 ETF IOO Blackrock (iShares) 464287572
iShares Core MSCI Pacific ETF IPAC Blackrock (iShares) 46434V696
ETFMG Prime Mobile Payments ETF IPAY ETF Managers Group 26924G409
SPDR Barclays TIPS ETF IPE State Street (SPDR) 78464A656
iShares International Preferred Stock ETF IPFF Blackrock (iShares) 46429B135
PowerShares International BuyBack Achievers PorIPKW Invesco Powershares 73937B621
Renaissance IPO ETF IPO Renaissance 759937204
Renaissance International IPO ETF IPOS Renaissance 759937303
FlexShares International Quality Dividend Defens IQDE Flexshares (Northern Tru33939L811
FlexShares International Quality Dividend Index IQDF Flexshares (Northern Tru33939L837
WisdomTree International Quality Dividend Growt IQDG Wisdom Tree 97717X131
FlexShares International Quality Dividend Dynam IQDY Flexshares (Northern Tru33939L829
iShares Edge MSCI Intl Quality Factor ETF IQLT Blackrock (iShares) 46434V456
iShares Edge MSCI Multifactor Intl Small-Cap ET ISCF Blackrock (iShares) 46434V266
iShares 1-3 Year International Treasury Bond ETFISHG Blackrock (iShares) 464288125
Inspire Small/Mid Cap Impact ETF ISMD Inspire Investing 66538H641
VanEck Vectors Israel ETF ISRA Van Eck Associates Corp92189F635
iShares Core 1-5 Year USD Bond ETF ISTB Blackrock (iShares) 46432F859
iShares Edge MSCI Intl Size Factor ETF ISZE Blackrock (iShares) 46435G508
iShares U.S. Aerospace & Defense ETF ITA Blackrock (iShares) 464288760
iShares U.S. Home Construction ETF ITB Blackrock (iShares) 464288752
SPDR Barclays Intermediate Term Treasury ETF ITE State Street (SPDR) 78464A672
BlueStar TA-BIGTECH Israel Technology ETF ITEQ ETF Managers Group 26924G870
VanEck Vectors Intermediate Municipal ETF ITM Van Eck Associates Corp92189F544
iShares Core S&P Total U.S. Stock Market ETF ITOT Blackrock (iShares) 464287150
iShares Core Total USD Bond Market ETF IUSB Blackrock (iShares) 46434V613
iShares Core U.S. Growth ETF IUSG Blackrock (iShares) 464287671
iShares Core U.S. Value ETF IUSV Blackrock (iShares) 464287663
ValueShares International Quantitative Value ETF IVAL Alpha Architect 02072L201
iShares S&P 500 Value ETF IVE Blackrock (iShares) 464287408
Ivy Energy NextShares IVENC Ivy Investments 466013307
Ivy Focused Growth NextShares IVFGC Ivy Investments 466013109
Ivy Focused Value NextShares IVFVC Ivy Investments 466013208
iShares Edge MSCI Intl Value Factor ETF IVLU Blackrock (iShares) 46435G409
Vanguard S&P Mid-Cap 400 Growth ETF IVOG Vanguard 921932869
Vanguard S&P Mid-Cap 400 ETF IVOO Vanguard 921932885
iPath Inverse S&P 500 VIX Short-Term FuturesTMIVOP Barclays iPath 06741K486
Vanguard S&P Mid-Cap 400 Value ETF IVOV Vanguard 921932844
iShares Core S&P 500 ETF IVV Blackrock (iShares) 464287200
iShares S&P 500 Growth ETF IVW Blackrock (iShares) 464287309
iShares Russell 1000 ETF IWB Blackrock (iShares) 464287622
iShares Micro-Cap ETF IWC Blackrock (iShares) 464288869
iShares Russell 1000 Value ETF IWD Blackrock (iShares) 464287598
iShares Russell 1000 Growth ETF IWF Blackrock (iShares) 464287614
iShares Russell Top 200 ETF IWL Blackrock (iShares) 464289446
iShares Russell 2000 ETF IWM Blackrock (iShares) 464287655
iShares Russell 2000 Value ETF IWN Blackrock (iShares) 464287630
iShares Russell 2000 Growth ETF IWO Blackrock (iShares) 464287648
iShares Russell Mid-Cap Growth ETF IWP Blackrock (iShares) 464287481
iShares Russell Mid-Cap ETF IWR Blackrock (iShares) 464287499
iShares Russell Mid-Cap Value ETF IWS Blackrock (iShares) 464287473
iShares Russell 3000 ETF IWV Blackrock (iShares) 464287689
iShares Russell Top 200 Value ETF IWX Blackrock (iShares) 464289420
iShares Russell Top 200 Growth ETF IWY Blackrock (iShares) 464289438
iShares Global Energy ETF IXC Blackrock (iShares) 464287341
375033264.xls
303

US61747W2659 03/14/2008 0.55 Currency
US78464A6560 05/23/2007 0.15 Bonds
US4642881258 01/21/2009 0.35 Bonds
US46432F8591 10/18/2012 0.06 Bonds
US78464A6727 05/23/2007 0.1 Bonds
US92189F5448 12/04/2007 0.24 Bonds
US46434V6130 06/10/2014 0.06 Bonds
375033264.xls
304
Not Applicable MSCI India Total Return The iPath MSCI India Index ETNs are linked to the MSCI India Total Return
Not Applicable S&P Indian Rupee Total VanEck Vectors Currency Exchange Traded Notes are senior, unsecured de
Not Applicable MSCI World ex USA Divers The iShares Edge MSCI Multifactor Intl ETF seeks to track the investment re
Not Applicable Indxx India Infrastructur The Emerging Global Shares Indxx India Infrastructure Index Exchange Trad
Not Applicable IQ Global Oil Small Cap The IQ Global Oil Small Cap ETF seeks to provide investment results that co
Not Applicable S&P Global 100 Index The iShares S&P Global 100 Index Fund seeks investment results that corre
Not Applicable MSCI Pacific Investable The iShares Core MSCI Pacific ETF seeks to track the investment results of
Not Applicable Prime Mobile Payments The ETFMG Prime Mobile Payments ETF seeks to replicate as closely as po
Not Applicable Barclays U.S. Government The SPDR Barclays Capital TIPS ETF seeks to provide investment results th
Preferred Stock S&P International Prefer The iShares S&P International Preferred Stock Index Fund seeks investmen
Not Applicable NASDAQ International B The PowerShares International BuyBack Achievers Portfolio (Fund) is based
IPO Based Renaissance IPO Index The Renaissance IPO ETF, a series of Renaissance Capital Greenwich Fund
IPO Based Renaissance Internation The Renaissance International IPO ETF is an exchange-traded fund incorpo
Not Applicable Northern Trust Internati IQDE pursues a strategy that, in line with its stated investment objective, pro
Not Applicable Northern Trust Internatio IQDF pursues a strategy that, in line with its stated investment objective, pro
Not Applicable WisdomTree InternationaWisdomTree International Quality Dividend Growth Fund seeks to track the i
Not Applicable Northern Trust Internati IQDY pursues a strategy that, in line with its stated investment objective, pro
Not Applicable MSCI World ex USA Secto The iShares Edge MSCI Intl Quality Factor ETF seeks to track the investmen
Not Applicable MSCI World ex USA Small The iShares Edge MSCI Multifactor Intl Small-Cap ETF seeks to track the in
Not Applicable S&P/Citigroup Internatio The iShares S&P/Citigroup 1-3 Year International Treasury Bond Fund seeks
Not Applicable Inspire Small/Mid Cap I Inspire Small/Mid Cap Impact ETF tracks the Inspire Small/Mid Cap Impact I
Not Applicable BlueStar Israel Global I The VanEck Vectors Israel ETF seeks to replicate as closely as possible, be
Not Applicable Bloomberg Barclays U.S.The iShares Core 1-5 Year USD Bond ETF seeks to track the investment res
Not Applicable MSCI World ex USA RiskThe iShares Edge MSCI Intl Size Factor ETF seeks to track the investment r
Not Applicable Dow Jones US Select AeThe iShares Dow Jones U.S. Aerospace & Defense Index Fund seeks inves
Not Applicable Dow Jones US Select HoThe iShares Dow Jones U.S. Home Construction Index Fund seeks investm
Not Applicable Barclays Capital Interme The SPDR Barclays Capital Intermediate Term Treasury ETF seeks to provid
Not Applicable TASE-Bluestar Israel Gl The ITEQTM ETF seeks to provide investment results that, before fees and
Not Applicable Barclays Capital AMT-Fr The VanEck Vectors Intermediate Municipal ETF (ITM) seeks to replicate as
Not Applicable S&P Total Market Index The iShares Core S&P Total U.S. Stock Market ETF seeks to track the inves
Not Applicable Bloomberg Barclays U.S.The iShares Core Total USD Bond Market ETF seeks to track the investmen
Not Applicable S&P 900 Growth Index The iShares Core S&P U.S. Growth ETF seeks to track the investment resul
Not Applicable S&P 900 Value Index The iShares Core S&P U.S. Value ETF seeks to track the investment results
Not Applicable Alpha Architect Internati IVAL is a self-indexing fund that seeks to track the total return performance,
Not Applicable S&P 500 Value Index The iShares S&P 500 Value Index Fund seeks investment results that corres
Not Applicable Not Applicable Ivy Energy NextShares seeks to achieve its objective by investing, under no
Not Applicable Not Applicable Ivy Focused Growth NextShares seeks to achieve its objective by investing p
Not Applicable Not Applicable Ivy Focused Value NextShares seeks to achieve its objectives by investing p
Not Applicable MSCI World ex USA Enha The iShares Edge MSCI Intl Value Factor ETF seeks to track the investment
Not Applicable S&P Midcap 400 Pure GrInvests in stocks in the S&P MidCap 400 Growth Index composed of the gro
Not Applicable S&P Midcap 400 Index Invests in stocks in the S&P MidCap 400 Index representing 400 medium-siz
Not Applicable S&P 500 VIX Short-Term The S&P 500 VIX Short-Term Futures Index Excess Return ("the Index") is
Not Applicable S&P Midcap 400 Pure VaInvests in stocks in the S&P MidCap 400 Value Index composed of the value
Not Applicable S&P 500 Index The iShares S&P 500 Index Fund seeks investment results that correspond
Not Applicable S&P 500 Growth Index The iShares S&P 500 Growth Index Fund seeks investment results that corr
Not Applicable Russell 1000 Index The iShares Russell 1000 Index Fund seeks investment results that corresp
Not Applicable Russell Microcap Index The iShares Russell Microcap Index Fund seeks investment results that corr
Not Applicable Russell 1000 Value Inde The iShares Russell 1000 Value Index Fund seeks investment results that co
Not Applicable Russell 1000 Growth Ind The iShares Russell 1000 Growth Index Fund seeks investment returns that
Not Applicable Russell Top 200 Index The iShares Russell Top 200 Index Fund seeks investment results that corre
Not Applicable Russell 2000 Pure Value The iShares Russell 2000 Pure Value Index Fund seeks investment results t
Not Applicable Russell 2000 Growth Ind The iShares Russell 2000 Growth Index Fund seeks investment results that
Not Applicable Russell Midcap Pure GroThe iShares Russell Midcap Growth Index Fund seeks investment results th
Not Applicable Russell Midcap Index The iShares Russell Midcap Index Fund seeks investment results that corres
Not Applicable Russell Midcap Pure Val The iShares Russell Midcap Value Index Fund seeks investment results that
Not Applicable Russell Top 200 Value I The iShares Russell Top 200 Value Index Fund seeks investment results tha
Not Applicable Russell Top 200 Pure Gr The iShares Russell Top 200 Growth Index Fund seeks investment results th
Not Applicable S&P Global 1200 EnergyThe iShares S&P Global Energy Sector Index Fund seeks investment results
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ndia Total Return Index (the "Index"). The Index is a free-float-adjusted market capitalization index designed to measure the market per
nior, unsecured debt securities issued by Morgan Stanley that deliver exposure to the exchange rate of a specific foreign currency. The V
k the investment results of an index composed of global developed market large- and mid-capitalization stocks, excluding the U.S., that
ex Exchange Traded Fund (ETF) seeks investment results that generally correspond performance of the Indxx India Infrastructure Inde
ment results that correspond generally to the price and yield performance, before fees and expenses, of the IQ Global Oil Small Cap Ind
t results that correspond generally to the price and yield performance before fees and expenses of global large-cap stocks as represent
estment results of an index composed of Pacific region developed market large, mid and small capitalization equities. Low cost, compre
te as closely as possible, before fees and expenses, the price and yield performance of the Prime Mobile Payments Index. The index pr
vestment results that before fees and expenses correspond generally to the price and yield performance the Barclays U.S. Government
d seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the S&P Internati
io (Fund) is based on the NASDAQ International BuyBack Achievers Index (Index). The Fund will normally invest at least 90% of its tota
al Greenwich Fund (the Trust ), seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of
aded fund incorporated in the USA. The Fund provides investors with efficient exposure to a portfolio of newly public companies listed o
ment objective, provides exposure to international securities while providing dividend payments. It is intended as a core international sto
ment objective, provides exposure to international securities while providing dividend payments. It is intended as a core international stoc
eeks to track the investment results of dividend-paying companies with growth characteristics in the developed world, excluding Canad
ment objective, provides exposure to international securities while providing dividend payments. It is intended as a core international sto
rack the investment results of an index that measures the performance of large- and mid-capitalization developed international stocks a
eks to track the investment results of an index composed of global developed market small-capitalization stocks, excluding the U.S., tha
y Bond Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the S&
/Mid Cap Impact Index. The Inspire Small/Mid Cap Impact Equal Weight Index provides faith- based investors with a biblically responsib
ly as possible, before fees and expenses, the total return performance of the BlueStar Israel Global Index. The Index is a rules-based in
the investment results of an index composed of U.S. dollar-denominated bonds that are rated either investment grade or high yield with
k the investment results of an index composed of international developed large- and mid-capitalization stocks with relatively smaller ave
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jone
nd seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow Jones U
TF seeks to provide investment results that before fees and expenses correspond generally to the price and yield performance Barclays
, before fees and expenses, correspond generally to the price and yield performance of the TASE- BlueStar Israel Technology Index (TA
eks to replicate as closely as possible before fees and expenses the price and yield performance of the Barclays Capital AMT-Free Inter
to track the investment results of S&P Total Market Index.The S&P Total Market Index (TMI) is designed to track the broad equity mark
ack the investment results of an index composed of U.S. dollar-denominated bonds that are rated either investment grade or high-yield.
e investment results of an index composed of large- and mid-capitalization U.S. equities that exhibit growth characteristics. The Index m
nvestment results of an index composed of large- and mid-capitalization U.S. equities that exhibit value characteristics. The Index mea
urn performance, before fees and expenses, of the Alpha Architect International Quantitative Value Index (the Index ). The Index univer
results that correspond generally to the price and yield performance before fees and expenses of U.S. large-cap value stocks as repres
vesting, under normal circumstances, at least 80% of its net assets in securities of companies within the energy sector, which includes
ctive by investing primarily in a portfolio of common stocks issued by large- capitalization, growth-oriented companies with above-averag
ves by investing primarily in the common stocks of companies that Ivy Investment Management Company (IICO), the Fund s investmen
ck the investment results of an index composed of international developed large- and mid-capitalization stocks with value characteristic
mposed of the growth companies in the S&P 400. Focuses on closely tracking the index s return which is considered a gauge of overa
ng 400 medium-size U.S. companies. Focuses on closely tracking the index s return which is considered a gauge of overall U.S. mid-ca
rn ("the Index") is designed to reflect the returns that are potentially available through an unleveraged investment in short-term futures c
posed of the value companies in the S&P 400. Focuses on closely tracking the index s return which is considered a gauge of overall U
s that correspond generally to the price and yield performance before fees and expenses of U.S. large-cap stocks as represented by the
nt results that correspond generally to the price and yield performance before fees and expenses of U.S. large-cap growth stocks as rep
esults that correspond generally to the price and yield performance before fees and expenses of the large capitalization sector of the U.S
nt results that correspond generally to the price and yield performance before fees and expenses of the Russell Microcap Index.
ment results that correspond generally to the price and yield performance before fees and expenses of the large capitalization value sec
tment returns that correspond generally to the price and yield performance before fees and expenses of the large capitalization growth
t results that correspond generally to the price and yield performance before fees and expenses of the Russell Top 200 Index.
esults that correspond generally to the price and yield performance before fees and expenses of the small capitalization sector of the U.S
vestment results that correspond generally to the price and yield performance before fees and expenses of the small capitalization valu
tment results that correspond generally to the price and yield performance before fees and expenses the small capitalization growth sec
estment results that correspond generally to the price and yield performance before fees and expenses of the mid-capitalization growth
results that correspond generally to the price and yield performance before fees and expenses of the mid-capitalization sector of the U
stment results that correspond generally to the price and yield performance before fees and expenses of the mid-capitalization value se
esults that correspond generally to the price and yield performance before fees and expenses of the broad U.S. equity market as repres
stment results that correspond generally to the price and yield performance before fees and expenses of the Russell Top 200® Valu
vestment results that correspond generally to the price and yield performance before fees and expenses of the Russell Top 200® Gr
investment results that correspond generally to the price and yield performance before fees and expenses of companies that Standard
375033264.xls
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sure the market performance, including price performance and income from dividend payments, of Indian equity securities. The Index se
eign currency. The VanEck Vectors-Indian Rupee/USD ETN seeks to track the performance of the S&P Indian Rupee Total Return Index
uding the U.S., that have favorable exposure to target style factors subject to constraints.
a Infrastructure Index. The Indxx India Infrastructure Index is a free-float market capitalization weighted stock market index comprised of
al Oil Small Cap Index. The IQ Global Oil Small Cap Index is float-adjusted market cap-weighted and includes global small cap compani
stocks as represented by the Standard & Poors Global 100 Index. The index is a subset of the S&P Global 1200 Index.
s. Low cost, comprehensive access to large-, mid-, and small-cap stocks (the "Investable Market") in Australia, Hong Kong, Japan, New
Index. The index provides a benchmark for investors interested in tracking the mobile and electronic payments industry, specifically foc
s U.S. Government Inflation-linked Bond Index (ticker: BCIT1T).
of the S&P International Preferred Stock Index
least 90% of its total assets in common stocks that comprise the Index. The Index is designed to track the performance of common stoc
ield performance of the Renaissance IPO Index.
c companies listed outside of the US. The ETF tracks a rules-based Renaissance Intl IPO Index designed by leading IPO research firm
ore international stock market option that also helps investors try to meet their income needs. The strategy applies a proprietary scoring
d, excluding Canada and the United States. The WisdomTree International Quality Dividend Growth Index is a fundamentally weighted
ternational stocks as identified through three fundamental variables: return on equity, earnings variability and debt-to-equity.
cluding the U.S., that have favorable exposure to target style factors subject to constraints. Efficient access to a portfolio of global devel
expenses of the S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year.
a biblically responsible investing (BRI) benchmark that meets Certified BRI standards for alignment with biblical values. The index tracks
x is a rules-based index intended to track the overall performance of publicly traded companies that are generally considered by the Ind
de or high yield with remaining maturities between one and five years.
elatively smaller average market capitalization. The MSCI World ex USA Risk Weighted Index is based on the MSCI World ex USA Inde
ses of the Dow Jones U.S. Select Aerospace & Defense Index.
s of the Dow Jones U.S. Select Home Construction Index.
erformance Barclays Capital Intermediate U.S. Treasury Index (LT08TRUU).
echnology Index (TA-BIGITech), an index of more than 60 Israeli technology companies listed on global stock exchanges in Tel Aviv, Ne
pital AMT-Free Intermediate Continuous Municipal Index . The Index provides broad exposure to investment-grade municipal bonds with
e broad equity market, including large-, mid-, small-, and micro-cap stocks. The index includes all common equities listed on the NYSE (
grade or high-yield. Access to potentially higher yielding bond categories not included in the U.S. Aggregate Bond Index. Low cost, com
ristics. The Index measure growth stocks using three factors: sales growth, the ratio of earnings change to price, and momentum. S&P
ics. The Index measure value stocks using three factors: the ratios of book value, earnings, and sales to price. S&P Style Indices divide
x ). The Index universe generally consists of mid to large capitalization international exchange traded stocks. The Index algorithm uses s
lue stocks as represented by the S&P 500/Citigroup Value Index.
tor, which includes all aspects of the energy industry, such as exploration, discovery, production, distribution or infrastructure of energy
s with above-average levels of profitability and that Ivy Investment Management Company (IICO), the Fund s investment manager, belie
e Fund s investment manager, believes are undervalued, trading at a significant discount relative to the intrinsic value of the company a
value characteristics and relatively lower valuations.The MSCI World ex USA Enhanced Value Index captures large and mid-cap repre
ed a gauge of overall U.S. mid-cap growth stock returns. Offers high potential for investment growth; share value rises and falls more sh
overall U.S. mid-cap stock returns. Offers high potential for investment growth; share value rises and falls more sharply than that of fu
short-term futures contracts on the CBOE Volatility Index. Specifically, the Index offers exposure to a daily rolling long position in the firs
gauge of overall U.S. mid-cap value stock returns. Offers high potential for investment growth; share value rises and falls more sharply
s represented by the Standard & Poors 500 Index.
growth stocks as represented by the S&P 500/Citigroup Growth Index.
ion sector of the U.S. equity market as represented by the Russell 1000 Index. The index represents the approximately 1000 largest co
rocap Index.
talization value sector of the U.S. equity market as represented by the Russell 1000 Value Index. The index represents approximately 5
apitalization growth sector of the U.S. equity market as represented by the Russell 1000 Growth Index. The index represents approxima
200 Index.
ion sector of the U.S. equity market as represented by the Russell 2000 Index. The index represents the approximately 2000 smallest c
ll capitalization value sector of the U.S. equity market as represented by the Russell 2000 Pure Value Index. The index represents appr
alization growth sector of the U.S. equity market as represented by the Russell 2000 Growth Index. The index represents approximately
apitalization growth sector of the U.S. equity market as represented by the Russell Midcap Growth Index. The index represents approxim
tion sector of the U.S. equity market as represented by the Russell Midcap Index. The index represents the 800 smallest companies in
pitalization value sector of the U.S. equity market as represented by the Russell Midcap Value Index. The index represents approximate
ty market as represented by the Russell 3000 Index.
l Top 200® Value Index.
ell Top 200® Growth Index.
anies that Standard & Poors deems part of the energy sector of the economy and important to global markets as represented by the S&
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urities. The Index seeks to represent approximately 85% of the free-float-adjusted market capitalization of equity securities by industry g
e Total Return Index (SPCBINR), less investor fees(1). Investors may trade the ETN on an exchange at market price or receive, at matu
index comprised of 30 leading companies that Indxx LLC determines to be representative of India s Infrastructure industries as defined
small cap companies engaged primarily in the oil sector, including exploration & production, refining & marketing, and equipment, servi
Kong, Japan, New Zealand, and Singapore

stry, specifically focusing on credit card networks, payment infrastructure and software services, payment processing services, and pay
nce of common stocks of foreign companies that meet the requirements to be classified as BuyBack Achievers
IPO research firm Renaissance Capital.

proprietary scoring model approach that determines a "quality factor" and an optimization process that seeks to maximize this factor, ta
proprietary scoring model approach that determines a "quality factor" and an optimization process that seeks to maximize this factor, m
amentally weighted Index designed to provide exposure to dividend paying developed market companies. The Index is comprised of the
proprietary scoring model approach that determines a "quality factor" and an optimization process that seeks to maximize this factor, ta
folio of global developed market small-cap stocks (ex U.S.) based on an index that focuses on four well-known investment factors: value
es. The index tracks the stock performance of the 500 most inspiring small and mid cap companies from the US, as determined by Insp
onsidered by the Indexer to be Israeli and Israeli-linked companies. It primarily includes the largest and most liquid companies as well as
I World ex USA Index, its parent index, which includes large and mid cap stocks across 22 of 23 Developed Markets (DM) countries* (e
nges in Tel Aviv, New York, London and elsewhere. TA-BIGITech is the broadest, deepest and most complete benchmark of theIsraeli G
municipal bonds with a nominal maturity of 6-17 years.
sted on the NYSE (including NYSE Arca and NYSE MKT), the NASDAQ Global Select Market, the NASDAQ Global Market, and the NA
ndex. Low cost, comprehensive exposure to the broad U.S. dollar-denominated bond market.
d momentum. S&P Style Indices divide the complete market capitalization of each parent index into growth and value segments. Cons
Style Indices divide the complete market capitalization of each parent index into growth and value indices. Constituents are drawn from
dex algorithm uses statistical models to avoid firms that may incur financial distress or are at risk for financial statement manipulation. Th
structure of energy and/or alternative energy sources, including energy efficient products and services. These companies may include, b
ment manager, believes have the ability to sustain growth over the long term. Although the Fund primarily invests in securities issued by
ue of the company as estimated by IICO and/or are out of favor in the financial markets but have a favorable outlook for capital apprecia
e and mid-cap representation across 22 Developed Markets (DM) countries* exhibiting overall value style characteristics. The index is d
es and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essenti
arply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
g position in the first and second month VIX Index futures contracts and reflects the implied volatility of the S&P 500 Index, which provid
nd falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
ely 1000 largest companies in the Russell 3000 Index.
nts approximately 50% of the total market capitalization of the Russell 1000 Index.
presents approximately 50% of the total market capitalization of the Russell 1000 Index.
tely 2000 smallest companies in the Russell 3000 Index.

dex represents approximately 50% of the Russell 2000 Index.
sents approximately 50% of the Russell 2000 Index.
represents approximately 40% of the total market capitalization of the Russell Midcap Index.
allest companies in the Russell 1000 Index.
esents approximately 60% of the total market capitalization of the Russell Midcap Index.
resented by the S&P Global Energy Sector Index. The index is a subset of the Standard & Poors Global 1200 Index.
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curities by industry group within India. As of June 30, 2011, the Index was comprised of 72 companies listed on the National Stock Exch
e or receive, at maturity or upon early redemption(2), a cash payment from the issuer based on Index performance, less investor fees(1)
ndustries as defined by the Industry Classification Benchmark(ICB).

nd equipment, services & drilling.
g services, and payment solutions (such as smartcards, prepaid cards, virtual wallets).
ximize this factor, target a beta lower than the Parent Index (Northern Trust International Large Cap IndexSM) and improve on the Paren
ximize this factor, match the beta of the Parent Index (Northern Trust International Large Cap IndexSM) and improve on the Parent Inde
is comprised of the top 300 companies from the WisdomTree International Equity Index with the best combined rank of growth and qua
ximize this factor, target a beta higher than the Parent Index (Northern Trust International Large Cap IndexSM) and improve on the Pare
stment factors: value, quality, momentum, and low size.
determined by Inspire s revolutionary Inspire Impact Score methodology, which measures a company s positive impact on the world. Un
ompanies as well as mid-cap and small-cap companies that display sufficient liquidity.
(DM) countries* (excepting the USA). Constructed using a simple, but effective and transparent process, the MSCI World ex USA Risk
mark of theIsraeli Global Technology sector. The index considers all Israeli companies regardless of listing venue and allows for the
Market, and the NASDAQ Capital Market. The S&P 500 and the S&P Completion Index are subsets of the S&P TMI.
ue segments. Constituents are drawn from the S&P 900 which combines the S&P 500 and S&P MidCap 400.
ents are drawn from the S&P 900, which combines the S&P 500 and S&P MidCap 400.
ent manipulation. The Index screens for stocks with low enterprise values relative to operating earnings. The Index seeks to invest in the
anies may include, but are not limited to, oil companies, oil and gas drilling, equipment and services companies, oil and gas exploration
securities issued by large capitalization companies (defined as companies with market capitalizations of at least $10 billion at the time o
for capital appreciation. The Fund may invest in securities issued by companies of any size and market capitalization. The Fund is non
stics. The index is designed to represent the performance of securities that exhibit higher value characteristics relative to their peers wit
s growth is essential.
Index, which provides an indication of the pattern of stock price movement in the US equities market, at various points along the volatil
owth is essential.
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National Stock Exchange of India (the "NSE").

ess investor fees(1).
mprove on the Parent Indexs dividend yield.

on the Parent Indexs dividend yield.
k of growth and quality factors. The growth factor ranking is based on long-term earnings growth expectations, while the quality factor ra
mprove on the Parent Indexs dividend yield.
act on the world. Under normal circumstances the index will be comprised of 50% US small cap companies with market caps between $
World ex USA Risk Weighted Index reweights each security of the parent index so that stocks with lower risk are given higher index we
e and allows for the inclusion of companies operating in a range of industries from information technology to biotechnology to clean and
eeks to invest in the cheapest, highest quality international value stocks.
and gas exploration and production companies, oil and gas storage and transportation companies, natural gas pipeline companies, refin
0 billion at the time of acquisition), it may invest in securities issued by companies of any size. Growth-oriented companies are those wh
n. The Fund is non diversified, meaning that it may invest a significant portion of its total assets in a limited number of issuers. For exam
ve to their peers within the corresponding GICS sector. The value investment style characteristics for index construction are defined usi
nts along the volatility forward curve. The Index rolls its exposure to the underlying futures contracts continuously throughout each mon
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the quality factor ranking is based on three year historical averages for return on equity and return on assets. Companies are weighted
rket caps between $1B and $2B, and 50% mid cap companies with market caps between $2B and $3.5B. The index is equally weighted
ven higher index weights.
hnology to clean and sustainable agriculture and energy technology.
ne companies, refinery companies, energy conservation companies, coal, transporters, utilities, alternative energy companies and innov
anies are those whose earnings IICO believes are likely to grow faster than the economy. The Fund is non-diversified, meaning that it m
of issuers. For example, the Fund typically holds a limited number of stocks (generally 15 to 25).
ction are defined using three variables: Price-to-Book Value, Price-to-Forward Earnings and Enterprise Value-to-Cash flow from Operatio
roughout each month, targeting a constant weighted average maturity for the underlying futures contracts of one month.
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panies are weighted in the Index based on annual cash dividends paid.
is equally weighted, rebalanced quarterly and calculated on a gross total return basis in USD.
ompanies and innovative energy technology companies, and companies that develop products and services designed to enhance ener
ed, meaning that it may invest a significant portion of its total assets in a limited number of issuers. For example, the Fund typically holds
h flow from Operations.
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ed to enhance energy efficiency for the users of those products and services.
Fund typically holds a limited number of stocks (generally 15 to 25).
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iShares Global Financials ETF IXG Blackrock (iShares) 464287333

iShares Global Healthcare ETF IXJ Blackrock (iShares) 464287325
iShares Global Tech ETF IXN Blackrock (iShares) 464287291
iShares Global Telecom ETF IXP Blackrock (iShares) 464287275
iShares Core MSCI Total International Stock ETF IXUS Blackrock (iShares) 46432F834
iShares U.S. Consumer Services ETF IYC Blackrock (iShares) 464287580
iShares U.S. Energy ETF IYE Blackrock (iShares) 464287796
iShares US Financials ETF IYF Blackrock (iShares) 464287788
iShares U.S. Financial Services ETF IYG Blackrock (iShares) 464287770
iShares U.S. Healthcare ETF IYH Blackrock (iShares) 464287762
iShares U.S. Industrials ETF IYJ Blackrock (iShares) 464287754
iShares US Consumer Goods ETF IYK Blackrock (iShares) 464287812
iShares Morningstar Multi-Asset Income ETF IYLD Blackrock (iShares) 46432F875
iShares U.S. Basic Materials ETF IYM Blackrock (iShares) 464287838
iShares US Real Estate ETF IYR Blackrock (iShares) 464287739
iShares Transportation Average ETF IYT Blackrock (iShares) 464287192
iShares US Technology ETF IYW Blackrock (iShares) 464287721
iShares Dow Jones U.S. ETF IYY Blackrock (iShares) 464287846
iShares US Telecommunications ETF IYZ Blackrock (iShares) 464287713
ARK Israel Innovative Technology ETF IZRL ARK Funds 00214Q609
JPMorgan U.S. Dividend ETF JDIV JPMorgan Chase 46641Q795
Direxion Daily Junior Gold Miners Index Bear 3x JDST Direxion Shares 25460E877
iPath GEMS Index ETN JEM Barclays iPath 06739H453
U.S. Global Jets ETF JETS U.S. Global Investors 26922A842
WisdomTree Japan Hedged Dividend Growth FunJHDG Wisdom Tree 97717X586
John Hancock Multifactor Materials ETF JHMA John Hancock Funds 47804J800
John Hancock Multifactor Consumer Discretionar JHMC John Hancock Funds 47804J305
John Hancock Multifactor Developed Internationa JHMD John Hancock Funds 47804J859
John Hancock Multifactor Energy ETF JHME John Hancock Funds 47804J701
John Hancock Multifactor Financials ETF JHMF John Hancock Funds 47804J404
John Hancock Multifactor Healthcare ETF JHMH John Hancock Funds 47804J503
John Hancock Multifactor Industrials ETF JHMI John Hancock Funds 47804J883
John Hancock Multifactor Large Cap ETF JHML John Hancock Funds 47804J107
John Hancock Multifactor Mid Cap ETF JHMM John Hancock Funds 47804J206
John Hancock Multifactor Consumer Staples ETF JHMS John Hancock Funds 47804J875
John Hancock Multifactor Technology ETF JHMT John Hancock Funds 47804J602
John Hancock Multifactor Utilities ETF JHMU John Hancock Funds 47804J867
John Hancock Multifactor Small Cap ETF JHSC John Hancock Funds 47804J842
iPath Bloomberg Agriculture Subindex Total Retu JJA Barclays iPath 06739H206
iPath Bloomberg Copper Subindex Total Return JJC Barclays iPath 06739F101
iPath Bloomberg Energy Subindex Total Return JJE Barclays iPath 06739H750
iPath Bloomberg Grains Subindex Total Return E JJG Barclays iPath 06739H305
iPath Bloomberg Industrial Metals Subindex Tota JJM Barclays iPath 06738G407
iPath Bloomberg Nickel Subindex Total Return E JJN Barclays iPath 06739F119
iPath Bloomberg Precious Metals Subindex Total JJP Barclays iPath 06739H248
iPath Bloomberg Softs Subindex Total Return ET JJS Barclays iPath 06739H230
iPath Bloomberg Tin Subindex Total Return ETN JJT Barclays iPath 06739H198
iPath Bloomberg Aluminum Subindex Total Retur JJU Barclays iPath 06739H321
iShares Morningstar Large-Cap ETF JKD Blackrock (iShares) 464287127
iShares Morningstar Large-Cap Growth ETF JKE Blackrock (iShares) 464287119
iShares Morningstar Large-Cap Value ETF JKF Blackrock (iShares) 464288109
iShares Morningstar Mid-Cap ETF JKG Blackrock (iShares) 464288208
iShares Morningstar Mid-Cap Growth ETF JKH Blackrock (iShares) 464288307
iShares Morningstar Mid-Cap Value ETF JKI Blackrock (iShares) 464288406
iShares Morningstar Small-Cap ETF JKJ Blackrock (iShares) 464288505
iShares Morningstar Small-Cap Growth ETF JKK Blackrock (iShares) 464288604
iShares Morningstar Small-Cap Value ETF JKL Blackrock (iShares) 464288703
JPMorgan US Minimum Volatility ETF JMIN JPMorgan Chase 46641Q787
JPMorgan US Momentum Factor ETF JMOM JPMorgan Chase 46641Q779
SPDR Barclays High Yield Bond ETF JNK State Street (SPDR) 78464A417
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US06739H4535 02/01/2008 0.89 Currency
US06739F1012 10/23/2007 0.75 Commodities & Metals
US06738G4073 10/23/2007 0.75 Commodities & Metals
US06739F1194 10/23/2007 0.75 Commodities & Metals
US78464A4177 11/28/2007 0.4 Bonds
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Not Applicable S&P Global 1200 FinanciThe iShares S&P Global Financials Sector Index Fund seeks investment res
Not Applicable S&P Global 1200 HealthcThe iShares S&P Global Healthcare Sector Index Fund seeks investment re
Not Applicable S&P Global 1200 TechnolThe iShares S&P Global Technology Sector Index Fund seeks investment re
Not Applicable S&P Global 1200 Teleco The iShares S&P Global Telecommunications Sector Index Fund seeks inve
Not Applicable MSCI ACWI ex USA Inves The iShares Core MSCI Total International Stock ETF seeks investment resu
Not Applicable Dow Jones US ConsumerThe iShares Dow Jones U.S. Consumer Services Sector Index Fund seeks i
Not Applicable Dow Jones US Oil & GasThe iShares Dow Jones U.S. Energy Sector Index Fund seeks investment re
Not Applicable Dow Jones US Financial The iShares Dow Jones U.S. Financial Sector Index Fund seeks investment
Not Applicable Dow Jones US Financial The iShares Dow Jones U.S. Financial Services Index Fund seeks investme
Not Applicable Dow Jones US HealthcarThe iShares Dow Jones U.S. Healthcare Sector Index Fund seeks investme
Not Applicable Dow Jones US Industrial The iShares Dow Jones U.S. Industrial Sector Index Fund seeks investment
Not Applicable Dow Jones US ConsumerThe iShares Dow Jones U.S. Consumer Goods Sector Index Fund seeks inv
Not Applicable Morningstar Multi-Asset The iShares Morningstar Multi-Asset Income Index Fund seeks to replicate t
Not Applicable Dow Jones US Basic Mate The iShares Dow Jones U.S. Basic Materials Sector Index Fund seeks inves
Not Applicable Dow Jones US Real EstaThe iShares Dow Jones U.S. Real Estate Index Fund seeks investment resu
Not Applicable Dow Jones TransportatioThe iShares Dow Jones Transportation Average Index Fund seeks investme
Not Applicable Dow Jones US TechnologThe iShares Dow Jones U.S. Technology Sector Index Fund seeks investme
Not Applicable Dow Jones U.S. Index The iShares Dow Jones U.S. Index Fund seeks investment results that corre
Not Applicable Dow Jones US Select Te The iShares Dow Jones U.S. Telecommunications Sector Index Fund seeks
Not Applicable ARK Israeli Innovation I The ARK Israeli Innovation Index includes equity securities or depositary rec
Not Applicable JP Morgan US Dividend The Fund seeks investment results that closely correspond, before fees and
Not Applicable Market Vectors Junior GoThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable Barclays Capital Global The iPath GEMS Index ETN (the "ETN") is linked to the Barclays Capital Gl
Not Applicable U.S. Global Jets Index The U.S. Global Jets ETF (JETS) provides investors access to the global air
Not Applicable WisdomTree Japan Hedge The WisdomTree Japan Hedged Dividend Growth Fund seeks to track the p
Not Applicable John Hancock Dimensiona John Hancock Multifactor Materials ETF seek to provide investment results t
Not Applicable John Hancock DimensionJohn Hancock Multifactor Consumer Discretionary ETF seek to provide inve
Not Applicable John Hancock Dimensiona The fund normally invests at least 80% of its net assets (plus any borrowings
Not Applicable John Hancock DimensionJohn Hancock Multifactor Energy ETF seek to provide investment results tha
Not Applicable John Hancock Dimensiona John Hancock Multifactor Financials ETF seek to provide investment results
Not Applicable John Hancock DimensionJohn Hancock Multifactor Healthcare ETF seek to provide investment results
Not Applicable John Hancock Dimensiona John Hancock Multifactor Industrials ETF seek to provide investment results
Not Applicable John Hancock DimensionJohn Hancock Multifactor Large Cap ETF seek to provide investment results
Not Applicable John Hancock DimensionJohn Hancock Multifactor Mid Cap ETF seek to provide investment results th
Not Applicable John Hancock DimensionJohn Hancock Multifactor Consumer Staples ETF seek to provide investmen
Not Applicable John Hancock DimensionJohn Hancock Multifactor Technology ETF seek to provide investment result
Not Applicable John Hancock Dimensional John Hancock Multifactor Utilities ETF seek to provide investment results tha
Not Applicable John Hancock DimensionJohn Hancock Multifactor Small Cap ETF seek to provide investment results
Not Applicable Bloomberg Agriculture SuThe Bloomberg-UBS Agriculture Subindex Total Return is a sub-index of the
Not Applicable Bloomberg Copper SubinThe Bloomberg-UBS Copper Subindex Total Return is a sub-index of the Blo
Not Applicable Bloomberg Energy Subind The Bloomberg-UBS Energy Subindex Total Return is a sub-index of the Blo
Not Applicable Bloomberg Grains SubindThe Bloomberg-UBS Grains Subindex Total Return is a sub-index of the Bloo
Not Applicable Bloomberg Industrial MetThe Bloomberg-UBS Industrial Metals Subindex Total Return is a sub-index
Not Applicable Bloomberg Nickel SubindThe Bloomberg-UBS Nickel Subindex Total Return is a sub-index of the Bloo
Not Applicable Bloomberg Precious MetaThe Bloomberg-UBS Precious Metals Subindex Total Return is a sub-index o
Not Applicable Bloomberg Softs SubindeThe Bloomberg-UBS Softs Subindex Total ReturnSM is a sub-index of the B
Not Applicable Bloomberg Tin Subindex The Bloomberg-UBS Tin Subindex Total ReturnSM is a sub-index of the Bloo
Not Applicable Bloomberg Aluminum SubThe Bloomberg-UBS Aluminum Subindex Total ReturnSM is a sub-index of t
Not Applicable Morningstar Large Core The iShares Morningstar Large Core Index Fund seeks investment results th
Not Applicable Morningstar Large GrowtThe iShares Morningstar Large Growth Index Fund seeks investment results
Not Applicable Morningstar Large Value The iShares Morningstar Large Value Index Fund seeks investment results t
Not Applicable Morningstar Mid Core In The iShares Morningstar Mid Core Index Fund seeks investment results that
Not Applicable Morningstar Mid Growth The iShares Morningstar Mid Growth Index Fund seeks investment results th
Not Applicable Morningstar Mid Value I The iShares Morningstar Mid Value Index Fund seeks investment results tha
Not Applicable Morningstar Small Core The iShares Morningstar Small Core Index Fund seeks investment results th
Not Applicable Morningstar Small GrowtThe iShares Morningstar Small Growth Index Fund seeks investment results
Not Applicable Morningstar Small Value The iShares Morningstar Small Value Index Fund seeks investment results t
Not Applicable JP Morgan US Minimum Vo The Fund seeks investment results that closely correspond, before fees and
Not Applicable JP Morgan US Momentum The Fund seeks investment results that closely correspond, before fees and
Not Applicable Barclays Capital High YieThe SPDR Barclays Capital High Yield Bond ETF seeks to provide investme
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eks investment results that correspond generally to the price and yield performance before fees and expenses of companies that Standa
eks investment results that correspond generally to the price and yield performance before fees and expenses of companies that Stand
eeks investment results that correspond generally to the price and yield performance before fees and expenses of companies that Stand
x Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of companies t
ks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI ACWI ex US
ndex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. con
eeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. energy stocks a
seeks investment results that correspond generally to the price and yield performance before fees and expenses of the financial and ec
nd seeks investment results that correspond generally to the price and yield performance before fees and expenses of the financial-serv
d seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. healthcare s
seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. industry stock
ex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S. consu
eeks to replicate the Morningstar Multi-Asset High Income Index, a broadly diversified index which seeks to deliver high current income
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the basic ma
ks investment results that correspond generally to the price and yield performance before fees and expenses to the performance of the
nd seeks investment results that correspond generally to the price and yield performance before fees and expenses of Dow Jones Trans
nd seeks investment results that correspond generally to the price and yield performance before fees and expenses of the largest public
t results that correspond generally to the price and yield performance before fees and expenses of the U.S. equity broad market as rep
ndex Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the Dow
s or depositary receipts of exchange listed companies that are incorporated and/or domiciled in Israel and are included in one of the follo
d, before fees and expenses, to the performance of the JP Morgan US Dividend Index (the Underlying Index). The Underlying Index is c
expenses, of 300% of the inverse (or opposite) of the performance of the Market Vectors Junior Gold Miners Index.
arclays Capital Global Emerging Markets Strategy (GEMS) Index (the "Index") and is designed to pay a monthly coupon. The Barclay
ss to the global airline industry, including airline operators and manufacturers from all over the world. The Index tracks the performance
eeks to track the price and yield performance, before fees and expenses, of the WisdomTree Japan Hedged Dividend Growth Index. Th
vestment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Materials In
ek to provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimension
us any borrowings for investment purposes) in securities included in the fund s benchmark index, in depositary receipts representing se
estment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Energy Index
nvestment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Financials
investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Healthcare
nvestment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Industrials
investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Large Cap
vestment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Mid Cap Inde
provide investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Co
investment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Technolog
estment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Utilities Index
nvestment results that closely correspond, before fees and expenses, to the performance of the John Hancock Dimensional Small Cap
a sub-index of the Bloomberg-UBS Commodity Index Total Returnand reflects the returns that are potentially available through an unlev
ub-index of the Bloomberg-UBS Commodity Index Total Return and reflects the returns that are potentially available through an unlevera
ub-index of the Bloomberg-UBS Commodity Index Total Return and reflects the returns that are potentially available through an unlevera
b-index of the Bloomberg-UBS Commodity Index Total Return and reflects the returns that are potentially available through an unlevera
urn is a sub-index of the Bloomberg-UBS Commodity Index Total Return and reflects the returns that are potentially available through an
b-index of the Bloomberg-UBS Commodity Index Total Return and reflects the returns that are potentially available through an unleverag
rn is a sub-index of the Bloomberg-UBS Commodity Index Total Return and is intended to reflect the returns that are potentially availab
sub-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially available th
b-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially available thro
is a sub-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially availab
vestment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Large Core
investment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Large Gro
vestment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Large Value
stment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Mid Core Inde
vestment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Mid Growth
estment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Mid Value Ind
vestment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Small Core
investment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Small Gro
vestment results that correspond generally to the price and yield performance before fees and expenses of the Morningstar Small Value
d, before fees and expenses, to the performance of the JP Morgan US Minimum Volatility Index (the Underlying Index). The Underlying
d, before fees and expenses, to the performance of the JP Morgan US Momentum Factor Index. The Underlying Index is comprised of U
provide investment results that before fees and expenses correspond generally to the price and yield performance of the Barclays Cap
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mpanies that Standard & Poors deems part of the financial sector of the economy and important to global markets as represented by the
mpanies that Standard & Poors deems part of the healthcare sector of the economy and important to global markets as represented by
ompanies that Standard & Poors deems part of the information technology sector of the economy and important to global markets as rep
nses of companies that Standard & Poors deems part of the telecommunications sector of the economy and important to global markets
e MSCI ACWI ex USA Investable Market Index.
xpenses of U.S. consumer services stocks as represented by the Dow Jones U.S. Consumer Services Index.
.S. energy stocks as represented by the Dow Jones U.S. Oil & Gas Index.
the financial and economic sectors of the U.S. equity market as represented by the Dow Jones U.S. Financials Index.
of the financial-services sector of the U.S. equity market as represented by the Dow Jones U.S. Financial Services Index.
of U.S. healthcare stocks as represented by the Dow Jones U.S. Health Care Index.
U.S. industry stocks as represented by the Dow Jones U.S. Industrials Index.
enses of U.S. consumer goods stocks as represented by the Dow Jones U.S. Consumer Goods Index.
high current income while maintaining long term capital appreciation. The Index consists of a comprehensive set of iShares exchange tr
ses of the basic materials economic sector of the U.S. equity market as represented by the Dow Jones U.S. Basic Materials Index.
performance of the real estate sector of the U.S. equity market as represented by the Dow Jones U.S. Real Estate Index.
of Dow Jones Transportation Average Index.
of the largest public companies in the technology sector of the U.S. market as represented by the Dow Jones U.S. Technology Index.
road market as represented by the Dow Jones U.S. Index.
xpenses of the Dow Jones U.S. Select Telecommunications Index.
ed in one of the following economic sectors as defined by FactSet Research Systems: (i) health technology, (ii) communications, (iii) tec
nderlying Index is comprised of higher yielding U.S. equity securities. Index is designed to provide exposure to the highest dividend yie
upon. The Barclays Capital GEMS Index is designed to provide exposure to the total return of local currencies in specified emerging m
ks the performance of Airline Companies across the globe with an emphasis on domestic passenger airlines.
d Growth Index. The WisdomTree Japan Hedged Dividend Growth Index is a fundamentally weighted index that measures the performa
nsional Materials Index (the Index). The John Hancock Dimensional Materials Index is a rules-based index of U.S. material stocks that h
Hancock Dimensional Consumer Discretionary Index (the Index). The benchmark index is represented by the John Hancock Dimension
ipts representing securities included in the fund s benchmark index and in underlying stocks in respect of depositary receipts included in
ional Energy Index (the Index). The John Hancock Dimensional Energy Index is a rules-based index of U.S. energy stocks that have be
ensional Financials Index (the Index). The benchmark index is represented by the John Hancock Dimensional Financials Index, a rules-
ensional Healthcare Index (the Index). The benchmark index is represented by the John Hancock Dimensional Healthcare Index, a rule
ensional Industrials Index (the Index). The John Hancock Dimensional Industrials Index is a rules-based index of U.S. industrial stocks t
ensional Large Cap Index (the Index). The benchmark index is represented by the John Hancock Dimensional Large Cap Index, a rules
sional Mid Cap Index (the Index). The benchmark index is represented by the John Hancock Dimensional Mid Cap Index, a rules-based
ock Dimensional Consumer Staples Index (the Index). The John Hancock Dimensional Consumer Staples Index is a rules-based index
mensional Technology Index (the Index). The benchmark index is represented by the John Hancock Dimensional Technology Index, a ru
ional Utilities Index (the Index). The John Hancock Dimensional Utilities Index is a rules-based index of U.S. utility stocks that have bee
ensional Small Cap Index (the Index). The Index is designed to comprise a subset of securities in the U.S. Universe issued by companie
le through an unleveraged investment in the futures contracts on physical commodities comprising the Index plus the rate of interest tha
through an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that c
hrough an unleveraged investment in the futures contracts on physical commodities comprising the Index plus the rate of interest that c
hrough an unleveraged investment in the futures contracts on physical commodities comprising the Index plus the rate of interest that c
available through an unleveraged investment in the futures contracts on physical commodities comprising the Index plus the rate of inter
hrough an unleveraged investment in the futures contracts on physical commodities comprising the index plus the rate of interest that co
e potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as well
entially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as well as t
ntially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as well as the
e potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as wel
ingstar Large Core Index.
orningstar Large Growth Index.
ningstar Large Value Index.
gstar Mid Core Index.
ingstar Mid Growth Index.
ngstar Mid Value Index.
ingstar Small Core Index.
rningstar Small Growth Index.
ningstar Small Value Index.
x). The Underlying Index measures the performance of U.S. equity securities selected using a rules-based process that is designed so
ex is comprised of U.S. equity securities selected to represent positive momentum factor characteristics.
of the Barclays Capital High Yield Very Liquid Index (ticker: LHVLTRUU).
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s represented by the S&P Global Financials Sector Index. The index is a subset of the Standard & Poors Global 1200 Index.
s as represented by the S&P Global Healthcare Sector Index. The index is a subset of the Standard & Poors Global 1200 Index.
lobal markets as represented by the Standard & Poors Global Information Technology Sector Index. The index is a subset of the Standa
nt to global markets as represented by the Standard & Poors Global Telecommunications Sector Index. The index is a subset of the Sta
Shares exchange traded funds (ETFs) that collectively target equity, fixed income, and alternative income sources. The goal of the Inde
Materials Index.
Technology Index.
munications, (iii) technology services, (iv) electronic technology, (v) consumer services, or (vi) producer manufacturing. ARK Israeli Inno
highest dividend yielding sectors on a risk adjusted basis, meaning that the index will establish sector weights by considering both the yi
pecified emerging markets through short-term, liquid and diversified instruments. The index constituent currencies are the Hungarian fo
asures the performance of dividend-paying common stocks with growth characteristics selected from the WisdomTree DEFA Index whil
material stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified
Hancock Dimensional Consumer Discretionary Index, a rules-based index of U.S. consumer discretionary stocks that have been selecte
receipts included in the fund s benchmark index. The Index is designed to comprise a subset of securities of companies associated wit
stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified accord
cials Index, a rules-based index of U.S. financial stocks that have been selected based on sources of expected returns. Securities eligib
lthcare Index, a rules-based index of U.S. healthcare stocks that have been selected based on sources of expected returns. Securities
S. industrial stocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are class
e Cap Index, a rules-based index of large-cap U.S. stocks that have been selected based on sources of expected returns. Securities eli
Index, a rules-based index of mid-cap U.S. stocks that have been selected based on sources of expected returns. Securities eligible for
a rules-based index of U.S. consumer staple stocks that have been selected based on sources of expected returns. Securities eligible fo
hnology Index, a rules-based index of U.S. technology stocks that have been selected based on sources of expected returns. Securitie
tocks that have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified accordin
issued by companies whose market capitalizations are smaller than the 750th largest U.S. company but excluding the smallest 4% of U
e rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Index is currently composed of seven
ate of interest that could be earned on cash collateral invested in specified Treasury Bills. The index includes the contract in the Bloomb
ate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Index is currently composed of four energ
ate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Index is currently composed of three futur
plus the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Index is currently composed of f
te of interest that could be earned on cash collateral invested in specified Treasury Bills. The index includes the contract in the Bloombe
ng the index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-U
e index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS S
index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS Tin
ng the index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-U
that is designed so the Underlying Index targets lower volatility than the Russell 1000 Index. The Underlying Index is designed to distrib
375033264.xls
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1200 Index.
subset of the Standard & Poors Global 1200 Index.
a subset of the Standard & Poors Global 1200 Index.
The goal of the Index is to represent an allocation strategy of 60% fixed income, 20% equity, and 20% alternative income sources.
ng. ARK Israeli Innovation Index, which is designed to track the price movements of exchange listed Israeli companies whose main busi
nsidering both the yield of the sector and the relative volatility of sector returns.
re the Hungarian forint, Polish zloty, Russian ruble, Turkish lira, South African rand, Argentine peso, Brazilian real, Chilean peso, Colom
ee DEFA Index while at the same time neutralizing exposure to fluctuations between the Yen and the U.S. dollar.
ndex are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of sma
at have been selected based on sources of expected returns. Securities eligible for inclusion in the index are classified according to thei
anies associated with developed markets outside the U.S. and Canada. Eligible companies are generally considered to be those with m
re classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, les
rns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and
returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability,
the index are classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of
turns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, a
ecurities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are w
Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitability, and are
d returns. Securities eligible for inclusion in the index are classified according to their market capitalization, relative price, and profitabili
e classified according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less
he smallest 4% of U.S. companies at the time of reconstitution. The selection and weighting of securities in the Index involves a rules-ba
omposed of seven futures contracts on agricultural commodities traded on U.S. exchanges.
ntract in the Bloomberg-UBS Commodity Index Total Return that relates to a single commodity, copper (currently the Copper High Grade
mposed of four energy-related commodities contracts (crude oil, heating oil, natural gas and unleaded gasoline) traded on U.S. exchange
posed of three futures contracts on grains traded on U.S. exchanges
ently composed of four futures contracts on industrial metals, three of which (aluminum, nickel and zinc) are traded on the London Meta
ract in the Bloomberg-UBS Commodity Index Total Return that relates to a single commodity nickel (currently the Primary Nickel futures
. The Bloomberg-UBS Precious Metals Subindex Total Return is a multiple-commodity sub-index consisting of the contracts included in
e Bloomberg-UBS Softs Subindex Total ReturnSM is a multiple-commodity sub-index consisting of the contracts included in the Bloomb
Bloomberg-UBS Tin Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract on the comm
s. The Bloomberg-UBS Aluminum Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contrac
s designed to distribute risk among sectors and stocks in order to seek to minimize the overall portfolio volatility based upon the parame
375033264.xls
320
ome sources.
es whose main business operations are causing disruptive innovation in the areas of genomics, health care, biotechnology, industrials, m
hilean peso, Colombian peso, Mexican peso, Indian rupee, Indonesia rupiah, South Korean won, Philippine peso, and Thai baht.
ngly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. In
ed according to their market capitalization, relative price, and profitability, and are weighted accordingly in favor of smaller, less expensiv
to be those with market capitalizations in the top 85% of the eligible country and the top 90% of all companies in the eligible countries
favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index pe
and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted
ce, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstitu
cordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual bas
e, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstitute
ofitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and r
profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconstituted and
price, and profitability, and are weighted accordingly in favor of smaller, less expensive, more profitable companies. The index is reconst
vor of smaller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index per
x involves a rules-based process that may sometimes be referred to as multifactor investing, factor-based investing, strategic beta, or sm
Copper High Grade futures contract traded on the COMEX).

ed on U.S. exchanges.
on the London Metal Exchange and the other of which (copper) is traded on the COMEX division of the New York Mercantile Exchange
imary Nickel futures contract traded on the London Metal Exchange).
ontracts included in the Bloomberg-UBS Commodity Index Total Return related to precious metals. Contracts for two commodities are c
uded in the Bloomberg-UBS Commodity Index Total ReturnSM related to soft products. Contracts for three commodities are currently in
ontract on the commodity of tin, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM.
one futures contract on the commodity of aluminum, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM.
ed upon the parameters of the rules-based process.
375033264.xls
321
nology, industrials, manufacturing, the Internet or information technology.
nd Thai baht.
semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the managem
maller, less expensive, more profitable companies. The index is reconstituted and rebalanced on a semiannual basis. Index performance
e eligible countries at the time of reconstitution. The selection and weighting of securities in the Index involves a rules-based process th
nual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fe
dex is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not reflect
e index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not re
n a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the man
index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not refle
reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not reflect the m
s reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and, unless otherwise in
The index is reconstituted and rebalanced on a semiannual basis. Index performance assumes reinvestment of dividends and does not
ual basis. Index performance assumes reinvestment of dividends and, unless otherwise indicated, does not reflect the management fee
strategic beta, or smart beta.
ercantile Exchange
commodities are currently included in the Bloomberg-UBS Precious Metals Subindex Total Return: gold and silver.
ities are currently included in the Bloomberg-UBS Softs Subindex Total ReturnSM: coffee, cotton and sugar.
al ReturnSM.
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322
reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to inve
. Index performance assumes reinvestment of dividends and does not reflect the management fees, operating expenses, transaction co
s-based process that may sometimes be referred to as multifactor investing, factor-based investing, strategic beta, or smart beta. With
the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to invest direc
and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.
nds and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.
s not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to
s and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.
oes not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.
unless otherwise indicated, does not reflect the management fees, operating expenses, transaction costs, and other expenses that app
ends and does not reflect the management fees, operating expenses, transaction costs, and other expenses that apply to an ETF.
he management fees, operating expenses, transaction costs, and other expenses that apply to an ETF. It is not possible to invest directl
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323
not possible to invest directly in an index.

nses, transaction costs, and other expenses that apply to an ETF.
or smart beta. With respect to each country, securities are classified according to their market capitalization, relative price, and profitabili
ssible to invest directly in an index. The fund normally invests at least 80% of its net assets (plus any borrowings for investment purpose
an ETF.
ly to an ETF.
It is not possible to invest directly in an index.
to an ETF.
r expenses that apply to an ETF. It is not possible to invest directly in an index.

pply to an ETF.
ible to invest directly in an index.
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price, and profitability.

nvestment purposes) in securities that compose the fund s benchmark index. The Index is designed to comprise securities in the energ
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curities in the energy sector within the U.S. Universe whose market capitalizations are larger than that of the 1001st largest U.S. compa
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largest U.S. company at the time of reconstitution. Stocks that compose the Index include those that may be considered medium or sm
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ered medium or smaller capitalization company stocks. The selection and weighting of securities in the Index involves a rules-based pro
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es a rules-based process that may sometimes be referred to as multifactor investing, factor-based investing, strategic beta, or smart bet
375033264.xls
329
c beta, or smart beta. Securities are classified according to their market capitalization, relative price, and profitability. Weights for individ
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. Weights for individual securities are then determined by adjusting their free-float adjusted market capitalization weight within the unive
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ght within the universe of eligible names so that names with smaller market capitalizations, lower relative price and higher profitability ge
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higher profitability generally receive an increased weight relative to their unadjusted weight, and vice versa.
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Direxion Daily Junior Gold Miners Index Bull 3x S JNUG Direxion Shares 25460E851
iPath Bloomberg Coffee Subindex Total Return E JO Barclays iPath 06739H297
JPMorgan Event Driven ETF JPED JPMorgan Chase 46641Q860
JPMorgan Diversified Return Europe Currency H JPEH JPMorgan Chase 46641Q704
JPMorgan Diversified Return Emerging Markets EJPEM JPMorgan Chase 46641Q308
JPMorgan Diversified Return Europe Equity ETF JPEU JPMorgan Chase 46641Q605
JPMorgan Global Bond Opportunities ETF JPGB JPMorgan Chase 46641Q852
JPMorgan Diversified Return Global Equity ETF JPGE JPMorgan Chase 46641Q100
JPMorgan Diversified Alternatives ETF JPHF JPMorgan Chase 46641Q803
JPMorgan Disciplined High Yield ETF JPHY JPMorgan Chase 46641Q878
JPMorgan Diversified Return International Curr JPIH JPMorgan Chase 46641Q506
Diversified Return International Equity ETF JPIN JPMorgan Chase 46641Q209
JPMorgan Diversified Return U.S. Mid Cap Equit JPME JPMorgan Chase 46641Q886
JPMorgan Managed Futures Strategy ETF JPMF JPMorgan Chase 46641Q829
iShares Edge MSCI Min Vol Japan ETF JPMV Blackrock (iShares) 46434V712
Deutsche X-trackers Japan JPX-Nikkei 400 Equit JPN DBX Strategic Advisors 233051663
Direxion Daily Japan 3x Bull Shares JPNL Direxion Shares 25459Y413
JPMorgan Diversified Return U.S. Small Cap Equ JPSE JPMorgan Chase 46641Q845
JPMorgan Ultra-Short Income ETF JPST JPMorgan Chase 46641Q837
JPMorgan Diversified Return US Equity ETF JPUS JPMorgan Chase 46641Q407
iShares JPX-Nikkei 400 ETF JPXN Blackrock (iShares) 464287382
JPMorgan US Quality Factor ETF JQUA JPMorgan Chase 46641Q761
Janus Small/Mid Cap Growth Alpha ETF JSMD Janus 47103U209
Janus Small Cap Growth Alpha ETF JSML Janus 47103U100
JPMorgan US Value Factor ETF JVAL JPMorgan Chase 46641Q753
iShares Global Utilities ETF JXI Blackrock (iShares) 464288711
iPath JPY/USD Exchange Rate ETN JYN Barclays iPath 06739G851
KraneShares Bosera MSCI China A ETF KBA Krane Shares 500767405
SPDR S&P Bank ETF KBE State Street (SPDR) 78464A797
PowerShares KBW Bank Portfolio KBWB Invesco Powershares 73937B746
PowerShares KBW High Dividend Yield Financial P KBWD Invesco Powershares 73936Q793
PowerShares KBW Property & Casualty InsuranceKBWP Invesco Powershares 73936Q777
PowerShares KBW Regional Banking Portfolio KBWR Invesco Powershares 73937B712
PowerShares KBW Premium Yield Equity REIT Por KBWY Invesco Powershares 73936Q819
SPDR S&P Capital Markets ETF KCE State Street (SPDR) 78464A771
KraneShares E Fund China Commercial Paper E KCNY Krane Shares 500767702
KraneShares FTSE Emerging Markets Plus ETF KEMP Krane Shares 500767801
KraneShares Emerging Markets Consumer Techn KEMQ Krane Shares 500767876
KraneShare Zacks New China ETF KFYP Krane Shares 500767207
KraneShares MSCI China Environment ETF KGRN Krane Shares 500767850
SPDR S&P Insurance ETF KIE State Street (SPDR) 78464A789
Knowledge Leaders Developed World ETF KLDW Gavekal Capital 30151E608
Direxion All Cap Insider Sentiment Shares KNOW Direxion Shares 25459Y769
VanEck Vectors Coal ETF KOL Van Eck Associates Corp92189F809
ProShares UltraShort Bloomberg Natural Gas KOLD ProShares 74347W387
AdvisorShares KIM Korea Equity ETF KOR Advisor Shares 00768Y578
Direxion Daily South Korea Bull 3X Shares KORU Direxion Shares 25459Y520
SPDR S&P Regional Banking ETF KRE State Street (SPDR) 78464A698
Global X Conscious Companies ETF KRMA Global X 37954Y731
IQ Australia Small Cap ETF KROO Index IQ 45409B826
iShares MSCI Saudi Arabia Capped ETF KSA Blackrock (iShares) 46434V423
KraneShares CSI China Internet ETF KWEB Krane Shares 500767306
iShares Global Consumer Staples ETF KXI Blackrock (iShares) 464288737
Direxion Daily S&P Biotech Bear 3x Shares LABD Direxion Shares 25490K745
Direxion Daily S&P Biotech Bull 3x Shares LABU Direxion Shares 25490K323
PowerShares Multi-Strategy Alternative Portfolio LALT Invesco Powershares 73935B870
Tierra XP Latin America Real Estate ETF LARE ETF Managers Group 26924G508
ETRACS 2xLeveraged Long Wells Fargo Busines LBDC UBS 90274D424
Direxion Daily Latin America Bull 3X Shares LBJ Direxion Shares 25490K299
iPath Bloomberg Lead Subindex Total Return ET LD Barclays iPath 06739H263
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US46641Q8520 04/03/2017 0.55 Bonds
US46641Q8785 09/14/2016 0.4 Bonds
US46641Q8371 05/17/2017 0.18 Bonds
GB00B1WPB282 05/08/2007 0.4 Currency
US5007677025 12/03/2014 0.57 Bonds
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Not Applicable Market Vectors Junior GoThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable Bloomberg Coffee SubindThe Bloomberg-UBS Coffee Subindex Total ReturnSM is a sub-index of the
Hedge Fund Replication J.P. Morgan U.S. Event DThe fund seeks investment results that closely correspond, before fees and
Not Applicable FTSE Developed EuropeThe Fund seeks investment results that closely correspond, before fees and
Not Applicable FTSE Emerging Diversifi The Fund seeks investment results that closely correspond, before fees and
Not Applicable FTSE Developed EuropeThe D Fund seeks investment results that closely correspond, before fees and
Not Applicable Not Applicable JPMorgan Global Bond Opportunities ETF is an actively managed fund desi
Not Applicable FTSE Developed DiversifThe Fund seeks investment results that closely correspond, before fees and
Hedge Fund Replication Not Applicable The Fund seeks to provide long-term total return. Employs a rules-based, bo
Not Applicable Not Applicable The Fund seeks to provide a high level of income. Capital appreciation is a s
Not Applicable FTSE Developed ex NortThe Fund seeks to track, before fees and expenses, the FTSE Developed ex
Not Applicable FTSE Developed ex North The Fund seeks to track, before fees and expenses, the FTSE Developed ex
Not Applicable Russell Midcap Diversifi The Fund seeks investment results that closely correspond, before fees and
Hedge Fund Replication Not Applicable The Fund seeks to achieve its investment objective by investing globally to e
Not Applicable MSCI Japan Minimum Vola The iShares Edge MSCI Min Vol Japan ETF seeks to track the investment re
Not Applicable JPX-Nikkei 400 Net TotalThe Deutsche X-trackers Japan JPX-Nikkei 400 Equity ETF seeks to track th
Not Applicable MSCI Daily TR Net Japa The Daily Japan Bull 3X Shares seeks daily investment results, before fees
Not Applicable Russell 2000 Diversified The Fund seeks investment results that closely correspond, before fees and
Not Applicable Not Applicable The Fund seeks to achieve its investment objective by primarily investing in
Not Applicable Russell 1000 Diversified The Fund seeks to track, before fees and expenses, the Russell 1000 Divers
Not Applicable JPX-Nikkei 400 Net TotalThe iShares JPX-Nikkei 400 ETF (JPXN) seeks to track the investment resu
Not Applicable JP Morgan US Quality FaThe Fund seeks investment results that closely correspond, before fees and
Not Applicable Janus Small/Mid Cap Gr Janus Small/Mid Cap Growth Alpha ETF (JSMD) seeks investment results th
Not Applicable Janus Small Cap GrowthJanus Small Cap Growth Alpha ETF (JSML) seeks investment results that co
Not Applicable JP Morgan US Value FacThe Fund seeks investment results that closely correspond, before fees and
Not Applicable S&P Global 1200 Utilitie The iShares S&P Global Utilities Index Fund seeks investment results that c
Not Applicable JPY/USD Exchange Rat The U.S. dollar/Japanese yen exchange rate is a foreign exchange spot rate
Not Applicable MSCI China A index KraneShares Bosera MSCI China A is an exchange-traded fund incorporated
Not Applicable S&P Banks Select IndustThe SPDR KBW Bank ETF before expenses seeks to closely match the retu
Not Applicable KBW Bank Index The PowerShares KBW Bank Portfolio (KBWB) is based on the KBW Bank I
Not Applicable KBW Financial Sector Di The PowerShares KBW High Dividend Yield Financial Portfolio (Fund) is bas
Not Applicable KBW Property & Casualt The PowerShares KBW Property & Casualty Insurance Portfolio (Fund) is ba
Not Applicable KBW Regional Banking I The PowerShares KBW Regional Banking Portfolio (KBWR) is based on the
Not Applicable KBW Premium Yield EquiThe PowerShares KBW Premium Yield Equity REIT Portfolio (Fund) is based
Not Applicable S&P Capital Markets SeleThe SPDR KBW Capital Markets ETF before expenses seeks to closely mat
Not Applicable CSI Diversified High Gr The KraneShares E Fund China Commercial Paper ETF (NYSE: KCNY) see
Not Applicable FTSE Emerging incl Chi The KraneShares FTSE Emerging Markets Plus ETF (the Fund ) seeks to
Not Applicable Solactive Emerging Mar KEMQ seeks to track the Solactive Emerging Markets Consumer Technology
Not Applicable Zacks New China Index KraneShares CSI China Five Year Plan ETF (KFYP) invests in publicly trade
Not Applicable MSCI China IMI Environ KGRN seeks to track the performance of the MSCI China IMI Environment 1
Not Applicable S&P Insurance Select In The SPDR KBW Insurance ETF before expenses seeks to closely match the
Not Applicable Knowledge Leaders DeveThe Fund seeks to provide investment results that track the performance Kn
Not Applicable Sabrient Multi-Cap Insid The Direxion All Cap Insider Sentiment Shares ETF seeks investment results
Not Applicable Market Vectors Global C The Coal ETF seeks to replicate as closely as possible before fees and expe
Not Applicable Bloomberg Natural Gas ProShares UltraShort Bloomberg Natural Gas seeks daily investment results
Not Applicable Not Applicable The AdvisorShares KIM Korea Equity ETF (the Fund ) seeks to provide long
Not Applicable MSCI Korea 25/50 Index The Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable S&P Regional Banks SeleThe SPDR S&P Regional Banking ETF seeks to provide investment results
Not Applicable Concinnity Conscious C The Global X Conscious Companies ETF (KRMA) is designed to provide inv
Not Applicable IQ Australia Small Cap I The IQ Australia Small Cap ETF seeks to track before fees and expenses th
Not Applicable MSCI Saudi Arabia IMI 2 The iShares MSCI Saudi Arabia Capped ETF seeks to track the investment
Not Applicable CSI Overseas China InteThe KraneShares CSI China Internet ETF seeks to provide investment resul
Not Applicable S&P Global 1200 Consum The iShares S&P Global Consumer Staples Index Fund seeks investment re
Not Applicable S&P Biotechnology SelecThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable S&P Biotechnology SelecThe Fund seeks daily investment results, before fees and expenses, of 300%
Hedge Fund Replication Not Applicable The PowerShares Multi-Strategy Alternative Portfolio (Fund) is an actively m
Not Applicable Solactive Latin America The TierraXP Latin America Real Estate ETF (LARE) is a comprehensive po
Not Applicable Wells Fargo Business D The ETRACS 2xLeveraged Long Wells Fargo Business Development Comp
Not Applicable S&P Latin America 40 In The Direxion Daily Latin America Bull 3x ETF seeks daily investment results
Not Applicable Bloomberg Lead Subindex The iPath Dow Jones-UBS Lead Subindex Total Return ETN is designed to p
375033264.xls
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expenses, of 300% of the performance of the Market Vectors Junior Gold Miners Index
, before fees and expenses, to the performance of the J.P. Morgan U.S. Event Driven Index. The Fund seeks to achieve its investment
d, before fees and expenses, to the performance of the FTSE Developed Europe Diversified Factor 100% Hedged to USD Index. Passiv
d, before fees and expenses, to the performance of the FTSE Emerging Diversified Factor Index.
d, before fees and expenses, to the performance of the FTSE Developed Europe Diversified Factor Index ("the Index"). The FTSE Deve
anaged fund designed to deliver total return from a global, diversified bond portfolio. The Fund seeks to achieve its investment objective
d, before fees and expenses, to the performance of the FTSE Developed Diversified Factor Index.
a rules-based, bottom-up approach to build a diversified portfolio to hedge fund strategies in a cost-effective manner. Allocates across
appreciation is a secondary objective. Invests in a diversified portfolio of high-yield securities. Invests only in U.S. dollar-denominated in
TSE Developed ex North America Diversified Factor 100% Hedged to USD Index ("the Index"). Passively managed to a FTSE index de
TSE Developed ex North America Diversified Factor Index ("the Index"). Passively managed to a FTSE index developed in partnership
d, before fees and expenses, to the performance of the Russell Midcap Diversified Factor Index ("the Index"). The Russell Midcap Diver
esting globally to exploit opportunities across a broad range of asset classes including, but not limited to, equities, fixed income, currenc
k the investment results of an index composed of Japanese equities that, in the aggregate, have lower volatility characteristics relative to
F seeks to track the JPX-Nikkei 400 Total Return Index, a benchmark consisting of 400 Japanese securities that pass a rigorous screen
sults, before fees and expenses, of 300% of the performance of the MSCI Daily TR Net Japan USD Index.
d, before fees and expenses, to the performance of the Russell 2000 Diversified Factor Index ("the Index"). he Underlying Index is comp
marily investing in investment grade, U.S. dollar denominated short-term fixed, variable and floating rate debt. The Fund employs a sing
ussell 1000 Diversified Factor Index. ("the Index"). The Underlying Index is comprised of U.S. equity securities selected to represent a d
e investment results of a broad-based benchmark composed of Japanese equities. The benchmark consisting of 400 Japanese securiti
d, before fees and expenses, to the performance of the JP Morgan US Quality Factor Index. he Underlying Index is comprised of U.S. e
vestment results that correspond generally, before fees and expenses, to the performance of the Janus Small/Mid Cap Growth Alpha Ind
ment results that correspond generally, before fees and expenses, to the performance of the Janus Small Cap Growth Alpha Index. The
d, before fees and expenses, to the performance of the JP Morgan US Value Factor Index. The Underlying Index is comprised of U.S. e
ment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Utilities Index.
xchange spot rate that measures the relative values of two currencies, the Japanese yen and the U.S. dollar. When the Japanese yen a
d fund incorporated in the USA. The Fund seeks to track the performance of the MSCI China A index.
ely match the returns and characteristics of the KBW Bank Index (ticker: BKX).
n the KBW Bank Index. The Fund will normally invest at least 90% of its total assets in securities that comprise the Underlying Index. Th
tfolio (Fund) is based on the KBW Financial Sector Dividend Yield Index (Index). The Fund will normally invest at least 90% of its total a
ortfolio (Fund) is based on the KBW Property & Casualty Index (Index). The Fund will normally invest at least 90% of its total assets in se
R) is based on the KBW Regional Banking Index. The Fund will normally invest at least 90% of its total assets in securities that comprise
lio (Fund) is based on the KBW Premium Yield Equity REIT Index (Index). The Fund will normally invest at least 90% of its total assets
eks to closely match the returns and characteristics of the KBW Capital Markets Index (ticker: KSX).
NYSE: KCNY) seeks to track the CSI Diversified High Grade Commercial Paper Index. The Fund seeks to deliver a diversified basket o
Fund ) seeks to provide investment results that, before fees and expenses, correspond to the price and yield performance of a specifi
nsumer Technology Index. The Index selects companies from 26 eligible countries within emerging markets whose primary business or b
ts in publicly traded China-based companies whose primary business or businesses will be important in the Chinese governments curre
IMI Environment 10/40 Index. The Index is comprised of securities that derive at least 50% of their revenues from environmentally bene
closely match the returns and characteristics of the KBW Insurance Index (ticker: KIX).
e performance Knowledge Leaders Developed World Index, before fees and expenses, correspond generally to the total return perform
investment results, before fees and expenses, that track the Sabrient Multi-Cap Insider/Analyst Quant-Weighted Index. The Sabrient M
fore fees and expenses the price and yield performance of the Stowe Coal Index
investment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Bloomberg
eks to provide long-term capital appreciation above the capital appreciation of its primary benchmark, the MSCI Korea Index, and other
expenses, of 300% of the performance of the MSCI Korea 25-50 Index. The Fund seeks daily leveraged investment results and does no
investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Regional Banks Se
ned to provide investors an opportunity to invest in well-managed companies that achieve financial performance in a sustainable and re
s and expenses the performance of the IQ Australia Small Cap Index. The market cap-weighted Index seeks to provide investors with a
ck the investment results of a broad-based index composed of Saudi Arabian equities. The MSCI Saudi Arabia IMI 25/50 Index is d
e investment results that, before fees and expenses, correspond generally to the price and yield performance of a specific foreign equity
eeks investment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Cons
expenses, of 300% of the inverse (or opposite) of the performance of the S&P Biotechnology Select Industry Index. The Index is provide
expenses, of 300% of the performance of the S&P Biotechnology Select Industry Index. The Index is provided by Standard & Poor s an
d) is an actively managed exchange-traded fund (ETF) that seeks to achieve a positive total return with low correlation to the broader se
comprehensive portfolio of all major listed companies operating in the real estate industry in Latin America, including REITs, developers,
evelopment Company Index ETN Series B is designed to track a leveraged investment in the Wells Fargo Business Development Comp
nvestment results before fees and expenses of 300% of the price performance of the S&P Latin America 40 Index (Latin America I
TN is designed to provide investors with exposure to the Dow Jones-UBS Lead Subindex Total Return. The Dow Jones-UBS Lead Subin
375033264.xls
337
ieve its investment objective by employing an event-driven investment strategy, primarily investing in companies that the Fund s adviser
o USD Index. Passively managed to a FTSE index developed in partnership with J.P. Morgan Asset Management to provide developed
x"). The FTSE Developed Europe Diversified Factor Index is comprised of large and mid cap equity securities selected from the FTSE D
nvestment objective by investing across sectors in developed and emerging markets located around the world. The Fund invests in bon
er. Allocates across a variety of strategies commonly employed by hedge funds, including equity long/short, event driven and global mac
ollar-denominated investments of both domestic and foreign issuers. Aims to address deficiencies in existing passive high yield ETFs by
to a FTSE index developed in partnership with J.P. Morgan Asset Management to provide core developed international equity exposure
oped in partnership with J.P. Morgan Asset Management to provide core developed international equity exposure. Top-down risk allocati
ussell Midcap Diversified Factor Index is comprised of Russell Midcap stocks and uses a rules-based risk allocation and multi-factor sel
xed income, currency and commodities based on the adviser s assessment of their attractiveness. Within these strategies, the adviser b
acteristics relative to the broader Japanese equity markets.
ss a rigorous screening process. The index uses indicators such as return on equity (ROE), cumulative operating profit, and market cap
rlying Index is comprised of U.S. equity securities selected to represent a diversified set of factor characteristics, originally developed by
und employs a single, globally integrated credit process centered on research-driven sector allocation and seeks to maintain a duration
cted to represent a diversified set of factor characteristics, originally developed by the adviser. Frank Russell Company is the Index Prov
0 Japanese securities that pass a rigorous screening process. The index uses indicators such as return on equity (ROE), cumulative op
comprised of U.S. equity securities selected to represent quality factor characteristics. The rules-based proprietary selection process uti
ap Growth Alpha Index. The Underlying Index, Janus Small/Mid Cap Growth Alpha Index, is composed of common stocks of small- and
h Alpha Index. The Underlying Index, Janus Small Cap Growth Alpha Index, is composed of common stocks of small-sized companies t
comprised of U.S. equity securities selected to represent value factor characteristics. The rules-based proprietary selection process utiliz
bal Utilities Index.
the Japanese yen appreciates relative to the U.S. dollar, the U.S. dollar/Japanese yen exchange rate decreases, the JPY/USD exchan
Underlying Index. The Index is a float adjusted modified-market capitalization-weighted index that seeks to reflect the performance of co
st 90% of its total assets in securities that comprise the Index. The Index is calculated using a dividend yield weighted methodology tha
its total assets in securities that comprise the Index. The Index is a modified market capitalization weighted index that seeks to reflect t
urities that comprise the Underlying Index. The Index is an equal weighted float-adjusted market capitalization index that seeks to reflec
% of its total assets in the securities that comprise the Index. The Index is calculated using a dividend yield weighted methodology that s
diversified basket of investment-grade1 commercial paper denominated in on-shore renminbi issued by sovereign, quasi-sovereign and
ormance of a specific foreign equity securities benchmark. The Fund s current benchmark is the FTSE Emerging incl China Overseas no
rimary business or businesses are internet retail, internet software/services, purchase, payment processing, or software for internet and
governments current Five-Year Plan. KraneShares Zacks New China ETF seeks investment results that correspond generally to the pr
nvironmentally beneficial products and services. The Index is based on five key Clean Technology environmental themes: Alternative En
total return performance. The Gavekal Knowledge Leaders Indexes are equal-weighted indexes that track highly innovative companies
dex. The Sabrient Multi-Cap Insider/Analyst Quant-Weighted Index is a quantitatively-weighted index comprised of 100 of the top publicl
e of the Bloomberg Natural Gas Subindex

ea Index, and other Korea-focused indexes. The Fund seeks to achieve its investment objective by investing primarily in growth-oriented
results and does not seek to achieve its stated investment objective over a period of time greater than one day. The Fund is different an
Regional Banks Select Industry Index. The S&P Regional Banks Select Industry Index is a modified equal-weighted index that seeks to
a sustainable and responsible manner and exhibit positive Environmental, Social and Corporate Governance (ESG) characteristics. The
de investors with a means of tracking the overall performance of small cap Australian companies.
I 25/50 Index is designed to measure the performance of the large, mid and small cap segments of theSaudi Arabia market
pecific foreign equity securities benchmark.
e S&P Global Consumer Staples Index.
The Index is provided by Standard & Poor s and includes domestic companies from the biotechnology industry. As of April 30, 2015, the
andard & Poor s and includes domestic companies from the biotechnology industry. As of April 30, 2015, the Index was comprised of 98
on to the broader securities markets by investing in a combination of equity securities, financial futures contracts, forward currency cont
REITs, developers, owner operators and service providers. LARE is an exchange traded fund (ETF) that seeks investment results that
Development Company Index (the "Index"), and pay a variable quarterly coupon linked to the leveraged cash distributions associated w
dex (Latin America Index). There is no guarantee the fund will meet its stated investment objective.
es-UBS Lead Subindex Total Return (the "Index") reflects the returns that are potentially available through an unleveraged investment i
375033264.xls
338
the index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS
t the Fund s adviser believes will be impacted by pending or anticipated corporate or special situation events. It will do so based on its s
provide developed Europe equity exposure.The Underlying Index attempts to minimize the impact of exchange rate fluctuations by hed
ed from the FTSE Developed Europe Index, and use a rules- based risk allocation and multi-factor selection process developed in partn
Fund invests in bond and currency sectors across developed and emerging markets without benchmark constraints.
ven and global macro. Seeks to offer the efficiency of rules-based investing with the diversification benefits of alternative strategies - wi
high yield ETFs by applying rules-based screens to manage credit and liquidity risk.
nal equity exposure. The Underlying Index attempts to minimize the impact of exchange rate fluctuations by hedging out the internation
p-down risk allocation framework seeks to equally distribute portfolio risk across 40 regional sectors.
and multi-factor selection process developed in partnership with J.P.Morgan Asset Management. The Index utilizes investment charact
egies, the adviser believes it has identified (and will continue to identify) a set of investment return sources that have a low correlation to
ofit, and market capitalization to select high-quality, capitally-efficient Japanese companies.
ginally developed by the adviser. Frank Russell Company is the Index Provider. Holdings in the Underlying Index are selected by the Ind
maintain a duration of one year or less under most market conditions.
ny is the Index Provider. Holdings in the Underlying Index are selected from the constituents of the Russell 1000 Index which is compris
ROE), cumulative operating profit, and market capitalization to select high-quality, capitally-efficient Japanese companies.
election process utilizes a quality factor to identify higher quality companies as measured by profitability, quality of earnings, and solven
tocks of small- and medium- sized companies that are selected by the index provider, Janus Index & Calculation Services LLC ( Janus
ll-sized companies that are selected by the index provider, Janus Index & Calculation Services LLC ( Janus Index Services or the Inde
lection process utilizes a relative valuation factor to identify companies with attractive valuations.
e JPY/USD exchange rate increases and the value of the Securities increases; when the Japanese yen depreciates relative to the U.S.
e performance of companies that do business as banks or thrifts that are publicly-traded in the U.S. The Index is compiled, maintained a
ed methodology that seeks to reflect the performance of approximately 24 to 40 publicly listed financial companies that are principally en
at seeks to reflect the performance of approximately 24 property and casualty insurance companies.
that seeks to reflect the performance of publicly traded companies that do business as regional banks or thrifts listed on U.S. stock ma
methodology that seeks to reflect the performance of approximately 24 to 40 small- and mid-cap equity REITs in the United States.
quasi-sovereign and corporate issuers in the People s Republic of China and traded in the inter-bank bond market. Commercial paper in
China Overseas non R/QFII GDP Weighted Index (the Underlying Index ).
ware for internet and E-Commerce transactions.
d generally to the price and yield performance of the Zacks New China Index. The Zacks New China Index ( the Index , hereafter) is des
mes: Alternative Energy, Sustainable Water, Green Building, Pollution Prevention and Energy Efficiency. The Index aims to serve as a b
novative companies. The indexes are designed to capture the Knowledge Effect, the tendency of stocks of highly innovative companies
00 of the top publicly-traded companies in the S&P 1500 Index. The Index reflects positive sentiment among those "insiders" closest to
y in growth-oriented stocks of any capitalization range listed on the Korea Exchange. Under normal circumstances, the Fund will invest
Fund is different and much riskier than most exchange traded funds.
d index that seeks to reflect the performance of publicly traded companies that do business as regional banks or thrifts. The Regional Ba
characteristics. The Global X Conscious Companies ETF seeks to provide investment results that correspond generally to the price and
audi Arabia market. The index incorporates foreign ownership limit restrictions. It also applies certain investment limits that ar
of April 30, 2015, the Index was comprised of 98 stocks. The companies included in the Index have a median market capitalization of $1
was comprised of 98 stocks. The companies included in the Index have a median market capitalization of $1.54 billion and are concentra
ward currency contracts and other securities.
stment results that correspond generally to the price and yield, before fund fees and expenses, of the Solactive Latin America Real Est
utions associated with the underlying Business Development Company ("BDC") constituents, less financing costs and investor fees.
eraged investment in the futures contracts on lead. The Index currently consists of one futures contract on the commodity of lead which
375033264.xls
339
he Bloomberg-UBS Coffee Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract on th
do so based on its systematic investment process. The adviser believes it has identified (and will continue to identify) a set of event-driv
fluctuations by hedging out the European currency exposure.
s developed in partnership with J.P. Morgan Asset Management. The Index utilizes investment characteristics including attractive relativ
ative strategies - without replicating an index.
g out the international currency exposure.
investment characteristics including attractive relative valuation, positive price momentum and strong quality characteristics. The Index
e a low correlation to each other and to traditional markets and have distinct risk and return profiles (each a return factor ).
selected by the Index Providerprimarily from the constituents of the Russell 2000 Index, a larger Russell index, which is comprised of s
ex which is comprised of large- and mid-cap equity securities in U.S. markets. The rules based proprietary multi-factor selection process
arnings, and solvency.

rvices LLC ( Janus Index Services or the Index Provider ), from those companies included in the Solactive Small/Mid Cap Index, a uni
ervices or the Index Provider ), from those companies included in the Solactive Small Cap Index, a universe of 2,000 small-sized capita
relative to the U.S. dollar, the U.S. dollar/Japanese yen exchange rate increases, the JPY/USD exchange rate decreases and the value
mpiled, maintained and calculated by Keefe, Bruyette & Woods, Inc. and is composed of approximately 24 companies representing lead
hat are principally engaged in the business of providing financial services and products products including banking insurance and divers
d on U.S. stock markets. The Index is compiled, maintained and calculated by KBW and is composed of approximately 50 companies.
e United States.
Commercial paper in the Fund is investment-grade and has a remaining term to final maturity of no more than one year and no less than
ex , hereafter) is designed to offer a unique strategy for gaining exposure to China. The Index measures the performance of publicly- tra
aims to serve as a benchmark for investors seeking exposure to Chinese companies that focus on contributing to a more environmental
ovative companies to experience excess returns. The indexes are constructed of Knowledge Leaders through Gavekal s proprietary pro
insiders" closest to a companys financials and business prospects, such as top management, directors, large institutional holders, and t
he Fund will invest at least 80% of its net assets (plus any borrowings for investment purposes) in equity securities listed on the Korea
ts. The Regional Banking Index is currently comprised of common stocks of leading regional banks or thrifts listed on the NYSE or anot
ally to the price and yield performance, before fees and expenses, of the Concinnity Conscious Companies Index. The Concinnity Cons
ment limits that areimposed on regulated investment companies, or RICs, under the current US Internal Revenue Code. With 57 cons
capitalization of $1.54 billion and are concentrated in the energy and biotechnology sectors as of April 30, 2015.
n and are concentrated in the energy and biotechnology sectors as of April 30, 2015.
n America Real Estate Index. The Solactive Latin America Real Estate Index utilizes a rules-based investment methodology to select a
nd investor fees.
modity of lead which is included in the Dow Jones-UBS Commodity Index Total Return
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tures contract on the commodity of coffee, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM.
) a set of event-driven sources of investment return that have a low correlation to each other and to traditional markets and have distinc
ng attractive relative valuation, positive price momentum, and higher quality, and seeks to diversify risk across ICB industries.
teristics. The Index seeks to diversify risk across sectors and stocks.
ch is comprised of small-cap equity securities in the United States. The rules based proprietary multi-factor selection process utilizes the
or selection process utilizes the following characteristics: relative valuation, price momentum, and quality. The equity securities in the U
Mid Cap Index, a universe of 2,500 small- and medium-sized capitalization stocks. The Underlying Index is designed to select small- and
00 small-sized capitalization stocks. The Underlying Index is designed to select small-sized capitalization stocks that are poised for sma
eases and the value of the Securities decreases. The JPY/USD exchange rate is determined by dividing one by the U.S. dollar/Japanes
s representing leading national money centers and regional banks or thrifts.

nsurance and diversified financial services in the United States. The Index may also include securities of BDCs and equity and mortgage
tely 50 companies.
ar and no less than one month.
ance of publicly- traded, China-based companies operating in targeted industries of China s 13th Five-Year Plan. The Index constituent
more environmentally sustainable economy by making efficient use of scarce natural resources or by mitigating the impact of environme
ekal s proprietary process that measures a company s investment in its future growth. The model adjusts a company s financial history t
tional holders, and the Wall Street research analysts who follow the company.
isted on the Korea Exchange. Companies in the technology sector have significant representation on the Korea Exchange. The Fund s
n the NYSE or another U.S. national securities exchange, or NASDAQ /NMS. The Regional Banking Index components are selected to
The Concinnity Conscious Companies Index (the Index ) is designed to provide exposure to U.S.-listed companies that Concinnity Advis
Code. With 57 constituents, the index coversapproximately 99% of the free float-adjusted market capitalization in Saudi Arabia.
odology to select a comprehensive group of Latin America-listed companies actively operating in the local real estate markets. The Inde
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341
ets and have distinct risk and return profiles (each a return factor ). In executing this investment strategy, the Fund seeks to capture the
ndustries.
process utilizes the following characteristics: relative valuation, momentum and quality. The Underlying Index security selection proces
y securities in the Underlying Index will be diversified across industries. These securities will be large and mid-cap equity securities of U
to select small- and medium-sized capitalization stocks that are poised for smart growth by evaluating each company s performance in
are poised for smart growth by evaluating each company s performance in three critical areas: growth, profitability, and capital efficien
U.S. dollar/Japanese yen exchange rate and truncating the quotient to ten decimal places. Effective December 18, 2008 the U.S. dollar
equity and mortgage REITs.
e Index constituent selection methodology utilizes multi-factor, proprietary selection rules to determine the optimal mix of securities that
mpact of environmental degradation. Constituent selection is based on data from MSCI Environment, Social, and Governance (ESG).
s financial history to capitalize these investments and reveal the companies with the greatest knowledge intensity. The companies that
hange. The Fund s sub-advisor, Korea Investment Management Co., Ltd. (the Sub-Advisor ), manages the Fund s portfolio by buying a
ents are selected to provide appropriate representation of the industrys sub-sectors.

hat Concinnity Advisors LP, (the "Index Provider") believes appear to achieve financial performance in a sustainable and responsible ma
udi Arabia.
e markets. The Index utilizes a proprietary methodology that weights market capitalization, dividend yield and share liquidity.
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342
eeks to capture the price difference between a security s market price and the anticipated value post-event, based on the assumption th
ity selection process then seeks to exclude the least attractive securities based on these characteristics.
quity securities of U.S. companies, including common stock and real estate investment trusts (REITs).
ny s performance in three critical areas: growth, profitability, and capital efficiency. The Index Provider scores such stocks based on fun
and capital efficiency. The Index Provider scores such stocks based on fundamental measures of their growth, profitability, and capital
2008 the U.S. dollar/Japanese yen exchange rate will be the rate reported each day on Bloomberg screen USDJPY WMCO Curncy <G
mix of securities that offer the greatest potential from a risk/return perspective. The approach is specifically designed to enhance investm
overnance (ESG).
The companies that pass a quantitative Knowledge Leaders screen comprise the indexes. The indexes consist of mid- and large-cap co
portfolio by buying and holding stocks of companies at attractive valuation that it believes have growth potential. When selecting stocks
and responsible manner, as measured by their ability to achieve positive outcomes that are consistent with a multi-stakeholder operatin
375033264.xls
343
on the assumption that an event or catalyst will affect future pricing.
tocks based on fundamental measures of their growth, profitability, and capital efficiency, and selects the top 10% of such eligible stock
tability, and capital efficiency, and selects the top 10% of such eligible stocks scoring the highest using a proprietary quantitative metho
WMCO Curncy <GO> at approximately 4:00 p.m., London time, or any successor page
to enhance investment applications and investability.
d- and large-cap companies from the developed world, including North America, Europe and Asia, or the emerging markets, including A
en selecting stocks of companies that it believes have growth potential, the Sub-Advisor considers a number of factors including a com
takeholder operating system ( MsOS ), as defined by the Index Provider. The Index Provider conducts its analysis based on the followin
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344
f such eligible stocks scoring the highest using a proprietary quantitative methodology. To arrive at the top 10%, for each security in the
quantitative methodology. To arrive at the top 10%, for each security in the stated universe, the quantitative methodology assigns a sco
markets, including Asia, Europe and Latin America.
ors including a company s annual sales growth with sustained profit margins; annual earnings per share growth; and anticipated sales o
ased on the following five key stakeholder groups: (1) Customers, (2) Employees, (3) Suppliers, (4) Stock and Debt Holders, and (5) Co
375033264.xls
345
each security in the stated universe, the quantitative methodology assigns a score in each of 10 different fundamental factors, relative to
ology assigns a score in each of 10 different fundamental factors, relative to other eligible securities. The fundamental factors include m
d anticipated sales or earnings per share growth. The Sub-Advisor focuses on corporate fundamental research in its stock selection, ofte
Holders, and (5) Communities in which the companies operate. The universe of companies eligible for inclusion in the Index is comprise
375033264.xls
346
al factors, relative to other eligible securities. The fundamental factors include measures that Janus Capital believes are tied to a stock s
tal factors include measures that Janus Capital believes are tied to a stock s outperformance relative to other small cap stocks, and indi
stock selection, often called bottom up analysis. The Sub-Advisor will invest the Fund s assets with a mid- to long-term view, typically s
he Index is comprised of US-listed firms with a market capitalization greater than $2 billion at the time of the initial screen. The Index typ
375033264.xls
347
are tied to a stock s outperformance relative to other small/mid cap stocks, and indicate a company s performance with respect to grow
cap stocks, and indicate a company s performance with respect to growth (such as the revenue growth rate over 2- 5- and 8- year perio
erm view, typically seeking to avoid short-term trading. In selecting investments for the Fund s portfolio, the Sub-Advisor places emphas
reen. The Index typically consists of between 100 and 125 stocks, and is equal weighted. CONCINNITY CONSCIOUS COMPANIES IN
375033264.xls
348
with respect to growth (such as the revenue growth rate over 2- 5- and 8- year periods), profitability (such as margin expansion, profit m
5- and 8- year periods), profitability (such as margin expansion, profit margin and earnings per share over time) and capital efficiency (su
visor places emphasis on fundamentals rather than on short-term momentum and continuously monitors market risks. In deciding wheth
US COMPANIES INDEX is the service mark of Concinnity Advisors,LP.
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349
expansion, profit margin and earnings per share over time) and capital efficiency (such as returns on invested capital).
capital efficiency (such as returns on invested capital). The scores for each factor are then added together, with equal weighting, to arriv
s. In deciding whether to sell investments in the Fund s portfolio, the Sub-Advisor considers the following factors: a company s stock pri
375033264.xls
350
al weighting, to arrive at an overall score. The stocks with the highest 10% of scores are then weighted within the Underlying Index acco
company s stock price reaches its target price; a company in the portfolio experiences negative fundamental changes; errors are found
375033264.xls
351
nderlying Index according to their market capitalization. Finally, the stocks are sector-weighted to reflect the sector allocation weight of J
s; errors are found in the previous assumptions or forecasts of a company; and more profitable alternatives are found. In addition to ind
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352
location weight of Janus Venture Fund, based on its most recent publicly available holdings.
d. In addition to individual stock selection, the Sub-Advisor engages in sector allocation based on analysis of the macro economy and it
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353
acro economy and its effect on corporate competitiveness and industry cycles. This is often called top down analysis. The Sub-Advisor
375033264.xls
354
s. The Sub-Advisor strives to invest with large economic cycles as compared to short-term market trends and short-term supply and de
375033264.xls
355
term supply and demand
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356
PowerShares LadderRite 0-5 Year Corporate BondLDRI Invesco Powershares 73937B589

PIMCO Low Duration Exchange-Traded Fund LDUR PIMCO 72201R718
Reality Shares DIVCON Leaders Dividend ETF LEAD Reality Shares 75605A405
iPath Pure Beta Lead ETN LEDD Barclays iPath 06740P197
iShares J.P. Morgan EM Local Currency Bond ET LEMB Blackrock (iShares) 464286517
VanEck Vectors NDR CMG Long/Flat Allocation E LFEQ Van Eck Associates Corp92189F148
SPDR SSGA US Large Cap Low Volatility Index LGLV State Street (SPDR) 78468R804
Global X Lithium ETF LIT Global X 37954Y855
FlexShares Credit-Scored US Long Corporate Bo LKOR Flexshares (Northern Tru33939L753
iShares 10+ Year Investment Grade Corporate B LLQD Blackrock (iShares) 46435G144
Daily Small Cap Bull 1.25x Shares LLSC Direxion Shares 25490K208
Daily S&P 500 Bull 1.25x Shares LLSP Direxion Shares 25490K109
First Trust Low Duration Opportunities ETF LMBS First Trust 33739Q200
ETRACS Monthly Pay 2xLeveraged Wells Fargo LMLP UBS 90273A207
Global X Longevity Thematic ETF LNGR Global X 37954Y772
Global X Iconic US Brands ETF LOGO Global X 37954Y640
SPDR MSCI ACWI Low Carbon Target ETF LOWC State Street (SPDR) 78463X194
iShares iBoxx $ Investment Grade Corporate Bo LQD Blackrock (iShares) 464287242
iShares Interest Rate Hedged Corporate Bond E LQDH Blackrock (iShares) 46431W705
ETRACS Monthly Pay 2xLeveraged MSCI US REILRET UBS 90274R100
ClearBridge Large Cap Growth ESG ETF LRGE Legg Mason 524682200
iShares Edge MSCI Multifactor USA ETF LRGF Blackrock (iShares) 46434V282
iPath Pure Beta Livestock ETN LSTK Barclays iPath 06740P320
VelocityShares VIX Variable Long/Short ETN LSVX Velocity Shares 90274D176
ProShares Ultra Telecommunications LTL ProShares 74347R263
PIMCO 15+ Year U.S. TIPS Index Exchange-Trad LTPZ PIMCO 72201R304
Elkhorn Lunt Low Vol/High Beta Tactical ETF LVHB Elkhorn Investments 287711790
Legg Mason Low Volatility High Dividend ETF LVHD Legg Mason 52468L406
Legg Mason Emerging Markets Low Volatility Hig LVHE Legg Mason 52468L604
Legg Mason International Low Volatility High Div LVHI Legg Mason 52468L505
Hartford Multifactor Low Volatility International Eq LVIN Hartford Funds 518416607
Guggenheim S&P Global Dividend Opportunities LVL Guggenheim 18383M860
Hartford Multifactor Low Volatility US Equity ETF LVUS Hartford Funds 518416706
Point Bridge Gop Stock Tracker ETF MAGA Point Bridge Capital 26922A628
iShares Edge MSCI Multifactor Materials ETF MATF Blackrock (iShares) 46435G573
Meidell Tactical Advantage ETF MATH Advisor Shares 00768Y826
iShares MBS ETF MBB Blackrock (iShares) 464288588
SPDR Barclays Mortgage Backed Bond ETF MBG State Street (SPDR) 78464A383
FlexShares Disciplined Duration MBS Index Fund MBSD Flexshares (Northern Tru33939L779
First Trust Municipal CEF Income Opportunity ET MCEF First Trust 33740F508
iShares MSCI China ETF MCHI Blackrock (iShares) 46429B671
IQ Hedge Macro Tracker ETF MCRO Index IQ 45409B206
First Trust NASDAQ US Multi-Asset Diversified I MDIV First Trust 33738R100
SPDR S&P MidCap 400 ETF Trust MDY State Street (SPDR) 78467Y107
SPDR S&P 400 Mid CapGrowth ETF MDYG State Street (SPDR) 78464A821
SPDR S&P 400 Mid Cap Value ETF MDYV State Street (SPDR) 78464A839
iShares Short Maturity Municipal Bond ETF MEAR Blackrock (iShares) 46431W838
Direxion Daily MSCI Mexico Bull 3X Shares MEXX Direxion Shares 25460E752
PIMCO RAFI Dynamic Multi-Factor International MFDX PIMCO 72202L371
PIMCO RAFI Dynamic Multi-Factor Emerging MarkMFEM PIMCO 72202L389
iPath Long Enhanced MSCI EAFE Index ETN MFLA Barclays iPath 06740P809
PIMCO RAFI Dynamic Multi-Factor U.S. Equity E MFUS PIMCO 72202L363
Vanguard Mega Cap ETF MGC Vanguard 921910873
Vanguard Mega Cap Growth ETF MGK Vanguard 921910816
Vanguard Mega Cap Value ETF MGV Vanguard 921910840
Direxion Daily Mid Cap Bull 3X Shares MIDU Direxion Shares 25459W730
Direxion Daily Mid Cap Bear 3x Shares MIDZ Direxion Shares 25490K810
Global X Millennials Thematic ETF MILN Global X 37954Y764
AdvisorShares Newfleet Multi-Sector Income ETF MINC Advisor Shares 00768Y727
PIMCO Enhanced Short Maturity Exchange-Trad MINT PIMCO 72201R833
375033264.xls
357
US73937B5892 09/10/2014 0.22 Bonds

US72201R7180 01/22/2014 0.5 Bonds
US4642865178 10/18/2011 0.5 Bonds
US33939L7534 09/23/2015 0.22 Bonds
US46435G1444 09/12/2017 0.06 Bonds
US33739Q2003 11/05/2014 0.65 Bonds
US4642872422 07/22/2002 0.15 Bonds
US46431W7056 05/27/2014 0.25 Bonds
US72201R3049 09/03/2009 0.2 Bonds
US4642885887 03/13/2007 0.09 Bonds
US78464A3831 01/15/2009 0.2 Bonds
US33939L7799 09/03/2014 0.2 Bonds
US33740F5089 09/27/2016 1.91 Bonds
US45409B2060 06/09/2009 1 Other Asset Types
US33738R1005 08/13/2012 0.68 Target Date / Multi-Asset
US46431W8385 03/03/2015 0.25 Bonds
US00768Y7278 03/19/2013 0.75 Bonds
US72201R8337 11/16/2009 0.35 Bonds
375033264.xls
358
Not Applicable NASDAQ LadderRite 0-5The PowerShares LadderRite 0-5 Year Corporate Bond Portfolio (Fund) is ba
Not Applicable Not Applicable The PIMCO Low Duration Exchange-Traded Fund is a diversified portfolio of
Not Applicable Reality Shares DIVCON The Fund s investment objective is to seek long-term capital appreciation by
Not Applicable Barclays Capital Lead P The iPath Pure Beta Lead ETN is linked to the Barclays Capital Lead Pure B
Not Applicable JP Morgan CEMBI BroadThe D iShares J.P. Morgan EM Local Currency Bond ETF seeks to track the in
Not Applicable Ned Davis Research CMG VanEck Vectors NDR CMG Long/Flat Allocation ETF (LFEQ) seeks to replica
Not Applicable SSGA US Large Cap LowThe V SPDR SSGA US Large Cap Low Volatility Index ETF seeks to provide in
Not Applicable Solactive Global Lithium The Global X Lithium ETF seeks to provide investment results that correspon
Not Applicable Northern Trust Credit-S FlexShares Credit-Scored US Long Corporate Bond Index Fund seeks to pro
Not Applicable Markit iBoxx USD Liquid The iShares 10+ Year Investment Grade Corporate Bond ETF seeks to track
Not Applicable S&P Small Cap 600 IndeThe Direxion Daily Small Cap Bull 1.25X Shares seeks daily investment resu
Not Applicable S&P 500 Index The Daily S&P 500 Bull 1.25x Shares seeks daily investment results, before
Not Applicable Not Applicable The First Trust Low Duration Mortgage Opportunities ETF is an actively man
MLP Well Fargo Master Limit The ETRACS Monthly Pay 2xLeveraged Wells Fargo MLP Ex-Energy ETN is
Not Applicable Indxx Global Longevity The Global X Longevity Thematic ETF (LNGR) seeks to invest in companies
Not Applicable Accuvest Iconic U.S. Br The Global X Iconic U.S. Brands ETF (LOGO) seeks to invest in companies
Not Applicable MSCI ACWI Low Carbon The T SPDR MSCI ACWI Low Carbon Target ETF seeks to provide investmen
Not Applicable iBoxx $ Liquid Investme The iShares iBoxx $ Investment Grade Corporate Bond Fund seeks investm
Not Applicable Not Applicable The iShares Interest Rate Hedged Corporate Bond ETF seeks to mitigate th
Not Applicable MSCI US REIT Index The ETRACS Monthly Pay 2xLeveraged MSCI US REIT Index ETN (NYSE:
Not Applicable Not Applicable ClearBridge Large Cap Growth ESG ETF (LRGE) is an actively managed str
Not Applicable MSCI USA Diversified Mul The iShares Edge MSCI Multifactor USA ETF seeks to track the investment
Not Applicable Barclays Capital CommodThe iPath Pure Beta Livestock ETN is linked to the Barclays Capital Commo
Not Applicable S&P 500 VIX Futures VarThe VelocityShares VIX Variable Long/Short ETN is based on the S&P 500 V
Not Applicable Dow Jones US Telecommu ProShares Ultra Telecommunications seeks daily investment results before f
Not Applicable BofA Merrill Lynch 15+ Y The objective of the PIMCO 15+ Year U.S. TIPS Index Fund is to provide tot
Not Applicable Lunt Capital US Large CaA fully invested strategy to dynamically rotate into, and out of, low-volatility s
Not Applicable QS Low Volatility High D Legg Mason Low Volatility High Dividend ETF seeks to track the investment
Not Applicable QS Emerging Markets Low The Legg Mason Emerging Markets Low Volatility High Dividend ETF seeks
Not Applicable QS International Low VolLegg Mason International Low Volatility High Dividend ETF seeks to track th
Not Applicable Hartford Multifactor Low VHartford Multifactor Low Volatility International Equity ETF ("LVIN") seeks to
Not Applicable S&P Global Dividend OppThe Guggenheim/S&P Global Dividend Opportunities Index ETF (NYSE:LVL
Not Applicable Hartford Multifactor Low Hartford Multifactor Low Volatility US Equity ETF ("LVUS") seeks to provide i
Not Applicable Point Bridge GOP Stock The Point Bridge GOP Stock Tracker ETF (the Fund ) seeks to track the per
Not Applicable MSCI USA Materials DiveThe iShares Edge MSCI Multifactor Materials ETF seeks to track the investm
Not Applicable Not Applicable The AdvisorShares Meidell Tactical Advantage ETF (MATH) seeks to provide
Not Applicable Bloomberg Barclays US M The iShares Barclays MBS Bond Fund seeks investment results that corresp
Not Applicable Barclays Capital U.S. M The SPDR Barclays Capital Mortgage Backed Bond ETF seeks to provide in
Not Applicable BofA Merrill Lynch Cons FlexShares Disciplined Duration MBS Index Fund provides exposure to mort
Not Applicable Not Applicable The First Trust Municipal CEF Income Opportunity ETF is an actively manag
Not Applicable MSCI China Index The iShares MSCI China Index Fund seeks investment results that correspo
Hedge Fund Replication IQ Hedge Macro Index The IQ Hedge Macro Tracker ETF seeks to track before fees and expenses
Not Applicable NASDAQ Multi-Asset Dive e Multi-Asset Diversified Income Index Fund is an exchange-traded fund. Th
Not Applicable S&P Midcap 400 Index The SPDR S&P MidCap 400 ETF before expenses seeks to generally corres
Not Applicable S&P Midcap 400 Pure GrThe SPDR S&P 400 Mid Cap Growth ETF before expenses seeks to closely
Not Applicable S&P Midcap 400 Pure VaThe SPDR S&P 400 Mid Cap Value ETF before expenses seeks to closely m
Not Applicable Not Applicable The iShares Short Maturity Municipal Bond ETF seeks to maximize tax-free
Not Applicable MSCI Mexico IMI 25/50 The Direxion Daily MSCI Mexico Bull 3X Shares seeks daily investment resu
Not Applicable RAFI Dynamic Multi-Fac PIMCO RAFI Dynamic Multi-Factor International Equity Exchange-Traded Fu
Not Applicable RAFI Dynamic Multi-FactPIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity Exchange-Trad
Not Applicable MSCI EAFENet Total RetThe iPath Long Enhanced MSCI EAFE Index ETN is linked to a leveraged re
Not Applicable RAFI Dynamic Multi-FactPIMCO RAFI Dynamic Multi-Factor U.S. Equity Exchange-Traded Fund is a
Not Applicable CRSP US Mega Cap IndThe Fund seeks to track the performance of a benchmark index that measur
Not Applicable CRSP U.S. Mega Cap GrSeeks to track the performance of the CRSP U.S. Mega Cap Growth Index.
Not Applicable CRSP U.S. Mega Cap VaSeeks to track the performance of the CRSP U.S. Mega Cap Value Index. E
Not Applicable S&P Midcap 400 Index The Mid Cap Bull 3X ETF seeks daily investment results before fees and exp
Not Applicable S&P Midcap 400 Index The Mid Cap Bear 3X ETF seeks daily investment results before fees and ex
Not Applicable Indxx Millennials Themat The Global X Millennials Thematic ETF (MILN) seeks to invest in companies
Not Applicable Not Applicable The AdvisorShares Newfleet Multi-Sector Income ETF (NYSE Arca: MINC) s
Not Applicable Not Applicable PIMCO Enhanced Short Maturity Strategy Fund (MINT) is an actively manag
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359
ortfolio (Fund) is based on the NASDAQ LadderRite 0-5 Year USD Corporate Bond Index (Index). The Fund will normally invest at least
ersified portfolio of high quality bonds that is actively managed thats invests in shorter-term, high quality bonds across the mortgage-bac
al appreciation by tracking the performance, before fees and expenses, of the Reality Shares DIVCON Leaders Dividend Index.The Re
apital Lead Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unleve
eks to track the investment results of an index composed of local currency denominated, emerging market sovereign bonds.
Q) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Ned Davis Research CM
seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA U
ults that correspond generally to the price and yield performance before fees and expenses of the Solactive Global Lithium Index
Fund seeks to provide investors the investment benefits of longer maturity corporate bonds while offering a contemporary credit evalua
ETF seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds with rem
ly investment results, before fees and expenses, of 125% of the performance of the S&P Small Cap 600 Index. The S&P SmallCap 600
ent results, before fees and expenses, of 125% of the performance of the S&P 500 Index. The Index is a capitalization-weighted index
is an actively managed exchange-traded fund. The Funds primary objective is to generate current income with a secondary objective of
Ex-Energy ETN is an exchange-traded note linked to the monthly compounded 2x leveraged performance of Wells Fargo Master Limit
vest in companies positioned to serve the world s growing senior population through exposure to health care, pharmaceuticals, senior li
vest in companies that possess strong brand equity, helping to build long-term loyalty among American consumers. The Global X Iconic
provide investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI ACWI Low
und seeks investment results that correspond generally to the price and yield performance before fees and expenses of the corporate bo
eeks to mitigate the interest rate risk of a portfolio composed of U.S. dollar-denominated, investment grade corporate bonds. LQDH see
ndex ETN (NYSE: LRET) ( LRET ) is an exchange-traded note linked to the monthly compounded 2x leveraged performance of MSCI U
tively managed strategy that seeks to achieve long term capital appreciation through investments in large capitalization companies with
ck the investment results of an index composed of U.S. large- and mid-capitalization stocks that have favorable exposure to target style
ys Capital Commodity Index Livestock Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Commodity Index Pu
on the S&P 500 VIX Futures Variable Long/Short Index TR Short Term. The Variable Long/Short Securities are linked to the total retu
ent results before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Select Telecommun
nd is to provide total return that closely corresponds before fees and expenses to the total return of The BofA Merrill Lynch 15+ Year US
of, low-volatility stocks. The Elkhorn Lunt Low Vol/High Beta Tactical ETF is based on the Lunt Capital US Large Cap Equity Rotation In
ck the investment results of an index composed of equity securities of U.S. companies with relatively high yield and low price and earnin
vidend ETF seeks to track the investment results of an underlying index composed of equity securities of emerging markets with relative
F seeks to track the investment results of an index composed of equity securities of developed markets outside the United States with re
("LVIN") seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Mul
x ETF (NYSE:LVL) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and expen
seeks to provide investment returns that, before fees and expenses, correspond to the total return performance of Hartford Multifactor L
ks to track the performance, before fees and expenses, of the Point Bridge GOP Stock Tracker Index (the Index ). The Index uses an o
o track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Materials sector that have favora
H) seeks to provide long-term capital appreciation and capital preservation. MATH is sub-advised by American Wealth Management (Por
esults that correspond generally to the price and yield performance before fees and expenses of the investment grade agency mortgag
seeks to provide investment results that before fees and expenses correspond generally to the price and yield performance of an index
s exposure to mortgage-backed securities (MBS) utilizing a disciplined duration approach. The Fund attempts to provide investors the in
an actively managed exchange-traded fund. The Funds investment objective is to provide current income. Under normal market conditio
sults that correspond generally to the price and yield performance, before fees and expenses, of the MSCI China Index. The MSCI Chin
es and expenses the performance of the IQ Hedge Macro Index. The Index attempts to replicate the risk-adjusted return characteristics
ge-traded fund. The investment objective of the Fund is to seek investment results that correspond generally to the price and yield, befo
to generally correspond to the price and yield performance of the S&P MidCap 400 IndexTM. Our approach is designed to provide portf
s seeks to closely match the returns and characteristics of the S&P Mid Cap 400 Growth Index (ticker: SPTRMG). Our approach is des
seeks to closely match the returns and characteristics of the S&P Mid Cap 400 Value Index (ticker: SPTRMV). Our approach is designe
maximize tax-free current income.Seeks to maximize tax-free income through diversified exposure to short-term municipal bonds. Put ca
ly investment results, before fees and expenses, of 300% of the performance of the MSCI Mexico IMI 25-50 Net Total Return USD Inde
change-Traded Fund is a smart beta strategy that seeks to track the investment results of the RAFI Dynamic Multi-Factor Developed Ex
uity Exchange-Traded Fund is a smart beta strategy that seeks to track the investment results of the RAFI Dynamic Multi-Factor Emergi
d to a leveraged return on the performance of the MSCI EAFE Net Total Return Index (the "Index"). The Index is a free float-adjusted m
Traded Fund is a smart beta strategy that seeks to track the investment results of the RAFI Dynamic Multi-Factor U.S. Index. The fund
index that measures the investment return of large-capitalization stocks in the United States
ap Growth Index. Employs a passively managed full-replication approach. Provides a convenient way to get diversified exposure to the
ap Value Index. Employs a passively managed full-replication approach. Provides a convenient way to get diversified exposure to the
efore fees and expenses of 300% of the price performance of the Russell Midcap Index. There is no guarantee the fund will meet its sta
before fees and expenses of 300% of the inverse (or opposite) of the price performance of the Russell Midcap Index. There is no guara
vest in companies that have a high likelihood of benefiting from the rising spending power and unique preferences of the U.S. Millennia
YSE Arca: MINC) seeks to provide current income consistent with preservation of capital, while limiting fluctuations in net asset value ( N
an actively managed exchange-traded fund (ETF) that seeks greater income and total return potential than money market funds and m
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mally invest at least 80% of its total assets in short-term investment grade corporate bonds that comprise the Index. The Fund does not
ss the mortgage-backed, Treasury, corporate and international fixed income sectors. The average portfolio duration normally is between
dend Index.The Reality Shares DIVCON Leaders Dividend ETF seeks to invest in the large-cap U.S. companies with the highest proba
e through an unleveraged investment in the futures contracts in the Lead markets. The Index is comprised of a single exchange traded
Davis Research CMG US Large Cap Long/Flat Index (NDRCMGLF). The NDRCMGLF Index follows a proprietary model that determine
ance of the SSGA US Large Cap Low Volatility Index. The SSGA US Large Cap Low Volatility Index is designed to track the performanc
Lithium Index
porary credit evaluation process with improved liquidity. LKOR tracks a newly developed credit index focused on U.S. long maturity corp
orate bonds with remaining maturities greater than ten years.
S&P SmallCap 600 measures the small-cap segment of the U.S. equity market. The index is designed to track companies that meet sp
ion-weighted index composed of 500 domestic common stocks. Standard & Poor s selects the 500 stocks comprising the Index on the
condary objective of capital appreciation. Under normal market conditions, the fund will seek to achieve its investment objectives by inve
Fargo Master Limited Partnership Ex-Energy Index, Monthly compounded 2x leveraged exposure to the Wells Fargo MLP Ex-Energy In
maceuticals, senior living facilities and other sectors that contribute to increasing lifespans and extending quality of life in advanced age.
The Global X Iconic U.S. Brands ETF (LOGO) seeks to provide investment results that correspond generally to the price and yield perfo
he MSCI ACWI Low Carbon Target Index. The MSCI ACWI Low Carbon Target Index is designed to address two dimensions of carbon e
s of the corporate bond market as defined by the iBoxx $ Liquid Investment Grade Index.
e bonds. LQDH seeks to provide exposure to investment grade bonds while mitigating interest rate risk by holding LQD (iShares iBoxx $
ormance of MSCI US REIT Index, less investor fees. LRET has been approved for listing on the NYSE Arca exchange (subject to officia
ion companies with positive ESG attributes that have the potential for high future earnings growth. LRGE may benefit investors pursuing
osure to target style factors subject to constraints.
Commodity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in two futures c
ked to the total return version of the S&P 500 VIX Futures Variable Long/Short Index TR Short Term (the Variable Long/Short Index ).
Select Telecommunications Index
Lynch 15+ Year US Inflation-Linked Treasury Index.
ap Equity Rotation Index, which is designed to tactically rotate between low-volatility and high beta stocks in the S&P 500. The strategy
low price and earnings volatility. The QS Low Volatility High Dividend Index (the Index ) seeks to provide more stable income through in
markets with relatively high yield and low price and earnings volatility. LVHE may benefit investors seeking dividend-paying emerging ma
United States with relatively high yield and low price and earnings volatility while mitigating exposure to fluctuations between the values
ance of Hartford Multifactor Low Volatility International Equity Index (Bloomberg Ticker: LLVINX), which tracks the performance of compa
d s fees and expenses of an equity index called the S&P Global Dividend Opportunities Index (the Dividend Opportunities Index or the
Hartford Multifactor Low Volatility US Equity Index (Bloomber Ticker: LLVUSX), which tracks the performance of exchange traded U.S. e
The Index uses an objective, rules-based methodology to track the performance of companies whose employees and political action com
tor that have favorable exposure to target style factors subject to constraints. The MSCI USA Materials Diversi ed Multiple-Factor Cappe
h Management (Portfolio Manager). The Fund is considered a fund-of-funds that seeks to achieve this investment objective by managi
de agency mortgage-backed securities sector of the United States as defined by the Barclays Capital U.S. MBS Index.
mance of an index that tracks the U.S. agency mortgage pass-through sector of the U.S. investment grade bond market. Our apporach
vide investors the investment benefits of MBS while seeking to limit effective duration extension and contraction variability caused by ma
rmal market conditions, the Fund will seek to achieve its investment objectives by investing at least 80% of its net assets (including inve
dex. The MSCI China Index is designed to measure the performance of the top 85% of equity securities by market capitalization in the C
eturn characteristics of a combination of hedge funds pursuing a macro strategy and hedge funds pursuing an emerging markets strateg
rice and yield, before the Funds fees and expenses, of an equity index called the NASDAQ Multi-Asset Diversified Income Index.
ned to provide portfolios with low portfolio turnover accurate tracking and lower costs.
Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
nicipal bonds. Put cash to work in a low yield environment, while seeking to reduce both taxes and interest rate risk. Actively managed b
al Return USD Index. The MSCI Mexico IMI 25/50 Index (M1CXBLRL) is designed to measure the performance of the large-, mid- and s
Factor Developed Ex-U.S. Index. The fund is designed to provide investors with the benefits of dynamically-weighted exposure to multip
Multi-Factor Emerging Markets Index. The fund is designed to provide investors with the benefits of dynamically-weighted exposure to m
ee float-adjusted market capitalization index that is designed to offer a representation of equity market performance of developed marke
S. Index. The fund is designed to provide investors with the benefits of dynamically-weighted exposure to multiple equity factors, includ
ified exposure to the largest growth stocks in the U.S. market.

ed exposure to the largest value stocks in the U.S. market.
und will meet its stated investment objective.
x. There is no guarantee the fund will meet its stated investment objective.
f the U.S. Millennial generation (birth years ranging from 1980-2000). These companies come from a broad range of categories, includi
net asset value ( NAV ) due to changes in interest rates. MINC is managed by Newfleet Asset Management ( Portfolio Manager ), an in
market funds and may be appropriate for non-immediate cash allocations. MINT will primarily invest in short duration investment grade d
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The Fund does not purchase all of the securities in the Index; instead, the Fund utilizes a "sampling" methodology to help to achieve its
normally is between 1 and 3 years.
h the highest probability of increasing their dividends within a year, based on Reality Shares proprietary DIVCON dividend health scorin
e exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. However, u
odel that determines when, and by how much, it allocates to U.S. equities and/or U.S. Treasury bills to seek to help avoid losses in decl
rack the performance of U.S. large capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magni
S. long maturity corporate bonds. The index starts with a liquid issuer universe, employs a proprietary model for credit scoring and then
panies that meet specific inclusion criteria to ensure that they are liquid and financially viable.
ng the Index on the basis of market values and industry diversification. Most of the stocks in the Index are issued by the 500 largest com
nt objectives by investing at least 80% of its net assets (including investment borrowings) in investment grade, mortgage-related debt se
o MLP Ex-Energy Index. The Wells Fargo Master Limited Partnership Ex-Energy Index is intended to measure the performance of all no
e in advanced age. The Indxx Global Longevity Thematic Index is designed to track the performance of companies listed in developed m
rice and yield performance, before fees and expenses, of the Accuvest Iconic U.S. Brands Index. The Accuvest Iconic U.S. Brands Inde
ensions of carbon exposure carbon emissions and fossil fuel reserves. By overweighting companies with low carbon emissions relative
QD (iShares iBoxx $ Investment Grade Corporate Bond ETF) and short positions in Treasury futures. Actively managed to a programme
ge (subject to official notice of issuance) and pays a variable monthly coupon linked to the cash distributions, if any, on the Index consti
it investors pursuing both long-term capital appreciation and engaged, impactful investing all in an active, tax-efficient structure.
ment in two futures contracts on livestock commodities traded on U.S. exchanges. The Index is comprised of a basket of exchange trad
Long/Short Index ). Each of the 13 sub-portfolios of the Variable Long/Short Index has a target exposure of a 33.33% two times leverag
P 500. The strategy seeks to capture alpha created by the wide dispersion between low volatility and high beta stocks. The Index utilizes
e income through investment in stocks of profitable U.S. companies with relatively high dividend yields and lower price and earnings vo
paying emerging market companies with lower volatility than traditional equity investments in these regions. The Index starts with the se
between the values of the U.S. dollar and other international currencies. Finding income from equities is worth considering, given low int
rformance of companies located in both developed and emerging markets. Focuses on stocks with low volatility characteristics, while se
unities Index or the Index ). The Fund will normally invest at least 90% of its total assets in common stocks MLPs and ADRs that comp
ange traded U.S. equity securities. Focuses on stocks with low volatility characteristics, while seeking to provide market-like returns wit
d political action committees ( PACs ) are highly supportive of Republican candidates for election to the United States Congress, the Vic
ultiple-Factor Capped Index is based on the MSCI USA Materials Index, its parent index, which includes US large and mid-cap securitie
objective by managing a tactical strategy that has the ability to dynamically rebalance the Fund s portfolio from as much as 100% equity
arket. Our apporach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
ability caused by market factors including changes in mortgage prepayment assumptions. Income seeking investors have long embrace
ssets (including investment borrowings) in a portfolio of closed-end investment companies that are listed and traded in the United States
apitalization in the Chinese equity markets.
ging markets strategy.
ncome Index.
Actively managed by the municipal bond team at BlackRock, one of the largest municipal bond managers in the world.
he large-, mid- and small-capitalization segments of the Mexican equity market, covering approximately 99% of the free float-adjusted m
exposure to multiple equity factors, including value, quality, low volatility, momentum and size an approach that can improve excess r
ghted exposure to multiple equity factors, including value, quality, low volatility and momentum an approach that can improve excess re
of developed markets in Europe, Australasia and the Far East. As of October 29, 2010, the Index consisted of the following 22 develope
quity factors, including value, quality, low volatility, momentum and size an approach that can improve excess return potential. The RA
f categories, including: social media and entertainment, food and dining, clothing and apparel, health and fitness, travel and mobility, ed
olio Manager ), an investment subsidiary of Virtus Investment Partners.
investment grade debt securities. The average portfolio duration of MINT will vary based on PIMCO s economic forecasts and active in
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o help to achieve its investment objective, which seeks investment results that generally correspond (before fees and expenses) to the p
vidend health scoring system. Companies are selected from the dividend-paying companies among the top 500 largest U.S. companies
ontracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a monthly basis in
avoid losses in declining markets or capitalize from rising markets. The model produces daily trade signals to determine the Indexs equ
ement of the magnitude of movements in a stocks price over time.
it scoring and then optimizes the index s constituents to maximize the credit score while maintaining duration, spread and other charact
the 500 largest companies, in terms of the aggregate market value of their outstanding stock, and are generally listed on the New York
gage-related debt securities and other mortgage-related instruments tied to residential and commercial mortgages.
erformance of all non-energy master limited partnerships listed on the New York Stock Exchange.
sted in developed markets that are expected to directly or indirectly contribute to increasing the life-spans of the senior population of th
nic U.S. Brands Index ( the Index ) measures the performance of U.S. listed companies with Iconic Brands, which is defined as the leadi
n emissions relative to sales and per dollar of market capitalization, the Index aims to reflect a lower carbon exposure than that of the br
ged to a programmed strategy that seeks to mitigate interest rate risk

on the Index constituents. The MSCI US REIT Index is a free float-adjusted market capitalization index that is comprised of equity REIT
nt structure.
et of exchange traded futures contracts, and uses an allocation methodology designed to mitigate the effects of certain distortions in the
% two times leveraged long position and a 66.67% unleveraged short position in the S&P 500 VIX Short-Term Futures Index (the Short-
s. The Index utilizes Lunt Capital s proprietary relative strength methodology to rotate between one of two sub-indices that identify certa
ce and earnings volatility. The Index is based on a proprietary methodology created and sponsored by QS Investors, LLC ( QS ). The In
ex starts with the securities across a range of market capitalizations that are included in the MSCI Emerging Markets IMI Index. Based o
dering, given low interest rates and the risk of bond prices falling if rates rise. But some dividend stocks bring the risk of volatility and pay
racteristics, while seeking to provide market-like returns with lower risk and is designed to address unintended factor and structural risks
and ADRs that comprise the Index and investments that have economic characteristics that are substantially identical to the economic ch
rket-like returns with lower risk and is designed to address unintended factor and structural risks.
s Congress, the Vice Presidency, or the Presidency and related Republican Party committees (e.g., Republican National Committee, N
nd mid-cap securities classi ed in the Materials sector as per the Global Industry Classi cation Standard (GICS). The index is constructe
uch as 100% equity assets to 100% fixed income assets or cash and cash equivalents depending on market trends. The Fund employs
have long embraced MBS due to their credit quality and incremental yield attributes. Legacy MBS products typically track market-weigh
in the United States on registered exchanges ( Closed-End Funds ) which invest primarily in municipal debt securities some or all of wh
ree float-adjusted market capitalization in Mexico. The Index consists of stocks traded primarily on the Mexican Stock Market.
n improve excess return potential. The RAFI Multi-Factor Developed ex-U.S index strategy is a broadly diversified equity strategy with e
n improve excess return potential. The RAFI Dynamic Multi-Factor EM index strategy takes time-varying exposures to four return factor
llowing 22 developed market country indices: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Greece, Hong Kong, Ire
n potential. The RAFI Size Factor U.S. Index is a small company multi-factor portfolio of U.S. securities with exposure to value, low vola
vel and mobility, education and employment, housing and home goods, and financial services. The Global X Millennials Thematic ETF
ecasts and active investment process decisions and will not normally exceed one year. MINT will disclose all portfolio holdings on a daily
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d expenses) to the price and yield of the Index. The Fund and Index are rebalanced monthly.
est U.S. companies by market capitalization. The Reality Shares DIVCON Leaders Dividend Index invests in the largest U.S. companie
n a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts with v
mine the Indexs equity allocation percentage (100%, 80%, 40%, or 0%).
d and other characteristics similar to the long corporate bond universe. If occurring, dividends from net investment income are generally
ed on the New York Stock Exchange.
nior population of the world. The index provides access to companies involved in biotechnology, medical devices, pharmaceuticals, seni
defined as the leading companies that have (A) a primary Business-to-Consumer (B2C) focus, or (B) a primary Business-to-Business (B
e than that of the broad market. The Index is designed to achieve a target level of tracking relative to a broad market index (such as the
rised of equity REITs. The index is based on MSCI USA Investable Market Index (IMI) its parent index which captures large, mid and sm
ain distortions in the commodity markets on such returns. Unlike many commodity indices which roll their exposure to the correspondin
s Index (the Short-Term Futures Index ). The Variable Long/Short Securities are intended to provide a net long or net short exposure to
es that identify certain components of the S&P 500. The first sub-index is the S&P 500 Low Volatility Index; the second sub-index is the
, LLC ( QS ). The Index is composed of stocks of U.S. companies across a wide range of market capitalizations, including the largest 3,
IMI Index. Based on historical and projected data using QS Investors proprietary methodology, the index screens for profitable compan
of volatility and payout cuts. The Legg Mason International Low Volatility High Dividend ETF (sub-advised by QS Investors) seeks inco
r and structural risks.
l to the economic characteristics of the component securities that comprise the Index. The Investment Adviser seeks a correlation over
ional Committee, National Republican Senatorial Committee) and Republican leadership PACs ( non candidate connected committees
index is constructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-le
The Fund employs a long tactical strategy that seeks to minimize portfolio losses by rotating out of higher volatility assets and lower vo
y track market-weighted MBS indexes having duration extension and contraction risks that require frequent monitoring and adjustment b
es some or all of which pay interest that is exempt from regular federal income taxes (collectively, Municipal Securities ).
k Market.
quity strategy with equally weighted exposures to five return factors; value, low volatility, quality, momentum and size.
to four return factors; value, low volatility, quality, and momentum. The index uses recent and historical metrics to tilt toward factor portfo
ece, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland,
re to value, low volatility, quality and momentum.
ials Thematic ETF seeks to provide investment results that correspond generally to the price and yield performance, before fees and ex
o holdings on a daily basis and will not use options futures or swaps.
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gest U.S. companies by market capitalization that, based on their DIVCON ratings, have the highest probability of increasing their divide
res contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
ncome are generally declared and paid monthly. Distributions of net realized securities gains, if any, are generally declared and paid onc
armaceuticals, senior living facilities and specialized health care services, which respond to the needs of this demographic.
ness-to-Business (B2B) focus in a sub-industry that is deemed vital to the consumption supply chain. The Index constituents, selected f
t index (such as the Parent Index) while minimizing the carbon exposure. The Index is a subset of the MSCI ACWI Index (the Parent In
es large, mid and small caps securities. With 139 constituents, it represents about 99% of the US REIT universe and all securities are cla
to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one
et short exposure to VIX futures, depending on conditions in the market, with the goal of having a net long exposure during periods of h
nd sub-index is the S&P 500 High Beta Index (each, a Sub-Index, and together, the Sub-Indices ). The S&P 500 Low Volatility Index is
luding the largest 3,000 U.S. stocks as determined by the Solactive US Broad Market Index. Stocks in the Index must have demonstrate
or profitable companies that have the potential to pay relatively high sustainable dividend yields. Yields of the remaining securities are th
vestors) seeks income from sustainable dividends to provide a more reliable income stream, reduced volatility, and the potential for app
s a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 would rep
nected committees ). The Index is composed of the common stock of public operating companies and real estate investment trusts ( RE
uently, the issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI Capped Index
assets and lower volatility assets depending on the Fund s current view of risks in different asset classes.
ng and adjustment by the investor. MBSD tracks a newly developed index made up of MBS securities issued by U.S. Agencies which cu
toward factor portfolios which are particularly attractive on a forward looking basis.
weden, Switzerland, and the United Kingdom. Investments offering leveraged exposure to international equities can have various uses
, before fees and expenses, of the Indxx Millennials Thematic Index.
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creasing their dividends in the next 12 months. The S&P 500 is a broad stock market index based on the market capitalization of 500 la
clared and paid once a year, but the Fund may make such distributions on a more frequent basis.
stituents, selected from the identified sub-industries through a multi-step selection process, are intended to provide a better means of tr
ndex (the Parent Index ), which measures the combined equity market performance of developed and emerging market countries.
all securities are classified in the REIT sector according to the Global Industry Classification Standard (GICS).
ex may roll into one of a number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Ser
during periods of high volatility and a net short exposure during periods of low volatility. As described herein, however, the actual expos
ow Volatility Index is comprised of 100 securities from the S&P 500 Index that have the lowest realized volatility over the past 12 month
st have demonstrated profitability over the last four fiscal quarters as a whole. Stocks whose yields are not supported by earnings are e
ing securities are then scored higher or lower based on the attractiveness of their price and earnings volatility. The portfolio is constructe
he potential for appreciation.
e of 1.00 would represent perfect correlation.
estment trusts ( REITs ). The Index is equally weighted.

MSCI Capped Indexes methodology.
Agencies which currently* hold Aaa (Moodys), AAA (Fitch) and AA+ (S&P) ratings. If occurring, dividends from net investment income,
have various uses within a portfolio including directional, cash extraction, risk/return management or arbitrage strategies and are typica
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pitalization of 500 large companies having common stock listed on the NYSE or NASDAQ. The S&P 500 was developed and continues
a better means of tracking a lifetime of consumer spending.

rket countries.
apital Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash collateral invested
er, the actual exposure of the Variable Long/Short Securities to VIX futures contracts may differ from what is intended and there is no gu
er the past 12 months as determined by the Index Provider. Volatility is a statistical measurement of the magnitude of up and down asse
d by earnings are excluded from the Index. The methodology calculates a composite stable yield score, with the yield of stocks with re
ortfolio is constructed to have the highest scoring securities subject to concentration limits: no individual component of the Index will ex
nvestment income, including any net foreign currency gains, are generally declared and paid monthly. Distributions of net realized secur
egies and are typically short or medium-term in nature.
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ped and continues to be maintained by Standard & Poor s Financial Services LLC, and is considered to be a bellwether for the US eco
h collateral invested in specified Treasury Bills.

d and there is no guarantee that the Securities will have a net VIX futures exposure that benefits investors. The actual exposure of the
f up and down asset price fluctuations (increases or decreases in a stock s price) over time. The S&P 500 High Beta Index is comprised
eld of stocks with relatively high price and earnings volatility adjusted downward and the yield of stocks with relatively low price and earn
of the Index will exceed 2.5% of the Index, no individual sector will exceed 25%, no country will exceed 15%, no individual geographic
of net realized securities gains, if any, are generally declared and paid once a year, but the Fund may make such distributions on a more
375033264.xls
368
ther for the US economy.
ual exposure of the Securities may result in a loss of some or all of your investment.
a Index is comprised of 100 securities from the S&P 500 Index that have the highest sensitivity to market movements, or beta, over th
y low price and earnings volatility adjusted upward. QS anticipates that the number of component securities in the Index will range from
dividual geographic region will exceed 50%, and real estate investment trust (REITs) components as a whole will not exceed 15%.
tributions on a more frequent basis.
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s, or beta, over the past 12 months. Beta is a measure of relative risk and is the rate of change of a security s price. S&P Opco LLC
dex will range from 50 to 100. As initially constituted and balanced, no individual component of the Index will exceed 2.5% of the Index,
exceed 15%.
375033264.xls
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ce. S&P Opco LLC (a subsidiary of S&P Dow Jones Indices, LLC) compiles, maintains and calculates the S&P 500 and the Sub-Indices
d 2.5% of the Index, no individual sector (as defined by QS) will exceed 25% of the Index, and real estate investment trust ( REITs ) com
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and the Sub-Indices.

t trust ( REITs ) components as a whole will not exceed 15% of the Index. The Index s components are reconstituted annually and rebal
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d annually and rebalanced quarterly. The composition of the Index after annual reconstitution and rebalancing may fluctuate and exceed
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uctuate and exceed the aforementioned limits due to market movements. The components of the Underlying Index, and the degree to w
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and the degree to which these components represent certain sectors and industries, may change over time.
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VanEck Vectors Long Municipal Index ETF MLN Van Eck Associates Corp92189F536
Global X MLP ETF MLPA Global X 37950E473
ETRACS Alerian MLP Infrastructure Index ETN SeMLPB UBS 90274D382
C-Tracks ETNs based on Performance of the Mil MLPC Citi Fund Management 17321F201
C-Tracks ETNs on the Miller/Howard MLP FundamMLPE Citi Fund Management 17324P859
ETRACS Alerian Natural Gas MLP Index ETN MLPG UBS 902641620
ETRACS Alerian MLP Infrastructure Index ETN MLPI UBS 902641646
Credit Suisse S&P MLP ETN MLPO Credit Suisse 22539T456
ETRACS 2xMonthly Leveraged Alerian MLP InfrasMLPQ UBS 90274D259
ETRACS 1xMonthly Short Alerian MLP Infrastruct MLPS UBS 902641612
Global X MLP & Energy Infrastructure ETF MLPX Global X 37950E226
Morgan Stanley Cushing MLP High Income Index MLPY Morgan Stanley 61760E846
ETRACS 2xMonthly Leveraged S&P MLP Index EMLPZ UBS 90274D242
iShares 5-10 Year Investment Grade Corporate MLQD Blackrock (iShares) 46435G151
Credit Suisse X-Links Multi-Asset High Income E MLTI Credit Suisse 22539T399
IQ MacKay Shields Municipal Insured ETF MMIN Index IQ 45409F843
IQ MacKay Shields Municipal Intermediate ETF MMIT Index IQ 45409F827
SPDR S&P 1500 Momentum Tilt ETF MMTM State Street (SPDR) 78468R705
IQ Merger Arbitrage ETF MNA Index IQ 45409B800
VanEck Vectors Wide Moat ETF MOAT Van Eck Associates Corp92189F643
Gabelli Media Mogul NextShares MOGLC Eaton Vance 36252L102
AGFiQ US Market Neutral Momentum Fund MOM AGFiQ 351680103
VanEck Vectors Agribusiness ETF MOO Van Eck Associates Corp92189F700
ETRACS Monthly Pay 2xLeveraged Mortgage REMORL UBS 90269A302
VanEck Vectors Mortgage REIT Income ETF MORT Van Eck Associates Corp92189F452
VanEck Vectors Morningstar International Moat E MOTI Van Eck Associates Corp92189F593
iShares Sustainable MSCI Global Impact ETF MPCT Blackrock (iShares) 46435G532
ProShares Merger ETF MRGR ProShares 74348A566
ETRACS Monthly Pay 2xLeveraged Mortgage REIMRRL UBS 90274D432
iShares Edge MSCI USA Momentum Factor ETF MTUM Blackrock (iShares) 46432F396
iShares National Muni Bond ETF MUB Blackrock (iShares) 464288414
PIMCO Intermediate Municipal Bond Exchange-T MUNI PIMCO 72201R866
Natixis Seeyond International Minimum Volatility MVIN Natixis 63873X109
ProShares Ultra MidCap400 MVV ProShares 74347R404
Nationwide Maximum Diversification US Core EquMXDU Nationwide 26922A651
iShares Global Materials ETF MXI Blackrock (iShares) 464288695
ProShares Short MidCap 400 MYY ProShares 74347R800
ProShares UltraShort MidCap400 MZZ ProShares 74348A343
Direxion Daily Homebuilders & Supplies Bull 3x S NAIL Direxion Shares 25490K596
SPDR S&P North American Natural Resources E NANR State Street (SPDR) 78463X152
Nashville Area ETF NASH LocalShares 53957P106
iShares Short Maturity Bond ETF NEAR Blackrock (iShares) 46431W507
Virtus Newfleet Multi-Sector Unconstrained Bond NFLT Newfleet Asset Manage 26923G707
Guggenheim Insider Sentiment ETF NFO Guggenheim 18383M209
FlexShares STOXX Global Broad Infrastructure I NFRA Flexshares (Northern Tru33939L795
Global X MSCI Nigeria ETF NGE Global X 37954Y665
iPath Bloomberg Cocoa Subindex Total Return E NIB Barclays iPath 06739H313
iPath Pure Beta Nickel ETN NINI Barclays iPath 06740P213
VanEck Vectors Uranium+Nuclear Energy ETF NLR Van Eck Associates Corp92189F601
ProShares S&P 500 Aristocrats ETF NOBL ProShares 74348A467
Global X MSCI Norway ETF NORW Global X 37950E747
NuShares Enhanced Yield U.S. Aggregate Bond NUAG Nuveen 67092P102
NuShares ESG US Aggregate Bond ETF NUBD Nuveen 67092P870
NuShares ESG International Developed Markets NUDM Nuveen 67092P805
NuShares ESG Emerging Markets Equity ETF NUEM Nuveen 67092P888
Direxion Daily Gold Miners Bull 3x Shares NUGT Direxion Shares 25460E844
NuShares ESG Large-Cap Growth ETF NULG Nuveen 67092P201
NuShares ESG Large-Cap Value ETF NULV Nuveen 67092P300
NuShares ESG Mid-Cap Growth ETF NUMG Nuveen 67092P409
NuShares ESG Mid-Cap Value ETF NUMV Nuveen 67092P508
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US92189F5364 01/02/2008 0.24 Bonds

US17324P8591 08/08/2016 0.85 Other Asset Types
US46435G1519 09/12/2017 0.06 Bonds
US45409F8436 10/18/2017 0.3 Bonds
US45409F8279 10/18/2017 0.3 Bonds
US4642884146 09/07/2007 0.25 Bonds
US72201R8667 11/30/2009 0.35 Bonds
US46431W5076 09/25/2013 0.26 Bonds
US26923G7079 08/10/2015 0.8 Bonds
US67092P1021 09/14/2016 0.2 Bonds
US67092P8703 09/29/2017 0.2 Bonds
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Not Applicable Barclays Capital AMT-Fr The VanEck Vectors Long Municipal Index ETF (MLN) seeks to replicate as
MLP Solactive MLP Infrastruc The Global X MLP ETF seeks investment results that correspond generally t
MLP Alerian MLP Infrastructu The ETRACS Alerian MLP Infrastructure Index ETN Series B is designed to
MLP Miller/Howard MLP Fund The C-Tracks Exchange-Traded Notes Based on the Performance of the Mil
MLP Miller/Howard MLP Fund The C-Tracks ETNs on the Miller/Howard MLP Fundamental Index (the Inde
MLP Alerian Natural Gas MLPThe ETRACS Alerian Natural Gas MLP Index is designed to track an investm
MLP Alerian MLP Infrastructu The ETRACS Alerian MLP Infrastructure Index is designed to track the perfo
MLP S&P MLP Index The Credit Suisse S&P MLP ETN tracks a market-cap-weighted index of US
MLP Alerian MLP Infrastructu The ETRACS 2xMonthly Leveraged Alerian MLP Infrastructure Index ETN S
MLP Alerian MLP Infrastructu The ETRACS 1xMonthly Short Alerian MLP Infrastructure Total Return Index
MLP Solactive MLP & Energy IThe Global X MLP & Energy Infrastructure ETF seeks to provide investment
MLP CushingMLP High IncomThe Exchange Traded Notes (ETNs) are based on the performance of the C
MLP S&P MLP Index The ETRACS 2xMonthly Leveraged S&P MLP Index ETN Series B (NYSE: M
Not Applicable Markit iBoxx USD Liquid The iShares 5-10 Year Investment Grade Corporate Bond ETF seeks to trac
Not Applicable NYSE Multi-Asset High The Credit Suisse X-Links Multi-Asset High Income ETNs (such exchange tr
Not Applicable Not Applicable The IQ MacKay Shields Municipal Insured ETF (MMIN) seeks current incom
Not Applicable Not Applicable The Fund (MMIT) seeks current income exempt from federal income tax. Th
Not Applicable S&P 1500 Positive Momen The SPDR S&P 1500 Momentum Tilt ETF seeks to provide investment resu
Hedge Fund Replication IQ Merger Arbitrage IndeThe IQ Merger Arbitrage ETF seeks to track before fees and expenses the p
Not Applicable Morningstar Wide Moat The VanEck Vectors Morningstar Wide Moat Research ETF seeks to replica
Not Applicable Not Applicable MOGLC invests 80% in spinoffs from Liberty Media. Universe includes US a
Not Applicable Dow Jones U.S. ThematiThe Fund seeks performance results that correspond to the price and yield p
Not Applicable Market Vectors Global AgThe Agribusiness ETF seeks to replicate as closely as possible before fees a
Not Applicable Market Vectors Global M The ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN due October 1
Not Applicable Market Vectors Global M The VanEck Vectors Mortgage REIT Income ETF seeks to replicate as close
Not Applicable Morningstar Global ex-U VanEck Vectors Morningstar International Moat ETF (MOTI) seeks to replica
Not Applicable MSCI ACWI Sustainable The iShares Sustainable MSCI Global Impact ETF seeks to track the investm
Hedge Fund Replication S&P Merger Arbitrage In ProShares Merger ETF seeks investment results, before fees and expenses
Not Applicable Market Vectors Global M ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN Series B (NYSE: M
Not Applicable MSCI USA Momentum InThe iShares Edge MSCI USA Momentum Factor ETF seeks to track the perf
Not Applicable S&P National AMT-Free The iShares S&P National AMT-Free Municipal Bond Fund seeks results tha
Not Applicable Not Applicable The Intermediate Municipal Bond Strategy Fund is an actively managed exc
Not Applicable Not Applicable This actively managed international strategy selects stocks based on risk (st
Not Applicable S&P Midcap 400 Index ProShares Ultra MidCap400 seeks daily investment results before fees and
Not Applicable TOBAM Maximum Diversif The Nationwide Maximum Diversification U.S. Core Equity ETF (the Fund )
Not Applicable S&P Global 1200 MateriaThe iShares S&P Global Materials Index Fund seeks investment results that
Not Applicable S&P Midcap 400 Index ProShares Short MidCap400 seeks daily investment results before fees and
Not Applicable S&P Midcap 400 Index ProShares UltraShort MidCap400 seeks daily investment results before fees
Not Applicable Dow Jones US Select HoThe Fund seeks daily investment results, before fees and expenses, of 300%
Not Applicable S&P BMI North AmericanThe SPDR S&P North American Natural Resources ETF seeks to provide in
Not Applicable LocalShares Nashville I The Nashville Area ETF (NASH) seeks to provide investment results that, be
Not Applicable Not Applicable iShares Short Maturity Bond ETF seeks to maximize current income through
Not Applicable Not Applicable Virtus Newfleet Multi-Sector Unconstrained Bond ETF seeks opportunities a
Not Applicable Nasdaq US Insider Senti Guggenheim Insider Sentiment ETF (NFO) seeks investment results that cor
Not Applicable STOXX Global Broad InfrFlexShares STOXX Global Broad Infrastructure Index Fund is an exchange-
Not Applicable MSCI All Nigeria Select The Global X MSCI Nigeria ETF ETF seeks to provide investment results tha
Not Applicable Bloomberg Cocoa SubindThe Bloomberg-UBS Cocoa Subindex Total ReturnSM is a sub-index of the B
Not Applicable Barclays Capital Nickel The iPath Pure Beta Nickel ETN is linked to the Barclays Capital Nickel Pure
Not Applicable Market Vectors Global U The Nuclear Energy ETF seeks to replicate as closely as possible before fee
Not Applicable S&P 500 Dividend Aristo ProShares S&P 500 Aristocrats seeks investment results, before fees and ex
Not Applicable MSCI Norway IMI 25/50 The Global X MSCI Norway ETF seeks to provide investment results that co
Not Applicable BofA Merrill Lynch Enha The Fund seeks to track the investment results, before fees and expenses, o
Not Applicable Bloomberg Barclays MSCThe Fund seeks to track the investment results, before fees and expenses, o
Not Applicable TIAA ESG International The Fund seeks to track the investment results, before fees and expenses, o
Not Applicable TIAA ESG Emerging Mark The Fund seeks to track the investment results, before fees and expenses, o
Not Applicable NYSE Arca Gold Miners The Daily Gold Miners Bull 3x Shares seeks daily investment results, before
Not Applicable TIAA ESG USA Large-CaThe Fund employs a passive management (or indexing ) approach, seeking
Not Applicable TIAA ESG USA Large-CaThe Fund employs a passive management (or indexing ) approach, seeking
Not Applicable TIAA ESG USA Mid-Cap The Fund employs a passive management (or indexing ) approach, seeking
Not Applicable TIAA ESG USA Mid-Cap The Fund employs a passive management (or indexing ) approach, seeking
375033264.xls
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ks to replicate as closely as possible before fees and expenses the price and yield performance of the Barclays Capital AMT-Free Long
espond generally to the price and yield performances, before fees and expenses, of the Solactive MLP Infrastructure Index.
s B is designed to track the performance of the Alerian MLP Infrastructure Index (the "Index") and pay a variable quarterly coupon linked
ormance of the Miller/Howard MLP Fundamental Index (the Index ), which we refer to as the C-Tracks, are designed for investors who s
al Index (the Index ), Series B, which we refer to as the C-Tracks , are unsecured debt securities issued by Citigroup Global Markets H
to track an investment in the Alerian Natural Gas MLP Index (the "Index"), and pay a variable quarterly coupon linked to the cash distrib
d to track the performance of the Alerian MLP Infrastructure Index (the "Index") and pay a variable quarterly coupon linked to the cash di
ghted index of US-listed MLPs and limited liability corporations that have tax treatment similar to MLPs.
cture Index ETN Series B (NYSE: MLPQ) ( MLPQ or the ETN ) is an exchange-traded note linked to the monthly compounded 2x lever
Total Return Index is designed to provide a short exposure to the MLP Infrastructure market by tracking the inverse performance of the
rovide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive ML
formance of the Cushing MLP High Income Index (the Index), which is a criteria-weighted index tracking the performance of 30 Master
Series B (NYSE: MLPZ) ( MLPZ or the ETN ) is an exchange-traded note linked to the monthly compounded 2x leveraged performanc
ETF seeks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds with re
(such exchange traded notes, the "ETNs" or "MLTI") are senior, unsecured debt securities issued by Credit Suisse AG ("Credit Suisse")
eks current income exempt from federal income tax. The Fund principally invests in investment-grade municipal bonds covered by an in
ral income tax. The Fund seeks to achieve its objective by investing primarily in investment grade municipal bonds and will also seek to
e investment results that, before fees and expenses, correspond generally to the total return performance of an index that tracks the pe
nd expenses the performance of the IQ Merger Arbitrage Index. The Index seeks to achieve capital appreciation by investing in global c
F seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Morningstar Wide Moat F
rse includes US and nonUS companies in the media industry. Weights factors include valuation and potential for an event that might su
e price and yield performance, before fees and expenses of the Dow Jones U.S. Thematic Market Neutral Momentum Total Return Inde
sible before fees and expenses the price and yield performance of the DAXglobal Agribusiness Index.
ETN due October 16, 2042 (the Securities ) is a series of Monthly Pay 2xLeveraged ETRACS linked to the Market Vectors Global Mortg
replicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors Global Mortgage RE
TI) seeks to replicate, before fees and expenses, the price and yield performance of the Morningstar Global ex-US Moat Focus Index. M
o track the investment results of an index composed of positive impact companies that derive a majority of their revenue from products
ees and expenses, that track the performance of the S&P Merger Arbitrage Index. The S&P Merger Arbitrage Index provides exposure t
Series B (NYSE: MRRL) ("MRRL" or the "ETN") is an exchange-traded note linked to the monthly compounded 2x leveraged performan
ks to track the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks exhibiting relatively h
d seeks results that correspond generally to the price and yield performance before fees and expenses of the municipal bond sector of t
vely managed exchange-traded fund (ETF). Designed to be appropriate for investors seeking tax-exempt income the Fund consists of a
s based on risk (standard deviation) rather than investment fundamentals, such as earnings growth or valuations. First, the broad univer
s before fees and expenses that correspond to twice (200%) the daily performance of the S&P MidCap 400 Index.
ETF (the Fund ) seeks to track the total return performance, before fees and expenses, of the TOBAM Maximum Diversification USA I
stment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Materials Index
s before fees and expenses that correspond to the inverse (opposite) of the daily performance of the S&P MidCap 400 Index.
esults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the S&P MidCap 40
expenses, of 300% of the performance of the Dow Jones U.S. Select Home Construction Index. There is no guarantee the funds will me
eeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P BM
ent results that, before fees and expenses, correspond generally to the price and yield performance of the Nashville Index.
nt income through diversified exposure to short-term bonds. Put cash to work, help reduce interest rate risk, or diversify.
ks opportunities across all pockets of the global fixed income market, leveraging Newfleet s proven multi-sector approach. The Virtus N
ent results that correspond generally to the performance, before the fund s fees and expenses, of the Nasdaq US Insider Sentiment Ind
d is an exchange-traded fund incorporated in the USA. The Fund seeks to track the STOXX Global Broad Infrastructure Index Fund.
estment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI All Nigeria Select
Capital Nickel Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unle
possible before fees and expenses the price and yield performance of the Market Vectors Global Uranium and Nuclear Energy Index.
before fees and expenses, that track the performance of the S&P 500 Dividend Aristocrats Index.
ent results that correspond generally to the price and yield performance before fees and expenses of the MSCI Norway IMI 25/50 Index
s and expenses, of the BofA Merrill Lynch Enhanced Yield US Broad Bond Index. The Fund employs a passive management (or index
s and expenses, of the Bloomberg Barclays MSCI US Aggregate ESG Select Index. The Fund employs a passive management (or ind
s and expenses, of the TIAA ESG International Developed Markets Equity Index (the Index ). The Fund employs a passive manageme
s and expenses, of the TIAA ESG Emerging Markets Equity Index (the Index ). The Fund employs a passive management (or indexing
ent results, before fees and expenses, of 300% of the performance of the NYSE Arca Gold Miners Index. Potentially hedge exposure to
approach, seeking to track the investment results, before fees and expenses, of the TIAA ESG USA Large-Cap Growth Index (the Inde
approach, seeking to track the investment results, before fees and expenses, of the TIAA ESG USA Large-Cap Value Index (the Index
approach, seeking to track the investment results, before fees and expenses, of the TIAA ESG USA Mid-Cap Growth Index (the Index )
approach, seeking to track the investment results, before fees and expenses, of the TIAA ESG USA Mid-Cap Value Index (the Index ). T
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pital AMT-Free Long Continuous Municipal Index. The Index provides broad exposure to investment-grade municipal bonds with a nomin
rterly coupon linked to the cash distributions paid on the Master Limited Partnerships in the index, less investor fees.
for investors who seek exposure to the performance of the Index and any distributions that may be paid on the securities included in th
up Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The C-Tracks are designed for investors who seek exposure to the p
d to the cash distributions associated with the underlying MLP constituents, less investor fees. The Index is an equal-weighted composi
inked to the cash distributions paid on the Master Limited Partnerships in the index, less investor fees. The Index, comprised of 25 ener
ompounded 2x leveraged performance of Alerian MLP Infrastructure Index, less investor fees. MLPQ has been approved for listing on th
performance of the Alerian MLP Infrastructure Total Return Index (the "Index"), plus a fixed income return based on a hypothetical 91-da
of the Solactive MLP & Energy Infrastructure Index.
mance of 30 Master Limited Partnerships (MLPs) which hold energy and shipping assets in North America. These Index constituents are
veraged performance of S&P MLP Index, less investor fees. MLPV has been approved for listing on the NYSE Arca exchange (subject t
orate bonds with remaining maturities between five and ten years. The Fund seeks to track the investment results of the Markit iBoxx U
AG ("Credit Suisse"), acting through its Nassau Branch, that provide exposure to the price return version of the NYSE Multi-Asset High I
ds covered by an insurance policy guaranteeing the payment of principal and interest, and will also seek to enhance total return potenti
nd will also seek to enhance total return potential through its subadvisor s active management approach.
ex that tracks the performance of U.S. equity securities exhibiting price momentum. The S&P 1500 Positive Momentum Tilt Index applies
nvesting in global companies for which there has been a public announcement of a takeover by an acquirer. This differentiated approac
ngstar Wide Moat Focus IndexSM. The index is a rules-based, equal-weighted index intended to offer exposure to the 20 most attractiv
event that might surface underlying value in a particular security.
m Total Return Index. The target index, which is compiled by Dow Jones Indexes, is equal weighted, dollar neutral, sector neutral and is
ectors Global Mortgage REITs Index (the Index ). The Index tracks the overall performance of publicly-traded mortgage REITs that deriv
Global Mortgage REITs Index. The Index is a rules-based index intended to track the overall performance of publicly traded mortgage RE
Moat Focus Index. Morningstar Global ex-US Moat Focus Index is a rules-based, equal-weighted index intended to offer exposure to 50
enue from products and services that address at least one of the worlds major social and environmental challenges as identified by the U
provides exposure to a global merger arbitrage strategy, which seeks to capture the spread between the price at which the stock of a co
veraged performance of the Market Vectors Global Mortgage REITs Index (the "Index"), reduced by the Accrued Fees. MRRL is listed
exhibiting relatively higher momentum characteristics, before fees and expenses.
pal bond sector of the United States as defined by the S&P National AMT-Free Municipal Bond Index.
e Fund consists of a diversified portfolio of primarily intermediate duration high credit quality bonds which carry interest income that is ex
st, the broad universe is screened for lower-risk stocks. Then, to further minimize volatility potential, the correlation of each individual st
Diversification USA Index (the Index ). The Index is a rules-based index that is designed to create a more diversified equity portfolio of th
obal Materials Index.
400 Index.
the S&P MidCap 400 Index.
ee the funds will meet their stated investment objectives. The Dow Jones U.S. Select Home Construction Index measures U.S compan
nce of the S&P BMI North American Natural Resources Index. The S&P BMI North American Natural Resources Index (the "Index") com
roach. The Virtus Newfleet Multi-Sector Unconstrained Bond ETF (Ticker: NFLT) seeks to provide a high level of current income and, se
sider Sentiment Index. The Nasdaq US Insider Sentiment Index is designed to provide exposure to U.S. companies within the Nasdaq U
ture Index Fund.
I All Nigeria Select 25/50 Index.
ble through an unleveraged investment in the futures contracts in the Nickel markets. The Index is comprised of a single exchange trad
ar Energy Index.
way IMI 25/50 Index.

agement (or indexing ) approach, seeking to track the investment results, before fees and expenses, of the BofA Merrill Lynch Enhan
management (or indexing ) approach, investing in a diversified portfolio of U.S. investment grade bonds that satisfy certain environmenta
passive management (or indexing ) approach, investing all or substantially all of its assets in the securities represented in the Index in a
gement (or indexing ) approach, investing all or substantially all of its assets in the securities represented in the Index in approximately
y hedge exposure to equity and fixed income market risk.
wth Index (the Index ). The Fund generally invests in substantially all or a sample of the securities in the Index whose risk, return and ot
e Index (the Index ). The Fund generally invests in substantially all or a sample of the securities in the Index whose risk, return and oth
h Index (the Index ). The Fund generally invests in substantially all or a sample of the securities in the Index whose risk, return and othe
ndex (the Index ). The Fund generally invests in substantially all or a sample of the securities in the Index whose risk, return and other
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bonds with a nominal maturity of 17 years or more.
urities included in the Index.

k exposure to the performance of the Index and any distributions that may be paid on the securities included in the Index, reduced by a
l-weighted composite of the 15 largest natural gas infrastructure Master Limited Partnerships by market capitalization. The Index, whose
omprised of 25 energy infrastructure Master Limited Partnerships, is a liquid, midstream-focused subset of the Alerian MLP Index (NYSE
oved for listing on the NYSE Arca exchange (subject to official notice of issuance) and pays a variable quarterly coupon linked to the cas
a hypothetical 91-day Treasury Bill portfolio, less investor fees. The Index, comprised of 25 energy infrastructure Master Limited Partner
dex constituents are chosen for having the highest current indicative yields among MLPs meeting certain criteria1. The quarterly coupo
exchange (subject to official notice of issuance) and pays a variable quarterly coupon linked to the cash distributions, if any, on the Inde
f the Markit iBoxx USD Liquid Investment Grade Intermediate Index (the Underlying Index ), which is designed to reflect the performanc
E Multi-Asset High Income Index. The price return version of the Index does not reflect the value of reinvested cash dividends or distribu
e total return potential through the subadvisor s active management approach.
um Tilt Index applies an alternative weighting methodology to the S&P Composite 1500 Index so that stocks with relatively high moment
ferentiated approach is based on a passive strategy of owning certain announced takeover targets with the goal of generating returns th
he 20 most attractively priced companies with sustainable competitive advantages according to Morningstar s equity research team.
sector neutral and is not levered. The index rebalances monthly by identifying the highest momentum stocks as long positions and lowe
age REITs that derive at least 50% of their revenues from mortgage-related activities. The Securities are senior unsecured debt securiti
traded mortgage REITs.
ffer exposure to 50 attractively priced companies outside the U.S. with sustainable competitive advantages according to Morningstars e
as identified by the United Nations Sustainable Development Goals. The MSCI ACWI Sustainable Impact Index is designed to identify lis
ch the stock of a company (each such company, a "target") trades after a proposed acquisition of such target is announced and the valu
ees. MRRL is listed on the NYSE Arca exchange, is denominated in USD, and pays a USD-denominated variable monthly coupon linked
st income that is exempt from federal tax and in some cases state tax. With this Fund investors will see the names of the bonds owned
of each individual stock to all other stocks in the portfolio is scrutinized. This process helps the team create what they believe is an optim
equity portfolio of the common and preferred stock of large and mid-capitalization U.S. companies relative to traditional market capitaliz
asures U.S companies in the home construction sector that provide a wide range of products and services related to homebuilding, inclu
ex (the "Index") comprises publicly traded large- and mid-capitalization U.S. and Canadian companies in the natural resources and com
rent income and, secondarily, capital appreciation. While NFLT embraces the virtues of diversification, the lack of formal sector, industry
within the Nasdaq US Large Mid Cap Index (which consists of approximately 900 stocks) which exhibit high degrees of corporate inside
he index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS
ngle exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. Howev
Merrill Lynch Enhanced Yield US Broad Bond Index (the Enhanced Index ). The Fund generally invests in a sample of the securities in
ertain environmental, social and governance ( ESG ) criteria. The Bloomberg Barclays MSCI US Aggregate ESG Select Index (the Inde
nted in the Index in approximately the same proportions as the Index. The Index uses a rules-based methodology to arrive at a diversifie
ex in approximately the same proportions as the Index. The Index uses a rules-based methodology to arrive at a diversified portfolio of e
e risk, return and other characteristics resemble the risk, return and other characteristics of the Index. Under normal market conditions,
risk, return and other characteristics resemble the risk, return and other characteristics of the Index. Under normal market conditions, th
risk, return and other characteristics resemble the risk, return and other characteristics of the Index. Under normal market conditions, th
sk, return and other characteristics resemble the risk, return and other characteristics of the Index. Under normal market conditions, the
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ndex, reduced by an accrued investor fee as described below. The Index is a rules-based proprietary index developed by Miller/Howard
n. The Index, whose constituents earn the majority of their cash flow from the transportation, storage, and processing of natural gas and
n MLP Index (NYSE: AMZ). The Index, whose constituents generally earn the majority of their cash flow from the transportation and sto
pon linked to the cash distributions, if any, on the Index constituents.

ster Limited Partnerships, is a liquid, midstream-focused subset of the Alerian MLP Index (NYSE: AMZ). The Index, whose constituents
The quarterly coupon payments are linked to the cash distributions paid on the MLPs in the Index, less accrued tracking fees. The ETN
s, if any, on the Index constituents.
flect the performance of U.S. dollar-denominated investment-grade corporate debt with remaining maturities between five and ten years
dividends or distributions; rather, such cash dividends or distributions on the securities comprising the index, if any, less investor fees an
atively high momentum are overweight relative to the S&P 1500 Index and stocks with relatively low momentum are underweight.
generating returns that are representative of global merger arbitrage activity. The Index also includes short exposure to global equities a
research team.
positions and lowest momentum stocks as short positions, of approximately equal dollar amounts, within each sector.
ecured debt securities issued by UBS AG (UBS). The Securities provide a monthly compounded two times leveraged long exposure to t
g to Morningstars equity research team.

esigned to identify listed companies whose core business addresses at least one of the world s social and environmental challenges, as
ounced and the value (cash plus stock) that the acquiring company (the "acquirer") has proposed to pay for the stock of the target (a "sp
onthly coupon linked to two times the cash distributions, if any, on the Index constituents, less any withholding taxes.
of the bonds owned daily. In addition the Fund will not use options futures or swaps.
y believe is an optimal portfolio mix for pursuing the best risk-adjusted returns.
nal market capitalization weighted benchmarks. The Index uses a quantitative model to weight companies in the Index universe to max
homebuilding, including home construction and producers, sellers and suppliers of building materials, furnishings and fixtures and also
resources and commodities businesses that meet certain investability requirements and are classified within the sub-industries of one
mal sector, industry, or country limitations means that the team can express its highest conviction ideas. Unlike many unconstrained fun
s of corporate insider buying. The universe of securities is screened by a series of three factors increase in average shares held by corp
he Bloomberg-UBS Cocoa Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract on the
s contracts. However, unlike many commodity indices, which roll their exposure to the corresponding futures contract on a monthly basi
e of the securities in the Enhanced Index whose risk, return and other characteristics resemble the risk, return and other characteristic
elect Index (the Index ) uses a rules-based methodology that seeks to provide investment exposure that generally replicates the Bloomb
arrive at a diversified portfolio of equity securities issued by companies located in countries with developed markets (excluding the U.S.
ersified portfolio of equity securities issued by companies located in countries with emerging markets that adhere to predetermined ESG
market conditions, the Fund invests at least 80% of its assets, exclusive of collateral held from securities lending, in component securit
market conditions, the Fund invests at least 80% of its assets, exclusive of collateral held from securities lending, in component securitie
market conditions, the Fund invests at least 80% of its assets, exclusive of collateral held from securities lending, in component securities
rket conditions, the Fund invests at least 80% of its assets, exclusive of collateral held from securities lending, in component securities o
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ed by Miller/Howard Investments, Inc., designed to measure the performance of 25 master limited partnerships ( MLPs ) selected by a m
g of natural gas and natural gas liquids, provides investors with a benchmark for the infrastructure component of the natural gas industr
ansportation and storage of energy commodities, provides investors with a benchmark for the infrastructure component of this emerging
whose constituents generally earn the majority of their cash flow from the transportation and storage of energy commodities, provides in
king fees. The ETNs are senior, unsecured debt obligations of Morgan Stanley.
n five and ten years. The Underlying Index offers exposure to liquid corporate bonds of the specified maturity range and is rebalanced o
ess investor fees and any withholding taxes, are reflected in the variable monthly coupon that may be paid to investors of the ETN. The
underweight.
to global equities as a partial equity market hedge. Merger arbitrage is a directional hedge fund strategy. The IQ Merger Arbitrage ETF
d long exposure to the performance of the Index, reduced by the Accrued Fees
ental challenges, as defined by the United Nations Sustainable Development Goals. The Sustainable Impact categories include: nutritiou
k of the target (a "spread").
dex universe to maximize the Diversification Ratio of the Index, a proprietary metric based on the volatility of each Index constituent and
nd fixtures and also home improvement retailers.

b-industries of one of three natural resources categories: energy, materials or agriculture. The Index is a sub-set of the S&P Global Larg
y unconstrained funds, however, NFLT does not invest in equities, which can be highly volatile and out-of-sync with bond investors exp
shares held by corporate insiders, and a combination of positive share price momentum and lower share price volatility. The 100 highes
ures contract on the commodity of cocoa, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM
ct on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts wit
other characteristics of the Enhanced Index. Under normal market conditions, the Fund invests at least 80% of its assets, exclusive o
eplicates the Bloomberg Barclays U.S. Aggregate Bond Index (the "Base Index") through a portfolio of securities that adhere to predeter
(excluding the U.S. and Canada) that adhere to predetermined ESG, controversial business involvement and low-carbon criteria. The I
predetermined ESG, controversial business involvement and low-carbon criteria. The Index is rebalanced quarterly.
component securities of the Index. The Index is composed of equity securities issued by large capitalization companies listed on U.S. e
component securities of the Index. The Index is composed of equity securities issued by large capitalization companies listed on U.S. ex
omponent securities of the Index. The Index is composed of equity securities issued by mid-capitalization companies listed on U.S. exc
mponent securities of the Index. The Index is composed of equity securities issued by mid-capitalization companies listed on U.S. excha
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Ps ) selected by a methodology based upon quantitative fundamental factors of publicly traded MLPs. The methodology tracked by the
natural gas industry.
ent of this emerging asset class. The Index is calculated using a capped, float-adjusted, capitalization-weighted methodology that results
modities, provides investors with a benchmark for the infrastructure component of this emerging asset class. The Index is calculated usin
and is rebalanced on a monthly basis.

ors of the ETN. The ETNs are listed on NYSE Arca under the ticker symbol "MLTI".
rger Arbitrage ETF is not a hedge fund and does not invest in hedge funds.
ies include: nutritious products, treatment of major diseases, sanitary products, education, affordable housing, loans to small and mediu
dex constituent and its correlation to the other Index constituents.
he S&P Global LargeMidCap Commodity and Resources Index (the "Parent Index"), which serves as the initial universe of eligible secu
bond investors expectations. Because the Fund is benchmark agnostic, Newfleet is not compelled to take risks embedded in the benc
ility. The 100 highest-ranking securities, subject to industry weight constraints, are selected for inclusion in the Index and an equal weigh
utures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
assets, exclusive of collateral held from securities lending, in component securities of the Enhanced Index. The Enhanced Index is des
adhere to predetermined ESG criteria. The Index is composed of U.S. government securities, debt securities issued by U.S. corporatio
arbon criteria. The Index is rebalanced quarterly.
nies listed on U.S. exchanges that meet certain environment, social and governance ( ESG ) criteria.
es listed on U.S. exchanges that meet certain environment, social and governance ( ESG ) criteria.
s listed on U.S. exchanges that meet certain environment, social and governance ( ESG ) criteria.
listed on U.S. exchanges that meet certain environment, social and governance ( ESG ) criteria.
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logy tracked by the Index (the Methodology ) is intended to provide exposure to a target basket of 25 MLPs selected using certain quan
hodology that results in greater diversification versus a pure market capitalization-weighted index.
ex is calculated using a capped, float-adjusted, capitalization-weighted methodology that results in greater diversification versus a pure
s to small and medium size enterprises, alternative energy, energy efficiency, green building, sustainable water, and pollution prevention
erse of eligible securities for the Index. The Parent Index consists of U.S. and foreign publicly traded large- and mid-cap companies in th
bedded in the benchmark, such as unwanted exposure to interest rate sensitive sectors or overvalued credits.
and an equal weighting methodology is applied.
hanced Index is designed to broadly capture the U.S. investment grade fixed income market and uses a rules-based weighting method
d by U.S. corporations, residential and commercial mortgage-backed securities, asset-based securities and U.S. dollar-denominated de
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d using certain quantitative fundamental factors of MLPs, including distribution growth, estimated capital expenditures and distribution c
ation versus a pure market capitalization-weighted index.
pollution prevention. To be eligible for inclusion in the Index, companies must generate at least 50% of their sales from one or more of th
cap companies in the natural resources and commodities businesses that are classified within the sub-industries of the energy, materia
d weighting methodology that seeks to enhance yield while maintaining comparable risk. The Enhanced Index is primarily comprised o
ar-denominated debt securities issued by non-U.S. governments and corporations.
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es and distribution coverage. The Methodology aims to achieve this through a quarterly, rules-based selection of MLPs to be included in
om one or more of the Sustainable Impact categories and maintain minimum environmental, social and governance (ESG) standards. Th
the energy, materials or agriculture categories, have a minimum float adjusted market capitalization of $1 billion and have a minimum th
rimarily comprised of U.S. government securities, debt securities issued by U.S. corporations, residential and commercial mortgage-ba
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Ps to be included in the Index for the following quarter based on certain observable fundamental factors.
(ESG) standards. The parent index is MSCI ACWI. Constituent selection is based on data from MSCI ESG Research.
have a minimum three-month average daily trading value of $5 million. The Index consists of companies comprising the Parent Index t
mercial mortgage-backed securities, asset-backed securities and U.S. dollar-denominated debt securities issued by non-U.S. governme
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g the Parent Index that are domiciled in and pubicly traded principally in the U.S. or Canada. Each natural resources category includes
non-U.S. governments and corporations that are publicly offered for sale in the U.S.
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s category includes companies classified within specific Global Industry Classification Standard (GICS) sub-industries according to the c
375033264.xls
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s according to the companys principal business activity.
375033264.xls
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NuShares Short-Term REIT ETF NURE Nuveen 67092P706

NuShares Enhanced Yield 1-5 Year U.S. Aggrega NUSA Nuveen 67092P110
NuShares ESG Small-Cap ETF NUSC Nuveen 67092P607
iShares New York Muni Bond ETF NYF Blackrock (iShares) 464288323
O Shares FTSE Asia Pacific Quality Dividend ETFOASI OShares Investments 351680822
KraneShares MSCI One Belt One Road ETF OBOR Krane Shares 500767868
ClearShares OCIO ETF OCIO Exchange Traded Conce26922A727
iShares S&P 100 ETF OEF Blackrock (iShares) 464287101
O Shares FTSE Europe Quality Dividend ETF OEUR OShares Investments 351680848
Guggenheim S&P 100 Equal Weight ETF OEW Guggenheim 78355W478
VanEck Vectors Oil Service ETF OIH Van Eck Associates Corp92189F718
Credit Suisse X-Links WTI Crude Oil Index ETN OIIL Credit Suisse 22539T332
iPath Goldman Sachs Crude Oil Total Return Ind OIL Barclays iPath 06738C786
iPath Series B S&P GSCI Crude Oil Total Return OILB Barclays iPath 06745R693
ProShares UltraPro 3x Short Crude Oil ETF OILD ProShares 74347W213
ProShares K 1 Free Crude Oil Strategy ETF OILK ProShares 74347B417
ProShares UltraPro 3x Crude Oil ETF OILU ProShares 74347W221
ETRACS S&P GSCI Crude Oil Total Return Index OILX UBS 90270L354
Eaton Vance Oaktree Diversified Credit NextShar OKDCC Eaton Vance 27830Y872
The Long-Term Care ETF OLD Janus 47103U407
iPath Pure Beta Crude Oil ETN OLEM Barclays iPath 06740P221
DB Crude Oil Long ETN OLO DBX Strategic Advisors 25154K866
Oppenheimer Russell 1000 Dynamic Multifactor OMFL Oppenheimer Funds 68386C724
Oppenheimer Russell 2000 Dynamic Multifactor OMFS Oppenheimer Funds 68386C112
Oppenheimer Russell 1000 Momentum Factor ETOMOM Oppenheimer Funds 68386C682
SPDR Russell 1000 Momentum Focus ETF ONEO State Street (SPDR) 78468R762
Fidelity NASDAQ Composite Index Tracking Stoc ONEQ Fidelity 315912808
SPDR Russell 1000 Low Volatility Focus ETF ONEV State Street (SPDR) 78468R754
SPDR Russell 1000 Yield Focus ETF ONEY State Street (SPDR) 78468R770
iPath Pure Beta Energy ETN ONG Barclays iPath 06740P312
OShares FTSE Russell International Quality Divi ONTL OShares Investments 67110P209
Guggenheim Large Cap Optimized Diversification OPD Guggenheim 18383M167
Oppenheimer Russell 1000 Quality Factor ETF OQAL Oppenheimer Funds 68386C674
The Organics ETF ORG Janus 47103U605
Oppenheimer Russell 1000 Size Factor ETF OSIZ Oppenheimer Funds 68386C690
Van Eck Merk Gold Trust OUNZ Merk Investments 921078101
O Shares FTSE US Quality Dividend ETF OUSA OShares Investments 351680855
O Shares FTSE US Small Cap Quality Dividend OUSM OShares Investments 67110P100
Guggenheim U.S. Large Cap Optimized Volatility OVLC Guggenheim 18385P804
Oppenheimer Russell 1000 Value Factor ETF OVLU Oppenheimer Funds 68386C658
Oppenheimer Russell 1000 Low Volatility Factor OVOL Oppenheimer Funds 68386C666
Oppenheimer Russell 1000 Yield Factor ETF OYLD Oppenheimer Funds 68386C716
PowerShares FTSE RAFI Asia Pacific ex-Japan Po PAF Invesco Powershares 73936T854
PowerShares Global Agriculture Portfolio PAGG Invesco Powershares 73936Q702
Global X MSCI Pakistan ETF PAK Global X 37950E689
ETFS Physical Palladium Shares PALL ETF Securities 26923A106
Global X U.S. Infrastructure Development ETF PAVE Global X 37954Y673
Powershares Global Clean Energy Portfolio PBD Invesco Powershares 73936T615
PowerShares PureBeta FTSE Developed ex-NorthPBDM Invesco Powershares 73937B274
Powershares Dynamic Biotechnology & Genome Po PBE Invesco Powershares 73935X856
PowerShares PureBeta FTSE Emerging Markets Po PBEE Invesco Powershares 73937B266
Powershares Dynamic Food & Beverage Portfolio PBJ Invesco Powershares 73935X849
PowerShares PureBeta US Aggregate Bond PortfoPBND Invesco Powershares 73937B258
PowerShares S&P 500 BuyWrite Portfolio PBP Invesco Powershares 73936G308
Powershares Dynamic Media Portfolio PBS Invesco Powershares 73935X823
PowerShares PureBeta MSCI USA Small Cap PortPBSM Invesco Powershares 73937B282
PowerShares PureBeta 0-5 Yr US TIPS Portfolio PBTP Invesco Powershares 73937B241
PowerShares PureBeta MSCI USA Portfolio PBUS Invesco Powershares 73937B290
Powershares WilderHill Clean Energy Portfolio PBW Invesco Powershares 73935X112
PowerShares CEF Income Composite Portfolio PCEF Invesco Powershares 73936Q843
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US67092P1104 03/31/2017 0.2 Bonds
US4642883239 10/04/2007 0.25 Bonds
US90270L3548 02/17/2016 0.5 Commodities & Metals
US27830Y8729 11/15/2017 0.9 Bonds
US73937B2584 09/29/2017 0.05 Bonds
US73937B2410 09/22/2017 0.07 Bonds
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Not Applicable Dow Jones U.S. Select SThe Fund seeks to track the investments results, before fees and expenses,
Not Applicable BofA Merrill Lynch Enha The Fund seeks to track the investment results, before fees and expenses, o
Not Applicable TIAA ESG USA Small-CaThe Fund employs a passive management (or indexing ) approach, seeking
Not Applicable S&P New York AMT-FreeThe iShares S&P New York AMT-Free Municipal Bond Fund seeks results th
Not Applicable FTSE Developed Asia Pac The Fund employs a passive management or rules based investment app
Not Applicable MSCI Global China Infra The KraneShares MSCI One Belt One Road ETF (ticker: OBOR) seeks to pr
Not Applicable Not Applicable The Fund is an actively-managed fund of funds and seeks to achieve its ob
Not Applicable S&P 100 Index The iShares S&P 100 Index Fund seeks investment results that correspond
Not Applicable FTSE Developed EuropeThe Fund employs a passive management or rules based investment app
Not Applicable S&P 100 Equal Weight I Guggenheim S&P 100 Equal Weight ETF (OEW) seeks to replicate as close
Not Applicable Market Vectors US ListedThe Market Vectors Oil Services ETF (OIH) seeks to replicate as closely as
Not Applicable Bloomberg WTI Crude OilThe X-Links WTI Crude Oil Index ETNs (such exchange traded notes, the "E
Not Applicable S&P GSCICrude Oil TotalThe iPath S&P GSCI Crude Oil Total Return Index ETN is a sub-index of the
Not Applicable S&P GSCI Crude Oil TotaThe iPath Series B S&P GSCI Crude Oil Total Return Index ETNs (the "ETN
Not Applicable Bloomberg WTI Crude OiProShares UltraPro 3x Short Crude Oil ETF seeks daily investment results, b
Not Applicable Not Applicable ProShares K 1 Free Crude Oil Strategy ETF seeks to provide total return thr
Not Applicable Bloomberg WTI Crude OiProShares UltraPro 3x Crude Oil ETF seeks daily investment results, before
Not Applicable S&P GSCI Crude Oil TotaThe ETRACS S&P GSCI Crude Oil Total Return Index ETN (NYSE: OILX) (
Not Applicable Not Applicable The Fund invests in securities and other instruments to establish investment
Not Applicable Solactive Long-Term CarThe Long-Term Care ETF seeks investment results that correspond generall
Not Applicable Barclays Capital WTI Cr The iPath Pure Beta Crude Oil ETN is linked to the Barclays Capital WTI Cru
Not Applicable Deutsche Bank Liquid CoDB Crude Oil ETNs are based on a total return version of the Deutsche Ban
Not Applicable Russell 1000 OFI DynamiThe Oppenheimer Russell 1000 Dynamic Multifactor ETF gives investors ac
Not Applicable Russell 2000 OFI DynamiThe Oppenheimer Russell 2000 Dynamic Multifactor ETF gives investors ac
Not Applicable Russell 1000 MomentumThe Oppenheimer Russell 1000 Momentum Factor ETF is composed of secu
Not Applicable Russell 1000 MomentumThe SPDR Russell 1000 Momentum Focus ETF seeks to provide investmen
Not Applicable NASDAQ Composite Ind The investment seeks to provide investment returns that closely corresponds
Not Applicable Russell 1000 Low Volatil The SPDR Russell 1000 Low Volatility Focus ETF seeks to provide investme
Not Applicable Russell 1000 Yield Focu The SPDR Russell 1000 Yield Focus ETF seeks to provide investment resul
Not Applicable Barclays Capital CommodThe iPath Pure Beta Energy ETN is linked to the Barclays Capital Commodit
Not Applicable FTSE Developed ex US Q The Fund employs a passive management or rules based investment app
Not Applicable Wilshire Large Cap OptimGuggenheim Large Cap Optimized Diversification ETF (OPD) seeks investm
Not Applicable Russell 1000 Quality FacThe Oppenheimer Russell 1000 Quality Factor ETF is composed of securitie
Not Applicable Solactive Organics IndexThe Organics ETF seeks investment results that correspond generally to the
Not Applicable Russell 1000 Size FactorThe Oppenheimer Russell 1000 Size Factor ETF is composed of securities i
Not Applicable Gold - London PM Gold PVan Eck Merk Gold Trust (the trust ) seeks to provide investors with a conve
Not Applicable FTSE U.S. Qual/Vol/Yiel The Fund employs a passive management or rules based investment appr
Not Applicable FTSE USA Small Cap Qua O Shares FTSE US Small Cap Quality Dividend ETF (OUSM) is designed to
Not Applicable Guggenheim U.S. Large C Guggenheim U.S. Large Cap Optimized Volatility ETF (OVLC) seeks investm
Not Applicable Russell 1000 Value Fact The Oppenheimer Value Factor ETF is composed of securities in the Russel
Not Applicable Russell 1000 Volatility F The Oppenheimer Russell 1000 Low Volatility Factor ETF is composed of se
Not Applicable Russell 1000 Yield FactoThe Oppenheimer Russell 1000 Yield Factor ETF is composed of securities
Not Applicable FTSE RAFI Developed Asi The PowerShares FTSE RAFI Asia Pacific ex-Japan Portfolio (Fund) is base
Not Applicable NASDAQ OMX Global Agri The PowerShares Global Agriculture Portfolio (Fund) is based on the NASDA
Not Applicable MSCI All Pakistan SelectThe Global X MSCI Pakistan ETF seeks to provide investment results that co
Not Applicable Palladium - London PM FETFS Physical Palladium (PALL) is designed to offer investors a simple cost
Not Applicable INDXX U.S. Infrastructu The Global X U.S. Infrastructure Development ETF (PAVE) seeks to invest in
Not Applicable WilderHill New Energy GlThe PowerShares Global Clean Energy Portfolio (Fund) is based on the Wild
Not Applicable FTSE Developed ex NortThe PowerShares PureBeta FTSE Developed ex-North America Portfolio (th
Not Applicable Dynamic Biotechnology &The PowerShares Dynamic Biotechnology & Genome Portfolio (Fund) is bas
Not Applicable FTSE Emerging Index The PowerShares PureBeta FTSE Emerging Markets Portfolio (the "fund") is
Not Applicable Dynamic Food & Beverage The PowerShares Dynamic Food & Beverage Portfolio (Fund) is based on th
Not Applicable BofA Merrill Lynch US B The PowerShares PureBeta US Aggregate Bond Portfolio (the "fund") is bas
Not Applicable CBOE S&P 500 BuyWriteThe PowerShares S&P 500 BuyWrite Portfolio (Fund) is based on the CBOE
Not Applicable Dynamic Media IntellidexThe PowerShares Dynamic Media Portfolio (Fund) is based on the Dynamic
Not Applicable MSCI USA Small Cap In The PowerShares PureBeta MSCI USA Small Cap Portfolio (the "fund") is ba
Not Applicable BofA Merrill Lynch 0-5 Y The PowerShares PureBeta 0-5 Yr US TIPS Portfolio (the "fund") is based o
Not Applicable MSCI USA Index The PowerShares PureBeta MSCI USA Portfolio (the "fund") is based on the
Not Applicable WilderHill Clean Energy The PowerShares WilderHill Clean Energy Portfolio (Fund) is based on the W
Closed End Funds S-Network Composite Cl The PowerShares CEF Income Composite Portfolio (Fund) is based on the S
375033264.xls
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es and expenses, of the Dow Jones U.S. Select Short-Term REIT Index. The Fund employs a passive management (or indexing ) appr
s and expenses, of the BofA Merrill Lynch Enhanced Yield 1-5 Year US Broad Bond Index. The Funds offers the potential for enhanced
approach, seeking to track the investment results, before fees and expenses, of the TIAA ESG USA Small-Cap Index2 (the Index ). The
nd seeks results that correspond generally to the price and yield performance before fees and expenses of the New York municipal bond
d investment approach that seeks to track the performance of the Target Index, before fees and expenses. The Fund seeks to track the
OBOR) seeks to provide investment results that track the price and yield performance of the MSCI Global China Infrastructure Exposure
s to achieve its objective by investing primarily in other registered investment companies, including other actively-managed exchange-tr
s that correspond generally to the price and yield performance before fees and expenses of U.S. large-cap stocks as represented by the
replicate as closely as possible, before fees and expenses, the daily performance of the S&P 100 Equal Weight Index. The S&P 100 E
cate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Listed Oil Services 25
aded notes, the "ETNs") are senior, unsecured debt securities issued by Credit Suisse AG ("Credit Suisse"), acting through its Nassau B
a sub-index of the S&P GSCI Commodity Index. The S&P GSCI Crude Oil Total Return Index reflects the returns that are potentially ava
x ETNs (the "ETNs") are designed to provide exposure to the S&P GSCI Crude Oil Total Return Index (the "Index"). The ETNs are riski
vestment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the Bloomberg
ide total return through actively managed exposure to the West Texas Intermediate crude oil futures markets. The Fund seeks to provid
ent results, before fees and expenses, that correspond to three times (3x) the daily performance of the Bloomberg WTI Crude Oil Subin
N (NYSE: OILX) ( OILX or the ETN ) is an exchange-traded note linked to the performance of the S&P GSCI Crude Oil Total Return Ind
tablish investment exposures to credit markets around the world. The Fund invests at least 80% of its net assets (plus any borrowings fo
orrespond generally to the performance, before fees and expenses, of an index which is designed to track the performance of companie
ys Capital WTI Crude Oil Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available thro
he Deutsche Bank Liquid Commodity Index Oil, which is intended to track the long or short performance of the underlying futures cont
gives investors access to a selection of companies in the Russell 1000 Index through exposure to a subset of the low volatility, momentu
gives investors access to a selection of companies in the Russell 2000 Index through exposure to a subset of the low volatility, momentu
composed of securities in the Russell 1000 Index that, in the aggregate, have greater price momentum characteristics relative to the br
provide investment results that, before fees and expenses, correspond generally to the total return performance of the Russell 1000 Mo
osely corresponds to the price and yield performance of the Nasdaq Composite index. The fund normally invests at least 80% of assets
o provide investment results that, before fees and expenses, correspond generally to the total return performance of the Russell 1000 L
e investment results that, before fees and expenses, correspond generally to the total return performance of the Russell 1000 Yield Focu
Capital Commodity Index Energy Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Commodity Index Pure B
PD) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of the Wilshire Large
mposed of securities in the Russell 1000 Index that, in the aggregate, have greater quality characteristics relative to the broader U.S. equ
nd generally to the performance, before fees and expenses, of an index which is designed to track the performance of companies globa
osed of securities in the Russell 1000 Index that, in the aggregate, have smaller market capitalizations than the broader U.S. equity mar
stors with a convenient and cost-efficient way to buy and hold gold through an exchange traded product with the option to take physica
SM) is designed to be a core investment holding, providing cost efficient access to a port-folio of small cap high quality low volatility divid
LC) seeks investment results that correspond generally to the performance, before the fund s fees and expenses, of the Guggenheim U
ities in the Russell 1000 Index that, in the aggregate, have lower valuations relative to the broader U.S. equity market.
is composed of securities in the Russell 1000 Index that, in the aggregate, have lower volatility characteristics relative to the broader U.
osed of securities in the Russell 1000 Index that, in the aggregate, have higher yields than the broader U.S. equity market.
olio (Fund) is based on the FTSE RAFI Developed Asia Pacific ex Japan Index (Index). The Fund will normally invest at least 90% of its
sed on the NASDAQ OMX Global Agriculture IndexSM (Index). The Fund will normally invest at least 90% of its total assets in securities
ment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI All Pakistan Select 25
tors a simple cost-efficient and secure way to access the precious metals market. PALL is intended to provide investors with a return eq
) seeks to invest in companies that stand to benefit from a potential increase in infrastructure activity in the United States, including thos
based on the WilderHill New Energy Global Innovation Index (Index). The Fund will normally invest at least 90% of its total assets in se
merica Portfolio (the "fund") is based on the FTSE Developed ex North America Index (the "index"). The fund will invest at least 90% of i
tfolio (Fund) is based on the Dynamic Biotech & Genome IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90%
folio (the "fund") is based on the FTSE Emerging Index (the "index"). The fund will invest at least 90% of its total assets in securities, th
und) is based on the Dynamic Food & Beverage IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its to
(the "fund") is based on the BofA Merrill Lynch US Broad Market Index (the index ). The fund will invest at least 80% of its total assets
ased on the CBOE S&P 500 BuyWrite IndexTM (Index). The Fund generally will invest at least 90% of its total assets in securities that c
d on the Dynamic Media IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total assets in common s
o (the "fund") is based on the MSCI USA Small Cap Index (the "index"). The fund will invest at least 90% of its total assets in securities
"fund") is based on the BofA Merrill Lynch 0-5 Year US Inflation-Linked Treasury Index (the "index"). The fund will invest at least 80% o
d") is based on the MSCI USA Index (the "index"). The fund will invest at least 90% of its total assets in securities that comprise the inde
) is based on the WilderHill Clean Energy Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks
) is based on the S-Network Composite Closed-End Fund Index (Index). The Fund will normally invest at least 80% of its total assets in
375033264.xls
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(or indexing ) approach, investing in U.S. real estate investment trusts (REITs) with short-term lease agreements which may exhibit les
ential for enhanced yield relative to the short-term, taxable investment grade fixed income market with comparable risk. The Fund inves
x2 (the Index ). The Fund generally invests in substantially all or a sample of the securities in the Index whose risk, return and other cha
York municipal bond sector of the U.S. municipal bond market as defined by the S&P New York AMT-Free Municipal Bond Index.
nd seeks to track the performance (before fees and expenses) of its target index, the FTSE Asia Pacific Qual / Vol / Yield Factor 5% Cap
astructure Exposure Index. The Index aims to identify potential beneficiaries of the One Belt One Road initiative based on how their geo
anaged exchange-traded funds ( ETFs ) and index-based ETFs (collectively, Underlying Funds ), that provide exposure to a broad rang
s represented by the Standard & Poors 100 Index.
nd seeks to track the performance (before fees and expenses) of its target index, the FTSE Europe Qual / Vol / Yield Factor 5% Capped
ex. The S&P 100 Equal Weight Index (EWI) is the equal-weight version of the S&P 100. The index has the same constituents as the ca
sted Oil Services 25 Index (MVOIHTR). The Index is a rules-based index intended to track the overall performance of 25 of the largest U
hrough its Nassau Branch, that provide exposure to the Bloomberg WTI Crude Oil Total Return Subindex (the "Index"). The Index is inte
at are potentially available through an unleveraged investment in the West Texas Intermediate (WTI) crude oil futures contract plus the T
The ETNs are riskier than ordinary unsecured debt securities and have no principal protection. The ETNs are unsecured debt obligatio
e of the Bloomberg WTI Crude Oil Subindex. The Bloomberg WTI Crude Oil Subindex, a subindex of the Bloomberg Commodity Index,
und seeks to provide total return through actively managed exposure to the West Texas Intermediate ( WTI ) crude oil futuresmarkets. T
WTI Crude Oil Subindex. The Bloomberg WTI Crude Oil Subindex, a subindex of the Bloomberg Commodity Index, is intended to reflect
Oil Total Return Index, less investor fees. The return on the ETNs is linked to the performance of the S&P GSCI Crude Oil Total Return
us any borrowings for investment purposes) in credit-related investments (the 80% Policy ). For purposes of this 80% Policy, credit-rela
mance of companies globally that are positioned to profit from providing long-term care to the aging population, including companies ow
ntially available through an unleveraged investment in the futures contracts in the Crude Oil markets. The Index is comprised of a single
derlying futures contracts of a basket of oil futures contracts. The Long ETN is based on the Optimum YieldTM version of the Index, and
w volatility, momentum, quality, size and value factors.
w volatility, momentum, quality, size and value factors.
ics relative to the broader U.S. equity market.
he Russell 1000 Momentum Focused Factor Index. The Russell 1000 Momentum Focused Factor Index is designed to reflect the perfor
least 80% of assets in common stocks included in the index. Advisor uses a sampling technique based on quantitative analytic procedu
the Russell 1000 Low Volatility Focused Factor Index. The Russell 1000 Low Volatility Focused Factor Index is designed to reflect the p
sell 1000 Yield Focused Factor Index. The Russell 1000 Yield Focused Factor Index is designed to reflect the performance of a segmen
modity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in six futures contra
nd seeks to track the performance (before fees and expenses) of the FTSE Developed ex US Qual/Vol/Yield 5% Capped Factor Index (t
the Wilshire Large Cap Optimized Diversification Index. The Wilshire Large Cap Optimized Diversification Index ( index ) is designed to
he broader U.S. equity market.
of companies globally that are positioned to profit from increasing demand for organic products, including companies which service, pro
der U.S. equity market.
tion to take physical delivery of gold if and when desired.
d seeks to track the performance (before fees and expenses) of its target index, the FTSE US Qual / Vol / Yield Factor 5% Capped Inde
ty low volatility dividend paying companies in the United States selected based on fundamental metrics including QUALITY, LOW VOLA
f the Guggenheim U.S. Large Cap Optimized Volatility Index. Guggenheim U.S. Large Cap Optimized Volatility Index is designed to deli
ve to the broader U.S. equity market.
t at least 90% of its total assets in securities that comprise the Index and American Depository Receipts (ADRs) based on the securities
l assets in securities that comprise the Index and American depositary receipts and global depositary receipts based on the securities in
l Pakistan Select 25/50 Index.The MSCI All Pakistan Select 25/50 Index is designed to represent the performance of the broad Pakistan
tors with a return equivalent to movements in the palladium spot price less fees.
tates, including those involved in the production of raw materials, heavy equipment, engineering, and construction. The Index is a modif
ts total assets in securities that comprise the Index and American Depository Receipts (ADRs) based on the securities in the Index. The
est at least 90% of its total assets in securities that comprise the index. The index measures the performance of large- and mid-capitaliz
ly invest at least 90% of its total assets in common stocks that comprise the Index. The Intellidex Index is designed to provide capital ap
sets in securities, that comprise the index, as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) that a
at least 90% of its total assets in common stocks that comprise the Index. The Intellidex Index is designed to provide capital appreciation
% of its total assets in securities that comprise the index. The index measures the performance of US dollar-denominated, investment g
s in securities that comprise the Index and will write (sell) call options thereon. The Index is a total return benchmark index that is design
assets in common stocks that comprise the Index. The Intellidex Index is designed to provide capital appreciation by thoroughly evaluat
assets in securities that comprise the index. The index measures the performance of the small-capitalization segment of the US equity m
nvest at least 80% of its total assets in securities that comprise the index. The index measures the performance of US Treasury Inflation
at comprise the index. The index measures the performance in the large- and mid-capitalization segments of the US equity market and w
in common stocks that comprise the Index. The Index is composed of stocks of companies that are publicly traded in the United States
of its total assets in securities of funds included in the Index. The Fund is a fund of funds as it invests its assets in the common shares o
375033264.xls
396
hich may exhibit less price sensitivity to interest rate changes than REITs with longer-term lease agreements. The Dow Jones U.S. Sele
isk. The Fund invests primarily in U.S. government securities, debt securities issued by U.S. corporations, residential and commercial m
return and other characteristics resemble the risk, return and other characteristics of the Index. Under normal market conditions, the Fu
Bond Index.
Yield Factor 5% Capped Index (the Target Index ). The Target Index is designed to measure the performance of publicly-listed large-cap
ed on how their geography, revenue, and sector attributes align with the broad theme. OBOR seeks to capture the economic growth and
sure to a broad range of asset classes. The Underlying Funds may invest in equity securities of U.S. or foreign companies; debt obligatio
Factor 5% Capped Index (the Target Index ). The Target Index is designed to measure the performance of publicly-listed large-capitali
nstituents as the capitalization weighted S&P 100, but each company in the S&P 100 EWI is allocated a fixed weight.
f 25 of the largest U.S. listed, publicly traded oil services companies.
x"). The Index is intended to reflect the returns that are potentially available through an unleveraged investment in rolling West Texas Int
s contract plus the Treasury Bill rate of interest that could be earned on funds committed to the trading of the underlying contracts.
ecured debt obligations of the issuer, Barclays Bank PLC, and are not, either directly or indirectly, an obligation of or guaranteed by any
Commodity Index, is intended to reflect the performance of crude oil as measured by the price of futures contracts of West Texas Interm
oil futuresmarkets. The Fund s strategy seeks to outperform certain index based strategies by actively managing the rolling of WTI crude
s intended to reflect the performance of crude oil as measured by the price of futures contracts of West Texas Intermediate sweet, light c
ude Oil Total Return Index. The Index is a sub-index of the S&P GSCI Commodity Index (GSCI) and reflects the excess returns that are
% Policy, credit-related investments are fixed income, variable rate, and floating-rate debt investments as well as derivatives that provid
uding companies owning or operating senior living facilities, nursing services, specialty hospitals, and senior housing, biotech companies
omprised of a single exchange traded futures contract, except during the roll period when the Index may be comprised of two futures co
on of the Index, and the Short and Double Short ETNs are based on the standard version of the Index.
to reflect the performance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (high
ve analytic procedures to create a portfolio of securities listed in the Index that have a similar investment profile to the entire Index.
gned to reflect the performance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (
mance of a segment of large-capitalization U.S. equity securities demonstrating a combination of core factors (high value, high quality,
in six futures contracts on energy commodities traded on U.S. exchanges. The Index is comprised of a basket of exchange traded futu
pped Factor Index (the International Target Index ). The International Target Index is designed to reflect the performance of publicly-lis
dex ) is designed to provide optimized diversification to the U.S. large-cap equity market. Utilizing a proprietary algorithm, the index see
s which service, produce, distribute, market or sell organic food, beverages, cosmetics, supplements, or packaging. The Fund pursues i
or 5% Capped Index (the Target Index ). The Target Index is designed to measure the performance of publicly-listed large-capitalizatio
UALITY, LOW VOLATILITY and DIVIDEND YIELD. OUSM is an exchange traded fund (ETF) that seeks investment performance th
x is designed to deliver exposure to equity securities of large-capitalization U.S. issuers and respond to changes in market conditions by
ed on the securities in the Index. The Index is designed to track the performance of the largest equities of companies domiciled in the A
on the securities in the Index. The Index is designed to measure the overall performance of the most liquid, globally traded companies
f the broad Pakistan equity universe, while including a minimum number of constituents. The broad Pakistan equity universe includes se
The Index is a modified market capitalization weighted index designed to measure the performance of companies that provide exposure
es in the Index. The Index seeks to deliver capital appreciation and is composed of companies that focus on greener and generally ren
e- and mid-capitalization developed markets outside of North America. The Index is computed using the net return, which withholds app
o provide capital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including price mome
eipts (GDRs) that are based on securities in the index. The index measures the performance of large- and mid-capitalization emerging m
capital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, ea
nated, investment grade debt securities, including US Treasury notes and bonds, quasi-government securities, corporate securities, res
index that is designed to track the performance of a hypothetical "buy-write" strategy on the S&P 500 Index. The Index measures the t
thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earnings momentum, qua
nt of the US equity market and weights securities by their free float-adjusted market capitalization.
S Treasury Inflation-Protected Securities (TIPS) with a remaining maturity of at least one month and less than five years.
equity market and weights securities by their free float-adjusted market capitalization.
in the United States and engaged in the business of advancement of cleaner energy and conservation.
e common shares of funds included in the Index rather than in individual securities. The Index currently includes closed-end funds that
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ow Jones U.S. Select Short-Term REIT Index (the Index ) is composed of U.S. exchange-traded equity REITs that concentrate their ho
l and commercial mortgage-backed securities, asset-based securities that are publicly offered for sale in the U.S., with a remaining term
t conditions, the Fund invests at least 80% of its assets, exclusive of collateral held from securities lending, in component securities of t
licly-listed large-capitalization and mid-capitalization dividend-paying issuers in the Asia Pacific that meet certain requirements for mark
conomic growth and monetize the potential upside for the companies involved in China s One Belt One Road initiative.
anies; debt obligations of U.S. or foreign companies or governments; or other investments, such as volatility indexes and managed futu
-listed large-capitalization and mid-capitalization dividend-paying issuers in Europe that meet certain requirements for market capitalizat
lling West Texas Intermediate crude oil futures contracts, plus the Treasury Bill rate of interest that could be earned on funds committed
ing contracts.
guaranteed by any third party. Any payment to be made on the ETNs, including any payment at maturity or upon redemption, depends
of West Texas Intermediate sweet, light crude oil. The performance of the crude oil futures market is normally very different than the per
rolling of WTI crude oil futures contracts. Rolling means selling a futures contract as it nears its expiration date and replacing it with a n
ediate sweet, light crude oil. The performance of the crude oil futures market is normally very different than the performance of the phys
ess returns that are potentially available through an unleveraged investment in the contracts comprising the Index, plus the Treasury Bil
erivatives that provide exposure to such investments.
, biotech companies for age-related illnesses, and companies that sell products and services to such facilities. The Fund pursues its inv
ed of two futures contracts. However, unlike many commodity indices which roll their exposure to the corresponding futures contract on
f core factors (high value, high quality, and low size characteristics), with a focus factor comprising high momentum characteristics (the
he entire Index.
ion of core factors (high value, high quality, and low size characteristics), with a focus factor comprising low volatility characteristics (the
value, high quality, and low size characteristics), with a focus factor comprising high yield characteristics (the "Factor Characteristics"). T
xchange traded futures contracts, and uses an allocation methodology designed to mitigate the effects of certain distortions in the comm
mance of publicly-listed large capitalization and mid-capitalization dividend-paying international issuers exhibiting high quality, low volatili
rithm, the index seeks to optimize diversification by selecting a subset of stocks, generally with higher stock specific risk (diversifiable ris
The Fund pursues its investment objective by investing at least 80% of its net assets (plus any borrowings for investment purposes) in t
d large-capitalization and mid-capitalization dividend-paying issuers in the United States that meet certain requirements for market capit
ent performance that correlates generally to price and yield before fees and expenses of the FTSE USA Small Cap Qual/Vol/Yield Facto
market conditions by attempting to obtain higher returns when the reward to risk (as measured by the Index methodology) is high, while
s domiciled in the Asia Pacific region (excluding Japan), selected based on the following four fundamental measures of firm size: book v
y traded companies involved in agriculture and farming-related activities. The Index is rebalanced quarterly using a modified, market-cap
universe includes securities that are classified in Pakistan according to the MSCI Global Investable Market Index Methodology, together
at provide exposure to infrastructure development in the United States. This includes companies involved in the construction and engine
r and generally renewable sources of energy and technologies facilitating cleaner energy.
which withholds applicable taxes for non-resident investors.
cluding price momentum, earnings momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of
alization emerging market countries. The Index is computed using the net return, which withholds applicable taxes for non-resident inve
rice momentum, earnings momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of common
orate securities, residential and commercial mortgage backed securities and asset-backed securities.
dex measures the total rate of return of an S&P 500 covered call strategy. This strategy consists of holding a long position indexed to th
ngs momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of common stocks of 30 US media
sed-end funds that invest in taxable investment grade fixed-income securities taxable high yield fixed-income securities and others utiliz
375033264.xls
398
concentrate their holdings in apartment buildings, hotels, self-storage facilities and manufactured home properties, which typically have
ith a remaining term to final maturity, or an average life, of less than five years. The BofA Merrill Lynch Enhanced Yield 1-5 Year US Bro
onent securities of the Index. The Index is composed of equity securities issued by small-capitalization companies listed on U.S. exchan
quirements for market capitalization, liquidity, high quality, low volatility and dividend yield, as determined by FTSE-Russell (the Index Pr
s and managed futures. The Fund allocates its assets across asset classes, industries, geographic regions, and industries, subject to ce
or market capitalization, liquidity, high quality, low volatility and dividend yield, as determined by FTSE-Russell (the Index Provider ). The
on funds committed to the trading of the underlying contracts. The ETNs are listed on NYSE Arca under the ticker symbol "OIIL". The ET
demption, depends on the ability of Barclays Bank PLC to satisfy its obligations as they come due. An investment in the ETNs involves
ifferent than the performance of the physical crude oil market.
replacing it with a new futures contract that has a later expiration date. The Fund generally selects between WTI crude oil futures contr
ormance of the physical crude oil market.
lus the Treasury Bill rate of interest that could be earned on funds committed to the trading of the underlying contracts. There are multip
Fund pursues its investment objective by investing at least 80% of its net assets (plus any borrowings for investment purposes) in the st
futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of future
characteristics (the "Factor Characteristics"). To construct the Index, Frank Russell Company ("Index Provider") utilizes a proprietary rule
characteristics (the "Factor Characteristics"). To construct the Index, Frank Russell Company ("Index Provider") utilizes a proprietary ru
r Characteristics"). To construct the Index, Frank Russell Company ("Index Provider") utilizes a proprietary rules-based multi-factor scor
tortions in the commodity markets on such returns. Unlike many commodity indices which roll their exposure to the corresponding futur
h quality, low volatility and high dividend yields, as determined by FTSE Russell (the Index Provider ). The quality and low volatility fac
risk (diversifiable risk), and weighting them so that each stock contributes approximately the same amount of correlation-weighted risk t
ment purposes) in the stocks that comprise the Solactive Organics Index ( Underlying Index ). The Underlying Index is designed to trac
nts for market capitalization, liquidity, high quality, low volatility and dividend yield, as determined by FTSE-Russell (the Index Provider
Qual/Vol/Yield Factor 3% Capped Index. FTSE USA Small Cap Qual/Vol/Yield Factor 3% Capped Index (FUSSCQVY) is designed to re
dology) is high, while minimizing volatility during other market conditions. Index constituents must be constituents of the S&P 500 Index,
s of firm size: book value, cash flow, sales and dividends. The equities with the highest fundamental strength are weighted according to
modified, market-cap-weighted methodology.
thodology, together with companies that are headquartered or listed in Pakistan and carry out the majority of their operations in Pakista
struction and engineering of infrastructure projects; the production of infrastructure raw materials, composites and products; producers/d
dex is comprised of common stocks of 30 US biotechnology and genome companies. These are companies that are principally engaged
or non-resident investors.
mprised of common stocks of 30 US food and beverage companies. These are companies that are principally engaged in the manufactu
osition indexed to the S&P 500 Index and selling a succession of covered call options, each with an exercise price at or above the preva
cks of 30 US media companies. These are companies that are principally engaged in the development, production, sale and distribution
ties and others utilize an equity option writing (selling) strategy.
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399
hich typically have shorter lease durations than REITs that invest in other sectors. The Index is rebalanced on a quarterly basis and use
eld 1-5 Year US Broad Bond Index (the Enhanced Index ) is designed to broadly capture the 1-5 year U.S investment grade fixed incom
sted on U.S. exchanges that meet certain environment, social and governance ( ESG ) criteria.
ussell (the Index Provider ). The high quality and low volatility requirements are designed to reduce exposure to high dividend equities
ustries, subject to certain diversification and liquidity considerations. The Fund s investments in foreign countries may include exposure
ndex Provider ). The high quality and low volatility requirements are designed to reduce exposure to high dividend equities that have ex
ymbol "OIIL". The ETNs should be purchased only by knowledgeable investors who understand the potential consequences of investing
the ETNs involves significant risks, including possible loss of principal, and may not be suitable for all investors. The Index is a sub-ind
ude oil futures contracts with the three nearest expiration dates (known as the front, second and third month contracts) based on ProSh
ts. There are multiple West Texas Intermediate (WTI) contracts traded on the New York Mercantile Exchange, and at times, the index w
purposes) in the stocks that comprise the Solactive Long-Term Care Index ( Underlying Index ). The Underlying Index is designed to tra
a number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology. In
es a proprietary rules-based multi-factor scoring process that seeks to increase exposure (or "tilt") to companies in the Russell 1000 Ind
zes a proprietary rules-based multi-factor scoring process that seeks to increase exposure (or "tilt") to companies in the Russell 1000 In
ed multi-factor scoring process that seeks to increase exposure (or "tilt") to companies in the Russell 1000 Index demonstrating the Fac
corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a nu
and low volatility factors are designed to reduce exposure to high dividend equities that have experienced large price declines, as may o
ation-weighted risk to the parent index. The index is constrained at the sector and stock level relative to the cap-weighted Wilshire Large
is designed to track the performance of companies globally that are positioned to profit from increasing demand for organic products, in
the Index Provider ). The high quality and low volatility requirements are designed to reduce exposure to high dividend equities that ha
Y) is designed to reflect the performance of publicly-listed small-capitalization dividend paying issuers in the United States exhibiting hig
he S&P 500 Index, the leading benchmark index for U.S. large capitalization stocks.
ghted according to their fundamental scores.
perations in Pakistan.
oducts; producers/distributors of heavy construction equipment; and companies engaged in the transportation of infrastructure materials
principally engaged in the research, development, manufacture and marketing and distribution of various biotechnological products, se
ed in the manufacture, sale or distribution of sale or distribution of food and beverage products, agricultural products and products relat
t or above the prevailing price level of the S&P 500 Index.

sale and distribution of goods or services used in the media industry.
375033264.xls
400
rterly basis and uses a rules-based methodology that weights REITs by market capitalization, subject to a 5% maximum weight per con
nt grade fixed income market. Rather than weighting by capitalization, the Enhanced Index uses a rules-based methodology that allocat
h dividend equities that have experienced large price declines, as may occur with some dividend investing strategies.
y include exposure to emerging markets.
quities that have experienced large price declines, as may occur with some dividend investing strategies.
uences of investing in the ETNs. The ETNs are not principal protected, are not deposit liabilities and are not insured or guaranteed by t
e Index is a sub-index of the S&P GSCI Commodity Index and reflects the returns that are potentially available through an unleveraged
ts) based on ProShare Advisors LLC s ( ProShare Advisors ) analysis of the liquidity and cost of establishing and maintaining such posi
t times, the index will hold WTI contracts for two different expiration months. The S&P GSCI is an index on a production-weighted baske
ex is designed to track the performance of companies globally that are positioned to profit from providing long-term care to the aging po
s 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash collateral invested in specified Treasury
he Russell 1000 Index demonstrating the Factor Characteristics. The Russell 1000 Index is a market-capitalization index that measures
the Russell 1000 Index demonstrating the Factor Characteristics. The Russell 1000 Index is a market-capitalization index that measure
monstrating the Factor Characteristics. The Russell 1000 Index is a market-capitalization index that measures the performance of the la
roll into one of a number of futures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 M
e declines, as may occur with some dividend investing strategies.
ghted Wilshire Large Cap Index. This approach may provide the potential for attractive risk-adjusted returns.
organic products, including companies which service, produce, distribute, market or sell organic food, beverages, cosmetics, suppleme
end equities that have experienced large price declines, as may occur with some dividend investing strategies.
States exhibiting high quality, low volatility and high dividend yields. Constituents are selected and weighted based on Quality, Volatility
astructure materials (collectively, U.S. Infrastructure Development Companies ), as defined by Indxx.
logical products, services and processes and companies that benefit significantly from scientific and technological advances in biotechn
s and products related to the development of new food technologies.
375033264.xls
401
mum weight per constituent.

odology that allocates higher weights to securities and sectors that have the potential for higher yield while maintaining comparable risk
or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency of the United States, Switzerland or an
gh an unleveraged investment in the West Texas Intermediate (WTI) crude oil futures contract.
aintaining such positions.
tion-weighted basket of futures contracts on physical commodities traded on trading facilities in major industrialized countries.
care to the aging population, including companies owning or operating senior living facilities, nursing services, specialty hospitals, and s
n specified Treasury Bills.
ndex that measures the performance of the large-cap segment of the U.S. equity universe.
index that measures the performance of the large-cap segment of the U.S. equity universe.
erformance of the large-cap segment of the U.S. equity universe.
Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash collateral invested in sp
osmetics, supplements, or packaging. Under normal circumstances, the Fund expects to invest substantially all of its assets in securities
on Quality, Volatility and Yield characteristics
dvances in biotechnology and genetic engineering and research.
375033264.xls
402
ing comparable risk.
s, Switzerland or any other jurisdiction.
countries.
alty hospitals, and senior housing, biotech companies for age-related illnesses, and companies that sell products and services to such fa
ateral invested in specified Treasury Bills.
assets in securities included in the Underlying Index, using a replication strategy as discussed below. The Fund may invest in compani
375033264.xls
403
d services to such facilities. Under normal circumstances, the Fund expects to invest substantially all of its assets in securities included
y invest in companies of any capitalization, although at least 90% of the companies will have a capitalization of at least $100 million. Th
375033264.xls
404
securities included in the Underlying Index, using a replication strategy as discussed below. The Fund may invest in companies of any c
ast $100 million. The Fund may invest in foreign issuers, including emerging markets. Stocks included in the Underlying Index may inclu
375033264.xls
405
companies of any capitalization, although at least 90%of the companies will have a capitalization of at least $100 million. The Fund ma
ying Index may include common shares traded on local exchanges, American Depositary Receipts ( ADRs ) and Global Depositary Rec
375033264.xls
406
million. The Fund may invest in real estate investment trusts ( REITs ) or similar vehicles or related securities that provide exposure to rea
bal Depositary Receipts ( GDRs ). ADRs and GDRs represent ownership interests in shares of foreign companies that are held in finan
375033264.xls
407
vide exposure to real estate. The Fund may invest in foreign issuers, including emerging markets. Stocks included in the Underlying Ind
hat are held in financial institution custodial accounts, and are traded on exchanges in the United States and around the world. The Fun
375033264.xls
408
n the Underlying Index may include common shares traded on local exchanges, American Depositary Receipts ( ADRs ) and Global Dep
the world. The Fund is classified as nondiversified, which allows it to hold larger positions in a smaller number of companies, compared
375033264.xls
409
Rs ) and Global Depositary Receipts ( GDRs ). ADRs and GDRs represent ownership interests in shares of foreign companies that are h
mpanies, compared to a fund that is classified as diversified.
375033264.xls
410
ompanies that are held in financial institution custodial accounts, and are traded on exchanges in the United States and around the wor
375033264.xls
411
and around the world. The Fund is classified as nondiversified, which allows it to hold larger positions in a smaller number of companies
375033264.xls
412
umber of companies, compared to a fund that is classified as diversified.
375033264.xls
413
PowerShares Emerging Markets Sovereign Debt Po PCY Invesco Powershares 73936T573

PowerShares DB Optimum Yield Diversified Commo PDBC Invesco Powershares 73937V106
PowerShares FTSE RAFI Developed Markets ex-US PDN Invesco Powershares 73936T771
PowerShares DWA Momentum Portfolio PDP Invesco Powershares 73935X153
Powershares Dynamic Leisure & Entertainment Por PEJ Invesco Powershares 73935X757
VanEck Vectors China ETF PEK Van Eck Associates Corp92189F759
ProShares Global Listed Private Equity ETF PEX ProShares 74348A533
PowerShares High Yield Equity Dividend AchieversPEY Invesco Powershares 73935X302
PowerShares DWA Consumer Cyclicals Momentum PEZ Invesco Powershares 73935X419
iShares US Preferred Stock ETF PFF Blackrock (iShares) 464288687
Global X US Preferred ETF PFFD Global X 37954Y657
Infracap REIT Preferred ETF PFFR Virtus ETF Solutions 26923G400
PowerShares DWA Financial Momentum Portfolio PFI Invesco Powershares 73935X377
PowerShares Fundamental Investment Grade Corp PFIG Invesco Powershares 73937B761
PowerShares Dividend Achievers Portfolio PFM Invesco Powershares 73935X732
VanEck Vectors Preferred Securities ex Financial PFXF Van Eck Associates Corp92189F429
Global X MSCI Portugal ETF PGAL Global X 37950E192
iPath Asian & Gulf Currency Revaluation ETN PGD Barclays iPath 06739H420
PowerShares Financial Preferred Portfolio PGF Invesco Powershares 73935X229
PowerShares Global Short Term High Yield Bond PPGHY Invesco Powershares 73936Q710
Powershares Golden Dragon China Portfolio PGJ Invesco Powershares 73935X401
iPath Bloomberg Platinum Subindex Total Return PGM Barclays iPath 06739H255
PowerShares Preferred Portfolio PGX Invesco Powershares 73936T565
PowerShares Fundamental High Yield Corporate BPHB Invesco Powershares 73936T557
PS S&P Downside Hdgd PHDG Invesco Powershares 73935B805
PowerShares Water Resources Portfolio PHO Invesco Powershares 73935X575
PowerShares International Corporate Bond PortfolPICB Invesco Powershares 73936Q835
iShares MSCI Global Metals & Mining Producers PICK Blackrock (iShares) 46434G848
PowerShares International Dividend Achievers PorPID Invesco Powershares 73935X716
PowerShares DWA Emerging Markets MomentumPIE P Invesco Powershares 73936Q207
Direxion Daily Pharmaceutical & Medical Bull 3X PILL Direxion Shares 25460E646
PowerShares India Portfolio PIN Invesco Powershares 73935L100
PowerShares Global Water Portfolio PIO Invesco Powershares 73936T623
PowerShares DWA Developed Markets Momentum PIZ Invesco Powershares 73936Q108
Powershares Dynamic Pharmaceuticals Portfolio PJP Invesco Powershares 73935X799
PowerShares Dynamic Building & Construction Por PKB Invesco Powershares 73935X666
PowerShares Buyback Achievers Portfolio PKW Invesco Powershares 73935X286
VanEck Vectors Poland ETF PLND Van Eck Associates Corp92189F783
PowerShares 1-30 Laddered Treasury Portfolio PLW Invesco Powershares 73936T524
Principal Sustainable Momentum Index ETF PMOM Principal Financial Servi 74255Y854
iSectors Post-MPT Growth ETF PMPT Virtus ETF Solutions 26923G855
PowerShares Dynamic Retail Portfolio PMR Invesco Powershares 73935X617
PowerShares NASDAQ Internet Portfolio PNQI Invesco Powershares 73935X146
PowerShares Aerospace & Defense Portfolio PPA Invesco Powershares 73935X690
VanEck Vectors Pharmaceutical ETF PPH Van Eck Associates Corp92189F692
Cushing 30 MLP Index ETNs due June 16 2037 PPLN JPMorgan Chase 48129G703
ETFS Platinum Trust PPLT ETF Securities 26922V101
VanEck Vectors Pre-Refunded Municipal Index E PRB Van Eck Associates Corp92189F510
Principal Spectrum Preferred Securities Active ET PREF Principal Financial Servi 74255Y888
Powershares FTSE RAFI US 1000 Portfolio PRF Invesco Powershares 73935X583
PowerShares FTSE RAFI US 1500 Small-Mid PortPRFZ Invesco Powershares 73935X567
First Trust Heitman Global Prime Real Estate ETFPRME First Trust 33739Q606
PowerShares DWA Industrials Momentum Portfoli PRN Invesco Powershares 73935X369
The 3D Printing ETF PRNT ARK Funds 00214Q500
PowerShares Global Gold and Precious Metals Por PSAU Invesco Powershares 73936Q876
Principal U.S. Small Cap Index ETF PSC Principal Financial Servi 74255Y607
PowerShares S&P SmallCap Consumer Staples Po PSCC Invesco Powershares 73937B605
PowerShares S&P SmallCap Consumer Discretiona PSCD Invesco Powershares 73937B506
PowerShares S&P SmallCap Energy Portfolio PSCE Invesco Powershares 73937B704
PowerShares S&P SmallCap Financials Portfolio PSCF Invesco Powershares 73937B803
375033264.xls
414
US73936T5737 10/11/2007 0.5 Bonds

US37954Y6573 09/11/2017 0.23 Other Asset Types
US73937B7617 09/15/2011 0.22 Bonds
US06739H4204 02/05/2008 0.89 Currency
US73936Q7108 06/20/2013 0.35 Bonds
US73936T5570 11/15/2007 0.5 Bonds
US73936Q8353 06/03/2010 0.5 Bonds
US73936T5240 10/11/2007 0.25 Bonds
US26923G8556 08/16/2016 0.92 Target Date / Multi-Asset
US92189F5109 02/02/2009 0.24 Bonds
375033264.xls
415
Not Applicable DB Emerging Market USD The PowerShares Emerging Markets Sovereign Debt Portfolio (Fund) is bas
Not Applicable Not Applicable The PowerShares DB Optimum Yield Diversified Commodity Strategy Portfo
Not Applicable FTSE RAFI Developed Ma The PowerShares FTSE RAFI Developed Markets ex-U.S. Small-Mid Portfo
Not Applicable Dorsey Wright Technical The PowerShares DWA Momentum Portfolio (Fund) is based on the Dorsey
Not Applicable Dynamic Leisure Intellid The PowerShares Dynamic Leisure and Entertainment Portfolio (Fund) is ba
Not Applicable CSI 300 Index The VanEck Vectors China ETF seeks to replicate as closely as possible bef
Private Equity LPX Direct Listed Privat ProShares Global Listed Private Equity ETF seeks investment results, before
Not Applicable Dividend Achiever 50 In The PowerShares High Yield Equity Dividend Achievers Portfolio (Fund) is b
Not Applicable DWA Consumer CyclicalsThe PowerShares DWA Consumer Cyclicals Momentum Portfolio (Fund) is b
Preferred Stock S&P U.S. Preferred Stoc The iShares S&P U.S. Preferred Stock Index Fund seeks investment results
Preferred Stock BofA Merrill Lynch DiversThe Global X U.S. Preferred ETF seeks to provide investment results that co
Preferred Stock InfraCap REIT Preferred InfraCap REIT Preferred ETF (Ticker: PFFR) (the Fund ) seeks investment r
Not Applicable DWA Financials TechnicaThe PowerShares DWA Financial Momentum Portfolio (Fund) is based on th
Not Applicable RAFI Investment Grade The PowerShares Fundamental Investment Grade Corporate Bond Portfolio
Not Applicable Broad Dividend Achiever The PowerShares Dividend AchieversTM Portfolio (Fund) seeks to replicate,
Preferred Stock Wells Fargo Hybrid and PThe VanEck Vectors Preferred Securities ex Financials ETF (PFXF) seeks to
Not Applicable MSCI All Portugal Plus 2 The Global X MSCI Portugal ETF (PGAL) invests in among the largest and m
Not Applicable Barclays Capital Global The iPath Asian & Gulf Currency Revaluation ETN (the "ETN") is linked to th
Preferred Stock Wells Fargo Hybrid and PThe PowerShares Financial Preferred Portfolio (Fund) is based on the Wells
Not Applicable DB Global Short MaturityThe Global Short Term High Yield Bond Portfolio (Fund) is based on the DB
Not Applicable Halter USX China Index The PowerShares Golden Dragon China Portfolio (Fund) is based on the NA
Not Applicable Bloomberg Platinum SubiThe Bloomberg-UBS Platinum Subindex Total ReturnSM is a sub-index of th
Preferred Stock The BofA Merrill Lynch CThe PowerShares Preferred Portfolio is based on The BofA Merrill Lynch Co
Not Applicable RAFI Bonds US High YielThe PowerShares Fundamental High Yield Corporate Bond Portfolio (Fund)
Not Applicable Not Applicable The PowerShares S&P 500 Downside Hedged Portfolio (the Fund) is an acti
Not Applicable Nasdaq OMX US Water IThe PowerShares Water Resources Portfolio (Fund) is based on the NASDA
Not Applicable S&P International Corpo The PowerShares International Corporate Bond Portfolio (Fund) is based on
Not Applicable MSCI ACWI Select Metals The iShares MSCI Global Select Metals & Mining Producers Fund seeks inv
Not Applicable International Dividend A The PowerShares International Dividend Achievers Portfolio (Fund) is based
Not Applicable Dorsey Wright Emerging The PowerShares DWA Emerging Markets Momentum Portfolio (Fund) is ba
Not Applicable Dynamic PharmaceuticalsThe Direxion Daily Pharmaceutical & Medical Bull 3X Shares seek daily inve
Not Applicable Indus India Index The PowerShares India Portfolio (Fund) is based on the Indus India Index (In
Not Applicable Nasdaq OMX US Global The PowerShares Global Water Portfolio (Fund) is based on the NASDAQ O
Not Applicable Dorsey Wright DevelopedThe PowerShares DWA Developed Markets Momentum Portfolio (Fund) is b
Not Applicable Dynamic PharmaceuticalsThe PowerShares Dynamic Pharmaceuticals Portfolio (Fund) is based on the
Not Applicable Dynamic Building & ConsThe PowerShares Dynamic Building & Construction Portfolio (Fund) is based
Not Applicable Share BuyBack AchieversThe PowerShares BuyBack Achievers Portfolio (Fund) is based on the NAS
Not Applicable Market Vectors Poland I The Poland ETF seeks to replicate as closely as possible before fees and ex
Not Applicable Ryan/Mergent 1-30 Year The PowerShares 1-30 Laddered Treasury Portfolio (Fund) is based on the R
Not Applicable Nasdaq U.S. Sustainabl The investment seeks to provide investment results that closely correspond,
Not Applicable Not Applicable The objective of the iSectors Post-MPT Growth Fund is to achieve investmen
Not Applicable Dynamic Retail Intellidex The PowerShares Retail Portfolio (Fund) is based on the Dynamic Retail Inte
Not Applicable NASDAQ Internet Index The PowerShares NASDAQ Internet Portfolio (Fund) is based on the NASDA
Not Applicable SPADE Defense Index The PowerShares Aerospace & Defense Portfolio (Fund) is based on the SP
Not Applicable Market Vectors US Liste The Market Vectors Pharmaceutical ETF (PPH) seeks to replicate as closely
MLP Cushing 30 MLP Index Cushing 30 MLP Index ETNs due June 16 2037 is an exchange-traded note
Not Applicable Platinum - London PM FiETFS Physical Platinum (PPLT) is designed to offer investors a simple cost-e
Not Applicable Barclays Capital Munici The Pre-Refunded Municipal Index ETF (PRB) seeks to replicate as closely
Preferred Stock Not Applicable The Fund invests at least 80% of its net assets, plus any borrowings for inve
Not Applicable FTSE RAFI US 1000 Ind The PowerShares FTSE RAFI US 1000 Portfolio (Fund) is based on the FTS
Not Applicable FTSE RAFI US 1500 Smal The PowerShares FTSE RAFI US 1500 Small-Mid Portfolio (Fund) is based
Not Applicable Not Applicable The First Trust Heitman Global Prime Real Estate ETF is an actively manage
Not Applicable DWA Industrials Technic The PowerShares DWA Industrials Momentum Portfolio (Fund) is based on t
Not Applicable Total 3D-Printing Index The 3D Printing ETF (PRNT) seeks to provide investment results that closely
Not Applicable NASDAQ OMX Global Gol The PowerShares Global Gold and Precious Metals Portfolio (Fund) is based
Not Applicable NASDAQ U.S. Small CapThe Principal U.S. Small Cap Index ETF seeks to provide investment results
Not Applicable S&P SmallCap 600 CappThe PowerShares S&P SmallCap Consumer Staples Portfolio (Fund) is base
Not Applicable S&P SmallCap 600 Cappe The PowerShares S&P SmallCap Consumer Discretionary Portfolio (Fund) is
Not Applicable S&P SmallCap 600 CappThe PowerShares S&P SmallCap Energy Portfolio (Fund) is based on the S&
Not Applicable S&P SmallCap 600 Cappe The PowerShares S&P SmallCap Financials Portfolio (Fund) is based on the
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folio (Fund) is based on the DB Emerging Market USD Liquid Balanced Index (Index). The Fund will normally invest at least 90% of its t
ity Strategy Portfolio (Fund) is an actively managed exchange-traded fund (ETF) that seeks to achieve its investment objective by inves
. Small-Mid Portfolio (Fund) is based on the FTSE RAFI Developed Markets ex-U.S. Mid-Small 1500 Index (Index). The Fund will norma
ed on the Dorsey Wright Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in common stoc
rtfolio (Fund) is based on the Dynamic Leisure & Entertainment IntellidexSM Index (Intellidex Index). The Fund will normally invest at lea
ely as possible before fees and expenses the price and yield performance of the CSI 300 Index. The CSI 300 a diversified index consist
ment results, before fees and expenses, that track the performance of the LPX Direct Listed Private Equity Index.
ortfolio (Fund) is based on the NASDAQ US Dividend AchieversTM 50 Index (Index). The Fund will normally invest at least 90% of its to
ortfolio (Fund) is based on the DWA Consumer Cyclicals Technical Leaders Index (Index). The Fund will normally invest at least 90% of
nvestment results that correspond generally to the price and yield performance before fees and expenses of the S&P U.S. Preferred St
ment results that correspond generally to the price and yield performance, before fees and expenses, of the BofA Merrill Lynch Diversifie
seeks investment results that correspond, before fees and expenses, to the price and yield performance of the InfraCap REIT Preferred
nd) is based on the DWA Financials Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in co
ate Bond Portfolio (Fund) is based on the RAFI Investment Grade Bond Index (Index). The Fund will normally invest at least 80% of its
seeks to replicate, before fees and expenses, the NASDAQ US Broad Dividend AchieversTM Index (Index), which is designed to identif
F (PFXF) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Wells Fargo Hybr
g the largest and most liquid companies in Portugal. The Global X MSCI Portugal ETF seeks to provide investment results that correspo
TN") is linked to the Barclays Capital Global Emerging Markets Strategy (GEMS) Pegged Currency Index (the "Index") and is designed
ased on the Wells Fargo Hybrid and Preferred Securities Financial Index (WHPSF Index). The Fund generally will invest at least 90% o
based on the DB Global Short Maturity High Yield Bond Index (Index). The Fund generally will invest at least 80% of its total assets in U
s based on the NASDAQ Golden Dragon China Index (Index). The Fund generally will invest at least 90% of its total assets in equity se
s a sub-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially availabl
A Merrill Lynch Core Plus Fixed Rate Preferred Securities Index. The Fund will normally invest at least 80% of its total assets in fixed rat
nd Portfolio (Fund) is based on the RAFI Bonds US High Yield 1-10 Index (Index). The Fund will normally invest at least 80% of its total
he Fund) is an actively managed exchange-traded fund (ETF) that seeks to achieve positive total returns in rising or falling markets that
sed on the NASDAQ OMX US Water Index. The Fund generally will invest at least 90% of its total assets in common stocks and Americ
Fund) is based on the S&P International Corporate Bond Index (Index). The Fund will normally invest at least 80% of its total assets in t
rs Fund seeks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI
lio (Fund) is based on the NASDAQ International Dividend Achievers Index (Index). The Fund will normally invest at least 90% of its tot
rtfolio (Fund) is based on the Dorsey Wright Emerging Markets Technical Leaders Index (Index). The Fund will normally invest at least
es seek daily investment results, before fees and expenses of 300% of the performance of the Dynamic Pharmaceutical Intellidex Index
dus India Index (Index). The Fund will normally invest at least 90% of its total assets in securities that comprise the Index and American
on the NASDAQ OMX Global Water Index. The Fund generally will invest at least 90% of its total assets in companies listed on a global
ortfolio (Fund) is based on the Dorsey Wright Developed Markets Technical Leaders Index (Index). The Fund will normally invest at leas
nd) is based on the Dynamic Pharmaceutical IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total
lio (Fund) is based on the Dynamic Building & Construction IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 9
based on the NASDAQ US BuyBack Achievers Index (Index). The Fund will normally invest at least 90% of its total assets in common s
before fees and expenses the price and yield performance of the Market Vectors Poland Index.
) is based on the Ryan/NASDAQ U.S. 1-30 Year Treasury Laddered Index (Index). The Fund will normally invest at least 90% of its tota
osely correspond, before expenses, to the performance of the Nasdaq U.S. Sustainable Momentum Index (the "index"). The fund norma
achieve investment returns that outperform the S&P 500 Index with lower downside risk over a complete market cycle. The Fund object
Dynamic Retail IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total assets in common stocks that
sed on the NASDAQ Internet Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that compri
s based on the SPADE Defense Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that com
eplicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Listed Pharmaceu
hange-traded note seeks to provide investors with exposure to infrastructure MLPs via the equal-weighted Cushing 30 MLP Index. The C
ors a simple cost-efficient and secure way to access the precious metals market. PPLT is intended to provide investors with a return equ
plicate as closely as possible before fees and expenses the price and yield performance of the Barclays Capital Municipal Pre-Refunde
orrowings for investment purposes, in preferred securities at the time of purchase. The Fund concentrates its investments (invests more
based on the FTSE RAFI US 1000 Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that c
o (Fund) is based on the FTSE RAFI US 1500 Small-Mid Index (Index). The Fund will normally invest at least 90% of its total assets in c
an actively managed exchange-traded fund (ETF) that seeks long-term total return. The fund will seek to provide access to U.S. and non
und) is based on the DWA Industrials Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in c
results that closely correspond, before fees and expenses, to the performance of the Total 3D-Printing Index, which is designed to track
lio (Fund) is based on the NASDAQ OMX Global Gold and Precious Metals IndexSM (Index). The Fund will normally invest at least 90%
investment results that closely correspond, before expenses, to the performance of the NASDAQ U.S. Small Cap Select Leaders Index
olio (Fund) is based on the S&P SmallCap 600 Capped Consumer Staples Index (Index). The Fund will normally invest at least 90% of
Portfolio (Fund) is based on the S&P SmallCap 600 Capped Consumer Discretionary Index (Index). The Fund will normally invest at le
is based on the S&P SmallCap 600 Capped Energy Index (Index). The Fund will normally invest at least 90% of its total assets in comm
nd) is based on the S&P SmallCap 600 Capped Financials Index (Index). The Fund will normally invest at least 90% of its total assets in
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at least 90% of its total assets in securities that comprise the Index. The Index tracks the potential returns of a theoretical portfolio of liq
nt objective by investing in commodity-linked futures and other financial instruments that provide economic exposure to a diverse group
The Fund will normally invest at least 90% of its total assets in securities that comprise the Index and American Depository Receipts (AD
ets in common stocks that comprise the Index. The Index includes approximately 100 US companies from a broad mid- and large-capit
normally invest at least 90% of its total assets in common stocks that comprise the Index. The Intellidex Index is designed to provide cap
rsified index consists of 300 A-Share stocks listed on the Shenzen or Shanghai Stock Exchange. The Fund does not invest directly in A-
at least 90% of its total assets in dividend paying common stocks that comprise the Index. The Index is comprised of 50 stocks selected
vest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are sho
P U.S. Preferred Stock Index.
rrill Lynch Diversified Core U.S. Preferred Securities Index. The Underlying Index is designed to track the broad-based performance of t
Cap REIT Preferred Stock Index (the Underlying Index ). The lndxx REIT Preferred Stock Index is a market cap weighted index designe
ts total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative strengt
at least 80% of its total assets in the securities that comprise the Index. The Index is comprised of U.S. dollar-denominated bonds regis
s designed to identify a diversified group of dividend-paying companies. The Fund will normally invest at least 90% of its total assets in d
e Wells Fargo Hybrid and Preferred Securities ex Financials Index, a rules-based index intended to track the overall performance of pub
esults that correspond generally to the price and yield performance, before fees and expenses, of the MSCI All Portugal Plus 25/50 Ind
x") and is designed to pay a monthly coupon. The Barclays Capital GEMS Pegged Index is designed to provide exposure to the total re
nvest at least 90% of its total assets in preferred securities of financial institutions that comprise the Index. The Index is a market capital
f its total assets in US and foreign short-term, non-investment grade bonds included in the Index, all of which are denominated in US do
assets in equity securities of companies deriving a majority of their revenues from the People s Republic of China and that comprise th
potentially available through an unleveraged investment in the futures contracts on physical commodities comprising the index as well
al assets in fixed rate US dollar-denominated preferred securities that comprise the Index. The Index tracks the performance of fixed rat
east 80% of its total assets in high-yield corporate bonds that comprise the Index. The Index is comprised of US dollar-denominated bon
falling markets that are not directly correlated to broad equity or fixed-income market returns. The Fund seeks to achieve its investment
stocks and American depositary receipts (ADRs) of companies in the water industry that comprise the Underlying Index. The Underlyin
f its total assets in the securities that comprise the Index. The Index measures the performance of investment-grade corporate bonds is
enses, of the MSCI ACWI Select Metals & Mining Producers Ex Gold & Silver Investable Market Index. The MSCI ACWI Select Metals &
t least 90% of its total assets in dividend-paying common stocks and other securities that comprise the Index. The Index is designed to
mally invest at least 90% of its total assets in securities of emerging economies within Dorsey Wright & Associates classification definition
utical Intellidex Index. The Dynamic Pharmaceutical Intellidex Index (DZRTR) consists of common shares of companies that are principa
Index and American depositary receipts based on the securities in the Index. The Index is designed to replicate the Indian equity marke
es listed on a global exchange that create products designed to conserve and purify water for homes, businesses and industries.
ormally invest at least 90% of its total assets in securities of developed economies within Dorsey Wright & Associates classification defin
east 90% of its total assets in common stocks that comprise the Index. The Intellidex Index is designed to provide capital appreciation by
mally invest at least 90% of its total assets in common stocks that comprise the Index. The Intellidex Index thoroughly evaluates compan
assets in common stocks that comprise the Index. The Index is designed to track the performance of companies that meet the requirem
east 90% of its total assets in securities that comprise the Index. The Index measures the potential returns of the U.S. Treasury yield cu
ex"). The fund normally invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities that com
le. The Fund objectively allocates and rebalances the portfolio among up to nine specific, low-correlated asset classes. It is guided by a
ommon stocks that comprise the Index. The Intellidex Index thoroughly evaluates companies based on a variety of investment merit cri
n stocks that comprise the Index. The Index is designed to track the performance of the largest and most liquid US-listed companies eng
mon stocks that comprise the Index. The Index is designed to identify a group of companies involved in the development, manufacturing
S Listed Pharmaceutical 25 Index (MVPPHTR). The Index is a rules-based index intended to track the overall performance of 25 of the l
30 MLP Index. The Cushing 30 MLP Index tracks the performance of 30 publicly traded MLP securities that hold midstream energy infra
ors with a return equivalent to movements in the platinum spot price less fees.
nicipal Pre-Refunded Treasury-Escrowed Index. The bonds included in this index have been refinanced by their issuers and their princip
ments (invests more than 25% of its net assets) in securities in the financial services (i.e., banking, insurance and commercial finance) i
mmon stocks that comprise the Index. The Index is designed to track the performance of the largest US equities, selected based on the
f its total assets in common stocks that comprise the Index. The Index is designed to track the performance of small and medium-sized
ess to U.S. and non-U.S. real estate securities consisting of shares of public companies with professional management teams that own
its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative streng
is designed to track the price movements of stocks of companies involved in the 3D printing industry. The Total 3D-Printing Index is com
y invest at least 90% of its total assets in securities that comprise the Index and American depositary receipts and Global depositary rec
elect Leaders Index. The ETF employs a passive investment approach designed to track the performance of the Index. The NASDAQ U
vest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performan
normally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall
total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance of common stocks o
of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance of common sto
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etical portfolio of liquid emerging markets US dollar-denominated government bonds issued by approximately 22 emerging-market coun
to a diverse group of the worlds most heavily traded commodities. The Fund seeks to provide long-term capital appreciation using an in
ository Receipts (ADRs) based on the securities in the Index. The Index is designed to track the performance of small and mid capitaliza
mid- and large-capitalization universe. The Index is constructed pursuant to Dorsey, Wright & Associates, LLCs proprietary methodology
gned to provide capital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price
invest directly in A-Shares it invests in swaps and other types of derivative instruments that have economic characteristics substantially
50 stocks selected principally on the basis of dividend yield and consistent growth in dividends.
mpanies that are showing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximatel
ed performance of the U.S. preferred securities market. The Underlying Index includes different categories of preferred stock, such as fl
ghted index designed to provide diversified exposure to high yielding liquid preferred securities issued by Real Estate Investment Trusts
wing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common sto
minated bonds registered for sale in the United States whose issuers are public companies listed on major U.S. stock exchanges. Only
f its total assets in dividend paying common stocks that comprise Index. These companies have increased their annual dividend for 10
performance of publicly traded non-financial preferred securities including those that, in Wells Fargo Securities, LLC s judgment, are fu
ugal Plus 25/50 Index.
posure to the total return of local currencies in specified emerging Middle Eastern and Asian markets through short-term, liquid and dive
x is a market capitalization weighted index designed to track the performance of preferred securities traded in the US market by financia
nominated in US dollars. The Fund does not purchase all of the securities in the Index; instead, the Fund utilizes a sampling methodol
nd that comprise the Underlying Index. The Underlying Index is composed of US exchange-listed companies that are headquartered or
g the index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UB
ormance of fixed rate US dollar-denominated preferred securities issued in the US domestic market. (Securities must be rated at least B
ar-denominated bonds that are registered with the SEC or that are Rule 144A securities that provide for registration rights and whose is
hieve its investment objective by using a quantitative, rules-based strategy designed to provide returns that correspond to the performan
ndex. The Underlying Index seeks to track the performance of US exchange-listed companies that create products designed to conserv
e corporate bonds issued by non-U.S. issuers in the following currencies: Australian Dollar (AUD) British Pound (GBP) Canadian Dollar (
CWI Select Metals & Mining Producers Ex Gold and Silver Investable Market Index measures the equity performance of companies in b
ndex is designed to identify an international group of American Depository Receipts, Global Depositary Receipts and non-U.S. common
assification definition, as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) based on securities in the
ies that are principally engaged in research, development, manufacture, sale or distribution of pharmaceuticals and drugs of all types. T
ndian equity markets as a whole, through a group of 50 Indian stocks selected from a universe of the largest companies listed on two m
d industries.
s classification definition, as well as American depositary receipts (ADRs) and global depositary receipts (GDRs) based on securities in
pital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earni
evaluates companies based on a variety of investment merit criteria, including: price momentum, earnings momentum, quality, manage
t meet the requirements to be classified as BuyBack Achievers . The NASDAQ US BuyBack Achievers Index is comprised of US securi
S. Treasury yield curve based on approximately 30 equally weighted U.S. Treasury issues with fixed coupons, scheduled to mature in a
securities that compose the index at the time of purchase. The index uses a quantitative model designed to identify equity securities, in
es. It is guided by a mathematical model incorporating more than a dozen economic and capital market factors. The Fund may be inves
nvestment merit criteria, including: price momentum, earnings momentum, quality, management action, and value.The Underlying Intell
sted companies engaged in internet-related businesses and that are listed on one of the major US stock exchanges. The Underlying Ind
ment, manufacturing, operations and support of US defense, homeland security and aerospace operations.
mance of 25 of the largest U.S. listed, publicly traded pharmaceutical companies.
stream energy infrastructure assets in North America, chosen according to a proprietary fundamental scoring model developed by Cush
ers and their principal and interest are secured by Treasury obligations backed by the full faith and credit of the U.S. government. As su
ommercial finance) industry.
lected based on the following four fundamental measures of firm size: book value, cash flow, sales and dividends. The 1,000 equities w
and medium-sized US companies. Companies are selected based on the following four fundamental measures of size: book value, cas
ment teams that own top tier, prime properties in the world s dominant cities. Heitman Real Estate Securities LLC ( HRES ), Heitman Inte
owing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common st
Printing Index is composed of equity securities and depositary receipts of exchange listed companies from the U.S., non-U.S. developed
lobal depositary receipts based on the securities in the Index. The Index is designed to measure the overall performance of the most liq
ex. The NASDAQ U.S. Small Cap Select Leaders Index is a NASDAQ-licensed index based on Principal s intellectual property (IP). Prin
e overall performance of common stocks of US consumer staples companies. These companies are principally engaged in the business
measure the overall performance of common stocks of US consumer discretionary companies. These companies are principally engage
of common stocks of US energy companies. These companies are principally engaged in the business of producing, distributing or servi
ance of common stocks of US financial services companies. These companies are principally engaged in the business of providing serv
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merging-market countries. The countries in the Index are selected annually pursuant to a proprietary index methodology.
reciation using an investment strategy designed to exceed the performance of DBIQ Optimum Yield Diversified Commodity Index Exces
all and mid capitalization equities of companies domiciled in developed international markets (excluding the US), selected based on the
rietary methodology, which takes into account, among other factors, the performance of each of the approximately 1,000 largest compan
eria, including: price momentum, earnings momentum, quality, management action, and value. The Underlying Intellidex Index is compri
eristics substantially identical to those of China A-Share stocks.
rse of approximately 3,000 common stocks traded on US exchanges.
ed stock, such as floating, variable and fixed-rate preferreds, cumulative and non-cumulative preferreds, and trust preferreds.
e Investment Trusts listed in the US.
3,000 common stocks traded on US exchanges.
k exchanges. Only securities with greater than one year to maturity qualify for inclusion in the Index. Based on the Fundamental Index m
ual dividend for 10 or more consecutive fiscal years.
C s judgment, are functionally equivalent to preferred securities such as convertible securities, depository preferred securities and perpe
erm, liquid and diversified instruments. The constituent currencies include the Chinese Yuan, the Hong Kong Dollar, the Saudi Arabia Ri
S market by financial institutions. The Index is composed of preferred securities with either fixed or floating rate dividends issued by finan
sampling methodology to seek to achieve its investment objective.
e headquartered or incorporated in the People s Republic of China.
. The Bloomberg-UBS Platinum Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract o
t be rated at least B3, based on an average of three leading ratings agencies: Moody s, S&P and Fitch) and must have an investment-g
rights and whose issuers are public companies listed on a major US stock exchange. Only investible non-convertible, non-exchangeab
nd to the performance of the S&P 500 Dynamic VEQTOR Index (the Index). The Index provides investors with broad equity market exp
esigned to conserve and purify water for homes, businesses and industries.
P) Canadian Dollar (CAD) Euro (EUR) Japanese Yen (JPY) Swiss Franc (CHF) Danish Krone (DKK) New Zealand Dollar (NZD) Norweg
e of companies in both developed and emerging markets that are primarily involved in the extraction and production of diversified meta
non-U.S. common or ordinary stocks that have qualified as International Dividend Achievers . These companies have increased their a
on securities in the Index. The Index includes approximately 100 companies that possess powerful relative strength characteristics and
drugs of all types. The Index may include pharmaceutical companies and other companies that facilitate the testing or regulatory approv
nies listed on two major Indian exchanges. The India Index has 50 constituents, spread among the following sectors: Information Techn
sed on securities in the Index. This Index includes approximately 100 companies that possess powerful relative strength characteristics
e momentum, earnings momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of common sto
um, quality, management action, and value. The Underlying Intellidex Index is comprised of common stocks of 30 US building and cons
prised of US securities issued by corporations that have effected a net reduction in shares outstanding of 5% or more in the trailing 12 m
duled to mature in a proportional, annual sequential ("laddered") structure. The Portfolio does not participate in Treasury Bills, Treasury
equity securities, including growth and value stocks, within the Nasdaq US Large Mid Cap Index that exhibit sustainable price momentu
Fund may be invested up to 30% at any one time into any single class, with the exception of government bonds, to which the models m
he Underlying Intellidex Index is comprised of common stocks of 30 US retailers. These are companies that are principally engaged in o
. The Underlying Index employs a modified market capitalization-weighted methodology based on the market capitalization ranking of th
developed by Cushing Asset Management, LP to rank MLPs for potential inclusion in the Index.
government. As such PRB combines the credit quality of Treasuries with the tax advantages of munis to potentially meet the needs of
he 1,000 equities with the highest fundamental strength are weighted by their fundamental scores.
ize: book value, cash flow, sales and dividends. Each of the equities with a fundamental weight ranking of 1,001 to 2,500 is then selecte
RES ), Heitman International Real Estate Securities HKLimited ( HIRES HK ) and Heitman International Real Estate Securities GmbH (
y 3,000 common stocks traded on US exchanges.
non-U.S. developed markets and Taiwan that are engaged in 3D printing related businesses within the following business lines: (i) 3D pr
ance of the most liquid, globally traded companies involved in gold and other precious metals mining-related activities.
al property (IP). Principal retains ownership of the index IP under the licensing agreement. The NASDAQ U.S. Small Cap Select Leader
aged in the business of providing consumer goods and services that have non-cyclical characteristics, including tobacco, textiles, food a
e principally engaged in providing consumer goods and services that are cyclical in nature, including retail, automotive, leisure and recre
distributing or servicing energy related products, including oil and gas exploration and production, refining, oil services, pipeline, and so
ss of providing services and products, including banking, investment services, insurance and real estate finance services. The Index is
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modity Index Excess Return (Benchmark), an index composed of futures contracts on 14 heavily traded commodities across the energy
ected based on the following four fundamental measures of firm size: book value, cash flow, sales and dividends. The equities with the h
,000 largest companies in the eligible universe as compared to a benchmark index, and the relative performance of industry sectors and
dex Index is comprised of common stocks of 30 US leisure and entertainment companies. These are companies that are principally eng
referreds.
Fundamental Index methodology developed by Research Affiliates, LLC, the Index is compiled and calculated by Ryan ALM, Inc. The Ind
ecurities and perpetual subordinated debt
the Saudi Arabia Riyal, the Singapore Dollar and the United Arab Emirates Dirham.
ends issued by financial institutions that have received an industrial sector classification of "financial" from the Bloomberg Professional S
e futures contract on the commodity of platinum, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM
ave an investment-grade country risk profile (based on an average of Moody s, S&P and Fitch foreign currency long-term sovereign deb
e, non-exchangeable, non-zero, fixed coupon high-yield corporate bonds qualify for inclusion in the Index.
d equity market exposure with an implied volatility hedge by dynamically allocating between equity, volatility and cash. The index allows
ollar (NZD) Norwegian Krone (NOK) and Swedish Krona (SEK).

of diversified metals, aluminum, steel and precious metals and minerals, excluding gold and silver.
ve increased their aggregate annual regular cash dividend payments consistently for at least each of the last five consecutive years.
characteristics and are domiciled in emerging market countries including, but not limited to Brazil, Chile, China, India, Indonesia, Philipp
or regulatory approval of drugs. The NYSE Arca, Inc. (the Index Provider ) includes larger and smaller companies from the largest 2,00
s: Information Technology, Health Services, Financial Services, Heavy Industry, Consumer Products and Other.
ngth characteristics and are domiciled in developed markets including, but not limited to Australia, Canada, Finland, France, Germany, H
rised of common stocks of 30 US pharmaceuticals companies. These are companies that are principally engaged in the research, deve
S building and construction companies.
re in the trailing 12 months.
sury Bills, Treasury Inflation Protected Securities (TIPS), or zero-coupon securities (STRIPS).
able price momentum, based on historical stock prices over multiple periods and taking multiple market environments into consideration
which the models may allocate up to 50%. It remains 100% invested at all times.
cipally engaged in operating general merchandise stores such as department stores, discount stores, warehouse clubs and superstores
ization ranking of the Underlying Index securities.
meet the needs of today s risk-averse investor.
2,500 is then selected and assigned a weight equal to its fundamental weight.
Securities GmbH ( HIRES GmbH and,collectively, Heitman ) will manage the fund s portfolio using a cohesive, quantifiable, andrepeat
iness lines: (i) 3D printing hardware, (ii) computer aided design ( CAD ) and 3D printing simulation software, (iii) 3D printing centers, (iv)
Cap Select Leaders Index is designed to provide exposure to equity securities of U.S. small-capitalization companies that exhibit high d
cco, textiles, food and beverage, and nondiscretionary retail. The Index is a subset of the S&P SmallCap 600 Index, which is a float-ad
ve, leisure and recreation, media and real estate.
es, pipeline, and solar, wind and other non-oil based energy. The Index is a subset of the S&P SmallCap 600 Index, which is a float-ad
vices. The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-capitalization-weighted index reflecting
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es across the energy, precious metals, industrial metals and agriculture sectors.
e equities with the highest fundamental strength are weighted according to their fundamental scores.
industry sectors and sub-sectors.
at are principally engaged in the design, production or distribution of goods or services in the leisure and entertainment industries.
an ALM, Inc. The Index is rebalanced monthly for rules and annually for weights.
mberg Professional Service.
-term sovereign debt ratings).
h. The index allows investors to receive exposure to the equity and volatility of the S&P 500 Index in a dynamic framework.
nsecutive years.
a, Indonesia, Philippines, South Africa, Thailand and Turkey.
om the largest 2,000 companies listed on both the NYSE and NASDAQ exchanges.
France, Germany, Hong Kong, Italy, Japan, Norway, Portugal, Singapore, Spain and Switzerland. The Index excludes US companies lis
the research, development, manufacture, sale or distribution of pharmaceuticals and drugs of all types.
ts into consideration.
ubs and superstores; specialty stores, including apparel, electronics, accessories and footwear stores; and home improvement and hom
ntifiable, andrepeatable investment strategy. The strategy results in a high-conviction portfolio of publicly tradedglobal real estate secur
printing centers, (iv) scanning and measurement, and (v) 3D printing materials. ARK expects 3D printing to revolutionize manufacturing
es that exhibit high degrees of sustainable shareholder yield, pricing power, and strong momentum.
, which is a float-adjusted, market-capitalization-weighted index reflecting the US small-cap market.
, which is a float-adjusted, market-capitalization-weighted index reflecting the US small-cap market.

ed index reflecting the US small-cap market.
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ent industries.
es US companies listed on a US stock exchange.
provement and home furnishings stores.
al real estate securities with the purpose of gaining exposure to world-class property assets.What differentiates the strategy from other
nize manufacturing by collapsing the time between design and production, reducing costs, and providing greater design complexity, acc
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strategy from other global real estate investment strategies is its focus onidentifying prime markets and the prime assets within those m
ign complexity, accuracy and customization.
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sets within those markets. The fund lists and principally trades its shares on the NYSE Arca, Inc.
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PowerShares S&P SmallCap Health Care Portfoli PSCH Invesco Powershares 73937B886
PowerShares S&P SmallCap Industrials Portfolio PSCI Invesco Powershares 73937B878
PowerShares S&P SmallCap Materials Portfolio PSCM Invesco Powershares 73937B852
PowerShares S&P SmallCap Information Technolog PSCT Invesco Powershares 73937B860
PowerShares S&P SmallCap Utilities Portfolio PSCU Invesco Powershares 73937B837
Principal Price Setters Index ETF PSET Principal Financial Servi 74255Y201
Powershares Dynamic Semiconductors Portfolio PSI Invesco Powershares 73935X781
Powershares Dynamic Software Portfolio PSJ Invesco Powershares 73935X773
SPDR Wells Fargo Preferred Stock ETF PSK State Street (SPDR) 78464A292
PowerShares DWA Consumer Staples MomentumPSL P Invesco Powershares 73935X393
PowerShares Balanced Multi-Asset Allocation PortPSMB Invesco Powershares 73935B821
PowerShares Conservative Multi-Asset Allocation PSMC Invesco Powershares 73935B847
PowerShares Growth Multi-Asset Allocation PortfoPSMG Invesco Powershares 73935B813
PowerShares Moderately Conservative Multi-AssetPSMM Invesco Powershares 73935B839
PowerShares Global Listed Private Equity Portfoli PSP Invesco Powershares 73935X195
ProShares Short QQQ PSQ ProShares 74347B714
PowerShares Active US Real Estate Fund PSR Invesco Powershares 73935B508
ProShares UltraShort Lehman 7-10 Year TreasuryPST ProShares 74347R313
Pacer Trendpilot European Index ETF PTEU Pacer Financial 69374H808
PowerShares DWA Technology Momentum PortfolPTF Invesco Powershares 73935X344
PowerShares DWA Healthcare Momentum PortfolPTH Invesco Powershares 73935X351
Pacer Trendpilot 750 ETF PTLC Pacer Financial 69374H105
ETRACS CMCI Long Platinum Total Return ETN PTM UBS 902641786
Pacer Trendpilot 450 ETF PTMC Pacer Financial 69374H204
Pacer Trendpilot 100 ETF PTNQ Pacer Financial 69374H303
PowerShares DWA Utilities Momentum Portfolio PUI Invesco Powershares 73935X591
WisdomTree CBOE S&P 500 PutWrite Strategy F PUTW Wisdom Tree 97717X560
PowerShares WilderHill Progressive Energy PortfoPUW Invesco Powershares 73935X161
Principal Contrarian Value Index ETF PVAL Principal Financial Servi 74255Y862
PowerShares VRDO Tax Free Weekly Portfolio PVI Invesco Powershares 73936T433
PowerShares Dynamic Large Cap Growth Portfoli PWB Invesco Powershares 73935X609
PowerShares Dynamic Market Portfolio PWC Invesco Powershares 73935X104
Pacer WealthShield ETF PWS Pacer Financial 69374H840
PowerShares Dynamic Large Cap Value Portfolio PWV Invesco Powershares 73935X708
PowerShares California AMT-Free Municipal BondPWZ Invesco Powershares 73936T441
PowerShares Dynamic Energy Exploration & Produ PXE Invesco Powershares 73935X658
PowerShares FTSE RAFI Developed Markets ex-U. PXF Invesco Powershares 73936T789
PowerShares FTSE RAFI Emerging Markets PortfPXH Invesco Powershares 73936T763
PowerShares DWA Energy Momentum Portfolio PXI Invesco Powershares 73935X385
PowerShares Dynamic Oil & Gas Services Portfol PXJ Invesco Powershares 73935X625
PowerShares Russell Top 200 Pure Growth PortfoPXLG Invesco Powershares 739371102
PowerShares Russell Top 200 Pure Value Portfoli PXLV Invesco Powershares 739371201
PowerShares Russell Midcap Pure Growth PortfolPXMG Invesco Powershares 73935X807
PowerShares Russell Midcap Pure Value PortfolioPXMV Invesco Powershares 73935X880
Powershares Dynamic Networking Portfolio PXQ Invesco Powershares 73935X815
PowerShares Emerging Markets Infrastructure Port PXR Invesco Powershares 73937B209
PowerShares Russell 2000 Pure Growth Portfolio PXSG Invesco Powershares 73935X872
PowerShares Russell 2000 Pure Value Portfolio PXSV Invesco Powershares 73935X864
Principal International Multi-Factor Index ETF PXUS Principal Financial Servi 74255Y839
Principal Shareholder Yield Index ETF PY Principal Financial Servi 74255Y300
PowerShares DWA Basic Materials Momentum Por PYZ Invesco Powershares 73935X427
PowerShares National AMT-Free Municipal Bond PPZA Invesco Powershares 73936T474
PowerShares Cleantech Portfolio PZD Invesco Powershares 73935X278
Powershares Zacks Micro Cap Portfolio PZI Invesco Powershares 73935X740
PowerShares New York AMT-Free Municipal BondPZT Invesco Powershares 73936T458
First Trust NASDAQ ABA Community Bank Index QABA First Trust 33736Q104
IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tra QAI Index IQ 45409B107
iShares MSCI Qatar Capped ETF QAT Blackrock (iShares) 46434V779
SPDR MSCI Canada Quality Mix ETF QCAN State Street (SPDR) 78463X376
First Trust NASDAQ Clean Edge Green Energy I QCLN First Trust 33733E500
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US74347R3131 04/29/2008 0.95 Bonds
US73936T4334 11/15/2007 0.25 Bonds
US73936T4417 10/11/2007 0.28 Bonds
US73936T4748 10/11/2007 0.28 Bonds
US73936T4581 10/11/2007 0.28 Bonds
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Not Applicable S&P SmallCap 600 Cappe The PowerShares S&P SmallCap Health Care Portfolio (Fund) is based on t
Not Applicable S&P SmallCap 600 Cappe The PowerShares S&P SmallCap Industrials Portfolio (Fund) is based on the
Not Applicable S&P SmallCap 600 Cappe The PowerShares S&P SmallCap Materials Portfolio (Fund) is based on the
Not Applicable S&P SmallCap 600 CappThe PowerShares S&P SmallCap Information Technology Portfolio (Fund) is
Not Applicable S&P SmallCap 600 Capped The PowerShares S&P SmallCap Utilities Portfolio (Fund) is based on the S
Not Applicable NASDAQ U.S. Price SettThe Principal Price Setters Index ETF seeks to provide investment results th
Not Applicable Dynamic SemiconductorsThe PowerShares Dynamic Semiconductors Portfolio (Fund) is based on the
Not Applicable Dynamic Software Index The PowerShares Dynamic Software Portfolio (Fund) is based on the Dynam
Preferred Stock Wells Fargo Hybrid and PThe SPDR Wells Fargo Preferred Stock ETF seeks to replicate as closely a
Not Applicable DWA Consumer Staples T he PowerShares DWA Consumer Staples Momentum Portfolio (Fund) is ba
Not Applicable Not Applicable The PowerShares Balanced Multi-Asset Allocation Portfolio (the "Fund") is a
Not Applicable Not Applicable The PowerShares Conservative Multi-Asset Allocation Portfolio (the "Fund")
Not Applicable Not Applicable The PowerShares Growth Multi-Asset Allocation Portfolio (the "Fund") is an a
Not Applicable Not Applicable The PowerShares Moderately Conservative Multi-Asset Allocation Portfolio (
Private Equity Global Listed Private EquThe PowerShares Global Listed Private Equity Portfolio (Fund) is based on t
Not Applicable NASDAQ-100 Index ProShares Short QQQ seeks daily investment results before fees and expen
Not Applicable Not Applicable The PowerShares Active U.S. Real Estate Fund (Fund) structures and selec
Not Applicable ICE U.S. Treasury 7-10 ProShares UltraShort 7-10 Year Treasury seeks daily investment results, bef
Not Applicable Pacer Trendpilot Europe The Pacer Trendpilot European Index ETF is an exchange traded fund that s
Not Applicable DWA Technology TechnicThe PowerShares DWA Technology Momentum Portfolio (Fund) is based on
Not Applicable DWA Healthcare TechnicaThe PowerShares DWA Healthcare Momentum Portfolio (Fund) is based on
Not Applicable Pacer Wilshire US Large The Pacer Trendpilot 750 ETF is an exchange traded fund that seeks to trac
Not Applicable UBS Bloomberg CMCI Pla ETRACS CMCI Long Platinum Total Return is designed to track the performa
Not Applicable Pacer Wilshire US Mid-CThe Pacer Trendpilot 450 ETF is an exchange traded fund that seeks to trac
Not Applicable Pacer NASDAQ-100 Trend The Pacer Trendpilot 100 ETF is an exchange traded fund that seeks to trac
Not Applicable DWA Utilities Technical The PowerShares DWA Utilities Momentum Portfolio (Fund) is based on the
Not Applicable S&P 500 Index The WisdomTree CBOE S&P 500 PutWrite Strategy Fund seeks to track the
Not Applicable WilderHill Progressive E The PowerShares WilderHill Progressive Energy Portfolio (Fund) is based on
Not Applicable Nasdaq U.S. Contrarian The investment seeks to provide investment results that closely correspond,
Not Applicable Bloomberg US Municipa The PowerShares VRDO Tax-Free Weekly Portfolio (Fund) is based on the B
Not Applicable Dynamic Large Cap Growt The PowerShares Dynamic Large Cap Growth Portfolio (Fund) is based on t
Not Applicable Dynamic Market Intellide The PowerShares Dynamic Market Portfolio (Fund) is based on the Dynamic
Not Applicable Pacer WealthShield IndeThe Pacer WealthShield ETF is an exchange traded fund that seeks to track
Not Applicable Dynamic Large Cap Value The PowerShares Dynamic Large Cap Value Portfolio (Fund) is based on th
Not Applicable BofA Merrill Lynch Calif The PowerShares California AMT-Free Municipal Bond Portfolio (Fund) is ba
Not Applicable Dynamic Energy & Explora The PowerShares Dynamic Energy Exploration & Production Portfolio (Fund
Not Applicable FTSE RAFI Developed Ma The PowerShares FTSE RAFI Developed Markets ex-U.S. Portfolio (Fund) i
Not Applicable FTSE RAFI Emerging Mar The PowerShares FTSE RAFI Emerging Markets Portfolio (Fund) is based o
Not Applicable DWA Energy Technical L PowerShares DWA Energy Momentum Portfolio (Fund) is based on the DWA
Not Applicable Dynamic Oil & Gas ServicThe PowerShares Dynamic Oil & Gas Services Portfolio (Fund) is based on
Not Applicable Russell Top 200 Pure Gr The PowerShares Russell Top 200 Pure Growth Portfolio (Fund) is based on
Not Applicable Russell Top 200 Pure Va The PowerShares Russell Top 200 Pure Value Portfolio (Fund) is based on t
Not Applicable Russell Midcap Pure GroThe PowerShares Russell Midcap Pure Growth Portfolio (Fund) is based on
Not Applicable Russell Midcap Pure Val The PowerShares Russell Midcap Pure Value Portfolio (Fund) is based on th
Not Applicable Dynamic Networking IntelThe PowerShares Dynamic Networking Portfolio (Fund) is based on the Dyn
Not Applicable S-Network Emerging InfraThe PowerShares Emerging Markets Infrastructure Portfolio (Fund) is based
Not Applicable Russell 2000 Pure GrowtThe PowerShares Russell 2000 Pure Growth Portfolio (Fund) is based on th
Not Applicable Russell 2000 Pure Value The PowerShares Russell 2000 Pure Value Portfolio (Fund) is based on the
Not Applicable Nasdaq Developed SelecThe investment seeks to provide investment results that closely correspond,
Not Applicable NASDAQ U.S. Shareholde The Principal Shareholder Yield Index ETF seeks to provide investment resu
Not Applicable DWA Basic Materials TecThe PowerShares DWA Basic Materials Momentum Portfolio (Fund) is based
Not Applicable BofA Merrill Lynch Natio The PowerShares National AMT-Free Municipal Bond Portfolio (Fund) is bas
Not Applicable Clean Tech Index The PowerShares Cleantech Portfolio (Fund) is based on the Cleantech Inde
Not Applicable Zacks Micro Cap Index The PowerShares Zacks Micro Cap Portfolio (Fund) is based on the Zacks M
Not Applicable BofA Merrill Lynch New YThe PowerShares New York AMT-Free Municipal Bond Portfolio (Fund) is ba
Not Applicable NASDAQ OMX ABA Commu The First Trust NASDAQ ABA Community Bank Index Fund seeks investmen
Hedge Fund Replication IQ Hedge Multi-Strategy The IQ Hedge Multi-Strategy Tracker ETF seeks to track before fees and exp
Not Applicable MSCI All Qatar Capped The iShares MSCI Qatar Capped ETF seeks to track the investment results
Not Applicable MSCI Canada Quality MixThe SPDR MSCI Canada Quality Mix ETF seeks to provide investment resu
Not Applicable NASDAQ Clean Edge Gre The First Trust NASDAQ Clean Edge Green Energy Index Fund is an excha
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und) is based on the S&P SmallCap 600 Capped Health Care Index (Index). The Fund will normally invest at least 90% of its total asse
nd) is based on the S&P SmallCap 600 Capped Industrials Index (Index). The Fund will normally invest at least 90% of its total assets in
d) is based on the S&P SmallCap 600 Capped Materials Index (Index). The Fund will normally invest at least 90% of its total assets in c
Portfolio (Fund) is based on the S&P SmallCap 600 Capped Information Technology Index (Index). The Fund will normally invest at lea
is based on the S&P SmallCap 600 Capped Utilities & Telecom Services Index (Index). The Fund will normally invest at least 90% of its
estment results that closely correspond, before expenses, to the performance of the NASDAQ U.S. Price Setters Index. The ETF emplo
nd) is based on the Dynamic Semiconductor IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total a
ased on the Dynamic Software IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total assets in comm
licate as closely as possible before fees and expenses the total return of the Wells Fargo Hybrid and Preferred Securities Aggregate Ind
rtfolio (Fund) is based on the DWA Consumer Staples Technical Leaders Index (Index). The Fund will normally invest at least 90% of its
o (the "Fund") is an actively managed exchange-traded fund (ETF) that seeks to provide current income and capital appreciation by allo
tfolio (the "Fund") is an actively managed exchange-traded fund (ETF) that seeks total returns consistent with lower risk relative to the b
the "Fund") is an actively managed exchange-traded fund (ETF) that seeks to provide long-term capital appreciation by allocating throu
location Portfolio (the "Fund") is an actively managed exchange-traded fund (ETF) that seeks to provide current income and some capit
und) is based on the Red Rocks Global Listed Private Equity Index (Index). The Fund will normally invest at least 90% of its total assets
re fees and expenses that correspond to the inverse (opposite) of the daily performance of the NASDAQ-100 Index .
uctures and selects its investments primarily from a universe of securities that are included within the FTSE NAREIT All Equity REITs In
stment results, before fees and expenses that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasu
traded fund that seeks to track the total return performance, before fees and expenses, of the Pacer Trendpilot European Index. FTSE
Fund) is based on the DWA Technology Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in
Fund) is based on the DWA Healthcare Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in
that seeks to track the total return performance, before fees and expenses, of the Pacer Wilshire US Large-Cap Trendpilot Index. Whe
track the performance of the UBS Bloomberg CMCI Platinum Total Return (the "Index"), less investor fees. The Index measures the col
that seeks to track the total return performance, before fees and expenses, of the Pacer Wilshire US Mid-Cap Trendpilot Index. When t
that seeks to track the total return performance, before fees and expenses, of the Pacer NASDAQ-100 Trendpilot Index. When the NAS
d) is based on the DWA Utilities Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in commo
seeks to track the performance of a collateralized put write strategy on the S&P 500 Index. The strategy is designed to receive a premiu
(Fund) is based on the WilderHill Progressive Energy Index (Index). The Fund will normally invest at least 90% of its total assets in com
osely correspond, before expenses, to the performance of the Nasdaq U.S. Contrarian Value Index (the "index"). Under normal circums
) is based on the Bloomberg US Municipal AMT-Free Weekly VRDO Index (Index). The Fund generally will invest at least 80% of its tota
und) is based on the Dynamic Large Cap Growth IntellidexSM Index (Index). The Fund will normally invest at least 90% of its total asse
ed on the Dynamic Market IntellidexSM Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks th
hat seeks to track the total return performance, before fees and expenses, of the Pacer WealthShield Index. The Pacer Wealth Shield I
nd) is based on the Dynamic Large Cap Value IntellidexSM Index (Index). The Fund will normally invest at least 90% of its total assets in
rtfolio (Fund) is based on the BofA Merrill Lynch California Long-Term Core Plus Municipal Securities Index (Index). The Fund generally
on Portfolio (Fund) is based on the Dynamic Energy Exploration & Production IntellidexSM Index (Intellidex Index). The Fund will norma
. Portfolio (Fund) is based on the FTSE RAFI Developed ex-U.S. Index (Index). The Fund will normally invest at least 90% of its total as
(Fund) is based on the FTSE RAFI Emerging Markets Index (Index). The Fund will normally invest at least 90% of its total assets in sec
based on the DWA Energy Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total assets in common sto
Fund) is based on the Dynamic Oil Services IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total a
Fund) is based on the Russell Top 200 Pure Growth Index (Index). The Fund will invest at least 90% of its total assets in the componen
und) is based on the Russell Top 200 Pure Value Index (Index). The Fund will invest at least 90% of its total assets in the component s
Fund) is based on the Russell Midcap Pure Growth Index (Index). The Fund will invest at least 90% of its total assets in the component
und) is based on the Russell Midcap Pure Value Index (Index). The Fund will invest at least 90% of its total assets in the component sec
based on the Dynamic Networking IntellidexSM Index (Intellidex Index). The Fund will normally invest at least 90% of its total assets in
io (Fund) is based on the S-Network Emerging Infrastructure Builders IndexSM (Index). The Fund will normally invest at least 90% of its
nd) is based on the Russell 2000 Pure Growth Index (Index). The Fund will invest at least 90% of its total assets in the component secu
d) is based on the Russell 2000 Pure Value Index (Index). The Fund will invest at least 90% of its total assets in the component securiti
osely correspond, before expenses, to the performance of the Nasdaq Developed Select Leaders Index (the "index"). The fund normally
de investment results that closely correspond, before expenses, to the performance of the NASDAQ U.S. Shareholder Yield Index. The E
lio (Fund) is based on the DWA Basic Materials Technical Leaders Index (Index). The Fund will normally invest at least 90% of its total a
folio (Fund) is based on The BofA Merrill Lynch National Long-Term Core Plus Municipal Securities Index (Index). The Fund generally w
the Cleantech Index (Index). The Fund will normally invest at least 90% of its total assets in stocks of clean technology (or cleantech) c
ed on the Zacks Micro Cap Index (Index). The Fund will normally invest at least 90% of its total assets in common stocks that comprise
rtfolio (Fund) is based on The BofA Merrill Lynch New York Long-Term Core Plus Municipal Securities Index (Index). The Fund generally
d seeks investment results that correspond generally to the price and yield before the Funds fees and expenses of an equity index calle
efore fees and expenses the performance of the IQ Hedge Multi-Strategy Index. The Index attempts to replicate the risk-adjusted return
nvestment results of a broad-based index composed of Qatar equities. Exposure to a broad range of companies in Qatar.
e investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI Canada Quality
Fund is an exchange-traded index fund. The objective of the Fund is to seek investment results that correspond generally to the price
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429
90% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance of common
% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance of common st
f its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance of common stoc
ormally invest at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall p
st at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to measure the overall performance
dex. The ETF employs a passive investment approach designed to track the performance of the Index. The NASDAQ U.S. Price Setters
ast 90% of its total assets in common stocks that comprise the Index. The Intelldiex Index is designed to provide capital appreciation by
total assets in common stocks that comprise the Index. The Intellidex Index is designed to provide capital appreciation by thoroughly ev
urities Aggregate Index.
st at least 90% of its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showi
appreciation by allocating through a balanced investment style that seeks to maximize diversification potential. The Fund is a "fund of fu
risk relative to the broad market by allocating through a conservative investment style that seeks to maximize diversification potential. T
n by allocating through a growth investment style that seeks to maximize diversification potential. The Fund is a "fund of funds," meaning
ome and some capital appreciation by allocating through a moderately conservative investment style that seeks to maximize diversificati
0% of its total assets in securities, which may include American depository receipts and global depository receipts, that comprise the Ind
T All Equity REITs Index at the time of purchase. The selection methodology uses quantitative and statistical metrics to identify attractive
he ICE U.S. Treasury 7-10 Year Bond Index. The ICE U.S. Treasury 7-10 Year Bond Index includes publicly- issued U.S. Treasury secu
opean Index. FTSE Eurobloc Index derived from the FTSE Global Equity Index Series (GEIS),covering 98% of the worlds investable m
of its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative stre
of its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative stren
endpilot Index. When the Wilshire US Large-Cap Total Return Index SM closes above its 200 business day simple moving average (SMA
ex measures the collateralized returns from a basket of platinum futures contracts. The commodity futures contracts are targeted for a c
dpilot Index. When the Wilshire US Mid-Cap Total Return Index SM closes above its 200 business day simple moving average (SMA) fo
ndex. When the NASDAQ-100 Total Return Index SM closes above its 200 business day simple moving average (SMA) for five consecu
al assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative strength (mo
d to receive a premium from the option buyer by selling a sequence of one-month, at-the-money, S&P 500 Index puts (SPX puts). If, how
total assets in common stocks that comprise the Index. The Index is comprised of companies in transitional energy technologies signifi
der normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity secur
least 80% of its total assets in variable rate demand obligation (VRDO) bonds that are exempt from federal income tax with interest rate
90% of its total assets in common stocks that comprise the Index. The Index seeks to provide capital appreciation while maintaining con
n common stocks that comprise the Index. The Underlying Intellidex selection methodology seeks to identify and select companies from
acer Wealth Shield Index utilizes a systematic risk management strategy that directs the Index s exposure to either 100% equities, or a b
% of its total assets in common stocks that comprise the Index. The Index is designed to provide capital appreciation while maintaining co
The Fund generally will invest at least 80% of its total assets in municipal securities that comprise the Index and that also are exempt fr
The Fund will normally invest at least 90% of its total assets in common stocks that comprise the Index. The Intellidex Index thoroughly
t 90% of its total assets in securities that comprise the Index and American Depository Receipts (ADRs) based on the securities in the I
ts total assets in securities that comprise the Index and American Depository Receipts (ADRs) based on the securities in the Index. The
sets in common stocks that comprise the Index. The Index is designed to identify companies that are showing relative strength (momen
ast 90% of its total assets in common stocks that comprise the Index. The Intellidex Index thoroughly evaluates companies based on a v
ets in the component securities that comprise the Index. The Index is composed of securities with strong growth characteristics selected
in the component securities that comprise the Index. The Index is composed of securities with strong value characteristics selected from
s in the component securities that comprise the Index. The Index is composed of securities with strong growth characteristics selected
n the component securities that comprise the Index. The Index is composed of securities with strong value characteristics selected from
of its total assets in common stocks that comprise the Index. The Intellidex Index thoroughly evaluates companies based on a variety of
st at least 90% of its total assets in securities that comprise the Index and American depositary receipts and global depositary receipts b
the component securities that comprise the Index. The Index is composed of securities with strong growth characteristics selected from
component securities that comprise the Index. The Index is composed of securities with strong value characteristics selected from the R
). The fund normally invests at least 80% of its net assets, plus any borrowings for investment purposes, in equity securities that compo
er Yield Index. The ETF employs a passive investment approach designed to track the performance of the Index. The NASDAQ U.S. Sh
ast 90% of its total assets in common stocks that comprise the Index. The Index is designed to identify companies that are showing rela
he Fund generally will invest at least 80% of its total assets in municipal securities that comprise the Index and that also are exempt from
ogy (or cleantech) companies that comprise the Index and American Depository Receipts based on the stocks in the Index. The Index is
tocks that comprise the Index. The Index is designed to identify a group of micro-cap stocks with the greatest potential to outperform pa
The Fund generally will invest at least 80% of its total assets in municipal securities that comprise the Index and that also are exempt f
an equity index called the NASDAQ OMX ABA Community Bank Index.
risk-adjusted return characteristics of hedge funds using various hedge fund investment styles including long/short equity global macro
CI Canada Quality Mix A-Series Index.

nerally to the price and yield (before the Funds fees and expenses) of an equity index called the NASDAQ Clean Edge Green Energy In
375033264.xls
430
ormance of common stocks in the health care sector. Included are healthcare companies principally engaged in the business of providin
ance of common stocks of US industrial companies. These companies are principally engaged in the business of providing industrial pr
ce of common stocks of US basic materials companies. These companies are principally engaged in the business of producing raw ma
easure the overall performance of common stocks of US information technology companies. These companies are principally engaged
overall performance of common stocks of US utilities and telecommunication services companies. These companies are principally enga
Q U.S. Price Setters Index is a NASDAQ-licensed index based on The Principal Financial Group s intellectual property (IP). The Princip
ital appreciation by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earnin
on by thoroughly evaluating companies based on a variety of investment merit criteria, including: price momentum, earnings momentum
nies that are showing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3
Fund is a "fund of funds," meaning that it invests its assets in the shares of other exchange-traded funds, rather than in securities of ind
ification potential. The Fund is a "fund of funds," meaning that it invests its assets in the shares of other exchange-traded funds, rather
d of funds," meaning that it invests its assets in the shares of other exchange-traded funds, rather than in securities of individual compan
aximize diversification potential. The Fund is a "fund of funds," meaning that it invests its assets in the shares of other exchange-traded
at comprise the Index. The Index includes securities, ADRs and GDRs of 40 to 75 private equity companies, including business develop
to identify attractively priced securities and manage risk. The Fund will invest principally in equity real estate investment trusts (REITs).
U.S. Treasury securities that have a remaining maturity of greater than seven years and less than or equal to ten years and have $300
worlds investable market capitalization. Includes large- and mid-cap stocks screened for liquidity and investability; provides coverage of
howing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common
howing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common s
oving average (SMA) for five consecutive business days, the exposure of the Index will be 100% to the Wilshire US Large-Cap Index S
are targeted for a constant maturity of three months.
g average (SMA) for five consecutive business days, the exposure of the Index will be 100% to the Wilshire US Mid-Cap Index SM. Wh
MA) for five consecutive business days, the exposure of the Index will be 100% to the NASDAQ-100 Index. When the NASDAQ-100 Tot
relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common stocks t
s (SPX puts). If, however, the value of the S&P 500 Index falls below the SPX Put s strike price, the option finishes in-the-money and the
technologies significant in improving the use of fossil fuels and nuclear power. The Index is composed of companies focused on the fol
ses, in equity securities of companies that compose the index at the time of purchase. The index uses a quantitative model designed to
tax with interest rates that reset weekly, which comprise the Underlying Index. The Index is comprised of municipal securities issued in t
hile maintaining consistent stylistically accurate exposure. The Style Intellidexes apply a rigorous 10-factor style isolation process to obje
ect companies from the US marketplace with superior risk-return profiles. The Fund and the Index are rebalanced and reconstituted qu
00% equities, or a blend of equity and 3 month US treasury bills, or 100% 20 year treasury bonds, or 100% 3 month US treasury bills (3
while maintaining consistent stylistically accurate exposure. The Style Intellidexes apply a rigorous 10 factor style isolation process to o
t also are exempt from the federal alternative minimum tax. The Index is composed of US dollar-denominated, investment grade, tax-ex
x Index thoroughly evaluates companies based on a variety of investment merit criteria, including: price momentum, earnings momentu
he securities in the Index. The Index is designed to track the performance of the largest developed market equities (excluding the US), s
es in the Index. The Index is designed to track the performance of the largest Emerging Market equities, selected based on the following
ve strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 common stocks traded
panies based on a variety of investment merit criteria, including: price momentum, earnings momentum, quality, management action, an
racteristics selected from the Russell Top 200 Index. Securities are weighted based on their style score. The Fund and the Index are re
eristics selected from the Russell Top 200 Index. Securities are weighted based on their style score. The Fund and the Index are rebala
acteristics selected from the Russell Midcap Index. Securities are weighted based on their style score. The Fund and the Index are reba
stics selected from the Russell Midcap Index. Securities are weighted based on their style score. The Fund and the Index are rebalanc
ased on a variety of investment merit criteria, including: price momentum, earnings momentum, quality, management action, and value.
epositary receipts based on the securities in the Index. The Index is designed to measure the overall performance of securities of comp
istics selected from the Russell 2000 Index. Securities are weighted based on their style score. The Fund and the Index are rebalanced
selected from the Russell 2000 Index. Securities are weighted based on their style score. The Fund and the Index are rebalanced and
ecurities that compose the index at the time of purchase. The index uses a quantitative model designed to identify equity securities of co
e NASDAQ U.S. Shareholder Yield Index is a NASDAQ-licensed index based on The Principal Financial Group s intellectual property (I
hat are showing relative strength (momentum), and is composed of at least 30 common stocks from a universe of approximately 3,000 c
also are exempt from the federal alternative minimum tax. The Index is composed of US dollar-denominated, investment grade, tax-exem
Index. The Index is designed to track the leading cleantech companies, from a broad range of industry sectors that offer the best inves
ial to outperform passive benchmark micro-cap indexes and other actively managed US micro-cap strategies. Due to their low correlatio
at also are exempt from the federal alternative minimum tax. The Index is composed of US dollar-denominated, investment grade, tax-e
equity global macro market neutral event-driven fixed income arbitrage and emerging markets.
dge Green Energy Index.
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business of providing healthcare-related products and services, including biotechnology, pharmaceuticals, medical technology and supp
oviding industrial products and services, including engineering, heavy machinery, construction, electrical equipment, aerospace and def
f producing raw materials, including paper or wood products, chemicals, construction materials, and mining and metals. The Index is a
principally engaged in the business of providing information technology-related products and services, including computer hardware and
are principally engaged in providing either energy, water or natural gas utilities, as well as services designed to promote or enhance the
rty (IP). The Principal retains ownership of the index IP under the licensing agreement. The index provides exposure to equity securities
momentum, earnings momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of common stoc
earnings momentum, quality, management action, and value. The Underlying Intellidex Index is comprised of common stocks of 30 US s
e of approximately 3,000 common stocks traded on US exchanges.

n in securities of individual companies. The Funds target allocation of total assets: 50% to 70% in equity ETFs, 30% to 50% in fixed inco
aded funds, rather than in securities of individual companies. The Funds target allocation of total assets: 50% to 80% in fixed income E
of individual companies. The Funds target allocation of total assets: 60% to 80% in equity ETFs, 20% to 40% in fixed income ETFs and
er exchange-traded funds, rather than in securities of individual companies. The Funds target allocation of total assets: 50% to 80% in f
ng business development companies (BDCs), master limited partnerships (MLPs) and other vehicles whose principal business is to inve
ment trusts (REITs).

ars and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities
ovides coverage of the 11 developed markets in the Eurozone, including: Austria, Belgium and Luxembourg, Finland, France, Germany
tely 3,000 common stocks traded on US exchanges.
ely 3,000 common stocks traded on US exchanges.
Large-Cap Index SM. When the Wilshire US Large-Cap Total Return IndexSM closes below its SMA for five consecutive business days
Cap Index SM. When the Wilshire US Mid-Cap Total Return Index SM closes below its SMA for five consecutive business days, the exp
e NASDAQ-100 Total Return IndexSM closes below its SMA for five consecutive business days, the exposure of the Index will be 50% t
00 common stocks traded on US exchanges.
n-the-money and the Fund pays the buyer the difference between the strike price and the value of the S&P 500 Index. The Fund s strate
s focused on the following areas: alternative energy, better efficiency, emission reduction, new energy activity, greener utilities, innovativ
model designed to identify equity securities in the Nasdaq US Large Mid Cap Index (the "parent index") that appear to be undervalued
ecurities issued in the primary market as VRDOs.
ation process to objectively segregate companies into their appropriate investment style and size universe.
nd reconstituted quarterly in February, May, August and November.
h US treasury bills (3 month US T-bills). Equity exposures are selected from 10 S&P Sector Indices, the S&P Biotech Select Industry Ind
olation process to objectively segregate companies into their appropriate investment style and size universe.
tment grade, tax-exempt debt publicly issued by California or any US territory, or their political subdivisions, in the US domestic market
earnings momentum, quality, management action, and value. The Underlying Intellidex Index is composed of stocks of 30 U.S. compan
excluding the US), selected based on the following four fundamental measures of firm size: book value, cash flow, sales and dividends.
sed on the following four fundamental measures of firm size: book value, cash flow, sales and dividends. The equities with the highest f
mmon stocks traded on US exchanges.
agement action, and value. The Underlying Intellidex Index is composed of stocks of 30 U.S. companies that assist in the production, p
and the Index are rebalanced and reconstituted annually.
he Index are rebalanced and reconstituted annually.
d the Index are rebalanced and reconstituted annually.
Index are rebalanced and reconstituted annually.
t action, and value. The Underlying Intellidex Index is comprised of common stocks of 30 US networking companies. These are compan
f securities of companies involved in infrastructure construction and development in emerging market countries. Industries include, but a
ndex are rebalanced and reconstituted annually.
are rebalanced and reconstituted annually.
quity securities of companies in the Nasdaq Developed Market Ex-US Ex-Korea Large Mid Cap Index that exhibit a combination of value
ellectual property (IP). The Principal retains ownership of the index IP under the licensing agreement. The index provides exposure to e
proximately 3,000 common stocks traded on US exchanges.
ment grade, tax-exempt debt publicly issued by US. states and territories, or their political subdivisions, in the US domestic market with a
offer the best investment returns. The Cleantech Index is a modified equally weighted index composed of stocks (and ADRs of such sto
o their low correlation to large, medium and small-sized companies, micro caps may complement existing blended portfolios by improvin
stment grade, tax-exempt debt publicly issued by New York or any US territory, or their political subdivisions, in the US domestic market
375033264.xls
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echnology and supplies, and facilities. The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-capitaliz
aerospace and defense and general manufacturing. The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, m
als. The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-capitalization-weighted index reflecting the
puter hardware and software, Internet, electronics and semiconductors and communication technologies. The Index is a subset of the S
mote or enhance the transmission of voice, data and video over various communications media, including wireline, wireless (terrestrial-b
e to equity securities of mid- and large-capitalization U.S. issuers. The index focuses on U.S. companies with sustainable pricing power,
sed of common stocks of 30 US semiconductors companies. These are companies that are principally engaged in the manufacture of s
on stocks of 30 US software companies. These are companies that are principally engaged in the research, design, production or distrib
to 50% in fixed income ETFs and 10% to 25% in underlying ETFs that invest in foreign stocks and bonds as well as American depositar
% in fixed income ETFs, 20% to 50% in equity ETFs and 5% to 10% in underlying ETFs that invest in foreign stocks and bonds as well a
d income ETFs and 20% to 30% in underlying ETFs that invest in foreign stocks and bonds as well as American depositary receipts (AD
ets: 50% to 80% in fixed income ETFs, 20% to 50% in equity ETFs and 5% to 15% in underlying ETFs that invest in foreign stocks and b
l business is to invest in, lend capital to or provide services to privately held companies (collectively, listed private equity companies).
dition, the securities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index ar
d, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal, and Spain. When the FTSE Eurobloc Total Return Index (EUR) close
utive business days, the exposure of the Index will be 50% to the Wilshire US Large-Cap IndexSM and 50% to 3-Month US Treasury bil
siness days, the exposure of the Index will be 50% to the Wilshire US Mid-Cap IndexSM and 50% to 3-Month US Treasury Bills. When t
Index will be 50% to the NASDAQ-100 Index and 50% to 3-Month US Treasury Bills. When the NASDAQ-100 Total Return s 200-busin
x. The Fund s strategy of selling cash-secured SPX Puts serves to partially offset a decline in the value of the S&P 500 Index to the ext
er utilities, innovative materials and energy storage.
r to be undervalued by the market relative to their fundamental value, when taking multiple market environments into consideration.
Select Industry Index, and the Dow Jones Internet Composite Index.
S domestic market with a term of at least 15 years remaining to final maturity.

s of 30 U.S. companies involved in the exploration and production of natural resources used to produce energy.
ales and dividends. The equities with the highest fundamental strength are weighted according to their fundamental scores.
es with the highest fundamental strength are weighted according to their fundamental scores.
in the production, processing and distribution of oil and gas. The Underlying Intellidex Index may include companies that are engaged i
. These are companies that are principally engaged in the development, manufacture, sale or distribution of products, services or techn
ustries include, but are not limited to, construction and engineering, construction machinery, construction materials, diversified metals an
combination of value, growth and momentum characteristics, with higher weights given to securities that are more liquid and less volatile
vides exposure to equity securities of mid- and large-capitalization U.S. issuers. The index focuses on U.S. companies with sustainable
mestic market with a term of at least 15 years remaining to final maturity.

nd ADRs of such stocks) of publicly traded cleantech companies.
ortfolios by improving risk-adjusted performance.
US domestic market with a term of at least 15 years remaining to final maturity.
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ed, market-capitalization-weighted index reflecting the US small-cap market.

s a float-adjusted, market-capitalization-weighted index reflecting the US small-cap market.
d index reflecting the US small-cap market.
is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-capitalization-weighted index reflecting the US small-cap
wireless (terrestrial-based), satellite and cable. The Index is a subset of the S&P SmallCap 600 Index, which is a float-adjusted, market-
able pricing power, consistent sales growth, high/stable margins, quality earnings, low leverage, and high levels of profitability.
he manufacture of semiconductors.
production or distribution of products or processes that relate to software applications and systems and information-based services.
American depositary receipts (ADRs) and global depositary receipts (GDRs). Invesco Advisers Inc., the sub-adviser to the Fund (Sub-A
and bonds as well as American depositary receipts (ADRs) and global depositary receipts (GDRs). Invesco Advisers Inc., the sub-advis
ositary receipts (ADRs) and global depositary receipts (GDRs). Invesco Advisers Inc., the sub-adviser to the Fund (Sub-Adviser), select
foreign stocks and bonds as well as American depositary receipts (ADRs) and global depositary receipts (GDRs). Invesco Advisers Inc.
quity companies).
Underlying Index are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or with
n Index (EUR) closes above its 200 day simple moving average (200 Day SMA) for five consecutive business days, the exposure of the
nth US Treasury bills.
easury Bills. When the Wilshire US Mid-Cap Total Return s 200-business day moving average closes lower than its value from five busin
Return s 200-business day moving average closes lower than its value from five business days earlier, the exposure of the Index will be
500 Index to the extent of the premiums received.
o consideration.
that are engaged in the drilling of oil and gas wells; manufacturing oil and gas field machinery and equipment; or providing services to
s, services or technologies that support the flow of electronic information, including voice, data, images and commercial transactions.
diversified metals and mining, heavy electrical equipment, industrial machinery and steel.
uid and less volatile.

es with sustainable shareholder yield, strong cash flow generation, and capacity to increase dividends and/or buybacks.
375033264.xls
434
ng the US small-cap market.

at-adjusted, market-capitalization-weighted index reflecting the US small-cap market.
profitability.
based services.
to the Fund (Sub-Adviser), selects investments based on quantitative and qualitative criteria to strategically allocate across broad asse
s Inc., the sub-adviser to the Fund (Sub-Adviser), selects investments based on quantitative and qualitative criteria to strategically alloca
Sub-Adviser), selects investments based on quantitative and qualitative criteria to strategically allocate across broad asset classes and f
vesco Advisers Inc., the sub-adviser to the Fund (Sub-Adviser), selects investments based on quantitative and qualitative criteria to stra
issued with or without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Unde
the exposure of the Index will be 100% to the FTSE Eurobloc Index (USD)1. From the equity position, the Index will change to the 50/50
value from five business days earlier, the exposure of the Index will be 100% to 3-Month US Treasury bills. Once the T-Bill Indicator has
e of the Index will be 100% to 3-Month US Treasury bills. Once the T-Bill Indicator has been triggered, the Index will not return to its 50/5
oviding services to the oil and gas industry, such as well analysis, platform and pipeline engineering and construction, logistics and tran
cial transactions.
375033264.xls
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e across broad asset classes and factors within those classes.

o strategically allocate across broad asset classes and factors within those classes.
asset classes and factors within those classes.
tative criteria to strategically allocate across broad asset classes and factors within those classes.
ng bonds. The Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last
change to the 50/50 position or the T-Bill position depending on the the 50/50 Indicator and the T-Bill Indicator. When the FTSE Euroblo
T-Bill Indicator has been triggered, the Index will not return to its 50/50 position unless the Equity Indicator is first triggered, followed by
not return to its 50/50 position unless the Equity Indicator is first triggered, followed by the 50/50 Indicator being triggered.
n, logistics and transportation services, oil and gas well emergency management and geophysical data acquisition and processing.
375033264.xls
436
updated on the last business day of each month.

n the FTSE Eurobloc Total Return Index (EUR) closes below its 200 Day SMA for five consecutive business days, the exposure of the I
ggered, followed by the 50/50 Indicator being triggered.
and processing.
375033264.xls
437
he exposure of the Index will be 50% to the FTSE Eurobloc Index (USD) and 50% to 3-Month US Treasury bills. From the 50/50 position
375033264.xls
438
m the 50/50 position, the Index will return to the equity position or change to the T-Bill position depending on the Equity Indicator or T-Bil
375033264.xls
439
ity Indicator or T-Bill Indicator. When the FTSE Eurobloc Total Return Indexs (EUR) 200 Day SMA closes lower than its value from five b
375033264.xls
440
its value from five business days earlier, the exposure of the Index will be 100% to 3-Month US Treasury bills. From the T-Bill position,
375033264.xls
441
the T-Bill position, the Index will change to the equity position when the Equity Indicator is triggered. The Index will not return to its 50/5
375033264.xls
442
not return to its 50/50 position unless the Equity Indicator is first triggered.
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443
FlexShares Quality Dividend Defensive Index FunQDEF Flexshares (Northern Tru33939L845

SPDR MSCI Germany Quality Mix ETF QDEU State Street (SPDR) 78463X350
FlexShares Quality Dividend Index Fund QDF Flexshares (Northern Tru33939L860
FlexShares Quality Dividend Dynamic Index FundQDYN Flexshares (Northern Tru33939L852
IQ Hedge Event-Driven Tracker ETF QED Index IQ 45409B404
SPDR MSCI EAFE Quality Mix ETF QEFA State Street (SPDR) 78463X434
SPDR MSCI Emerging Markets Quality Mix ETF QEMM State Street (SPDR) 78463X426
SPDR MSCI United Kingdom Quality Mix ETF QGBR State Street (SPDR) 78463X335
IQ Leaders GTAA Tracker ETF QGTA Index IQ 45409B511
ProShares UltraShort QQQ QID ProShares 74348A426
First Trust RBA Quality Income ETF QINC First Trust 33738R803
SPDR MSCI Japan Quality Mix ETF QJPN State Street (SPDR) 78463X368
FlexShares US Quality Large Cap Index Fund QLC Flexshares (Northern Tru33939L746
ProShares Ultra QQQ QLD ProShares 74347R206
IQ Hedge Long/Short Tracker ETF QLS Index IQ 45409B305
iShares Aaa - A Rated Corporate Bond ETF QLTA Blackrock (iShares) 46429B291
IQ Hedge Market Neutral Tracker ETF QMN Index IQ 45409B503
Momentumshares U.S. Quantitative Momentum E QMOM Alpha Architect 02072L409
First Trust NASDAQ 100 Equal Weighted Index F QQEW First Trust 337344105
Powershares QQQ Trust Series 1 QQQ Invesco Powershares 73935A104
Global X NASDAQ China Technology ETF QQQC Global X 37950E804
Direxion NASDAQ 100 Equal Weighted Index ShaQQQE Direxion Shares 25459Y207
First Trust NASDAQ 100 Ex-Technology Sector QQXT First Trust 33733E401
First Trust NASDAQ 100 Technology Index Fund QTEC First Trust 337345102
iShares Edge MSCI USA Quality Factor ETF QUAL Blackrock (iShares) 46432F339
SPDR MSCI USA Quality Mix ETF QUS State Street (SPDR) 78468R812
ValueShares U.S. Quantitative Value ETF QVAL Alpha Architect 02072L102
Arrow QVM Equity Factor ETF QVM ArrowShares 042765784
SPDR MSCI World Quality Mix ETF QWLD State Street (SPDR) 78463X418
QuantX Risk Managed Growth ETF QXGG QuantX Funds 66538H732
QuantX Risk Managed Multi-Asset Income ETF QXMI QuantX Funds 66538H724
QuantX Risk Managed Real Return ETF QXRR QuantX Funds 66538H682
QuantX Risk Managed Multi-Asset Total Return E QXTR QuantX Funds 66538H716
Horizons Nasdaq-100 Covered Call ETF QYLD Horizons 44053G108
ProShares RAFI Long/Short RALS ProShares 74347X310
FlexShares Ready Access Variable Income Fund RAVI Flexshares (Northern Tru33939L886
Nationwide Risk-Based International Equity ETF RBIN Nationwide 26922A669
Nationwide Risk-Based US Equity ETF RBUS Nationwide 26922A677
Guggenheim S&P 500 Equal Weight Consumer Dis RCD Guggenheim 78355W882
Elkhorn Fundamental Commodity Strategy ETF RCOM Elkhorn Investments 287711824
Oppenheimer Ultra Dividend Revenue ETF RDIV Oppenheimer Funds 68386C401
First Trust NASDAQ Rising Dividend Achievers RDVY First Trust 33738R506
Oppenheimer Emerging Markets Revenue ETF REEM Oppenheimer Funds 68386C864
iShares Global REIT ETF REET Blackrock (iShares) 46434V647
Oppenheimer International Revenue ETF REFA Oppenheimer Funds 68386C757
ProShares S&P MidCap 400 Dividend Aristocrats REGL ProShares 74347B680
ProShares Short Real Estate REK ProShares 74347X641
iShares Mortgage Real Estate Capped ETF REM Blackrock (iShares) 46435G342
Credit Suisse X-Links Monthly Pay 2xLeveraged REML Credit Suisse 22539T282
VanEck Vectors Rare Earth/Strategic Metals ETF REMX Van Eck Associates Corp92189F742
Direxion Daily Retail Bull 3X Shares RETL Direxion Shares 25459W417
ProShares UltraShort Technology REW ProShares 74347B730
iShares Residential Real Estate Capped ETF REZ Blackrock (iShares) 464288562
First Trust RiverFront Dynamic Asia Pacific ETF RFAP First Trust 33739P509
RiverFront Dynamic Core Income ETF RFCI ALPS 00162Q536
RiverFront Dynamic US Dividend Advantage ETF RFDA ALPS 00162Q528
First Trust RiverFront Dynamic Developed Interna RFDI First Trust 33739P608
First Trust RiverFront Dynamic Emerging Markets RFEM First Trust 33739P707
First Trust RiverFront Dynamic Europe ETF RFEU First Trust 33739P806
RiverFront Dynamic US Flex-Cap ETF RFFC ALPS 00162Q510
375033264.xls
444

US46429B2916 02/14/2012 0.15 Bonds
US33939L8862 10/09/2012 0.25 Bonds
US00162Q5365 06/14/2016 0.51 Bonds
375033264.xls
445
Not Applicable Northern Trust Quality D QDEF seeks to provide exposure to the long-term growth potential of U.S. se
Not Applicable MSCI Germany Quality Mi The SPDR MSCI Germany Quality Mix ETF seeks to provide investment res
Not Applicable Northern Trust Quality D QDF seeks to provide exposure to the long-term growth potential of U.S. sec
Not Applicable Northern Trust Quality D The Northern Trust Quality Dividend Dynamic Index is designed to provide e
Hedge Fund Replication IQ Hedge Event-Driven I The IQ Hedge Event-Driven Tracker ETF seeks investment results that corre
Not Applicable MSCI EAFE Quality Mix The SPDR MSCI EAFE Quality Mix ETF seeks to provide investment results
Not Applicable MSCI Emerging Markets T Qhe SPDR MSCI Emerging Markets Quality Mix ETF seeks to provide invest
Not Applicable MSCI UK Quality Mix A-SThe SPDR MSCI United Kingdom Quality Mix ETF seeks to provide investm
Not Applicable IQ Leaders GTAA Index IQ Leaders GTAA Tracker ETF seeks investment results that correspond gen
Not Applicable NASDAQ-100 Index ProShares UltraShort QQQ seeks daily investment results before fees and e
Not Applicable Richard Bernstein AdvisoThe First Trust RBA Quality Income ETF is focused on total return by investin
Not Applicable MSCI Japan Quality Mix The SPDR MSCI Japan Quality Mix ETF seeks to provide investment results
Not Applicable Northern Trust Quality L FlexShares US Quality Large Cap Index Fund attempts to provide investors
Not Applicable NASDAQ-100 Index ProShares Ultra QQQ seeks daily investment results before fees and expen
Hedge Fund Replication IQ Hedge Long/Short In The IQ Hedge Long/Short Tracker ETF seeks investment results that corresp
Not Applicable Bloomberg Barclays U.S.The iShares Aaa - A Rated Corporate Bond Fund seeks investment results th
Hedge Fund Replication IQ Hedge Market NeutralThe IQ Hedge Market Neutral Tracker ETF seeks to track, before fees and e
Not Applicable Alpha Architect Quantit QMOM is a self-indexing fund that seeks to track the total return performanc
Not Applicable NASDAQ-100 Equal Weig The First Trust NASDAQ-100 Equal Weighted Index Fund is an exchange-tra
Not Applicable Nasdaq 100 Index PowerShares QQQ or the NASDAQ- 100 Index Tracking Stock is an exchan
Not Applicable NASDAQ OMX China TecThe Global X NASDAQ China Technology ETF seeks to provide investment
Not Applicable NASDAQ-100 Equal Weig The Direxion NASDAQ-100 Equal Weighted Index Shares seeks investment
Not Applicable NASDAQ-100 Ex-Tech Se The First Trust NASDAQ-100 Ex-Technology Sector Index Fund is an excha
Not Applicable NASDAQ-100 TechnologyThe First Trust NASDAQ-100-Technology Sector Index Fund is an exchange
Not Applicable MSCI USA Sector NeutralThe iShares Edge MSCI USA Quality Factor ETF seeks to track the investm
Not Applicable MSCI USA Quality Mix A-The SPDR MSCI USA Quality Mix ETF seeks to provide investment results t
Not Applicable Alpha Architect Quantita QVAL is a self-indexing fund that seeks to track the total return performance
Not Applicable A.I. Quality Value Mome The Arrow QVM Equity Factor ETF seeks investment results that correspond
Not Applicable MSCI World Quality Mix The SPDR MSCI World Quality Mix ETF seeks to provide investment results
Not Applicable QuantX Risk Managed GThe Fund seeks to replicate investment results that generally correspond, be
Not Applicable QuantX Risk Managed Mu The Fund seeks to replicate investment results that generally correspond, be
Not Applicable QuantX Risk Managed Re The Fund seeks to replicate investment results that generally correspond, be
Not Applicable QuantX Risk Managed Mul The Fund seeks to replicate investment results that generally correspond, be
Not Applicable CBOE NASDAQ-100 BuyW The Horizons Nasdaq-100 Covered Call ETF is an exchange-traded fund inc
Not Applicable FTSE RAFI US 1000 Long ProShares RAFI Long/Short seeks investment results before fees and expen
Not Applicable Not Applicable FlexShares Ready Access Variable Income Fund is an actively managed ET
Not Applicable R Risk-Based InternationThe Nationwide Risk Based International Equity ETF (the Fund ) seeks to tr
Not Applicable R Risk-Based US Index The Nationwide Risk Based U.S. Equity ETF (the Fund ) seeks to track the
Not Applicable S&P Equal Weight ConsuSeeks to replicate as closely as possible before expenses the performance o
Not Applicable Not Applicable The Elkhorn Fundamental Commodity Strategy ETF is an actively managed
Not Applicable RevenueShares Ultra DivThe Fund is an exchange-traded fund ( ETF ). The Fund seeks to achieve its
Not Applicable NASDAQ Rising DividendFirst Trust NASDAQ Rising Dividend Achievers ETF is an exchange-traded f
Not Applicable MSCI OFI Revenue Weigh The Oppenheimer Emerging Markets Revenue ETF (the Fund ) seeks to ou
Not Applicable FTSE EPRA/NAREIT Glob The iShares Global REIT ETF (the Fund ) seeks to track the investment res
Not Applicable MSCI OFI Revenue Weight The Oppenheimer International Revenue ETF (the Fund ) seeks to outperfo
Not Applicable S&P MidCap 400 Dividend ProShares S&P MidCap 400 Dividend Aristocrats ETF seeks investment res
Not Applicable Dow Jones US Real EstaProShares Short Real Estate seeks daily investment results before fees and
Not Applicable FTSE NAREIT All Mortg The iShares FTSE NAREIT Mortgage Plus Capped Index Fund seeks invest
Not Applicable FTSE NAREIT All Mortg The Credit Suisse X-Links Monthly Pay 2xLeveraged Mortgage REIT ETNs (
Not Applicable Market Vectors Rare EartRare Earth/Strategic Metals ETF seeks to replicate as closely as possible be
Not Applicable Russell 1000 Retail Inde The Direxion Daily Retail Bull 2x ETF seeks daily investment results before f
Not Applicable Dow Jones US TechnologProShares UltraShort Technology seeks daily investment results before fees
Not Applicable FTSE NAREIT All ResideThe iShares FTSE NAREIT Residential Plus Capped Index Fund seeks inve
Not Applicable Not Applicable RFAP is an actively managed exchange-traded fund that seeks to provide ca
Not Applicable Not Applicable The Fund s portfolio is constructed through a two-step process, with the first
Not Applicable Not Applicable RiverFront Dynamic US Dividend Advantage is an Actively Managed ETF an
Not Applicable Not Applicable RFDI is an actively managed exchange-traded fund that seeks to provide ca
Not Applicable Not Applicable The First Trust RiverFront Dynamic Emerging Markets ETF is an actively ma
Not Applicable Not Applicable RFEU is an actively managed exchange-traded fund that seeks to provide ca
Not Applicable Not Applicable RiverFront Dynamic US Flex-Cap is an Actively Managed ETF and does not
375033264.xls
446
potential of U.S. securities while providing dividend payments. It is intended as a core stock market option that also helps investors try to
de investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI Germany Quali
otential of U.S. securities while providing dividend payments. It is intended as a core stock market option that also helps investors try to
igned to provide exposure to a high-quality income-oriented portfolio of long-only U.S. equity securities, with an emphasis on long-term
t results that correspond (before fees and expenses) generally to the price and yield performance of the IQ Hedge Event-Driven Index.
investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI EAFE (Europe, Au
s to provide investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI Emerg
o provide investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI UK Qua
hat correspond generally to the price and yield performance of the IQ Leaders GTAA Index ( the Index ). The Index is based on the prem
before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the NASDAQ-100 Index
al return by investing in a portfolio of dividend-paying stocks. The Richard Bernstein Advisors Quality Income Index attempts to control th
investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI Germany Quality M
provide investors a US large cap equity portfolio with long-term growth potential. Designed to replace traditional large cap equity produc
e fees and expenses that correspond to twice (200%) the daily performance of the NASDAQ-100 Index .
esults that correspond (before fees and expenses) generally to the price and yield performance of the IQ Hedge Long/Short Index. The
vestment results that correspond generally to the price and yield performance, before fees and expenses, of the Barclays Capital U.S. C
before fees and expenses, the performance of the IQ Hedge Market Neutral Index. Market Neutral hedge funds typically invest in both
return performance, before fees and expenses, of the Alpha Architect Quantitative Momentum Index (the Index ). The Index uses a 5-s
is an exchange-traded index fund. The investment objective of the fund is to replicate as closely as possible before fees and expenses
Stock is an exchange-traded fund based on the Nasdaq-100 Index. The Fund will under most circumstances consists of all of stocks in t
ovide investment results that correspond generally to the price and yield performance, before fees and expenses, of the NASDAQ OMX
seeks investment results, before fees and expenses, that track the NASDAQ-100 Equal Weighted Index. he NASDAQ-100 Equal Weig
Fund is an exchange-traded index fund. The objective of the Fund is to seek investment results that correspond generally to the price
nd is an exchange-traded index fund. The investment objective of the fund is to replicate as closely as possible before fees and expens
track the investment results of an index that measures the performance of U.S. large- and mid-capitalization stocks as identified throug
vestment results that, before fees and expenses, correspond generally to the total return performance of the MSCI USA Quality Mix A-S
eturn performance, before fees and expenses, of the Alpha Architect Quantitative Value Index (the Index ). The Index uses a 5- step, qu
lts that correspond generally to the performance of the A.I. Quality Value Momentum Index (AIQVM), before fees and expenses. The AIQ
nvestment results that, before fees and expenses, correspond generally to the total return performance of the MSCI World Quality Mix
ally correspond, before fees and expenses, to the performance of the QuantX Risk Managed Growth Index. The Fund generally will inve
ally correspond, before fees and expenses, to the performance of the QuantX Risk Managed Multi-Asset Income Index. The Fund gener
ally correspond, before fees and expenses, to the performance of the QuantX Risk Managed Real Return Index. The Fund generally wil
ally correspond, before fees and expenses, to the performance of the QuantX Risk Managed Multi-Asset Total Return Index. The Fund g
ge-traded fund incorporated in the USA. The ETF seeks to provide investment results that will closely correspond, before fees and expe
ore fees and expenses that track the performance of the RAFI US Equity Long/Short Index. The index allocates an aggregate equal doll
ively managed ETF that attempts to help cash investors try to maintain liquidity and reach for higher returns, without undue volatility. RA
Fund ) seeks to track the total return performance, before fees and expenses, of the R Risk-Based International Index (the Index ). Th
seeks to track the total return performance, before fees and expenses, of the R Risk-Based US Index (the Index ). The Index is a rules-
the performance of the S&P Equal Weight Index Consumer Discretionary.
actively managed exchange-traded fund that seeks to provide total return which exceeds that of the Dow Jones RAFI Commodity Index
eeks to achieve its investment objective by attempting to replicate the portfolio of the RevenueShares Ultra Dividend Index. Oppenheim
exchange-traded fund incorporated in the USA. The Fund will normally invest in securities that comprise the NASDAQ US Rising Divide
Fund ) seeks to outperform the total return performance of the MSCI Emerging Markets Index, the Fund s benchmark index (the Bench
he investment results of an index composed of global real estate equities in developed and emerging markets. Broad exposure to REIT
seeks to outperform the total return performance of the MSCI EAFE index, the Fund s benchmark index (the Benchmark Index ). The
ks investment results, before fees and expenses, that track the performance of the S&P MidCap 400 Dividend Aristocrats Index. The in
ts before fees and expenses that correspond to the inverse (opposite) of the daily performance of the Dow Jones U.S. Real Estate Inde
Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the FTSE NAR
gage REIT ETNs (such exchange traded notes, the "ETNs") are senior, unsecured debt securities issued by Credit Suisse AG ("Credit S
sely as possible before fees and expenses the price and yield performance of the Market Vectors Rare Earth/Strategic Metals Index a ru
ent results before fees and expenses of 200% of the price performance of the Russell 1000 Retail Index. There is no guarantee the fund
esults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S
x Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the FTSE N
eeks to provide capital appreciation. RFAP will seek to achieve its investment objective by investing at least 80% of its net assets (inclu
cess, with the first step setting the allocation among different fixed income asset classes and the second step determining security selec
Managed ETF and does not follow an index. The Sub-Advisor, RiverFront Investment Group, LLC ( RiverFront ), assembles a portfolio
eeks to provide capital appreciation. RFDI will seek to achieve its investment objective by investing at least 80% of its net assets (includ
F is an actively managed exchange-traded fund. The Funds investment objective is to provide capital appreciation. Under normal marke
seeks to provide capital appreciation. RFEU will seek to achieve its investment objective by investing at least 80% of its net assets (inclu
ETF and does not follow an index. In selecting the Fund s portfolio securities, the Sub-Adviser assembles a portfolio of eligible securitie
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helps investors try to meet their income needs. The strategy applies a proprietary scoring model approach that determines a "quality fac
SCI Germany Quality Mix A-Series Index.
elps investors try to meet their income needs. The strategy applies a proprietary scoring model approach that determines a "quality facto
hasis on long-term capital growth and a targeted overall beta that is generally between 1.0 to 1.5 times that of the Northern Trust 1250
Event-Driven Index. The Index seeks to replicate the collective hedge funds pursuing an event-driven strategy. Event-Driven hedge fund
EAFE (Europe, Australasia, Far East) Quality Mix Index.
of the MSCI Emerging Markets (EM) Quality Mix Index.
f the MSCI UK Quality Mix A-Series Index.
s based on the premise that leading global allocation mutual funds display significant exposures to a set of common asset classes. By c
ASDAQ-100 Index .
ttempts to control the risks associated with investing in higher-yielding stocks, yet maintain attractive current income. The Index is desig
I Germany Quality Mix A-Series Index
ge cap equity products, the strategy applies a model that ranks securities in the large cap universe based on quality, value and momentu
ng/Short Index. The Index seeks to replicate the collective hedge funds pursuing a long/short strategy. Long/short hedge funds typically
clays Capital U.S. Corporate Aaa - A Capped Index. The index is a subset of the Barclays U.S. Corporate Index, which measures the pe
cally invest in both long and short positions in asset classes while minimizing exposure to systematic risk. These strategies seek to hav
he Index uses a 5-step, quantitative, rules-based methodology to identify a portfolio of approximately 40-50 U.S. equity securities with p
fees and expenses the price and yield of the NASDAQ-100 Equal Weighted Index.
s of all of stocks in the Index. The Index includes 100 of the largest domestic and international nonfinancial companies listed on the Nas
f the NASDAQ OMX China Technology Index
AQ-100 Equal Weighted Index consists of companies in the NASDAQ-100 Index but each of the securities is initially set at a weight of 1
nerally to the price and yield (before the Funds fees and expenses) of an equity index called the NASDAQ-100 Ex-Tech Sector Index.
ore fees and expenses the price and yield of the NASDAQ-100 Technology Sector Index.
as identified through three fundamental variables: return on equity, earnings variability and debt-to-equity.
USA Quality Mix A-Series Index. The MSCI USA Quality Mix A-Series Index is designed to measure the equity market performance of la
x uses a 5- step, quantitative, rules-based methodology to identify a portfolio of approximately 40-50 undervalued U.S. equity securities
d expenses. The AIQVM Index is based on the analysis and expertise of Ford Equity Research, long time leaders in factor-based invest
World Quality Mix Index.
d generally will invest at least 80% of its total assets in the component securities of the QuantX Risk Managed Growth Index (the Index
ex. The Fund generally will invest at least 80% of its total assets in the component securities of the QuantX RiskManagedMulti-Asset In
e Fund generally will invest at least 80% of its total assets in the component securities of the QuantX Risk Managed Real Return Index (
n Index. The Fund generally will invest at least 80% of its total assets in the component securities of the QuantX Risk Managed Multi-As
efore fees and expenses, generally to the price and yield performance of the CBOE NASDAQ-100 BuyWrite Index.
ggregate equal dollar amount to both long and short equity positions. The long equity positions consist of securities in the FTSE RAFI U
undue volatility. RAVI features a variable net asset value (NAV) and can invest beyond the limitations of a traditional money market. Th
ex (the Index ). The Index is a rules-based, equal risk-weighted index that is designed to provide exposure to large capitalization comp
he Index is a rules-based, equal risk-weighted index that is designed to provide exposure to U.S.-listed large capitalization companies w
FI Commodity Index through the active management of a short duration portfolio of highly liquid, high quality bonds. The Dow Jones RA
d Index. Oppenheimer Ultra Dividend Revenue ETF seeks to outperform the total return performance of the S&P 900 Index, the Fund s
Q US Rising Dividend Achievers Index. The Index is composed of the securities of 50 companies with a history of raising their dividends
k index (the Benchmark Index ). The fund seeks to meet this objective by selecting holdings using the OFI Revenue Weighted Strategy
d exposure to REITs from around the world, which invest in real estate directly and trade like stocks. Access income-oriented real estate
hmark Index ). The fund seeks to meet this objective by selecting holdings using the OFI Revenue Weighted Strategy Team s methodolo
ocrats Index. The index targets companies that are currently members of the S&P MidCap 400 Index and have increased dividend paym
S. Real Estate Index
es of the FTSE NAREIT All Mortgage Capped Index.
Suisse AG ("Credit Suisse"), acting through its Nassau Branch, that provide a monthly compounded 2x leveraged long exposure to the p
ic Metals Index a rules based modified capitalization weighted float adjusted index intended to give investors a means of tracking the ov
guarantee the fund will meet its stated investment objective.
the Dow Jones U.S. Technology Index
nses of the FTSE NAREIT All Residential Capped Index.
its net assets (including investment borrowings) in a portfolio of equity securities of Asian Pacific companies.In addition to its portfolio se
mining security selection within those asset classes. The allocation across long-term, medium-term and short-term investment grade sec
sembles a portfolio of eligible securities based on several core attributes such as value, quality and momentum. RiverFront will conside
s net assets (including investment borrowings) in a portfolio of equity securities of developed market companies.In addition to its portfol
Under normal market conditions, the Fund will seek to achieve its investment objective by investing at least 80% of its net assets (includi
its net assets (including investment borrowings) in a portfolio of equity securities of European companies.In addition to its portfolio secu
of eligible securities based on several core attributes such as value, quality and momentum. The Sub-Adviser, RiverFront Investment G
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mines a "quality factor" and an optimization process that seeks to maximize this factor, target a beta lower than the Parent Index (North
mines a "quality factor" and an optimization process that seeks to maximize this factor, match the beta of the Parent Index (Northern Trus
orthern Trust 1250 Index (Parent Index). Companies included in the index are selected based on expected dividend payment and funda
-Driven hedge funds typically invest in a combination of credit opportunities and event-driven equities.
asset classes. By creating an index that has similar exposures to the same asset classes, IndexIQ seeks to replicate the beta return ch
. The Index is designed to provide access to a diversified portfolio of small, mid and large capitalization income producing equity securi
value and momentum factors. Exposure to the factors is optimized, with sector, style and security level constraints, to maintain a similar
edge funds typically diversify their risks by limiting the net exposure to particular regions, industries, sectors and market capitalization ba
ich measures the performance of the Aaa A rated range of the fixed-rate, U.S. dollar-denominated taxable, corporate bond market. The
ategies seek to have a zero beta (or market ) exposure to one or more systematic risk factors including the overall market (as represe
uity securities with positive momentum. A momentum style of investing emphasizes investing in securities that have had higher recent t
es listed on the Nasdaq Stock Market based on market capitalization. The portfolio is rebalanced quarterly and reconstituted annually.
set at a weight of 1.00% of the Index. It is reconstituted once a year in December, but replacements may be made during the year if the
Tech Sector Index.
et performance of large and mid-cap companies across the U.S. equity market. It aims to represent the performance of a combination of
.S. equity securities with the potential for capital appreciation.
factor-based investment strategies. As the name implies, the QVM strategy relies on a Tri-Factor approach of stock selection through a
wth Index (the Index ). The Index methodology selects exchange-traded funds ( ETFs ) that invest in foreign (including emerging market
nagedMulti-Asset Income Index (the Index ). The Index methodology selects exchange-traded funds (the ETFs ) (which may include af
Real Return Index (the Index ). The Index methodology selects other investment companies (exchange-traded funds ( ETFs ) and clos
k Managed Multi-Asset Total Return Index (the Index ). The Index methodology selects other investment companies (exchange-traded
in the FTSE RAFI US 1000 Total Return Index, and the short equity positions consist of securities in the Russell 1000 Total Return Inde
l money market. The portfolio consists of investment grade debt securities from around the world, including U.S. and non-U.S. public an
capitalization companies in developed markets outside the United States and Canada with lower volatility, reduced maximum drawdow
ization companies with lower volatility, reduced maximum drawdown (the loss from the highest Index value to its lowest value before ac
The Dow Jones RAFI Commodity Index offers an alternative beta strategy that uses price momentum and roll yield to generate alpha. T
0 Index, the Fund s benchmark index.
aising their dividends and exhibit the characteristics to continue to do so in the future.
e Weighted Strategy Team s methodology. By weighting companies by their revenue rather than their market capitalization, the fund aim
-oriented real estate.
y Team s methodology. By weighting companies by their revenue rather than their market capitalization, the fund aims to provide invest
ased dividend payments each year for at least 15 years. The index contains a minimum of 40 stocks, which are equally weighted. No si
ng exposure to the price return version of the FTSE NAREIT All Mortgage Capped Index. The ETNs may pay a variable monthly coupon
ns of tracking the overall performance of publicly traded companies primarily engaged in a variety of activities that are related to the min
ion to its portfolio securities investments, RFAP also will utilize a dynamic currency hedging strategy through the use of forward foreign
vestment grade securities, long-term and short-term high yield securities and emerging market debt is determined by a quantitative met
erFront will consider multiple proprietary factors within each core attribute, such as the price-to-book value of a security when determinin
addition to its portfolio securities investments, RFDI also will utilize a dynamic currency hedging strategy through the use of forward forei
s net assets (including investment borrowings) in a portfolio of equity securities of emerging market companies, including through invest
n to its portfolio securities investments, RFEU also will utilize a dynamic currency hedging strategy through the use of forward foreign cu
rFront Investment Group, LLC ( RiverFront ), will consider multiple proprietary factors within each core attribute, such as the price-to-bo
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Parent Index (Northern Trust 1250) and improve on the Parent Indexs dividend yiel
ndex (Northern Trust 1250) and improve on the Parent Indexs dividend yield.
payment and fundamental factors such as profitability, solid management, and reliable cash flow.
e the beta return characteristics of the selected global allocation mutual funds. The Index seeks to track the performance of the 10 leadi
ducing equity securities.
o maintain a similar risk profile to the original universe. If occurring, dividends from net investment income are generally declared and p
ket capitalization bands, allowing them to focus on company-specific anomalies.

te bond market. The index is market-capitalization weighted with a 3% cap on any one issuer and a pro rata distribution of any excess w
market (as represented by the S&P 500 Index), economic sectors or industries, market cap, region and country. Market neutral strategi
had higher recent total return performance compared to other securities.
nstituted annually.
during the year if theres a replacement in the NASDAQ- 100 Index. The index is an equal weighted index and is rebalanced four times a
of a combination of threefactors: value, quality, and low volatility.
selection through a combination of quality, value, and momentum.
ng emerging markets) and domestic equity securities of any market capitalization pursuant to a proprietary selection methodology that is
hich may include affiliated and unaffiliated ETFs of the Fund), exchange-traded notes ( ETNs ), limited or master limited partnerships, a
s ( ETFs ) and closed-end funds), exchange-traded notes ( ETNs ), limited or master limited partnerships, and real estate investment tru
s (exchange-traded funds ( ETFs ) and closed-end funds), exchange-traded notes ( ETNs ), limited or master limited partnerships, and r
0 Total Return Index. By going long a "fundamental" index and short a market cap index, the index seeks to provide an alternative to tra
d non-U.S. public and private sector securities.
maximum drawdown (the loss from the highest Index value to its lowest value before achieving a new highest value), and an improved
west value before achieving a new highest value), and an improved Sharpe ratio (a risk-adjusted measure of return) as compared to trad
to generate alpha. The portfolio is designed to be a fundamental factor-weighted, broad-market commodity strategy with a modified dyn
zation, the fund aims to provide investors with increased exposure to the stocks of companies across the emerging markets with strong
ms to provide investors with increased exposure to the stocks of companies across the developed markets with strong revenues. This ap
ally weighted. No single sector is allowed to comprise more than 30% of the indexs weight.
ble monthly coupon linked to the net cash distributions, if any, of the Index Constituents. The ETNs are listed on NYSE Arca under the t
re related to the mining refining and manufacturing of rare earth/strategic metals.
e of forward foreign currency exchange contracts and currency spot transactions to hedge up to 100% of the RFAPs currency exposure.
y a quantitative methodology. The methodology models historical returns as a function of initial valuation conditions and creates estimat
rity when determining value, a company s cash as a percentage of the company s market capitalization when determining quality and a
use of forward foreign currency exchange contracts and currency spot transactions to hedge up to 100% of the RFDIs currency exposu
uding through investments in common stock, depositary receipts and real estate investment trusts, and forward foreign currency exchan
f forward foreign currency exchange contracts and currency spot transactions to hedge up to 100% of the RFEUs currency exposure.
h as the price-to-book value of a security when determining value, a company s cash as a percentage of the company s market capitaliz
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ance of the 10 leading global allocation mutual funds based on the mutual fund s performance and asset size.
rally declared and paid quarterly. Distributions of net realized securities gains, if any, are generally declared and paid once a year, but th
tion of any excess weight across the remaining issuers in the Underlying Index.
rket neutral strategies that effectively neutralize the market exposure are not impacted by directional moves in the market.
alanced four times annually in March, June, September and December.
methodology that is designed to increase exposure to the best performing markets, while decreasing exposure to the worst performing
ited partnerships, and real estate investment trusts that are selected from a universe of income producing securities. These income pro
estate investment trusts ( REITs ) that invest in foreign and domestic real assets pursuant to a proprietary selection methodology that is
partnerships, and real estate investment trusts ( REITs ) that invest in foreign (including emerging markets) and domestic equity securit
an alternative to traditional market cap weighting. The index is rebalanced monthly.
), and an improved Sharpe ratio (a risk-adjusted measure of return) as compared to traditional, market capitalization weighted approach
as compared to traditional, market capitalization weighted approaches.
with a modified dynamic roll methodology.
markets with strong revenues. This approach also avoids the traditional index s bias towards overvalued stocks, while maintaining a fully
ng revenues. This approach also avoids the traditional index s bias towards overvalued stocks, while maintaining a fully transparent inve
SE Arca under the ticker symbol "REML". The ETNs should be purchased only by knowledgeable investors who understand the potenti
currency exposure.
and creates estimates of potential returns and downside risks consistent with historical market behavior. These capital market assumptio
mining quality and a security s three month relative price change when determining momentum. Additionally, within a given sector, secur
DIs currency exposure.
gn currency exchange contracts.
urrency exposure.
ny s market capitalization when determining quality and a security s three month relative price change when determining momentum. Ri
375033264.xls
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d once a year, but the Fund may make such distributions on a more frequent basis.
he worst performing markets while also managing overall portfolio risk by allocating to ETFs that invest in cash and cash equivalents or f
. These income producing securities generally provide high levels of current income and are selected pursuant to a proprietary selection
methodology that is designed to increase exposure to the best performing markets, while decreasing exposure to the worst performing m
mestic equity securities, real estate, commodities (including precious metals), corporate bonds, high-yield bonds (known as junk bonds
weighted approaches.
e maintaining a fully transparent investment process and offering the broad market diversification that has historically attracted investor
ully transparent investment process and offering the broad market diversification that has historically attracted investors to index strateg
derstand the potential consequences of investing in the ETNs. The FTSE NAREIT All Mortgage Capped Index (the "Index") measures th
al market assumptions are incorporated into a patent-pending Mean Reversion Optimization (MRO) process to produce the index weigh
given sector, security selection will emphasize companies offering a meaningful dividend yield premium over alternative investments w
ning momentum. RiverFront then assigns each qualifying security a score based on its core attributes and selects the individual securiti
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ash equivalents or fixed income instruments when the methodology indicates that the Fund should be out of the market. The ETFs inclu
proprietary selection methodology that is designed to increase exposure to the best performing markets, while decreasing exposure to t
worst performing markets while also managing overall portfolio risk by allocating to ETFs that invest in cash and cash equivalents or fix
own as junk bonds) pursuant to a proprietary selection methodology that is designed to increase exposure to the best performing mark
y attracted investors to index strategies.
ors to index strategies.
ndex") measures the performance of tax-qualified U.S. mREITs with more than 50% of total assets invested in mortgage loans or mortg
uce the index weighting within each of the major fixed income asset classes. The objective of this optimization is to construct a combina
ative investments within that sector. This dividend yield emphasis is subject to quality screens intended to limit exposure to companies w
he individual securities with the highest scores for investment. In doing so, RiverFront utilizes its proprietary optimization process to max
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rket. The ETFs included in the Index may include affiliated and unaffiliated ETFs of the Fund.
easing exposure to the worst performing markets while also managing overall portfolio risk by allocating to income categories that invest
sh equivalents or fixed income instruments when the methodology indicates that the Fund should be out of the market. Real assets are
est performing markets, while decreasing exposure to the worst performing markets while also managing overall portfolio risk by allocatin
gage loans or mortgage-backed securities secured by interests in real property (the "Index Constituents"), as selected and ranked by the
construct a combination of fixed income asset classes that are expected to have a high probability of generating a positive potential tota
sure to companies whose financial characteristics suggest the potential for dividend cuts. RiverFront then assigns each qualifying secur
tion process to maximize the percentage of high-scoring securities included in the portfolio. A high-scoring security within our investme
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ategories that invest in cash and cash equivalents when the methodology indicates that the Fund should be out of the market.
et. Real assets are asset classes that are positively correlated to traditional measures of inflation (e.g., real estate and commodities (inc
folio risk by allocating to ETFs that invest in cash and cash equivalents or fixed income instruments when the methodology indicates tha
d and ranked by the Index Sponsor, FTSE International Limited ("FTSE"), in accordance with the Index methodology. Each Index Cons
ositive potential total return over a five-year investment horizon.

ach qualifying security a score based on its core attributes, including its dividend growth score, and selects the individual securities with
within our investment process does not guarantee a favorable performance or ensure against loss. RiverFront will also consider the ma
375033264.xls
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e market.
nd commodities (including precious metals), as well as certain inflation-hedged fixed income securities such as Treasury-Inflation-Prote
dology indicates that the Fund should be out of the market. The ETFs included in the Index may include affiliated and unaffiliated ETFs
y. Each Index Constituent must, among other requirements as described therein, be a tax-qualified mREIT that is listed on the New York
dual securities with the highest scores for investment. In doing so, RiverFront utilizes its proprietary optimization process to maximize th
lso consider the market capitalization of the companies in which the Fund may invest, and the trading volume of a company s shares in
375033264.xls
456
sury-Inflation-Protected Securities (TIPS) and equity securities). The ETFs included in the Index may include affiliated and unaffiliated E
nd unaffiliated ETFs of the Fund.
ted on the New York Stock Exchange, the NYSE Arca or the NASDAQ National Market List. The Index is calculated by FTSE and its pri
cess to maximize the percentage of high-scoring securities included in the portfolio. A high-scoring security within our investment proce
ompany s shares in the secondary market.
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457
ed and unaffiliated ETFs of the Fund.
by FTSE and its price return version is disseminated real-time under the Bloomberg ticker symbol "FNMRC" and the Reuters instrumen
ur investment process does not guarantee a favorable performance or ensure against loss. Riverfront will also consider the market cap
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458
Reuters instrument code ".FTFNMRC". The Index was launched on December 19, 2008 and, therefore, has no performance history pr
der the market capitalization of the companies in which the Fund may invest, the potential for dividend income, and the trading volume
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formance history prior to that date.
the trading volume of a company s shares in the secondary market.
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460
Guggenheim S&P Midcap 400 Pure Growth ETF RFG Guggenheim 78355W601
RiverFront Dynamic Unconstrained Income ETF RFUN ALPS 00162Q544
Guggenheim S&P Midcap 400 Pure Value ETF RFV Guggenheim 78355W502
Guggenheim S&P 500 Equal Weight Industrials E RGI Guggenheim 78355W833
Oppenheimer Global Revenue ETF RGLB Oppenheimer Funds 68386C765
Guggenheim S&P 500 Equal Weight Consumer StRHS Guggenheim 78355W874
RiverFront Strategic Income Fund RIGS ALPS 00162Q783
ProShares Inflation Expectations ETF RINF ProShares 74348A814
iShares MSCI Global Gold Miners ETF RING Blackrock (iShares) 46434G855
Sit Rising Rate ETF RISE ETF Managers Group 26923H101
ELEMENTS Linked to the Rogers International Com RJA ELEMENTS 870297603
ELEMENTS Linked to the Rogers International CoRJI ELEMENTS 870297801
ELEMENTS Linked to the Rogers International CoRJN ELEMENTS 870297306
ELEMENTS Linked to the Rogers International CoRJZ ELEMENTS 870297405
SPDR SSgA Multi-Asset Real Return ETF RLY State Street (SPDR) 78467V103
Developed International Equity Select ETF RNDM First Trust 33738R787
US Equity Dividend Select ETF RNDV First Trust 33738R738
Emerging Markets Equity Select ETF RNEM First Trust 33738R779
Large Cap US Equity Select ETF RNLC First Trust 33738R761
Mid Cap US Equity Select ETF RNMC First Trust 33738R753
Small Cap US Equity Select ETF RNSC First Trust 33738R746
Hartford Multifactor Emerging Markets ETF ROAM Hartford Funds 518416201
Robo-Stox Global Robotics & Automation Index ROBO Exchange Traded Conce301505707
Barclays Return on Disability ETN RODI Barclays 06740D830
Hartford Multifactor Developed Markets (ex-US) RODM Hartford Funds 518416102
Hartford Multifactor Global Small Cap ETF ROGS Hartford Funds 518416508
iPath Long Extended Russell 1000 TR Index ETN ROLA Barclays iPath 06740P205
ProShares Ultra Technology ROM ProShares 74347R693
IQ US Real Estate Small Cap ETF ROOF Index IQ 45409B628
Hartford Multifactor REIT ETF RORE Hartford Funds 518416300
Hartford Multifactor US Equity ETF ROUS Hartford Funds 518416409
Guggenheim S&P 500 Pure Growth ETF RPG Guggenheim 78355W403
Guggenheim S&P 500 Pure Value ETF RPV Guggenheim 78355W304
Guggenheim S&P 500 Equal Weight ETF RSP Guggenheim 78355W106
VanEck Vectors Russia ETF RSX Van Eck Associates Corp92189F403
VanEck Vectors Russia Small-Cap ETF RSXJ Van Eck Associates Corp92189F734
VanEck Vectors Retail ETF RTH Van Eck Associates Corp92189F684
iPath Long Extended Russell 2000 TR Index ETN RTLA Barclays iPath 06740P403
Guggenheim S&P 500 Equal Weight Materials ET RTM Guggenheim 78355W825
Direxion Daily Russia Bull 3x Shares RUSL Direxion Shares 25490K273
Direxion Daily Russia Bear 3x Shares RUSS Direxion Shares 25460E828
Deutsche X-trackers Municipal Infrastructure Re RVNU DBX Strategic Advisors 233051705
Reverse Cap Weighted U.S. Large Cap ETF RVRS Exponential ETFs 26922A685
Oppenheimer Small Cap Revenue ETF RWJ Oppenheimer Funds 68386C302
Oppenheimer Mid Cap Revenue ETF RWK Oppenheimer Funds 68386C203
Oppenheimer Large Cap Revenue ETF RWL Oppenheimer Funds 68386C104
ProShares Short Russell2000 RWM ProShares 74348A210
SPDR Dow Jones Global Real Estate ETF RWO State Street (SPDR) 78463X749
SPDR Dow Jones REIT ETF RWR State Street (SPDR) 78464A607
Oppenheimer Financials Sector Revenue ETF RWW Oppenheimer Funds 68386C807
SPDR Dow Jones International Real Estate ETF RWX State Street (SPDR) 78463X863
ProShares UltraShort Health Care RXD ProShares 74348A228
iShares Global Consumer Discretionary ETF RXI Blackrock (iShares) 464288745
ProShares Ultra Health Care RXL ProShares 74347R735
Guggenheim S&P 500 Equal Weight Energy ETF RYE Guggenheim 78355W866
Guggenheim S&P 500 Equal Weight Financials E RYF Guggenheim 78355W858
Guggenheim S&P 500 Equal Weight Healthcare RYH Guggenheim 78355W841
Guggenheim Raymond James SB 1 Equity ETF RYJ Guggenheim 18383M613
Guggenheim S&P 500 Equal Weight Technology RYT Guggenheim 78355W817
Guggenheim S&P 500 Equal Weight Utilities ETF RYU Guggenheim 78355W791
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461

US00162Q5449 06/14/2016 0.51 Bonds
US00162Q7833 10/09/2013 0.16 Bonds
US74348A8146 01/10/2012 0.3 Bonds
US26923H1014 02/19/2015 1.5 Bonds
US2330517051 06/04/2013 0.3 Bonds
375033264.xls
462
Not Applicable S&P Midcap 400 Pure GrSeeks to replicate as closely as possible before expenses the performance o
Not Applicable Not Applicable The Fund seeks total return, with an emphasis on income as the source of th
Not Applicable S&P Midcap 400 Pure VaSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P Equal Weight IndustrSeeks to replicate as closely as possible before expenses the performance o
Not Applicable MSCI OFI Revenue Weigh The Oppenheimer Global Revenue ETF (the Fund ) seeks to outperform the
Not Applicable S&P Equal Weight ConsuSeeks to replicate as closely as possible before expenses the performance o
Not Applicable Not Applicable The Fund utilizes various investment strategies in a broad array of fixed inco
Not Applicable Citi 30-Year TIPS (Trea ProShares Inflation Expectations ETF seeks investment results, before fees
Not Applicable MSCI ACWI Select Gold M The iShares MSCI Global Gold Miners ETF seeks to track the investment re
Not Applicable Not Applicable The Sit Rising Rate ETF seeks to profit from rising interest rates by tracking
Not Applicable Rogers International ComThe Index represents the value of a basket of 20 agricultural commodity futu
Not Applicable Rogers International ComThe Index represents the value of a basket of 36 commodity futures contract
Not Applicable Rogers International Co The Index represents the value of a basket of 6 energy commodity futures co
Not Applicable Rogers International ComThe Index represents the value of a basket of 10 metals commodity futures c
Not Applicable Not Applicable The SPDR SSgA Multi-Asset Real Return ETF seeks to achieve real return c
Not Applicable Nasdaq Riskalyze Develop The Developed International Equity Select ETF (the "Fund") seeks investme
Not Applicable Nasdaq Riskalyze US LarThe US Equity Dividend Select ETF (the "Fund") seeks investment results th
Not Applicable Nasdaq Riskalyze EmergiThe Emerging Markets Equity Select ETF (the "Fund") seeks investment res
Not Applicable Nasdaq Riskalyze US LaThe Large Cap US Equity Select ETF (the "Fund") seeks investment results
Not Applicable Nasdaq Riskalyze US MiThe Mid Cap US Equity Select ETF (the "Fund") seeks investment results th
Not Applicable Nasdaq Riskalyze US SmThe Small Cap US Equity Select ETF (the "Fund") seeks investment results
Not Applicable Hartford Risk-Optimized ROAM (the Fund ) offers a long-term strategy designed to broaden and dee
Not Applicable Robo-Stox Global RobotiRobo-Stox Global Robotics & Automation Index ETF is an exchange-traded
Not Applicable Return on Disability US The Barclays Return on Disability Exchange Traded Notes (the "ETNs") are
Not Applicable Hartford Risk-Optimized RODM (the Fund ) offers a long-term strategy that seeks to allocate risk mo
Not Applicable Hartford Risk-Optimized ROGS (the Fund ) seeks to allocate risk more efficiently and enhance return
Not Applicable Russell 1000 Total Retur The iPath Long Extended Russell 1000 TR Index ETN is linked to a leverage
Not Applicable Dow Jones US TechnologProShares Ultra Technology seeks daily investment results before fees and e
Not Applicable IQ US Real Estate Small The IQ US Real Estate Small Cap ETF seeks investment results that corresp
Not Applicable Hartford Risk-Optimized RORE (the "Fund") is the first US-focused Real Estate Investment Trust (RE
Not Applicable Hartford Risk-Optimized ROUS (the Fund ) offers a long-term strategy that seeks to allocate risks mo
Not Applicable S&P 500 Pure Growth In Seeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P 500 Pure Value Ind Seeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P 500 Equal WeightedSeeks to replicate as closely as possible the performance of the S&P Equal
Not Applicable MVIS Russia Index VanEck Vectors Russia ETF (RSX) seeks to replicate as closely as possible,
Not Applicable Market Vectors Russia S The VanEck Vectors Russia Small-Cap ETF (RSXJ) seeks to replicate as clo
Not Applicable Market Vectors US ListedThe Market Vectors Retail ETF (RTH) seeks to replicate as closely as possib
Not Applicable Russell 2000 Total Retur iPath Long Extended Russell 2000 TR Index ETN is linked to a leveraged re
Not Applicable S&P Equal Weight MateriSeeks to replicate as closely as possible before expenses the performance o
Not Applicable DAX Global Russia+ Ind The Daily Russia Bull 3x Shares seeks daily investment results, before fees
Not Applicable DAX Global Russia+ Ind The Daily Russia Bear 3x Shares seeks daily investment results, before fees
Not Applicable DBIQ Municipal Infrastr The db X-trackers Municipal Infrastructure Revenue Bond ETF (the "Fund")
Not Applicable Reverse Cap Weighted UThe Reverse Cap Weighted U.S. Large Cap ETF (Ticker: RVRS) provides e
Not Applicable RevenueShares Small C The Fund seeks to achieve its investment objective of outperforming the tota
Not Applicable RevenueShares Mid CapThe Fund seeks to achieve its investment objective of outperforming the tota
Not Applicable RevenueShares Large CThe Fund seeks to achieve its investment objective of outperforming the tota
Not Applicable Russell 2000 Index ProShares Short Russell2000 seeks daily investment results before fees and
Not Applicable Dow Jones Global SelectThe SPDR Dow Jones Global Real Estate ETF seeks to replicate as closely
Not Applicable Dow Jones US Select REThe SPDR Dow Jones REIT ETF before expenses seeks to match the return
Not Applicable RevenueShares FinancialThe Fund seeks to achieve its investment objective of outperforming the tota
Not Applicable Dow Jones Global ex-U.S. The SPDR Dow Jones International Real Estate ETF before expenses seeks
Not Applicable Dow Jones US HealthcarProShares UltraShort Health Care seeks daily investment results before fees
Not Applicable S&P Global 1200 Consume The iShares S&P Global Consumer Discretionary Index Fund seeks investm
Not Applicable Dow Jones US HealthcarProShares Ultra Health Care seeks daily investment results before fees and
Not Applicable S&P Equal Weight EnergSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P Equal Weight FinancSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P Equal Weight Healt Seeks to replicate as closely as possible before expenses the performance o
Not Applicable Raymond James SB-1 EqThe Guggenheim/Raymond James SB-1 Equity ETF (the Fund) seeks inves
Not Applicable S&P Equal Weight TechnSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P Equal Weight Utiliti Seeks to replicate as closely as possible before expenses the performance o
375033264.xls
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the performance of the S&P MidCap 400 Pure Growth Index.

as the source of that total return. The Fund s portfolio is constructed through a two-step process, with the first step setting the allocation
the performance of the S&P MidCap 400 Pure Value Index.
the performance of the S&P Equal Weight Index Industrials.
s to outperform the total return performance of the MSCI All Country World Index (ACWI), the Fund s benchmark index (the Benchmark
the performance of the S&P Equal Weight Index Consumer Staples.
array of fixed income sectors. The Fund allocates its investments based upon the analysis of RiverFront Investment Group, LLC of the
sults, before fees and expenses, that track the performance of the Citi 30-Year TIPS (Treasury Rate-Hedged) Index. The Citi 30-Year T
the investment results of an index composed of global equities of companies primarily engaged in the business of gold mining. Exposu
rates by tracking the performance, before fees and expenses, of a portfolio (the Benchmark Portfolio Index ) consisting of exchange tr
al commodity futures contracts and is a sub-index of the Rogers International Commodity Index
ty futures contracts. The Index is a composite, United States dollar based, total return index, launched by James B. Rogers on July 31,
mmodity futures contracts and is a sub-index of the Rogers International Commodity Index
ommodity futures contracts and is a sub-index of the Rogers International Commodity Index
chieve real return consisting of capital appreciation and current income. The Fund invests in exchange traded funds registered under th
") seeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index ca
vestment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the Nas
eks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called th
nvestment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the N
estment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the Nas
nvestment results that correspond generally to the price and yield (before the Funds fees and expenses) of an equity index called the N
broaden and deepen exposure in emerging markets. The Fund systematically allocates capital to expand investment opportunities acr
exchange-traded fund incorporated in the USA. The ETF seeks to track the performance of the Stox Global Robotics & Automation Inde
(the "ETNs") are linked to the performance of the Return on Disability US LargeCap ETN Total Return USD Index (the "Index"). The Ind
o allocate risk more efficiently and enhance return potential in international equities. The Fund is designed to improve diversification acr
nd enhance returns by investing in small cap companies across the US, developed and emerging markets. The Fund s index seeks to r
nked to a leveraged return on the performance of the Russell 1000 Total Return Index (the "Index"). The Index is designed to track the p
s before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Technology Index.
esults that correspond, before fees and expenses, to the price and yield performance of the IQ US Real Estate Small Cap Index. The In
estment Trust (REIT) ETF to apply the innovations of risk-first investment design with a multifactor approach. The fund seeks to deliver
o allocate risks more efficiently and enhance return potential within US equities. In traditional US Equity funds, only a handful of compan
the performance of the S&P 500 Pure Growth Index.
the performance of the S&P 500 Pure Value Index.
of the S&P Equal Weight Index before fees and expenses on a daily basis.
osely as possible, before fees and expenses, the price and yield performance of the MVIS Russia Index (MVRSXTR), which includes c
to replicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors Russia Small-Cap
s closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Listed Retail 25 Index (MVR
to a leveraged return on the performance of the Russell 2000 Total Return Index (the "Index"). The Index is designed to track the perfo
the performance of the S&P Equal Weight Index Materials.
sults, before fees and expenses, of 300% of the price performance of the DAX Global Russia+ Index. The DAX Global Russia+ Index is
esults, before fees and expenses, of 300% of the inverse (or opposite) of the price performance of the DAX Global Russia+ Index. The
ETF (the "Fund") seeks investment results that correspond generally to the performance, before fees and expenses, of the DBIQ Munic
RVRS) provides exposure to the companies in the S&P 500 index. However, while traditional market cap weighted indexes such as the
performing the total return performance of the S&P Small Cap 600 Index (S&P Small Cap 600) by attempting to replicate the RevenueS
performing the total return performance of the S&P Mid Cap 400 Index (S&P Mid Cap 400) by attempting to replicate the RevenueShare
performing the total return performance of the S&P 500 Index (S&P 500) by attempting to replicate the RevenueShares Large Cap Index
lts before fees and expenses that correspond to the inverse (opposite) of the daily performance of the Russell 2000 Index.
eplicate as closely as possible before expenses the price and yield performance of the Dow Jones Global Select Real Estate Securities
o match the returns and characteristics of the Dow Jones U.S. Select REIT Index (ticker: DWRTFT).
performing the total return performance of the S&P 500 Financials Index by attempting to replicate the RevenueShares Financials Secto
re expenses seeks to closely match the returns and characteristics of the total return performance of the Dow Jones Global ex-U.S. Se
results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S
und seeks investment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global
s before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Health Care Index.
the performance of the S&P Equal Weight Index Energy.
the performance of the S&P Equal Weight Index Financials.
the performance of the S&P Equal Weight Index Health Care.
Fund) seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index c
the performance of the S&P Equal Weight Index Information Technology.
the performance of the S&P Equal Weight Index Telecommunication Services & Utilities.
375033264.xls
464
etting the allocation among different fixed income asset classes and the second step determining security selection within those asset c
ex (the Benchmark Index ). The fund seeks to meet this objective by selecting holdings using the OFI Revenue Weighted Strategy Tea
Group, LLC of the pertinent economic and market conditions, as well as yield, maturity and currency considerations.
. The Citi 30-Year TIPS (Treasury Rate-Hedged) Index tracks the performance of long positions in the most recently issued 30-year Trea
old mining. Exposure to companies that derive the majority of their revenues from gold mining.
sting of exchange traded futures contracts and options on futures on 2, 5 and 10 - year U.S. Treasury securities weighted to achieve a t
Rogers on July 31, 1998. The Index represents the value of a basket of futures contracts on commodities consumed in the global econ
registered under the Investment Company Act of 1940, as amended, that seek to track the performance of a market index; exchange tr
f an equity index called the Nasdaq Riskalyze Developed International Equity Select Index (the "Index"). The Fund will normally invest a
ndex called the Nasdaq Riskalyze US Equity Dividend Select Index (the "Index"). The Fund will normally invest at least 90% of its net a
quity index called the Nasdaq Riskalyze Emerging Markets Equity Select Index (the "Index"). The Fund will normally invest at least 90%
y index called the Nasdaq Riskalyze Large Cap US Equity Select Index (the "Index"). The Fund will normally invest at least 90% of its n
ndex called the Nasdaq Riskalyze Mid Cap US Equity Select Index (the "Index"). The Fund will normally invest at least 90% of its net as
y index called the Nasdaq Riskalyze Small Cap US Equity Select Index (the "Index"). The Fund will normally invest at least 90% of its ne
nt opportunities across countries, currencies, and companies.
s & Automation Index.
he "Index"). The Index uses a quantitative ranking methodology to measure a company s publicly observable activities relating to peopl
ve diversification across countries and currencies and allocates capital toward companies with favorable risk/return factors. The Fund als
d s index seeks to reduce volatility and downside participation relative to a cap-weighted global small cap index.
signed to track the performance of the large-cap segment of the U.S. equity market. It is a subset of the Russell 3000 Index and include
all Cap Index. The Index is float adjusted market cap weighted and seeks to give investors a means of tracking the overall performance
nd seeks to deliver a competitive yield and improve return potential in US REITs by diversifying across property types and selecting REI
a handful of companies account for an outsized proportion of portfolio risk. ROUS seeks to invest deeper within the large cap universe,
R), which includes companies that are incorporated in Russia or that generate at least 50% of their revenues (or, where applicable, have
s Russia Small-Cap Index (MVRSXJTR), a rules-based, modified market capitalization-weighted, float adjusted index comprised of pub
etail 25 Index (MVRTHTR). The Index is a rules-based index intended to track the overall performance of 25 of the largest U.S. listed, p
ed to track the performance of the small-cap segment of the U.S. equity market. It is a subset of the Russell 3000 Index and includes the
bal Russia+ Index is an index comprised of the most liquid Russian ADRs/GDRs and local shares, screening for high liquidity only, and c
Russia+ Index. The DAX Global Russia+ Index is an index comprised of the most liquid Russian ADRs/GDRs and local shares, screenin
, of the DBIQ Municipal Infrastructure Revenue Bond Index (the "Index"). The Index is designed to track the returns of the segment of t
ndexes such as the S&P 500 weight companies inside the index by their relative market capitalization, RVRS does the opposite, weight
cate the RevenueShares Small Cap Index, a custom index constructed by re-weighting the constituent securities of the S&P Small Cap
the RevenueShares Mid Cap Index, a custom index constructed by re-weighting the constituent securities of the S&P Mid Cap 400 by
es Large Cap Index, a custom index that is constructed by re-weighting the constituent securities of the S&P 500 according to revenue
al Estate Securities Index(ticker: DWGRST) an index based upon the global real estate market. Our approach is designed to provide po
es Financials Sector Index, a custom index constructed by re-weighting the constituent securities of the S&P 500 Financials Index by re
s Global ex-U.S. Select Real Estate Securities Index (ticker: DWXRSN) an equity index based upon the global (ex-US) real estate mark
the Dow Jones U.S. Health Care Index.
s of the S&P Global Consumer Discretionary Index.
are Index.
of an equity index called the Raymond James SB-1 Equity Index (the SB-1 Equity Index or the Index ). Under normal conditions the F
375033264.xls
465
within those asset classes. The allocation across long-term, medium-term and short-term investment grade securities, long-term and sh
ghted Strategy Team s methodology. By weighting companies by their revenue rather than their market capitalization, the fund aims to p
issued 30-year Treasury Inflation-Protected Securities (TIPS) and duration-adjusted short positions in U.S. Treasury bonds of, in aggreg
ghted to achieve a targeted negative 10 year average effective portfolio duration. The Benchmark Portfolio Index is maintained by Sit Fix
d in the global economy, ranging from agricultural to energy and metals products.
t index; exchange traded commodity trusts; and exchange traded notes. The Portfolio may invest in certain ETPs that pay fees to the Ad
will normally invest at least 90% of its net assets (including investment borrowings) in common stocks and depositary receipts that comp
ast 90% of its net assets (including investment borrowings) in common stocks that comprise the Index. The Fund, using an indexing inv
invest at least 90% of its net assets (including investment borrowings) in common stocks and depositary receipts that comprise the Ind
at least 90% of its net assets (including investment borrowings) in common stocks that comprise the Index. The Fund, using an indexing
ast 90% of its net assets (including investment borrowings) in common stocks that comprise the Index. The Fund, using an indexing inve
at least 90% of its net assets (including investment borrowings) in common stocks that comprise the Index. The Fund, using an indexing
es relating to people with disabilities across three key areas: talent, customer and productivity.
actors. The Fund also seeks to reduce volatility when compared to traditional capitalization-weighted indexes.
0 Index and includes the 1,000 largest companies included in the Russell 3000 Index as measured by total market capitalization. As of
verall performance of small capitalization U.S. real estate companies.

s and selecting REITs with a favorable combination of factors, such as quality, momentum, and value.
arge cap universe, beyond mega-caps to identify companies with a more favorable combination of risk/return factors.
ere applicable, have at least 50% of their assets) in Russia.

x comprised of publicly traded companies that are domiciled and primarily listed in Russia or that generate the majority of their revenue
argest U.S. listed, publicly traded retail companies.
dex and includes the 2,000 smallest companies included in the Russell 3000 Index as measured by total market capitalization. As of Oc
h liquidity only, and capping the number of securities at 45.

cal shares, screening for high liquidity only, and capping the number of securities at 45.
of the segment of the U.S. long term tax-exempt bond market, consisting of infrastructure revenue bonds.
he opposite, weighting companies by the inverse of their relative market cap. By investing smallest-to-biggest, the fund is tilting investm
the S&P Small Cap 600 according to revenue earned, subject to certain asset diversification requirements. The RevenueShares Small C
&P Mid Cap 400 by revenue earned, subject to certain asset diversification requirements. The RevenueShares Mid Cap Index generally
ccording to revenue earned, subject to certain asset diversification requirements. The RevenueShares Large Cap Index generally conta
signed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
nancials Index by revenue earned, subject to certain asset diversification requirements. The RevenueShares Financials Sector Index ge
S) real estate market. Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
mal conditions the Fund will invest at least 80% of its assets in equity securities. The Fund will also normally invest at least 80% of its tot
375033264.xls
466
es, long-term and short-term high yield securities and emerging market debt is determined by a quantitative methodology. The methodol
n, the fund aims to provide investors with increased exposure to the stocks of companies across the developed and emerging markets w
bonds of, in aggregate, approximate equivalent duration to the TIPS. The index seeks to achieve an overall effective duration of zero. T
maintained by Sit Fixed Income Advisors II, LLC. The weighting of the Treasury Instruments constituting the Bench- mark Portfolio Index
at pay fees to the Adviser and its affiliates for management, marketing or other services. The Portfolio is actively managed.
y receipts that comprise the Index. The Fund, using an indexing investment approach, attempts to replicate, before fees and expenses,
sing an indexing investment approach, attempts to replicate, before fees and expenses, the performance of the Index. The Funds inves
at comprise the Index. The Fund, using an indexing investment approach, attempts to replicate, before fees and expenses, the perform
d, using an indexing investment approach, attempts to replicate, before fees and expenses, the performance of the Index. The Funds in
ing an indexing investment approach, attempts to replicate, before fees and expenses, the performance of the Index. The Funds invest
d, using an indexing investment approach, attempts to replicate, before fees and expenses, the performance of the Index. The Funds inv
apitalization. As of October 29, 2010, the Index represented approximately 92% of the total market capitalization of Russell 3000 Index
rity of their revenues in Russia.
italization. As of October 29,2010, the Index represented approximately 10.0% of the total market capitalization of the Russell 3000 Inde
und is tilting investment exposure to the smaller end of the market cap spectrum within the large cap space.
enueShares Small Cap Index generally contains the same securities as the S&P Small Cap 600, but in different proportions. The S&P S
Cap Index generally contains the same securities as the S&P Mid Cap 400, but in different proportions. The S&P Mid Cap 400 is a stock
dex generally contains the same securities as the S&P 500, but in different proportions. The S&P 500 is a stock market index comprised
ials Sector Index generally contains the same securities as the S&P 500 Financials Index, but in different proportions. The S&P 500 Fin
nd lower costs.
t least 80% of its total assets in securities that comprise the Index and investments that have economic characteristics that are substant
375033264.xls
467
logy. The methodology models historical returns as a function of initial valuation conditions and creates estimates of potential returns an
emerging markets with strong revenues. This approach also avoids the traditional index s bias towards overvalued stocks, while mainta
e duration of zero. The difference in yield (or spread) between these bonds (Treasury yield minus TIPS yield) is commonly referred to a
mark Portfolio Index will be based on each maturity s duration contribution. The expected range for the duration weighted percentage o
ees and expenses, the performance of the Index. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and e
x. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and expenses) between the Funds performance and
penses, the performance of the Index. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and expenses) b
ndex. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and expenses) between the Funds performance
x. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and expenses) between the Funds performance and
ndex. The Funds investment advisor seeks a correlation of 0.95 or better (before fees and expenses) between the Funds performance a
Russell 3000 Index and is reconstituted annually by the index sponsor according to the Index methodology, with the objective of reflecti
e Russell 3000 Index and is reconstituted annually by the index sponsor according to the index methodology, with the objective of reflec
portions. The S&P Small Cap 600 is a stock market index comprised of 600 common stocks of small-cap companies selected by S&P D
Cap 400 is a stock market index comprised of common stock of 400 mid-sized companies selected by S&P Dow Jones Indices LLC.
ket index comprised of a representative sample of common stocks of 500 leading companies in leading industries of the United States e
s. The S&P 500 Financials Index is a stock market index comprised of large cap companies that S&P Dow Jones Indices LLC deems to
cs that are substantially identical to the economic characteristics of the component securities that comprise the Index. Guggenheim Adv
375033264.xls
468
potential returns and downside risks consistent with historical market behavior. These capital market assumptions are incorporated into
stocks, while maintaining a fully transparent investment process and offering the broad market diversification that has historically attracte
monly referred to as a breakeven rate of inflation.
ighted percentage of the 2 year and 5 year maturity Treasury Instruments will be from 30% to 70%. The expected range for the duration
r (before fees and expenses) between the Funds performance and the performance of the Index; a figure of 1.00 would represent perfe
ds performance and the performance of the Index; a figure of 1.00 would represent perfect correlation. The Nasdaq Riskalyze US Large
es and expenses) between the Funds performance and the performance of the Index; a figure of 1.00 would represent perfect correlatio
Funds performance and the performance of the Index; a figure of 1.00 would represent perfect correlation. The Nasdaq Riskalyze US La
s performance and the performance of the Index; a figure of 1.00 would represent perfect correlation. The Nasdaq Riskalyze US Mid Ca
unds performance and the performance of the Index; a figure of 1.00 would represent perfect correlation. The Nasdaq Riskalyze US Sm
objective of reflecting in the Index performance new and growing equities meeting the criteria for inclusion. Investments offering levera
he objective of reflecting in the index performance new and growing equities meeting the criteria for inclusion and removing from the Ind
selected by S&P Dow Jones Indices LLC based on inclusion criteria to ensure that they are investable and financially viable.
ones Indices LLC.
the United States economy selected by S&P Dow Jones Indices LLC.
dices LLC deems to be part of the Financials sector of the United States economy, using the GICS
x. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better between the Fund s performance
375033264.xls
469
are incorporated into a patent-pending Mean Reversion Optimization (MRO) process to produce the index weighting within each of the m
s historically attracted investors to index strategies.
nge for the duration weighted percentage of the 10 year maturity Treasury Instruments will be from 5% to 25%.
uld represent perfect correlation. The Nasdaq Riskalyze Developed Markets Index is a modified market capitalization weighted index w
Riskalyze US Large Cap Select Dividend Index is a modified market capitalization weighted index which seeks to provide a diversified p
nt perfect correlation. The Nasdaq Riskalyze Emerging Markets Index is a modified market capitalization weighted index which seeks to
aq Riskalyze US Large Cap Index is a modified market capitalization weighted index which seeks to provide a diversified portfolio of div
Riskalyze US Mid Cap Index is a modified market capitalization weighted index which seeks to provide a diversified portfolio of dividend-
aq Riskalyze US Small Cap Index is a modified market capitalization weighted index which seeks to provide a diversified portfolio of divi
ments offering leveraged exposure to large-cap U.S. equities can have various uses within a portfolio including directional, cash extractio
moving from the Index performance equities with a sufficiently large market capitalization to no longer constitute the small-cap segment.
lly viable.
und s performance and the performance of the total return of the Index less any expenses or distributions. A figure of 1.00 would repres
375033264.xls
470
within each of the major fixed income asset classes. The objective of this optimization is to construct a combination of fixed income ass
n weighted index which seeks to provide a diversified portfolio of low volatility securities.
ovide a diversified portfolio of dividend-paying securities with above average yield.
ndex which seeks to provide a diversified portfolio of low volatility securities.
sified portfolio of dividend-paying US large cap securities.
ortfolio of dividend-paying US mid cap securities.
ified portfolio of dividend-paying US small cap securities.
onal, cash extraction, risk/return management or arbitrage strategies and are typically short or medium-term in nature.
small-cap segment. Investments offering leveraged exposure to small-cap U.S. equities can have various uses within a portfolio includ
f 1.00 would represent perfect correlation.
375033264.xls
471
of fixed income asset classes that are expected to have a high probability of generating a positive potential total return over a five-year
in a portfolio including directional, cash extraction, risk/return management or arbitrage strategies and are typically short or medium-term
375033264.xls
472
urn over a five-year investment horizon.
short or medium-term in nature.
375033264.xls
473
Guggenheim S&P Smallcap 600 Pure Growth ET RZG Guggenheim 78355W809

Guggenheim S&P Smallcap 600 Pure Value ETF RZV Guggenheim 78355W700
ProShares Ultra SmallCap600 SAA ProShares 74347R818
Direxion Daily Total Bond Market Bear 1x Shares SAGG Direxion Shares 25459Y306
ProShares Short SmallCap600 SBB ProShares 74348A376
ALPS Medical Breakthroughs ETF SBIO ALPS 00162Q593
ProShares Short Basic Materials SBM ProShares 74347X559
iPath Pure Beta S&P GSCI-Weighted ETN SBV Barclays iPath 06740P122
Cornerstone Small Cap ETF SCAP Advisor Shares 00768Y586
ProShares UltraShort Consumer Services SCC ProShares 74348A236
Schwab US Small-Cap ETF SCHA Schwab 808524607
Schwab US Broad Market ETF SCHB Schwab 808524102
Schwab International Small-Cap Equity ETF SCHC Schwab 808524888
Schwab US Dividend Equity ETF SCHD Schwab 808524797
Schwab Emerging Markets Equity ETF SCHE Schwab 808524706
Schwab International Equity ETF SCHF Schwab 808524805
Schwab U.S. Large-Cap Growth ETF SCHG Schwab 808524300
Schwab U.S. REIT ETF SCHH Schwab 808524847
Schwab 1000 Index ETF SCHK Schwab 808524722
Schwab U.S. Mid-Cap ETF SCHM Schwab 808524508
Schwab Short-Term U.S. Treasury ETF SCHO Schwab 808524862
Schwab U.S. TIPs ETF SCHP Schwab 808524870
Schwab Intermediate-Term U.S. Treasury ETF SCHR Schwab 808524854
Schwab U.S. Large-Cap Value ETF SCHV Schwab 808524409
Schwab US Large-Cap ETF SCHX Schwab 808524201
Schwab U.S. Aggregate Bond ETF SCHZ Schwab 808524839
Global X Scientific Beta Europe ETF SCID Global X 37954Y301
VanEck Vectors India Small-Cap Index ETF SCIF Van Eck Associates Corp92189F767
Global X Scientific Beta Japan ETF SCIJ Global X 37954Y509
EGShares India Small Cap ETF SCIN Columbia Management 19762B889
Global X Scientific Beta US ETF SCIU Global X 37954Y103
Global X Scientific Beta Asia ex-Japan ETF SCIX Global X 37954Y400
iShares MSCI Japan Small-Cap ETF SCJ Blackrock (iShares) 464286582
ProShares UltraShort Bloomberg Crude Oil SCO ProShares 74347W668
Global X | JPMorgan US Sector Rotator Index ET SCTO Global X 37950E135
iShares MSCI EAFE Small-Cap ETF SCZ Blackrock (iShares) 464288273
ProShares UltraShort SmallCap600 SDD ProShares 74348A327
Global X MSCI SuperDividend Emerging Markets SDEM Global X 37950E119
Global X SuperDividend ETF SDIV Global X 37950E549
ALPS Sector Dividend Dogs ETF SDOG ALPS 00162Q858
ProShares UltraPro Short Dow30 SDOW ProShares 74348A178
ProShares UltraShort Utilities SDP ProShares 74347B722
ProShares UltraShort S&P500 SDS ProShares 74347B383
First Trust SMID Cap Rising Dividend Archievers SDVY First Trust 33741X102
SPDR S&P Dividend ETF SDY State Street (SPDR) 78464A763
ETRACS Monthly Pay 2xLeveraged S&P Dividen SDYL UBS 90267L409
Guggenheim Shipping ETF SEA Guggenheim 18383Q796
Main Sector Rotation ETF SECT Main Management 66538H591
ProShares Short Financials SEF ProShares 74347R230
WisdomTree Fundamental U.S. Short-Term High YSFHY Wisdom Tree 97717X149
WisdomTree Fundamental U.S. Short-Term CorpoSFIG Wisdom Tree 97717X156
iPath Long Extended S&P 500 TR Index ETN SFLA Barclays iPath 06740P601
iPath Pure Beta Sugar ETN SGAR Barclays iPath 06740P163
Sprott Junior Gold Miners ETF SGDJ ALPS 00162Q585
Sprott Gold Miners ETF SGDM ALPS 00162Q643
iPath Bloomberg Sugar Subindex Total Return E SGG Barclays iPath 06739H214
ETFS Gold Trust SGOL ETF Securities 26922Y105
Janus SG Global Quality Income ETF SGQI Janus 47103U878
ProShares Short S&P500 SH ProShares 74347B425
WisdomTree Barclays Yield Enhanced U.S. Short SHAG Wisdom Tree 97717Y808
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US25459Y3062 03/23/2011 0.45 Bonds
US8085248628 08/05/2010 0.06 Bonds
US8085248701 08/05/2010 0.05 Bonds
US8085248545 08/05/2010 0.06 Bonds
US8085248396 07/14/2011 0.04 Bonds
US97717X1494 04/27/2016 0.38 Bonds
US97717X1569 04/27/2016 0.18 Bonds
US26922Y1055 09/09/2009 0.39 Commodities & Metals
US97717Y8084 05/18/2017 0.12 Bonds
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Not Applicable S&P Small Cap 600 PureSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P Small Cap 600 PureSeeks to replicate as closely as possible before expenses the performance o
Not Applicable S&P SmallCap 600 Inde ProShares Ultra SmallCap600 seeks daily investment results before fees an
Not Applicable Barclays Capital U.S. A The Fund seeks daily investment results, before fees and expenses, of 100%
Not Applicable S&P SmallCap 600 Inde ProShares Short SmallCap600 seeks daily investment results before fees an
Not Applicable Poliwogg Medical Breakt The ALPS Medical Breakthroughs ETF invests in the public equity markets o
Not Applicable Dow Jones US Basic Mate ProShares Short Basic Materials seeks daily investment results before fees
Not Applicable Barclays Capital Pure BeThe iPath Pure Beta S&P GSCI-Weighted ETN is linked to the Barclays Cap
Not Applicable Not Applicable The AdvisorShares Cornerstone Small Cap ETF (NYSE Arca: SCAP) seeks
Not Applicable Dow Jones US ConsumerProShares Ultra Consumer Services seeks daily investment results before fe
Not Applicable Dow Jones U.S. Small-CaThe fund offers exposure to small-cap U.S. companies. It seeks investment r
Not Applicable Dow Jones U.S. Broad SThe fund offers diversified exposure across large- and small-cap U.S. stocks
Not Applicable FTSE Developed Small Ca The fund offers diversified exposure to international small-cap companies in
Not Applicable Dow Jones U.S. Dividen The ETF seeks investment results that track, as closely as possible, before f
Not Applicable FTSE All Emerging Inde The fund offers diversified exposure to large- and mid-cap companies in ove
Not Applicable FTSE Developed CountriThe fund provides broad exposure to international large-and mid-cap compa
Not Applicable Dow Jones U.S. Large-Ca The fund provides exposure to large-cap U.S. stocks that exhibit growth style
Not Applicable Dow Jones US Select REhe funds goal is to track as closely as possible, before fees and expenses, th
Not Applicable Schwab 1000 Index The funds goal is to track as closely as possible, before fees and expenses,
Not Applicable Dow Jones U.S. Mid-CapThe funds goal is to track as closely as possible, before fees and expenses,
Not Applicable Barclays Capital U.S. 1- The ETF seeks investment results that track the price and yield performance
Not Applicable Barclays Capital U.S. TreThe ETF seeks investment results that track the price and yield performance
Not Applicable Barclays Capital U.S. 3- The ETF seeks investment results that track the price and yield performance
Not Applicable Dow Jones U.S. Large-Ca The fund provides broad exposure to large-cap U.S. stocks that exhibit value
Not Applicable Dow Jones US Large CapThe fund provides exposure to large-cap U.S. companies. It seeks investme
Not Applicable Barclays Capital U.S. A The Schwab U.S. Aggregate Bond ETF seeks investment results that track,
Not Applicable Scientific Beta Extended The Global X Scientific Beta Europe ETF seeks investment results that corre
Not Applicable Market Vectors India Sm The India Small-Cap Index ETF seeks to replicate as closely as possible bef
Not Applicable Scientific Beta Japan MulThe Global X Scientific Beta Japan ETF seeks investment results that corres
Not Applicable Indxx India Small Cap In The Emerging Global Shares Indxx India Small Cap Exchange Traded Fund
Not Applicable Scientific Beta United St The Global X Scientific Beta US ETF seeks investment results that correspo
Not Applicable Scientific Beta Develope The Global X Scientific Beta Asia ex-Japan ETF seeks investment results tha
Not Applicable MSCI Japan Small Cap I The iShares MSCI Japan Small Cap Index Fund seeks to provide investmen
Not Applicable Bloomberg WTI Crude OiProShares UltraShort Bloomberg Crude Oil seeks daily investment results, b
Not Applicable JPMorgan U.S. Sector RoThe Global X | JPMorgan US Sector Rotator Index ETF seeks to track the JP
Not Applicable MSCI EAFE Small Cap I The iShares MSCI EAFE Small Cap Index Fund seeks to provide investmen
Not Applicable S&P SmallCap 600 Inde ProShares UltraShort SmallCap600 seeks daily investment results before fe
Not Applicable MSCI Emerging Markets The Global X SuperDividend Emerging Markets ETF (SDEM) invests in 50 o
Not Applicable Solactive Global SuperD The Global X SuperDividend ETF seeks investment results that correspond
Not Applicable S-Network Sector Divide The ALPS Sector Dividend Dogs ETF (SDOG) is an ETF that applies the Do
Not Applicable Dow Jones Industrial Av ProShares UltraPro Short Dow30 seeks daily investment results before fees
Not Applicable Dow Jones US Utilities SProShares UltraShort Utilities seeks daily investment results before fees and
Not Applicable S&P 500 Index ProShares UltraShort S&P500 seeks daily investment results before fees an
Not Applicable NASDAQ US Small Mid Ca The First Trust SMID Cap Rising Dividend Achievers ETF, seeks investment
Not Applicable S&P High Yield Dividend The SPDR S&P Dividend ETF before expenses seeks to closely match the r
Not Applicable S&P High Yield Dividend The ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN (Ticker: SDYL)
Not Applicable Dow Jones Global ShippiThe Guggenheim/Delta Global Shipping Index ETF (NYSE:SEA) the Fund s
Not Applicable Not Applicable The Fund seeks to outperform the S&P 500 in rising markets while limiting lo
Not Applicable Dow Jones US Financial ProShares Short Financials seeks daily investment results before fees and e
Not Applicable WisdomTree Fundamental WisdomTree Fundamental U.S. Short-Term High Yield Corporate Bond Fund
Not Applicable WisdomTree Fundamental WisdomTree Fundamental U.S. Short-Term Corporate Bond Fund seeks to t
Not Applicable S&P 500Total Return IndiPath Long Extended S&P 500 TR Index ETN is linked to a leveraged return
Not Applicable Barclays Capital Sugar The iPath Pure Beta Sugar ETN is linked to the Barclays Capital Sugar Pure
Not Applicable Sprott Zacks Junior GoldSprott Junior Gold Miners Exchange Traded Fund (NYSE: SGDJ) seeks to d
Not Applicable Sprott Zacks Gold Miner The Fund seeks to deliver exposure to the Sprott Zacks Gold Miners Index (
Not Applicable Bloomberg Sugar Subinde The Bloomberg-UBS Sugar Subindex Total ReturnSM is a sub-index of the B
Not Applicable Gold - London PM Gold PETFS Physical Swiss Gold Shares (SGOL) is designed to offer investors a s
Not Applicable SG Global Quality IncomJanus SG Global Quality Income ETF (SGQI) seeks investment results that
Not Applicable S&P 500 Index ProShares Short S&P500 seeks daily investment results before fees and exp
Not Applicable Bloomberg Barclays U.S.The WisdomTree Barclays Yield Enhanced U.S. Short-Term Aggregate Bond
375033264.xls
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the performance of the S&P SmallCap 600 Pure Growth Index.

the performance of the S&P SmallCap 600 Pure Value Index.
ults before fees and expenses that correspond to twice (200%) the daily performance of the S&P SmallCap 600 Index.
expenses, of 100% of the inverse of the price performance of the Barclays Capital U.S. Aggregate Bond Index. There is no guarantee th
ults before fees and expenses that correspond to the inverse (opposite) of the daily performance of the S&P SmallCap 600 Index.
c equity markets of the United States. It invests in the stocks of companies operating in the biotechnology and pharmaceutical sectors.
esults before fees and expenses that correspond to the inverse (opposite) of the daily performance of the Dow Jones U.S. Basic Materia
the Barclays Capital Pure Beta Series-2 TR Index (the "Index") and is designed to provide exposure to the returns potentially available
ca: SCAP) seeks to provide total return through long-term capital appreciation and current income. SCAP is managed by Cornerstone I
nt results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U
seeks investment results that track the performance before fees and expenses of the Dow Jones U.S. Small-Cap Total Stock Market Ind
all-cap U.S. stocks. It seeks investment results that track performance before fees and expenses of the approximately 2500-stock Dow J
cap companies in over 20 developed international markets. It seeks investment results that track the performance before fees and expe
possible, before fees and expenses, the total return of the Dow Jones U.S. Dividend 100 Index. Provides exposure to high dividend yie
companies in over 20 emerging markets. It seeks investment results that track the performance before fees and expenses of the appro
nd mid-cap companies in over 20 developed international markets. It seeks investment returns that track the performance before fees an
exhibit growth style characteristics. It seeks investment results that track the the performance before fees and expenses of the Dow Jon
s and expenses, the total return of the Dow Jones U.S. Select REIT Index
es and expenses, the total return of the Schwab 1000 Index. The Schwab 1000 Index, calculated by the S&P Dow Jones Custom Index
es and expenses, the total return of the Dow Jones U.S. Mid-Cap Total Stock Market Index
yield performance before fees and expenses of the Barclays Capital U.S. 1-3 Year Treasury Bond Index?. The ETF invests in U.S Treas
yield performance before fees and expenses of the Barclays Capital U.S. Treasury Inflation Protected Securities (TIPS) Index - Series L
yield performance before fees and expenses of the Barclays Capital U.S. 3-10 Year Treasury Bond Index?. The ETF invests in U.S Trea
s that exhibit value style characteristics. It seeks investment results that track the the performance before fees and expenses of the Dow
It seeks investment results that track the performance before fees and expense of the Dow Jones U.S. Large-Cap Total Stock Market In
results that track, as closely as possible, before fees and expenses, the total return of the Barclays Capital U.S. Aggregate Bond Index.
t results that correspond generally to the price and yield performance, before fees and expenses, of the Scientific Beta Extended Europ
ely as possible before fees and expenses the price and yield performance of the Market Vectors India Small-Cap Index. The Market Ve
results that correspond generally to the price and yield performance, before fees and expenses, of the Scientific Beta Japan Multi-Beta
ange Traded Fund (ETF) seeks investment results that generally correspond (before fees and expenses) to the price and yield performa
sults that correspond generally to the price and yield performance, before fees and expenses, of the Scientific Beta United States Multi-B
estment results that correspond generally to the price and yield performance, before fees and expenses, of the Scientific Beta Develope
provide investment results that correspond generally to the price and yield performance before fees and expenses as represented by th
vestment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the Bloomberg W
eks to track the JPMorgan U.S. Sector Rotator TR Series X Index , an index composed of underlying equity exchange-traded funds and
provide investment results that correspond generally to the price and yield performance before fees and expenses as represented by th
t results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the S&P SmallCa
EM) invests in 50 of the highest dividend yielding equities in the Emerging Markets. The Global X SuperDividend Emerging Markets ETF
s that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Global SuperDividend Index.
hat applies the Dogs of the Dow Theory on a sector-by-sector basis using the S&P 500 as its starting universe of eligible securities.
esults before fees and expenses that correspond to triple (300%) the inverse (opposite) of the daily performance of the Dow Jones Indu
ts before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S. Uti
ults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the S&P500 Index.
seeks investment results that correspond generally to the price and yield (before the Funds fees and expenses) of an index called the N
losely match the returns and characteristics of the S&P High Yield Dividend Aristocrats Index (ticker: SPHYDATR).
TN (Ticker: SDYL) ("SDYL" or the "ETN") is an exchange-traded note linked to the monthly compounded 2x leveraged performance of th
E:SEA) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equ
ets while limiting losses during periods of decline.The Fund utilizes a fund of funds structure to invest in sector based equity exchange
before fees and expenses that correspond to the inverse (opposite) of the daily performance of the Dow Jones U.S. Financials Index.
porate Bond Fund seeks to track the performance of select issuers in the short-term U.S. non-investment-grade corporate bond ( junk b
nd Fund seeks to track the performance of select issuers in the short-term U.S. investment grade corporate bond market that are deeme
a leveraged return on the performance of the S&P 500 Total Return Index (the "Index"). The Index is a capitalization-weighted index inte
Capital Sugar Pure Beta TR Index (the "Index"). The Index is intended to reflect the returns that are potentially available through an unle
SGDJ) seeks to deliver exposure to the Sprott Zacks Junior Gold Miners Index (NYSE: ZAXSGDJ). This factor-based Index aims to tra
old Miners Index (NYSE: ZAXSGDM). The Index aims to track the performance of large to mid- capitalization gold companies whose sto
sub-index of the Bloomberg-UBS Commodity Index Total ReturnSM and is intended to reflect the returns that are potentially available th
offer investors a simple cost-efficient and secure way to access the precious metals market. SGOL is intended to provide investors with
tment results that correspond generally, before fees and expenses, to the performance of the SGI Global Quality Income Index. The aim
efore fees and expenses that correspond to the inverse (opposite) of the daily performance of the S&P500 Index.
m Aggregate Bond Fund seeks to track the price and yield performance, before fees and expenses, of the Bloomberg Barclays U.S. Sho
375033264.xls
477
e is no guarantee the fund will meet its stated investment objective.

ap 600 Index.
maceutical sectors. The fund invests in stocks of mid cap and small cap companies with a market capitalization of no less than $200 mil
s U.S. Basic Materials Index.
potentially available through an unleveraged investment in futures contracts on the physical commodities comprising the S&P GSCI Tota
ed by Cornerstone Investment Partners, LLC ( Portfolio Manager ). The Portfolio Manager seeks to achieve SCAP s investment objectiv
of the Dow Jones U.S. Consumer Services Index.
tal Stock Market Index? made up of approximately 1750 U.S. small cap stocks.
ly 2500-stock Dow Jones U.S. Broad Stock Market Index?.
efore fees and expenses of the FTSE Developed Small Cap ex U.S. Liquid Index made up of approximately 2000 international small ca
to high dividend yielding stocks issued by U.S. companies that have a record of consistently paying dividends and have strong relative
penses of the approximately 740-stock FTSE All Emerging Index.
mance before fees and expenses of the FTSE Developed ex U.S. Index made up of approximately 1400 international stocks.
ses of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index? representing approximately half of the market capitalization of
ones Custom Index Services Group, eligible universe begins with the top 2,400 U.S. based companies, ranked by float-adjusted marke
invests in U.S Treasury securities that have a remaining maturity of one to three years are rated investment grade and have $250 millio
PS) Index - Series L. Publicly-issued U.S TIPS are securities issued by the U.S. Treasury that generate principal and interest payments
F invests in U.S Treasury securities that have a remaining maturity of three to ten years are rated investment grade and have $250 millio
expenses of the Dow Jones U.S. Large-Cap Value Total Stock Market Index? representing approximately half of the market capitalization
Total Stock Market Index? made up of approximately the largest 750 U.S. stocks.
regate Bond Index.
eta Extended Europe Multi-Beta Multi-Strategy Equal Risk Contribution Index.The Index selects stocks that provide exposure to four we
ex. The Market Vectors India Small-Cap Index is a rules-based modified market capitalization-weighted float-adjusted index intended to
ta Japan Multi-Beta Multi-Strategy Equal Risk Contribution Index. The Index selects stocks that provide exposure to four well academica
and yield performance of the Indxx India Small Cap Index. The index is a freefloat market capitalization weighted stock market index co
United States Multi-Beta Multi-Strategy Equal Risk Contribution Index. The Index selects stocks that provide exposure to four well acade
ntific Beta Developed Asia-Pacific ex Japan Multi-Beta Multi-Strategy Equal Risk Contribution Index. The Index selects stocks that provi
s represented by the MSCI Japan Small Cap Index.
of the Bloomberg WTI Crude Oil Subindex
ge-traded funds and a fixed income exchange-traded fund. The JPMorgan U.S. Sector Rotator TR Series X Index aims to participate in
s represented by the MSCI EAFE Small Cap Index.
of the S&P SmallCap 600 Index.
erging Markets ETF seeks to provide investment results that correspond generally to the price and yield performance, before fees and e
uperDividend Index. The Index tracks the performance of 100 equally weighted companies that rank among the highest dividend yieldin
gible securities.
he Dow Jones Industrial Average Index.
Dow Jones U.S. Utilities Index.
S&P500 Index.
n index called the NASDAQ US Small Mid Cap Rising Dividend Achievers Index (the "Index"). The Fund will normally invest at least 90%
d performance of the S&P High Yield Dividend Aristocrats Index (the "Index"), reduced by the Accrued Fees.
expenses of an equity index called Delta Global Shipping Index (the Shipping Index or the Index ). The Fund will at all times invest at
ed equity exchange traded funds ( ETFs ). The Fund seeks to achieve its objective through dynamic sector rotation. The Adviser focuse
. Financials Index.
porate bond ( junk bond ) market that are deemed to exhibit favorable fundamentals and opportunities for income. WisdomTree Fundam
rket that are deemed to exhibit favorable fundamentals and opportunities for income. WisdomTree Fundamental U.S. Short-term Corpo
weighted index intended to provide an indication of the pattern of stock price movement in the U.S. equities market, covering 75% of to
ble through an unleveraged investment in the futures contracts in the Sugar markets. The Index is comprised of a single exchange trad
ed Index aims to track the performance of small-capitalization gold companies whose stocks are listed on major U.S. and Canadian exc
ompanies whose stocks are listed on major U.S. exchanges. The Index uses a transparent, rules-based methodology that is designed to
ovide investors with a return equivalent to movements in the gold spot price less fees.
ome Index. The aim of the index is to create a robust compounding machine through the creation of a portfolio of companies selected s
g Barclays U.S. Short Aggregate Enhanced Yield Index. An income-oriented opportunity for investors looking to pragmatically enhance
375033264.xls
478
o less than $200 million and no more than $5 billion. It seeks to replicate the performance of the Poliwogg Medical Breakthroughs Index,
the S&P GSCI Total Return Index (the "Reference Index"), while mitigating the effects of certain distortions in the commodity markets o
investment objective by investing in a diversified group of U.S.-traded equity securities, including common and preferred stock, ADRs, a
ternational small cap stocks.

have strong relative fundamental strength based on select financial ratios.
ket capitalization of stocks in the Dow Jones U.S. Large Cap Total Stock Market Index?.
oat-adjusted market capitalization.
nd have $250 million or more of outstanding face value.

d interest payments designed to adjust for and help protect against inflation.
and have $250 million or more of outstanding face value.
market capitalization of stocks in the Dow Jones U.S. Large Cap Total Stock Market Index?.
exposure to four well academically documented and widely accepted factors: Low volatility, Value, Momentum and Size.
ed index intended to provide exposure to Indian small-cap companies.
four well academically documented and widely accepted factors: Low volatility, Value, Momentum and Size.
ock market index comprised of a representative sample of 75 Indian companies that Indxx LLC determines to be the representative of s
re to four well academically documented and widely accepted factors: Low volatility, Value, Momentum and Size.
cts stocks that provide exposure to four well academically documented and widely accepted factors: Low volatility, Value, Momentum an
ms to participate in the best-performing U.S. sectors of the market while limiting its exposure to the market during periods of high volatil
e, before fees and expenses, of the MSCI Emerging Markets Top 50 Dividend Index. The MSCI Emerging Markets Top 50 Dividend Inde
est dividend yielding equity securities in the world. The index provider applies certain dividend stability filters.
y invest at least 90% of its net assets (including investment borrowings) in securities that comprise the Index. The Index is composed o
t all times invest at least 90% of its total assets in common stock American depositary receipts ( ADRs ) global depositary receipts ( GD
The Adviser focuses its research primarily on sector selection by carefully reviewing the sector, industry, and sub-industries in the Fund
WisdomTree Fundamental U.S. Short-term High Yield Corporate Bond Index is a rule-based alternatively weighted index designed to cap
S. Short-term Corporate Bond Index is a rule-based alternatively weighted index designed to capture the performance of selected issuer
covering 75% of total US equities market. S&P chooses companies for inclusion in the Index with the aim of achieving a distribution by
ngle exchange traded futures contract, except during the roll period when the Index may be comprised of two futures contracts. Howeve
and Canadian exchanges. The Index uses a transparent, rules-based methodology that is designed to identify between 30 to 40 junior
y that is designed to identify 25 gold stocks with the highest beta* to the spot price of gold, with each stock s weighting in the index adju
he index as well as the rate of interest that could be earned on cash collateral invested in specified Treasury Bills. The Bloomberg-UBS
mpanies selected solely on the basis of their ability to provide a high quality income stream to their owners. The relatively high yield - cu
gmatically enhance yield. Designed as an enhanced yield alternative for a core fixed income strategy. For investors seeking opportunitie
375033264.xls
479
reakthroughs Index, by investing in the stocks of companies as per their weightings in the index.
ommodity markets on such returns through the application of the Barclays Capital Pure Beta Series 2 Methodology. The Index is comp
erred stock, ADRs, and publicly-traded REITs. Under normal circumstances, SCAP invests at least 80% of its net assets (plus any borro
e representative of small market capitalization companies domiciled in India. This fund is new and has limited operating history.
alue, Momentum and Size.
eriods of high volatility or market declines. The Index is based on a proprietary methodology from J.P.Morgan Securities LLC.
op 50 Dividend Index tracks the performance of 50 equally-weighted companies that rank among the highest dividend yielding equity se
ndex is composed of the securities of 100 small and mid cap companies with a history of raising their dividends and exhibit the characte
sitary receipts ( GDRs ) and master limited partnerships ( MLPs ) that comprise the Index and investments that have economic characte
dustries in the Fund s portfolio. The Adviser chooses sectors it believes are undervalued and poised to respond favorably to financial ma
dex designed to capture the performance of selected issuers in the US high yield corporate bond market that are deemed to have attrac
e of selected issuers in the US investment-grade corporate bond market that are deemed to have attractive fundamental and income ch
ng a distribution by broad industry groupings that approximates the distribution of these groupings in the common stock population of th
s contracts. However, unlike many commodity indices which roll their exposure to the corresponding futures contract on a monthly basis
ween 30 to 40 junior gold stocks with market capitalization between $250 million and $2 billion. Excluding companies with market capital
ng in the index adjusted based on its quarterly revenue growth on a year-over-year basis and the quality of its balance sheet, as measu
he Bloomberg-UBS Sugar Subindex Total ReturnSM is a single-commodity sub-index currently consisting of one futures contract on the
tively high yield - currently 4.5% compared to an historic average of 5% - gives a solid basis upon which to compound capital over time
seeking opportunities across different parts of the yield curve.
375033264.xls
480
The Index is comprised of a basket of exchange traded futures contracts. However, unlike many commodity indices which roll their exp
sets (plus any borrowings for investment purposes) in small cap securities. The Portfolio Manager defines a small cap company as one
ing history.
ties LLC.
nd yielding equity securities in Emerging Markets, as defined by MSCI. The Underlying Index may include components from the followin
exhibit the characteristics to continue to do so in the future ("Index Securities"). The Index is designed to provide access to a portfolio of
e economic characteristics that are substantially identical to the economic characteristics of the component securities that comprise the
rably to financial market catalysts. The Fund will sell a security when it achieves its target price and is, in the opinion of the Adviser, no lo
emed to have attractive fundamental and income characteristics. The Index employs a multi-step process, which screens on fundament
ental and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favora
ock population of the U.S. equities market. Investments offering leveraged exposure to U.S. equities can have various uses within a po
on a monthly basis in accordance with a pre-determined roll schedule, the Index may roll into one of a number of futures contracts with
with market capitalization below $250 million aims to exclude very early stage exploration companies whose historical success rate is l
ce sheet, as measured by long-term debt to equity. The Index is rebalanced on a quarterly basis to incorporate the latest financial data
ures contract on the commodity of sugar, which is included in the Bloomberg-UBS Commodity Index Total ReturnSM.
nd capital over time. The requirement that selected businesses enjoy high quality economics ensures dividends are unlikely to be cut. T
375033264.xls
481
which roll their exposure to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, t
p company as one having a market capitalization less than the market cap of the largest company in the Russell 2000 Index at the time
nts from the following countries: Brazil, Chile, Colombia, Mexico, Peru, Czech Republic, Egypt, Greece, Hungary, Poland, Qatar, Russia
cess to a portfolio of small and mid capitalization income producing securities.
s that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better between th
of the Adviser, no longer undervalued. The Adviser will actively manage the Fund. From time to time, the Fund s investment may be foc
eens on fundamentals to identify bonds with favorable characteristics and then tilts to those which offer attractive income characteristics
y bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S
ous uses within a portfolio including directional, cash extraction, risk/return management or arbitrage strategies and are typically short or
tures contracts with varying expiration dates, as selected using the Barclays Capital Pure Beta Series 2 Methodology.
cal success rate is low.
atest financial data into the screening process. The Index can also invest to a lesser degree in silver companies that meet the above cri
unlikely to be cut. The nature of dividend flows as a share of revenues suggest they will tend to rise, thus affording yield hungry investor
375033264.xls
482
ned roll schedule, the Index may roll into one of a number of futures contracts with varying expiration dates, as selected using the Barc
00 Index at the time of acquisition. The Portfolio Manager seeks to benefit from the volatility of small cap stocks by participating in upsid
land, Qatar, Russia, South Africa, Turkey, United Arab Emirates, China, India, Indonesia, Malaysia, Philippines, Thailand, Korea and Tai
or better between the Fund s performance and the performance of the Index. A figure of 1.00 would represent perfect correlation.
estment may be focused in a sector or sectors. The Fund may invest in securities of any market capitalization or country and denomina
come characteristics. The Index is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for
is comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt secu
are typically short or medium-term in nature.
meet the above criteria.
ield hungry investors a degree of inflation protection absent in fixed income markets.
375033264.xls
483
cted using the Barclays Capital Pure Beta Series 2 Methodology. The Barclays Capital Pure Beta Series 2 Methodology is not applied to
articipating in upside volatility while reducing exposure to downside volatility.
land, Korea and Taiwan. The MSCI Emerging Markets Top 50 Dividend Index begins with the MSCI Emerging Markets Index, which is a
ct correlation.
untry and denominated in any currency. The Fund is an actively managed ETF and does not seek to replicate the performance of a spec
s. To be eligible for inclusion in the Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding
he Index, debt securities must have fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at le
375033264.xls
484
ogy is not applied to certain precious metals commodities, and with respect to those commodities, the Index will roll monthly in accordan
ets Index, which is a capitalization-weighted index, as its starting universe, and then follows a rules-based methodology that is designed
rformance of a specified index. In selecting investments for the Fund s portfolio, the Adviser adheres to the investment process describe
mount outstanding and a remaining maturity of at least one year. Component securities must be rated non-investment grade by at least
ning maturity of at least one year but not more than five years. Component securities must be rated investment grade.
375033264.xls
485
monthly in accordance with the Reference Indexs pre-determined roll schedule. The commodities represented in the Index are rebalan
ogy that is designed to select among the highest dividend yielding equity securities of the MSCI Emerging Markets Index. The MSCI Em
ent process described below.
nt grade by at least one rating agency.
375033264.xls
486
e Index are rebalanced monthly according to the weightings within the Reference Index; however, the weightings fluctuate between reb
ndex. The MSCI Emerging Markets Top 50 Dividend Index is equal weighted and rebalanced annually.
375033264.xls
487
ctuate between rebalancings due to changes in market prices. In addition the Index reflects the Treasury Bill rate of interest that could
375033264.xls
488
interest that could be earned on cash collateral invested in specified Treasury Bills.
375033264.xls
489
SPDR SSGA Gender Diversity Index ETF SHE State Street (SPDR) 78468R747
SPDR Nuveen Barclays Short Term Municipal Bo SHM State Street (SPDR) 78468R739
Direxion Daily Silver Miners Index Bull 2x Shares SHNY Direxion Shares 25460E109
iShares Short Treasury Bond ETF SHV Blackrock (iShares) 464288679
iShares 1-3 Year Treasury Bond ETF SHY Blackrock (iShares) 464287457
VanEck Vectors Short High-Yield Municipal Index SHYD Van Eck Associates Corp92189F387
iShares 0-5 Year High Yield Corporate Bond ETF SHYG Blackrock (iShares) 46434V407
ProShares UltraShort Industrials SIJ ProShares 74348A368
Global X Silver Miners ETF SIL Global X 37954Y848
ETFMG Prime Junior Silver ETF SILJ ETF Managers Group 26924G102
ETFS Physical Silver Shares SIVR ETF Securities 26922X107
AGFiQ US Market Neutral Size Fund SIZ AGFiQ 351680400
iShares Edge MSCI USA Size Factor ETF SIZE Blackrock (iShares) 46432F370
ProShares Short High Yield SJB ProShares 74347R131
SPDR Barclays Short Term High Yield Bond ETF SJNK State Street (SPDR) 78468R408
ProShares UltraShort Financials SKF ProShares 74347B748
FlexShares Credit-Scored US Corporate Bond In SKOR Flexshares (Northern Tru33939L761
First Trust ISE Cloud Computing Index Fund SKYY First Trust 33734X192
The Obesity ETF SLIM Janus 47103U506
iShares 0-5 Year Investment Grade Corporate B SLQD Blackrock (iShares) 46434V100
iShares Silver Trust SLV Blackrock (iShares) 46428Q109
Credit Suisse X-Links Silver Shares Covered Cal SLVO Credit Suisse 22542D449
iShares MSCI Global Silver Miners ETF SLVP Blackrock (iShares) 464286327
VanEck Vectors Steel Index Fund SLX Van Eck Associates Corp92189F205
SPDR S&P 600 Small CapETF SLY State Street (SPDR) 78464A813
SPDR S&P 600 Small Cap Growth ETF SLYG State Street (SPDR) 78464A201
SPDR S&P 600 Small CapValue ETF SLYV State Street (SPDR) 78464A300
VanEck Vectors Short Municipal ETF SMB Van Eck Associates Corp92189F528
AlphaMark Actively Managed Small Cap ETF SMCP AlphaMark 26922A834
ProShares UltraPro Short MidCap400 SMDD ProShares 74348A392
ProShares Russell 2000 Dividend Growers ETF SMDV ProShares 74347B698
SPDR EURO STOXX Small Cap ETF SMEZ State Street (SPDR) 78463X392
VanEck Vectors Semiconductor ETF SMH Van Eck Associates Corp92189F676
ETRACS Monthly Pay 2xLeveraged US Small CapSMHD UBS 90274D838
iShares MSCI India Small-Cap ETF SMIN Blackrock (iShares) 46429B614
iShares Edge MSCI Multifactor USA Small-Cap E SMLF Blackrock (iShares) 46434V290
Direxion Small Cap Bull 2x Shares SMLL Direxion Shares 25459Y181
SPDR SSGA US Small Cap Low Volatility Index SMLV State Street (SPDR) 78468R887
iShares Russell 2500 ETF SMMD Blackrock (iShares) 46435G268
PIMCO Short Term Municipal Bond Exchange-Tra SMMU PIMCO 72201R874
iShares Edge MSCI Min Vol USA Small-Cap ETF SMMV Blackrock (iShares) 46435G433
ProShares UltraShort Basic Materials SMN ProShares 74347X138
Highland/iBoxx Senior Loan ETF SNLN Highland Funds 430101774
Global X Internet of Things Thematic ETF SNSR Global X 37954Y780
Global X Social Media Index ETF SOCL Global X 37950E416
Global X Fertilizers/Potash ETF SOIL Global X 37950E499
Cambria Sovereign Bond ETF SOVB Cambria Funds 132061805
Direxion Daily Semiconductors Bull 3x Shares SOXL Direxion Shares 25459W458
Direxion Daily Semiconductors Bear 3x Shares SOXS Direxion Shares 25460E836
iShares PHLX Semiconductor ETF SOXX Blackrock (iShares) 464287523
Teucrium Soybean Fund SOYB Teucrium 88166A607
SPDR Portfolio Aggregate Bond ETF SPAB State Street (SPDR) 78464A649
Direxion Daily S&P 500 Bear 1x Shares SPDN Direxion Shares 25460E869
AAM S&P 500 High Dividend Value ETF SPDV Advisors Asset Managem26922A594
SPDR Portfolio World ex-US ETF SPDW State Street (SPDR) 78463X889
SPDR Portfolio Emerging Markets ETF SPEM State Street (SPDR) 78463X509
Global X SuperIncome Preferred ETF SPFF Global X 37950E333
PowerShares S&P 500 High Beta Port ETF SPHB Invesco Powershares 73937B829
PowerShares S&P 500 High Dividend Portfolio SPHD Invesco Powershares 73937B654
PowerShares S&P 500 Quality Portfolio SPHQ Invesco Powershares 73935X682
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US78468R7391 10/10/2007 0.2 Bonds
US4642886794 01/05/2007 0.15 Bonds
US4642874576 07/22/2002 0.15 Bonds
US92189F3872 01/13/2014 0.35 Bonds
US46434V4077 10/15/2013 0.3 Bonds
US26922X1072 07/24/2009 0.3 Commodities & Metals
US74347R1317 03/21/2011 0.95 Bonds
US78468R4083 03/14/2012 0.4 Bonds
US33939L7617 11/12/2014 0.22 Bonds
US46434V1008 10/15/2013 0.06 Bonds
US46428Q1094 04/21/2006 0.5 Commodities & Metals
US92189F5281 02/22/2008 0.2 Bonds
US72201R8741 02/01/2010 0.35 Bonds
US4301017749 11/06/2012 0.55 Bonds
US1320618051 02/23/2016 0.59 Bonds
US78464A6495 05/23/2007 0.04 Bonds
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Not Applicable SSGA Gender Diversity The SPDR SSGA Gender Diversity Index ETF seeks to provide investment r
Not Applicable Barclays Capital ManageThe SPDR Nuveen Barclays Capital Short Term Municipal Bond ETF seeks
Not Applicable Solactive Global Silver The Direxion Daily Silver Miners Index Bull and Bear 2x Shares seek daily in
Not Applicable ICE US Treasury Short TThe iShares Short Treasury Bond ETF seeks to track the investment results
Not Applicable ICE U.S. Treasury 1-3 YeThe iShares 1-3 Year Treasury Bond ETF seeks to track the investment resu
Not Applicable Barclays Municipal High The VanEck Vectors Short High-Yield Municipal Index ETF (SHYD) seeks to
Not Applicable Markit iBoxx USD Liquid The iShares 0-5 Year High Yield Corporate Bond ETF seeks investment resu
Not Applicable Dow Jones US Industrial ProShares Ultra Short Industrials seeks daily investment results before fees
Not Applicable Solactive Global Silver The Global X Silver Miners ETF seeks to provide investment results that cor
Not Applicable Prime Junior Silver Mine The ETFMG Prime Junior Silver ETF (SILJ) was created to bring silver explo
Not Applicable London Silver Fix Price ETFS Physical Silver Shares (SIVR) is designed to offer investors a simple c
Not Applicable MSCI USA Risk WeightedThe iShares Edge MSCI USA Size Factor ETF seeks to track the investment
Not Applicable Markit iBoxx $ Liquid HigProShares Short High Yield seeks daily investment results, before fees and
Not Applicable Barclays Capital US Hig The SPDR Barclays Capital Short Term High Yield Bond ETF seeks to provid
Not Applicable Dow Jones US Financial ProShares UltraShort Financials seeks daily investment results before fees a
Not Applicable Northern Trust Credit-S FlexShares Credit-Scored US Corporate Bond Index Fund seeks to provide
Not Applicable ISE Cloud Computing In The First Trust ISE Cloud Computing Index Fund seeks investment results th
Not Applicable Solactive Obesity Index The Obesity ETF seeks investment results that correspond generally to the p
Not Applicable Markit iBoxx USD Liquid The iShares iBoxx $ Investment Grade Corporate Bond Fund seeks investm
Not Applicable LBMA Silver Price The objective of the iShares Silver Trust is for the value of the shares of the
Not Applicable Credit Suisse NASDAQ SThe Credit Suisse X-Links Silver Shares Covered Call ETNs (such exchange
Not Applicable MSCI ACWI Select SilverThe iShares MSCI Global Silver Miners Fund seeks investment results that c
Not Applicable NYSE Arca Steel Index The Steel ETF seeks to replicate as closely as possible before fees and exp
Not Applicable S&P SmallCap 600 Inde The SPDR S&P 600 Small Cap ETF before expenses seeks to closely matc
Not Applicable S&P Smallcap 600 GrowtThe SPDR S&P 600 Small Cap Growth ETF before expenses seeks to close
Not Applicable S&P Smallcap 600 ValueThe SPDR S&P 600 Small Cap Value ETF before expenses seeks to closely
Not Applicable Barclays Capital AMT-Fr The VanEck Vectors Short Municipal ETF (SMB) seeks to replicate as closel
Not Applicable Not Applicable SMCP is designed to invest in U.S. listed securities, including American depo
Not Applicable S&P Midcap 400 Index ProShares UltraPro Short MidCap400 seeks daily investment results before
Not Applicable Russell 2000 Dividend GProShares Russell 2000 Dividend Growers ETF seeks investment results, be
Not Applicable EURO STOXX Small Ind SPDR EURO STOXX Small Cap ETF seeks to provide investment results th
Not Applicable Market Vectors US Liste The Market Vectors Semiconductor ETF (SMH) seeks to replicate as closely
Not Applicable Solactive US Small Cap The ETRACS Monthly Pay 2xLeveraged Small Cap High Dividend ETN (NY
Not Applicable MSCI India Small Cap In The iShares MSCI India Small Cap Index Fund seeks investment results tha
Not Applicable MSCI USA Small Cap Dive The iShares Edge MSCI Multifactor USA Small-Cap ETF seeks to track the i
Not Applicable Russell 2000 Index The Daily Small Cap Bull 2x Shares seeks daily investment results, before fe
Not Applicable SSGA US Small Cap LowThe V SPDR SSGA US Small Cap Low Volatility Index ETF seeks to provide in
Not Applicable Russell 2500 Index The iShares Russell 2500 ETF seeks to track the investment results of an in
Not Applicable Not Applicable The Short Term Municipal Bond Strategy Fund is an actively managed excha
Not Applicable MSCI USA Small Cap Mini The iShares Edge MSCI Min Vol USA Small-Cap ETF seeks to track the inve
Not Applicable Dow Jones US Basic Mate ProShares UltraShort Basic Materials seeks daily investment results before f
Not Applicable Markit iBoxx USD Liquid The Highland/iBoxx Senior Loan ETF seeks to provide investment results th
Not Applicable Indxx Global Internet of The Global X Internet of Things Thematic ETF seeks to provide investment r
Not Applicable Solactive Social Media I The Global X Social Media Index ETF seeks to provide investment results th
Not Applicable Solactive Global Fertiliz The Global X Fertilizers/Potash ETF seeks to provide investment results tha
Not Applicable Not Applicable The Cambria Sovereign High Yield Bond ETF seeks income and capital app
Not Applicable PHLX Semiconductor SecThe Direxion Daily Semiconductor Bull 3x ETF seeks daily investment result
Not Applicable PHLX Semiconductor SecThe Direxion Daily Semiconductor Bear 3x ETF seeks daily investment resu
Not Applicable PHLX Semiconductor SecThe iShares PHLX SOX Semiconductor Sector Index Fund seeks investmen
Not Applicable Soybean Futures Contra The investment objective of the Teucrium Soybean Fund is to have the daily
Not Applicable Barclays Capital U.S. A The SPDR Portfolio Aggregate Bond ETF seeks to provide investment result
Not Applicable S&P 500 Index The Fund seeks daily investment results, before fees and expenses, of 100%
Not Applicable S&P 500 Dividend & FreeThe AAM S&P 500 High Dividend Value ETF (NYSE:SPDV) is designed to p
Not Applicable S&P Developed Ex-U.S. The SPDR Portfolio World ex-US ETF seeks to provide investment results th
Not Applicable S&P Emerging BMI Inde The SPDR Portfolio Emerging Markets ETF seeks to provide investment res
Preferred Stock S&P Enhanced Yield NortThe Global X SuperIncome Preferred ETF (SPFF) is designed to track 50 of
Not Applicable S&P 500 High Beta Inde The PowerShares S&P 500 High Beta Portfolio (Fund) is based on the S&P
Not Applicable S&P 500 Low Volatility HThe PowerShares S&P 500 High Dividend Portfolio (the Fund ) seeks inves
Not Applicable S&P 500 Quality Index The PowerShares S&P 500 Quality Portfolio (Fund) is based on the S&P 500
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ovide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA Gender Dive
Bond ETF seeks to provide investment results that before fees and expenses correspond generally to the price and yield performance
hares seek daily investment results, before fees and expenses, of 200% or 200% of the inverse (or opposite) of the performance of the
nvestment results of an index composed of U.S. Treasury bonds with remaining maturities between one month and one year. Exposure
he investment results of an index composed of U.S. Treasury bonds with remaining maturities between one and three years. The ICE U.
F (SHYD) seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the Barclays Municipa
ks investment results that correspond generally to the price and yield performance before fees and expenses of the short term U.S. high
esults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S.
ent results that correspond generally to the price and yield performance before fees and expenses of the Solactive Global Silver Miners
o bring silver exploration and mining exposure of small cap companies to institutional and retail investors alike. These companies are loo
vestors a simple cost-efficient and secure way to access the precious metals market. SIVR is intended to provide investors with a return
e price and yield performance, before fees and expenses of the Dow Jones U.S. Thematic Market Neutral Total Return Size Index. The
ack the investment results of an index composed of U.S. large- and mid-capitalization stocks with relatively smaller average market capi
, before fees and expenses, that correspond to the inverse (opposite) of the daily performance of the Markit iBoxx $ Liquid High Yield In
TF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an in
sults before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S.
seeks to provide investors the investment benefits of intermediate maturity corporate bonds while offering a contemporary credit evalua
vestment results that correspond generally to the price and yield, before the Funds fees and expenses, of an equity index called the ISE
d generally to the performance, before fees and expenses, of an index which is designed to track the performance of companies globally
und seeks investment results that correspond generally to the price and yield performance before fees and expenses of the short term U
the shares of the iShares Silver Trust to reflect at any given time the price of silver owned by the iShares Silver Trust at that time less th
Ns (such exchange traded notes, the ETNs ) are senior, unsecured debt securities issued by Credit Suisse AG ( Credit Suisse ), acting
ment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI ACWI Select Silver M
fore fees and expenses the price and yield performance of the NYSE Arca Steel Index.
eks to closely match the returns and characteristics of the S&P Small Cap 600 Index (index ticker: SML). Our approach is designed to pr
ses seeks to closely match the returns and characteristics of the S&P Small Cap 600 Growth Index (index ticker: SPTRSG). Our approa
es seeks to closely match the returns and characteristics of the S&P Small Cap 600 Value Index (index ticker: SPTRSV). Our approach
replicate as closely as possible before fees and expenses the price and yield performance of the Barclays Capital AMT-Free Short Cont
ing American depositary receipts, which are less than $5 billion in market capitalization. AlphaMark will take a bottom up approach to t
ent results before fees and expenses that correspond to triple (300%) the inverse (opposite) of the daily performance of the S&P MidCa
estment results, before fees and expenses, that track the performance of the Russell 2000 Dividend Growth Index. The index targets c
estment results that, before fees and expenses, correspond generally to the total return performance of the EURO STOXX Small Index
eplicate as closely as possible, before fees and expenses, the price and yield performance of the Market Vectors US Listed Semiconduc
Dividend ETN (NYSE: SMHD) ( SMHD or the ETN ) is an exchange-traded note linked to the monthly compounded 2x leveraged perfo
stment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI India Small Cap In
eeks to track the investment results of an index composed of U.S. small-capitalization stocks that have favorable exposure to target sty
nt results, before fees and expenses, of 200% of the performance of the Russell 2000 Index. This leveraged ETF seeks a return that is
seeks to provide investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA U
ent results of an index composed of mid- and small-capitalization U.S. equities. The Underlying Index is a float-adjusted capitalization-w
ly managed exchange-traded fund (ETF). Designed to be appropriate for investors seeking tax-exempt income the Fund consists of a d
ks to track the investment results of an index composed of small-capitalization U.S. equities that, in the aggregate, have lower volatility c
ent results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones
estment results that, before fees and expenses, correspond generally to the price and yield performance of the Markit iBoxx Liquid Leve
ovide investment results that correspond generally to the price and yield performance, before fees and expenses, of the Indxx Global In
estment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Social Media
stment results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Global Fertilize
me and capital appreciation from investments in securities and instruments that provide exposure to sovereign and quasi-sovereign bond
investment results before fees and expenses of 300% of the price performance of the PHLX Semiconductor Sector Index (Semiconduc
y investment results before fees and expenses of 300% of the inverse (or opposite) of the price performance of the PHLX Semiconduct
d seeks investment results that correspond generally to the price and yield performance before fees and expenses of U.S.-listed semico
s to have the daily changes in percentage terms of the Shares Net Asset Value ( NAV ) reflect the daily changes in percentage terms of
e investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg Barclays
expenses, of 100% of the inverse (or opposite) of the performance of the S&P 500 Index. The S&P 500 Index is a capitalization weighte
V) is designed to provide current cash flow and adequate capital growth by targeting attractively valued U.S. large capitalization stocks t
vestment results that, before fees and expenses, correspond generally to the total return performance of the S&P Developed Ex-U.S. BM
de investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Emerging BMI In
ned to track 50 of the highest yielding preferred securities from the U.S. and Canada, the two largest preferred stock markets (S&P, 201
based on the S&P 500 High Beta Index (Index). The Index consists of the 100 stocks from the S&P 500 Index with the highest sensitivity
und ) seeks investment results that generally correspond (before fees and expenses) to the price and yield of the S&P 500 Low Volatilit
ed on the S&P 500 Quality Index (Index).The Fund will normally invest at least 90% of its total assets in common stocks that comprise t
375033264.xls
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SSGA Gender Diversity Index. The SSGA Gender Diversity Index is designed to measure the performance of U.S. large capitalization c
yield performance of the Barclays Capital Managed Money Municipal Short Term Index (ticker: LMM1TR).
performance of the Solactive Global Silver Miners Index. The Solactive Global Silver Miners Index is designed to measure broad based
one year. Exposure to U.S. Treasury bonds that mature in less than 1 year.
e years. The ICE U.S. Treasury 1-3 Year Bond Index is part of a series of indices intended to assess U.S. Treasury issued debt. Only U.
e Barclays Municipal High Yield Short Duration Index.
short term U.S. high yield corporate bonds market as defined by the iShares 0-5 Year High Yield Corporate Bond ETF.
he Dow Jones U.S. Industrials Index.
lobal Silver Miners Index.
e companies are looking for the next big silver deposit and can benefit from the discovery of a new deposit, production of metal rich min
vestors with a return equivalent to movements in the silver spot price less fees.
urn Size Index. The target index, which is compiled by Dow Jones Indexes, is equal weighted, dollar neutral, sector neutral and is not le
verage market capitalization.
Liquid High Yield Index. Markit iBoxx $ Liquid High Yield Index is a modified market-value weighted index designed to provide a balanc
performance of an index that tracks the U.S. high yield short term corporate bond market. The underlying index includes publicly issued
he Dow Jones U.S. Financials Index.
mporary credit evaluation process with improved liquidity. SKOR tracks a newly developed credit index focused on U.S. intermediate mat
index called the ISE Cloud Computing Index. The index is a modified equal dollar weighted index designed to track the performance of
f companies globally that are positioned to profit from servicing the obese, including biotechnology, pharmaceutical, health care and me
s of the short term U.S. investment grade corporate bond market as defined by the iShares 0-5 Year Investment Grade Corporate Bond
t at that time less the iShares Silver Trusts expenses and liabilities.
dit Suisse ), acting through its Nassau Branch that are linked to the return of the Credit Suisse NASDAQ Silver FLOWSTM (Formula-Lin
CWI Select Silver Miners Investable Market Index.
ch is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
TRSG). Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
SV). Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
MT-Free Short Continuous Municipal Index . The Index provides broad exposure to investment-grade municipal bonds with a nominal m
m up approach to target stocks exhibiting consistent growth, earnings and cash flow to arrive at a portfolio of 25-40 stocks based on ea
e of the S&P MidCap 400 Index.
The index targets companies that are currently members of the Russell 2000 Index and have increased dividend payments each year fo
STOXX Small Index. The EURO STOXX Small Index is designed to provide a representation of small companies across the Eurozone.
S Listed Semiconductor 25 Index (MVSMHTR). The Index is a rules-based index intended to track the overall performance of 25 of the la
2x leveraged performance of the Solactive US Small Cap High Dividend Index. The Solactive US Small Cap High Dividend Index is inte
India Small Cap Index.
posure to target style factors subject to constraints. Efficient access to a portfolio of U.S. small-cap stocks based on an index that focus
eks a return that is 200% the return of its benchmark index for a single day. The fund should not be expected to provide two times the re
ance of the SSGA US Small Cap Low Volatility Index. The SSGA US Small Cap Low Volatility Index is designed to track the performanc
ted capitalization-weighted index of equity securities issued by approximately 2,500 of the smallest issuers in the Russell 3000 Index.
Fund consists of a diversified portfolio of primarily short duration high credit quality bonds which carry interest income that is exempt from
ave lower volatility characteristics relative to the small-capitalization U.S. equity market. The MSCI USA Small Cap Minimum Volatility (U
e of the Dow Jones U.S. Basic Materials Index.
kit iBoxx Liquid Leveraged Loan Index.
the Indxx Global Internet of Things Thematic Index. The Global X Internet of Things Thematic ETF (SNSR) seeks to invest in companie
active Social Media Index. The Underlying Index tracks the equity performance of the largest and most liquid companies involved in the
tive Global Fertilizers/Potash Index. The Solactive Global Fertilizers/Potash Index tracks the performance of the largest and most liquid
uasi-sovereign bonds. The Cambria Sovereign Bond Index consists of liquid sovereign debt issues with high yield characteristics. The F
Index (Semiconductor Index). There is no guarantee the fund will meet its stated investment objective.
PHLX Semiconductor Sector Index (Semiconductor Index). There is no guarantee the fund will meet its stated investment objective.
f U.S.-listed semiconductor stocks as represented by the PHLX Semiconductor Sector Index (the Index).
ercentage terms of a weighted average of the closing settlement prices for three futures contracts for soybeans ( Soybean Futures Con
Bloomberg Barclays U.S. Aggregate Index (the "Index"). The Bloomberg Barclays U.S. Aggregate Index provides a measure of the perfo
apitalization weighted index composed of 500 domestic common stocks. Standard & Poor s selects the 500 stocks comprising the Index
apitalization stocks that exhibit both a high dividend yield and sustainable dividend distribution characteristics. At the core of SPDV s low
eveloped Ex-U.S. BMI Index (the "Index"). The S&P Developed Ex-U.S. BMI Index is a market capitalization weighted index designed to
&P Emerging BMI Index (the "Index"). The S&P Emerging BMI Index is a market capitalization weighted index designed to define and m
k markets (S&P, 2012). The Global X SuperIncome Preferred ETF seeks to provide investment results that correspond generally to the p
e highest sensitivity to market movements, or beta, over the past 12 months. Beta is a measure of how closely correlated a stocks retur
&P 500 Low Volatility High Dividend Index (the Underlying Index ). The Fund generally will invest at least 90% of its total assets in comm
ocks that comprise the Index. The Index tracks the performance of stocks in the S&P 500 Index that have the highest quality score, whic
375033264.xls
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arge capitalization companies that are "gender diverse," which are defined as companies that exhibit gender diversity in their senior lea
asure broad based equity market performance of companies involved in the silver mining industry, as defined by Structured Solutions A
ssued debt. Only U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than one year and less than or eq
on of metal rich mines, or becoming a takeover target. The Fund seeks to provide investment results that, before fees and expenses, co
neutral and is not levered. The index rebalances monthly by identifying the lowest capitalization stocks as long positions and highest ca
to provide a balanced representation of U.S. dollar-denominated high yield corporate bonds for sale within the United States.
des publicly issued U.S. dollar denominated, non-investment-grade, fixed rate, taxable corporate bonds that have a remaining maturity
S. intermediate maturity corporate bonds. The index starts with a liquid issuer universe, employs a proprietary model for credit scoring a
he performance of companies actively involved in the cloud computing industry. To be included in the index, a security must be engage
health care and medical device companies whose business is focused on obesity and obesity related disease including diabetes, high b
de Corporate Bond ETF.
WSTM (Formula-Linked OverWrite Strategy) 106 Index (the Index ). The Index seeks to implement a covered call investment strategy
ds with a nominal maturity of 1-6 years.

stocks based on earnings momentum, cash flows relative to capital spending, and reviews of financial statements, enterprise value and
yments each year for at least 10 years. The index contains a minimum of 40 stocks, which are equally weighted.
oss the Eurozone.
mance of 25 of the largest U.S. listed, publicly traded semiconductor companies.
ividend Index is intended to track the price movements of stocks which are publicly traded on US stock exchanges and fulfill certain min
an index that focuses on four well-known investment factors: value, quality, momentum, and low size.
vide two times the return of the benchmark s cumulative return for periods greater than a day. The Russell 2000 Index measures the pe
ack the performance of U.S. small capitalization companies that exhibit low volatility. Volatility is a statistical measurement of the magnit
ussell 3000 Index.
e that is exempt from federal tax and in some cases state tax. With this Fund investors will see the names of the bonds owned daily. In a
Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the small cap U
o invest in companies that stand to potentially benefit from the broader adoption of the Internet of Things (IoT). This includes the develop
nies involved in the social media industry, including companies that provide social networking, file sharing, and other web-based media a
est and most liquid listed companies globally that are active in some aspect of the fertilizer industry.
aracteristics. The Fund seeks high income generation and capital appreciation and provides exposure to a basket of foreign currencies
ment objective.
oybean Futures Contracts ) that are traded on the Chicago Board of Trade ( CBOT ).
measure of the performance of the U.S. dollar denominated investment grade bond market, which includes investment grade (must be B
omprising the Index on the basis of market values and industry diversification. Most of the stocks in the Index are issued by the 500 larg
core of SPDV s low cost, tax-efficient, transparent approach are two key valuation indicators that aim to identify sustainable dividend-pa
d index designed to define and measure the investable universe of publicly traded companies domiciled in developed countries outside
ned to define and measure the investable universe of publicly traded companies domiciled in emerging markets. The Index component
nd generally to the price and yield performance, before fees and expenses, of the S&P Enhanced Yield North American Preferred Stock
elated a stocks returns are to that of the market, which for the Index includes all of the stocks included in the S&P 500 Index.
total assets in common stocks that comprise the Underlying Index. Standard & Poor s compiles, maintains and calculates the Underlyin
t quality score, which is calculated based on three fundamental measures, return on equity, accruals ratio and financial leverage ratio. T
375033264.xls
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ty in their senior leadership positions.
uctured Solutions AG. The Index includes a minimum of 20 and a maximum of 40 stocks of US and foreign companies active in explora
and less than or equal to three years are included.
es and expenses, correspond generally to the price and yield performance of the Prime Junior Silver Miners & Explorers Index.
ons and highest capitalization stocks as short positions, of approximately equal dollar amounts, within each sector.
d States.
remaining maturity of less than 5 years regardless of optionality, are rated high-yield (Ba1/BB+/BB+ or below) using the middle rating o
l for credit scoring and then optimizes the index s constituents to maximize the credit score while maintaining duration, spread and othe
ity must be engaged in a business activity supporting or utilizing the cloud computing space, listed on an index-eligible global stock exc
ing diabetes, high blood pressure, cholesterol, heart disease, stroke, and sleep apnea, and companies focused on weight loss program
investment strategy by maintaining a notional long position in shares of the iShares Silver Trust ETF (SLV UP <Equity>) (the SLV shar
enterprise value and management. Cash flow is a revenue or expense stream that changes a cash account over a given period. Cash in
and fulfill certain minimum requirements in terms of market capitalization.
ex measures the performance of the small-cap segment of the U.S. equity universe and is comprised of the smallest 2000 companies in
ement of the magnitude of movements in a stocks price over time.
nds owned daily. In addition the Fund will not use options futures or swaps.
ed to the small cap USA equity universe. The index is calculated by optimizing the MSCI USA Small Cap Index, its parent index, in USD
ncludes the development and manufacturing of semiconductors and sensors, integrated products and solutions, and applications servin
web-based media applications.
f foreign currencies. Rather than adhering to traditional notions of emerging and developed markets, the strategy seeks the most attrac
nt grade (must be Baa3/BBB- or higher using the middle rating of Moodys Investor Service, Inc., Standard & Poors, and Fitch Inc.) gove
sued by the 500 largest companies, in terms of the aggregate market value of their outstanding stock, and are generally listed on the Ne
tainable dividend-paying stocks offering fundamental value.
d countries outside the United States. The Index component securities are a subset, based on region, of component securities included
e Index component securities are a subset, based on region, of component securities included in the S&P Global BMI (Broad Market Ind
can Preferred Stock Index.
ulates the Underlying Index, which is composed of 50 securities traded on the S&P 500 Index that historically have provided high divide
cial leverage ratio. The Fund and the Index are rebalanced and reconstituted semi-annually on the third Friday of June and December.
375033264.xls
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es active in exploration, mining and/or refining of silver, including stocks of small- and medium- capitalization companies. Index adjustm
rers Index.
the middle rating of Moody s Investors Service, Inc., Fitch, Inc., or Standard & Poor s, Inc., respectively, and have $350 million or more
on, spread and other characteristics similar to the intermediate corporate bond universe. The Northern Trust Credit-Scored US Corporat
ble global stock exchange and have a market capitalization of at least $100 million.
weight loss programs, weight loss supplements, or plus sized apparel. The Fund pursues its investment objective by investing at least 8
ity>) (the SLV shares ) while notionally selling monthly out-of-the-money call options on that position. The ETNs are listed on The Nasd
iven period. Cash inflows usually arise from one of three activities - financing, operations or investing - although this also occurs as a re
t 2000 companies in the Russell 3000 Index, representing approximately 10% of the total market capitalization of that index. It includes
arent index, in USD for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volat
d applications serving smart grids, smart homes, connected cars, and the industrial internet. The Indxx Global Internet of Things Themat
eks the most attractively priced debt securities from a global opportunity set.
and Fitch Inc.) government bonds, investment grade corporate bonds, mortgage pass through securities, commercial mortgage backed
ally listed on the New York Stock exchange. The companies included in the index have an average market capitalization of more than
securities included in the S&P Global BMI (Broad Market Index) ("Global Equity Index"). The Global Equity Index is a comprehensive, f
MI (Broad Market Index) ("Global Equity Index"). The Global Equity Index is a comprehensive, float-weighted, rules-based benchmark tha
provided high dividend yields and low volatility. The Fund is rebalanced and reconstituted bi-annually, in January and July.
ne and December.
375033264.xls
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nies. Index adjustments are carried out semi-annually.
350 million or more of issuance. The Index includes only corporate sectors. The corporate sectors are Industrial, Utility and Financial In
Scored US Corporate Bond Index is designed to measure the performance of a diversified universe of intermediate maturity, U.S.-dollar
investing at least 80% of its net assets (plus any borrowings for investment purposes) in the stocks that comprise the Solactive Obesity
listed on The Nasdaq Stock Market ( Nasdaq ) under the ticker symbol SLVO 1. The ETNs should be purchased only by knowledgeab
also occurs as a result of donations or gifts in the case of personal finance.
at index. It includes approximately 2000 of the smallest securities based on a combination of their market cap and current index membe
ower beta and volatility characteristics relative to the MSCI USA Small Cap Index.
et of Things Thematic Index is designed to track the performance of companies listed in developed markets that are expected to benefit
al mortgage backed securities and asset backed securities that are publicly for sale in the United States. The securities in the U.S. Aggr
ation of more than $36.61 billion dollars and a median market capitalization of $17.29 billion dollars as of May 31, 2016. One cannot dir
a comprehensive, float-weighted, rules-based benchmark that is readily divisible and customizable. A country will be eligible for inclusio
ased benchmark that is readily divisible and customizable. The Index is "float-adjusted," meaning that only those shares publicly availab
375033264.xls
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ility and Financial Institutions.
maturity, U.S.-dollar denominated bonds of companies with investment grade-like characteristics, and enhanced short-term and long-term
he Solactive Obesity Index ( Underlying Index ). The Underlying Index is designed to track the performance of companies globally that a
nly by knowledgeable investors who understand the potential consequences of investing in a covered call strategy on SLV shares. The
urrent index membership.
expected to benefit from the increased adoption of the Internet of Things (IoT), including companies involved in the development and m
ties in the U.S. Aggregate Index must have at least 1 year remaining to maturity and must have $250 million or more of outstanding face
016. One cannot directly invest in an index.
e eligible for inclusion in the Global Equity Index if it is classified as either a developed or emerging market by the S&P Global Equity Ind
ares publicly available to investors are included in the Index calculation.
375033264.xls
499
t-term and long-term solvency.
anies globally that are positioned to profit from servicing the obese, including biotechnology, pharmaceutical, health care and medical de
n SLV shares. The ETNs pay a monthly variable cash coupon based on the notional premiums received from selling the calls.
development and manufacturing of semiconductors and sensors for IoT applications, customized end-to-end integrated IoT products an
of outstanding face value. Asset backed securities must have a minimum deal size of $500 million and a minimum tranche size of $25
&P Global Equity Index Committee. The Index is "float-adjusted," meaning that only those shares publicly available to investors are inclu
375033264.xls
500
care and medical device companies whose business is focused on obesity and obesity related disease including diabetes, high blood pr
the calls.
ted IoT products and solutions, and standardized IoT applications across a diverse set of segments including but not limited to smart gr
ranche size of $25 million. For commercial mortgage backed securities, the original aggregate transaction must have a minimum deal s
o investors are included in the Index calculation.
375033264.xls
501
betes, high blood pressure, cholesterol, heart disease, stroke, and sleep apnea, and companies focused on weight loss programs, weig
t limited to smart grids, smart homes, smart cities, connected cars and the industrial internet.
e a minimum deal size of $500 million, and a minimum tranche size of $25 million; the aggregate outstanding transaction sizes must be
375033264.xls
502
oss programs, weight loss supplements, or plus sized apparel. Under normal circumstances, the Fund expects to invest substantially al
ction sizes must be at least $300 million to remain in the index. In addition, the securities must be U.S. dollar denominated, fixed rate, n
375033264.xls
503
vest substantially all of its assets in securities included in the Underlying Index, using a replication strategy as discussed below. The Fu
minated, fixed rate, non convertible, and taxable. Certain types of securities, such as flower bonds, TINs, and state and local governmen
375033264.xls
504
ssed below. The Fund may invest in companies of any capitalization, although at least 90% of the companies will have a capitalization o
nd local government series bonds are excluded from the U.S. Aggregate Index. Also excluded from the U.S. Aggregate Index are structu
375033264.xls
505
ve a capitalization of at least $100 million. The Fund may invest in foreign issuers, including emerging markets. Stocks included in the U
ate Index are structured notes with embedded swaps or other special features, private placements, floating rate securities and Eurobond
375033264.xls
506
ks included in the Underlying Index may include common shares traded on local exchanges, American Depositary Receipts ( ADRs ) an
urities and Eurobonds. The U.S. Aggregate Index is market capitalization weighted and the securities in the Index are updated on the las
375033264.xls
507
Receipts ( ADRs ) and Global Depositary Receipts ( GDRs ). ADRs and GDRs represent ownership interests in shares of foreign compan
e updated on the last business day of each month.
375033264.xls
508
es of foreign companies that are held in financial institution custodial accounts, and are traded on exchanges in the United States and ar
375033264.xls
509
United States and around the world. The Fund is classified as nondiversified, which allows it to hold larger positions in a smaller number
375033264.xls
510
n a smaller number of companies, compared to a fund that is classified as diversified.
375033264.xls
511
SPDR Portfolio Intermediate Term Corporate Bon SPIB State Street (SPDR) 78464A375
SPDR Portfolio Long Term Corporate Bond ETF SPLB State Street (SPDR) 78464A367
SPDR Portfolio Large Cap ETF SPLG State Street (SPDR) 78464A854
PowerShares S&P 500 Low Volatility Portfolio SPLV Invesco Powershares 73937B779
ETRACS Monthly Reset 2xLeveraged S&P 500 ToSPLX UBS 90270L792
SPDR Portfolio Mid Cap ETF SPMD State Street (SPDR) 78464A847
PowerShares S&P 500 Momentum Portfolio SPMO Invesco Powershares 73936Q678
PowerShares S&P 500 Minimum Variance PortfoliSPMV Invesco Powershares 73937B316
SPDR Portfolio Short Term Corporate Bond ETF SPSB State Street (SPDR) 78464A474
SPDR Portfolio Small Cap ETF SPSM State Street (SPDR) 78468R853
SPDR Portfolio Long Term Treasury ETF SPTL State Street (SPDR) 78464A664
SPDR Portfolio Total Stock Market ETF SPTM State Street (SPDR) 78464A805
SPDR Portfolio Short Term Treasury ETF SPTS State Street (SPDR) 78468R101
VanEck Vectors Global Spin-Off ETF SPUN Van Eck Associates Corp92189F619
Direxion Daily S&P 500 Bull 2X Shares SPUU Direxion Shares 25459Y165
PowerShares S&P 500 Value With Momentum PortSPVM Invesco Powershares 73937B340
PowerShares S&P 500 Value Portfolio SPVU Invesco Powershares 73936Q694
ProShares S&P 500 Ex-Energy ETF SPXE ProShares 74347B581
Janus Velocity Volatility Hedged Large Cap ETF SPXH Janus 47103U803
Direxion Daily S&P 500 Bull 3X SPXL Direxion Shares 25459W862
Proshares S&P 500 EX-Financials ETF SPXN ProShares 74347B573
Direxion Daily S&P 500 Bear 3X Shares SPXS Direxion Shares 25460E885
ProShares S&P 500 Ex-Technology ETF SPXT ProShares 74347B557
ProShares UltraPro Short S&P 500 SPXU ProShares 74348A442
Proshares S&P 500 EX-Health Care ETF SPXV ProShares 74347B565
SPDR S&P 500 ETF Trust SPY State Street (SPDR) 78462F103
SPDR S&P 500 Buyback ETF SPYB State Street (SPDR) 78468R820
SPDR Portfolio S&P 500 High Dividend ETF SPYD State Street (SPDR) 78468R788
SPDR Portfolio S&P 500 Growth ETF SPYG State Street (SPDR) 78464A409
SPDR Portfolio S&P 500 Value ETF SPYV State Street (SPDR) 78464A508
SPDR S&P Fossil Fuel Reserves Free ETF SPYX State Street (SPDR) 78468R796
Legg Mason Small-Cap Quality Value ETF SQLV Legg Mason 52468L877
ProShares UltraPro Short QQQ SQQQ ProShares 74348A160
Strategy Shares Active Alts Contrarian ETF SQZZ Strategy Shares 86280R308
Global X SuperDividend REIT ETF SRET Global X 37950E127
SPDR Blackstone / GSO Senior Loan ETF SRLN State Street (SPDR) 78467V608
ProShares UltraShort Real Estate SRS ProShares 74348A244
ProShares UltraPro Short Russell2000 SRTY ProShares 74348A152
ProShares UltraShort Semiconductors SSG ProShares 74347B797
ProShares Ultra S&P500 SSO ProShares 74347R107
iShares 0-5 Year TIPS Bond ETF STIP Blackrock (iShares) 46429B747
SPDR DoubleLine Short Duration Total Return TacSTOT State Street (SPDR) 78470P200
iPath US Treasury Steepener ETN STPP Barclays iPath 06740L477
PIMCO 1-5 Year U.S. TIPS Index Exchange-Trad STPZ PIMCO 72201R205
iShares Short-Term National Muni Bond ETF SUB Blackrock (iShares) 464288158
iShares MSCI USA ESG Select ETF SUSA Blackrock (iShares) 464288802
iShares ESG 1-5 Year USD Corporate Bond ETF SUSB Blackrock (iShares) 46435G243
iShares ESG USD Corporate Bond ETF SUSC Blackrock (iShares) 46435G193
ProShares Short VIX Short-Term Futures ETF SVXY ProShares 74347W627
ALPS Dorsey Wright Sector Momentum ETF SWIN ALPS 00162Q486
SPDR. MFS Systematic Core Equity ETF SYE State Street (SPDR) 78467V806
SPDR MFS Systematic Growth Equity ETF SYG State Street (SPDR) 78467V889
Cambria Shareholder Yield ETF SYLD Cambria Funds 132061201
SPDR MFS Systematic Value Equity ETF SYV State Street (SPDR) 78467V871
ProShares UltraShort Consumer Goods SZK ProShares 74347R115
DB Crude Oil Short ETN SZO DBX Strategic Advisors 25154K874
Teucrium Agricultural Fund TAGS Teucrium 88166A706
Cambria Tail Risk ETF TAIL Cambria Funds 132061862
Guggenheim Solar ETF TAN Guggenheim 18383Q739
Guggenheim China Real Estate ETF TAO Guggenheim 18383Q861
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512
US78464A3757 02/10/2009 0.07 Bonds

US78464A3674 03/10/2009 0.07 Bonds
US78464A4748 12/16/2009 0.07 Bonds
US78464A6644 05/23/2007 0.06 Bonds
US78468R1014 11/30/2011 0.06 Bonds
US78467V6083 04/03/2013 0.7 Bonds
US46429B7477 12/01/2010 0.06 Bonds
US78470P2002 04/13/2016 0.45 Bonds
US06740L4775 08/09/2010 0.75 Bonds
US72201R2058 08/20/2009 0.2 Bonds
US4642881589 11/05/2008 0.25 Bonds
US46435G2434 07/11/2017 0.12 Bonds
US46435G1931 07/11/2017 0.18 Bonds
375033264.xls
513
Not Applicable Barclays Capital Interme The SPDR Portfolio Intermediate Term Corporate Bond ETF seeks to provid
Not Applicable Barclays Capital Long U.The SPDR Portfolio Long Term Corporate Bond ETF seeks to provide invest
Not Applicable SSGA Large Cap Index The SPDR Portfolio Large Cap ETF seeks to provide investment results that
Not Applicable S&P 500 Low Volatility I The PowerShares S&P 500 Low Volatility Portfolio (Fund) is based on the S&
Not Applicable S&P 500 Total Return In The ETRACS Monthly Reset 2xLeveraged S&P 500 Total Return ETN is an
Not Applicable S&P 1000 Index The SPDR Portfolio Mid Cap ETF seeks to provide investment results that, b
Not Applicable S&P 500 Momentum Ind The PowerShares S&P 500 Momentum Portfolio (Fund) is based on the S&P
Not Applicable S&P 500 Minimum VolatilThe PowerShares S&P 500 Minimum Variance Portfolio (the "Fund") is base
Not Applicable Barclays Capital U.S. 1- The SPDR Portfolio Short Term Corporate Bond ETF seeks to provide inves
Not Applicable SSGA Small Cap Index The SPDR Portfolio Small Cap ETF seeks to provide investment results that
Not Applicable Barclays Capital Long U.The SPDR Portfolio Long Term Treasury ETF seeks to provide investment re
Not Applicable SSGA Total Stock MarketThe SPDR Portfolio Total Stock Market ETF seeks to provide investment res
Not Applicable Barclays Capital 1-5 Yea The SPDR Portfolio Short Term Treasury ETF seeks to provide investment re
Not Applicable Horizon Kinetics Global The VanEck Vectors Global Spin-Off ETF seeks to replicate as closely as po
Not Applicable S&P 500 Index The Daily S&P 500 Bull 2x Shares seeks daily investment results, before fee
Not Applicable S&P 500 High MomentumThe PowerShares S&P 500 Value With Momentum Portfolio (the Fund ) is b
Not Applicable S&P 500 Enhanced Valu The PowerShares S&P 500 Value Portfolio (Fund) is based on the S&P 500
Not Applicable S&P 500 Ex-Energy IndeProShares S&P 500 Ex-Energy ETF seeks investment results, before fees a
Not Applicable VelocityShares Volatilit The Janus volatility Hedged Large cap etF (exchange traded fund) seeks to
Not Applicable S&P 500 Index The Large Cap Bull 3X ETF seeks daily investment results before fees and e
Not Applicable S&P 500 Ex-Financials aProShares S&P 500 Ex-Financials ETF seeks investment results, before fee
Not Applicable S&P 500 Index The Large Cap Bear 3X EFT seeks daily investment results before fees and
Not Applicable S&P 500 Ex-Information ProShares S&P 500 Ex-Technology ETF seeks investment results, before fe
Not Applicable S&P 500 Index ProShares UltraPro Short S&P500 seeks daily investment results before fee
Not Applicable S&P 500 Ex-Health CareProShares S&P 500 Ex-Health Care ETF seeks investment results, before fe
Not Applicable S&P 500 Index The SPDR S&P 500 ETF is a fund that before expenses generally correspon
Not Applicable S&P 500 Buyback Index SPDR S&P 500 Buyback ETF is an exchange-traded fund incorporated in th
Not Applicable S&P 500 High Dividend The SPDR Portfolio S&P 500 High Dividend ETF seeks to provide investmen
Not Applicable S&P 500 Growth Index The SPDR Portfolio S&P 500 Growth ETF seeks to provide investment resul
Not Applicable S&P 500 Value Index The SPDR Portfolio S&P 500 Value ETF seeks to provide investment results
Not Applicable S&P 500 Fossil Fuel Fre The SPDR S&P Fossil Fuel Reserves Free ETF seeks to provide investmen
Not Applicable Royce Small-Cap QualityLegg Mason Small-Cap Quality Value ETF (SQLV) seeks to provide capital a
Not Applicable NASDAQ-100 Index ProShares UltraPro Short QQQ seeks daily investment results before fees a
Not Applicable Not Applicable The Fund seeks to achieve its investment objective by investing, directly or i
Not Applicable Solactive Global SuperD The Global X SuperDividend REIT ETF seeks investment results that corres
Not Applicable Not Applicable The SPDR Blackstone / GSO Senior Loan ETF (the "Fund") seeks to provide
Not Applicable Dow Jones US Real EstaProShares UltraShort Real Estate seeks daily investment results before fees
Not Applicable Russell 2000 Index ProShares UltraPro Short Russell2000 seeks daily investment results before
Not Applicable Dow Jones U.S. SemiconProShares UltraShort Semiconductors seeks daily investment results before
Not Applicable S&P 500 Index ProShares Ultra S&P500 seeks daily investment results before fees and exp
Not Applicable Bloomberg Barclays U.S.The iShares Barclays 0-5 Year TIPS Bond Fund seeks investment results tha
Not Applicable Not Applicable The SPDR DoubleLine Short Duration Total Return Tactical ETF seeks to ma
Not Applicable Barclays Capital U.S. Tr The iPath US Treasury Steepener Exchange Traded Note is linked to the pe
Not Applicable BofA Merrill Lynch 1-5 Y The objective of the PIMCO 1-5 Year U.S. TIPS Index Fund is to provide tota
Not Applicable S&P Short Term NationalThe iShares S&P Short Term National AMT-Free Municipal Bond Fund seeks
Not Applicable MSCI USA ESG Select I The iShares MSCI USA ESG Select ETF seeks to track the investment resul
Not Applicable Bloomberg Barclays MSCThe iShares ESG 1-5 Year USD Corporate Bond ETF seeks to track the inve
Not Applicable Bloomberg Barclays MSCThe iShares ESG USD Corporate Bond ETF seeks to track the investment re
Not Applicable S&P 500 VIX Short-Term ProShares Short VIX Short-Term Futures ETF seeks, on a daily basis, to pro
Not Applicable Dorsey Wright US Secto The Fund seeks investment results that correspond (before fees and expens
Not Applicable Not Applicable The SPDR MFS Systematic Core Equity ETFs (the "Fund") investment objec
Not Applicable Not Applicable The SPDR MFS Systematic Growth Equity ETFs (the "Fund") investment ob
Not Applicable Not Applicable The Cambria Shareholder Yield ETF is an actively managed fund that emplo
Not Applicable Not Applicable The SPDR MFS Systematic Value Equity ETFs (the "Fund") investment obje
Not Applicable Dow Jones US ConsumerProShares UltraShort Consumer Goods seeks daily investment results befor
Not Applicable Deutsche Bank Liquid C The DB Crude Oil ETNs are based on a total return version of the Deutsche
Not Applicable Agricultural Commodity The Teucrium Agricultural Fund (NYSE: TAGS) provides investors exposure
Hedge Fund Replication Not Applicable The Cambria Tail Risk ETF seeks to mitigate significant downside market ris
Not Applicable MAC Global Solar Energ The Guggenheim/MAC Global Solar Energy Index ETF (NYSE:TAN) the Fun
Not Applicable AlphaShares China Real The Guggenheim/AlphaShares China Real Estate ETF (the Fund) seeks inv
375033264.xls
514
TF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the B
s to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloombe
stment results that, before fees and expenses, correspond generally to the total return performance of the SSGA Large Cap Index (the "
is based on the S&P 500 Low Volatility Index (Index). The Index consists of the 100 stocks from the S&P 500 Index with the lowest real
Return ETN is an exchange-traded note linked to the monthly compounded 2x leveraged performance of the S&P 500 Total Return Ind
ment results that, before fees and expenses, correspond generally to the total return performance of the S&P 1000 Index (the "Index"). T
based on the S&P 500 Momentum Index (Index). The Fund generally will invest at least 90% of its total assets in common stocks that c
he "Fund") is based on the S&P 500 Minimum Volatility Index (the "Index"). The fund will invest at least 90% of its total assets in securiti
s to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloombe
stment results that, before fees and expenses, correspond generally to the total return performance of the SSGA Small Cap Index (the "
vide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg Barc
de investment results that, before fees and expenses, correspond generally to the total return performance of the SSGA Total Stock Ma
ovide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Bloomberg Barc
e as closely as possible, before fees and expenses, the price and yield performance of the Horizon Kinetics Global Spin-Off Index. GSP
results, before fees and expenses, of 200% of the performance of the S&P 500 Index.
io (the Fund ) is based on the S&P 500 High Momentum Value Index (Index). The Fund will invest at least 90% of its total assets in sec
d on the S&P 500 Enhanced Value Index (Index). The Fund generally will invest at least 90% of its total assets in common stocks that c
ults, before fees and expenses, that track the performance of the S&P 500 Ex-Energy Index. The index seeks to provide exposure to th
ed fund) seeks to provide investment results that correspond generally, before fees and expenses, to the performance of the VelocitySh
before fees and expenses of 300% of the price performance of the Russell 1000 Index (Large Cap Index). There is no guarantee the fu
results, before fees and expenses, that track the performance of the S&P 500 Ex-Financials and Real Estate Index. The index seeks to
s before fees and expenses of 300% of the inverse (or opposite) of the price performance of the Russell 1000 Index (Large Cap Index).
t results, before fees and expenses, that track the performance of the S&P 500 Ex-Information Technology & Telecommunication Servic
results before fees and expenses that correspond to triple (300%) the inverse (opposite) of the daily performance of the S&P 500
nt results, before fees and expenses, that track the performance of the S&P 500 Ex-Health Care Index. The index seeks to provide expo
enerally corresponds to the price and yield performance of the S&P 500 Index.
incorporated in the USA. The Funds seeks to provide investment results that before fees and expenses, correspond generally to the pr
provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 High D
e investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Growth Index
investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Value Index (th
provide investment results that, before fees and expenses, correspond generally to the total return performance of the S&P 500 Fossil F
o provide capital appreciation by tracking the investment results of an index composed of small-cap stocks trading in the United States
sults before fees and expenses that correspond to triple (300%) the inverse (opposite) of the daily performance of the NASDAQ-100 Ind
esting, directly or indirectly through other investment funds, in equity securities of domestic and foreign issuers traded on a U.S. exchan
results that correspond generally to the price and yield performance, before fees and expenses, of the Solactive Global SuperDividend
") seeks to provide current income consistent with the preservation of capital. The Fund invests substantially all of its assets in the Blac
results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones U.S
ment results before fees and expenses that correspond to triple (300%) the inverse (opposite) of the daily performance of the Russell 20
ment results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jones
efore fees and expenses that correspond to twice (200%) the daily performance of the S&P 500 Index.
estment results that correspond generally to the price and yield performance, before fees and expenses, of the Barclays Capital U.S. Tr
l ETF seeks to maximize current income with a dollar-weighted average effective duration between one and three years.
is linked to the performance of the Barclays Capital US Treasury 2Y/10Y Yield Curve Index . The index employs a strategy that seeks to
d is to provide total return that closely corresponds before fees and expenses to the total return of The BofA Merrill Lynch 1-5 Year US I
l Bond Fund seeks investment results that correspond generally to the price and yield performance before fees and expenses of the mu
e investment results of an index composed of U.S. companies that have positive environmental, social and governance characteristics a
ks to track the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds having remainin
k the investment results of an index composed of U.S. dollar-denominated, investment-grade corporate bonds issued by companies tha
daily basis, to provide investment results (before fees and expenses) that correspond to the inverse (-1x) of the performance of the S&
e fees and expenses) generally to the performance of the Dorsey Wright US Sector Momentum Index (the Underlying Index ). The ALP
) investment objective is to seek capital appreciation.
nd") investment objective is to seek capital appreciation.
ed fund that employs the managers quantitative algorithm to select U.S. listed companies that show strong characteristics in returning fr
") investment objective is to seek capital appreciation.
ment results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Dow Jone
n of the Deutsche Bank Liquid Commodity Index Oil, which is intended to track the long or short performance of the underlying futures
vestors exposure to four core agricultural commodities, namely, corn, wheat, soybeans, and sugar, without the need for a futures accou
wnside market risk. The Fund intends to invest in a portfolio of "out of the money" put options purchased on the U.S. stock market. TAIL
YSE:TAN) the Fund seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an
e Fund) seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index
375033264.xls
515
erformance of the Bloomberg Barclays Intermediate US Corporate Index (the "Index"). The Bloomberg Barclays U.S. Intermediate Corp
nce of the Bloomberg Barclays Long U.S. Corporate index (the "Index"). The Bloomberg Barclays U.S. Long Term Corporate Bond Inde
ge Cap Index (the "Index"). The Index is designed to measure the performance of the large-capitalization segment of the U.S. equity m
with the lowest realized volatility over the past 12 months. Volatility is a statistical measurement of the magnitude of up and down asset
00 Total Return Index.
ndex (the "Index"). The S&P 1000 Index combines the S&P MidCap 400 and the S&P SmallCap 600 to form an investable benchmark fo
mmon stocks that comprise the Index. The Index tracks the performance of stocks in the S&P 500 Index that have a high "momentum
al assets in securities that comprise the index. The index employs a managed-volatility methodology that seeks to achieve lower total ri
ance of the Bloomberg Barclays U.S. 1-3 Year Corporate Bond Index (the "Index"). The Bloomberg Barclays U.S. 1-3 Year Corporate Bo
all Cap Index (the "Index"). The Index is designed to measure the performance of the small-capitalization segment of the U.S. equity m
he Bloomberg Barclays Long U.S. Treasury Index (the "Index"). The Bloomberg Barclays Long U.S. Treasury Index includes all publicly
SGA Total Stock Market Index (the "Index"). The SSGA Total Stock Market Index is designed to measure the performance of the broad m
the Bloomberg Barclays 1-5 Year U.S. Treasury Index (the "Index"). The Bloomberg Barclays 1-5 Year U.S. Treasury Index includes all
Spin-Off Index. GSPIN is a rules-based, equal-weighted index intended to track the performance of listed, publicly-held spin-offs that are
s total assets in securities that comprise the Index. The Index tracks the performance of stocks in the S&P 500 Index that have the high
mmon stocks that comprise the Index. The Index tracks the performance of stocks in the S&P 500 Index that have the highest "value s
vide exposure to the companies of the S&P 500 with the exception of those companies included in the energy sector. The S&P 500 is a
ce of the VelocityShares volatility Hedged Large cap index. This core ETF seeks to address the challenge of efficiently hedging the dow
The index seeks to provide exposure to the companies of the S&P 500 with the exception of those companies included in the financials
(Large Cap Index). There is no guarantee the fund will meet its stated investment objective.
mmunication Services Index. The index seeks to provide exposure to the companies of the S&P 500 with the exception of those compa
the S&P 500
eks to provide exposure to the companies of the S&P 500 with the exception of those companies included in the health care sector. The
d generally to the price and yeild performance of the S&P 500 Buyback Index. Constituents are equally weighted and the fund is rebalan
he S&P 500 High Dividend Index (the "Index"). The S&P 500 High Dividend Index is designed to measure the performance of the top 8
P 500 Growth Index (the "Index"). The S&P 500 Growth Index measures the performance of the large-capitalization growth sector in the
500 Value Index (the "Index"). The S&P 500 Value Index measures the performance of the large-capitalization value segment in the U.S
e S&P 500 Fossil Fuel Free Index. The SPDR S&P Fossil Fuel Reserves Free ETF is designed to measure the performance of compan
n the United States that have relatively low valuations. The fund seeks to track the investment results of the Royce Small-Cap Quality Va
e NASDAQ-100 Index .
d on a U.S. exchange (including American Depository Receipts ( ADRs )) that the Sub-Adviser believes may be subject to a short sque
bal SuperDividend REIT Index. The Solactive Global SuperDividend REIT Index tracks the performance of Real Estate Investment Trus
s assets in the Blackstone / GSO Senior Loan Portfolio, a separate series of the SSgA Master Trust with an identical investment objectiv
the Dow Jones U.S. Real Estate Index.
ce of the Russell 2000 Index.
ce of the Dow Jones U.S. Semiconductors Index.
lays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L).
rategy that seeks to capture returns that are potentially available from a "steepening" or "flattening", as applicable, of the U.S. Treasury
Lynch 1-5 Year US Inflation-Linked Treasury Index.
expenses of the municipal bond sector of the U.S. market as defined by the S&P Short Term National AMT-Free Municipal Bond Index.
nce characteristics as identified by the index provider.
nds having remaining maturities between one and five years and issued by companies that have positive environmental, social and gov
d by companies that have positive environmental, social and governance characteristics while exhibiting risk and return characteristics s
formance of the S&P 500 VIX Short-Term Futures Index. This Short ProShares ETF seeks a return that is -1x the return of an index or o
ng Index ). The ALPS Dorsey Wright Sector Momentum ETF [SWIN] is an Exchange Traded Fund that applies the highest relative stren
istics in returning free cash flow to their shareholders.
nce of the Dow Jones U.S. Consumer Goods Index.

e underlying futures contracts of a basket of oil futures contracts. The Long ETN is based on the Optimum YieldTM version of the Index,
for a futures account. TAGS invests directly in shares of the following four Teucrium Funds: Teucrium Corn Fund, Teucrium Soybean Fu
. stock market. TAIL strategy offers the potential advantage of buying more puts when volatility is low and fewer puts when volatility is h
and expenses of an equity index called the MAC Global Solar Energy Index (the Index ). The Fund will normally invest at least 90% of it
s of an equity index called the AlphaShares China Real Estate Index (the Index ). The Index is designed to measure and monitor the p
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516
. Intermediate Corporate Bond Index is designed to measure the performance of U.S. corporate bonds that have a maturity of greater th
orporate Bond Index is designed to measure the performance of U.S. corporate bonds that have a maturity of greater than or equal to 1
of the U.S. equity market. The investible universe of the Index comprises all equity securities listed on major U.S. exchanges that are lis
up and down asset price fluctuations over time.
stable benchmark for the mid- to small-cap segment of the U.S. equity market.
a high "momentum score". The Fund and Index are reconstituted and rebalanced twice a year on the third Fridays of March and Septem
chieve lower total risk than the S&P 500 Index, while maintaining similar characteristics. Volatility is a statistical measurement of the ma
3 Year Corporate Bond Index is designed to measure the performance of the short term U.S. corporate bond market. The Index includes
of the U.S. equity market. The investible universe of the Index comprises all equity securities listed on major U.S. exchanges issued by c
includes all publicly issued, U.S. Treasury securities that have a remaining maturity of 10 or more years, are rated investment grade, an
mance of the broad market segment of the U.S. equity market. The investible universe comprises all equity securities listed on major U.S
y Index includes all publicly issued, U.S. Treasury securities that have a remaining maturity of greater than or equal to 1 year and less th
eld spin-offs that are domiciled and trade in the U.S. or developed markets of Western Europe and Asia.
x that have the highest value and momentum score. Constituents are selected through a two-step process: first, the 200 stocks with the
he highest "value score." The Fund and Index are reconstituted and rebalanced twice a year on the third Fridays of June and Decembe
or. The S&P 500 is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weighted index of
tly hedging the downside risk of an equity portfolio, and is designed to provide a systematic solution to that problem via exposure to VIX
ded in the financials & real estate sector. The S&P 500 is a measure of large-cap U.S. stock market performance. It is a float-adjusted, m
ion of those companies included in the information technology and telecommunication services sectors (collectively, the "technology sec
alth care sector. The S&P 500 is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitalization-weig
d the fund is rebalanced quarterly.

rmance of the top 80 dividend-paying securities listed on the S&P 500 Index, based on dividend yield. The S&P 500 Index focuses on th
growth sector in the U.S. equity market. The selection universe for the S&P 500 Index includes all U.S. common equities listed on the N
segment in the U.S. equity market. The Index consists of those stocks in the S&P 500 Index exhibiting the strongest value characterist
ormance of companies in the S&P 500 Index that are fossil fuel free , which are defined as companies that do not own fossil fuel reserv
mall-Cap Quality Value Index (the Underlying Index ). The Underlying Index utilizes a proprietary methodology created and sponsored
bject to a short squeeze , and in cash and cash equivalents, including affiliated and unaffiliated money market funds and investment gra
ate Investment Trusts ( REITs ) that rank among the highest yielding REITs globally, as determined by the Index Provider. The Underlyin
investment objective as the Fund. As a result, the Fund invests indirectly through the Portfolio.
of the U.S. Treasury yield curve through a notional rolling investment in U.S. Treasury note futures contracts. The level of the index is de
nicipal Bond Index.
ntal, social and governance characteristics while exhibiting risk and return characteristics similar to those of the parent index of such ind
urn characteristics similar to those of the parent index of such index.
urn of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next.
ighest relative strength or momentum strategy on a sector by sector basis using the NASDAQ US Large Cap Index or NASDAQ US M
ersion of the Index, and the Short and Double Short ETNs are based on the standard version of the Index.
eucrium Soybean Fund, Teucrium Sugar Fund and Teucrium Wheat Fund (the Underlying Funds ). The Underlying Funds were designe
s when volatility is high. While a portion of the funds assets will be invested in the basket of long put option premiums, the majority of fun
est at least 90% of its total assets in common stock American depositary receipts (ADRs) and global depositary receipts (GDRs) that com
e and monitor the performance of publicly issued common equity securities of publicly-traded companies and real estate investment trus
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517
maturity of greater than or equal to 1 year and less than 10 years. The Index is a component of the Barclays U.S. Corporate Index and i
er than or equal to 10 years. The Index is a component of the Bloomberg Barclays U.S. Corporate Index and includes investment grade
changes that are listed by companies either incorporated or headquartered in the U.S.
f March and September. Constituents are weighted by their market capitalization and their momentum score.
surement of the magnitude of up and down asset price fluctuations over time. The fund and the index are rebalanced and reconstituted
The Index includes publicly issued U.S. dollar denominated corporate issues that have a remaining maturity of greater than or equal to
changes issued by companies that are either incorporated or headquartered in the U.S.
nvestment grade, and have $250 million or more of outstanding face value. In addition, the securities must be denominated in U.S. dolla
listed on major U.S. exchanges that are issued by companies either incorporated or headquartered in the U.S.
o 1 year and less than 5 years, are rated investment grade, and have $250 million or more of outstanding face value. In addition, the se
200 stocks with the highest value scores; second, 100 securities with the highest positive momentum scores.
June and December. Constituents are weighted by their market capitalization and their value score.
n-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that factors in criteria s
via exposure to VIX futures.
s a float-adjusted, market capitalization-weighted index of 500 U.S. operating companies selected through a process that factors in crite
the "technology sector"). The S&P 500 is a measure of large-cap U.S. stock market performance. It is a float-adjusted, market capitaliz
et capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process that facto
Index focuses on the large capitalization U.S. equity market, including common stock and real estate investment trusts ("REITs"). To de
ities listed on the NYSE, NASDAQ Global Select Market, NASDAQ Select Market and NASDAQ Capital Market with market capitalizati
t value characteristics based on: (i) book value to price ratio; (ii) earnings to price ratio; and (iii) sales to price ratio. The selection univer
wn fossil fuel reserves. For purposes of the composition of the Index, fossil fuel reserves are defined as economically and technically re
ted and sponsored by Royce & Associates, LP ( Royce ), the fund s subadviser. The Underlying Index is composed of equity securities
and investment grade short term fixed income securities such as U.S. Treasury securities.
vider. The Underlying Index is maintained by Solactive AG.
el of the index is designed to increase in response to a "steepening" of the yield curve and to decrease in response to a "flattening" of th
nt index of such index.
x or NASDAQ US Mid Cap Index as its starting universe of eligible securities. The macro level screening identifies and isolates the sec
Funds were designed to reduce the effects of backwardation and contango.

s, the majority of fund assets will be invested in intermediate term US Treasuries. As the fund is designed to be a hedge against market
pts (GDRs) that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser) seeks a correlation over time of 0.95 or better
state investment trusts (REITs) which are open to foreign ownership and derive a majority of their revenues from real estate developmen
375033264.xls
518
rporate Index and includes investment grade, fixed-rate, taxable, U.S. dollar-denominated debt with $250 million or more par amount ou
es investment grade, fixed-rate, taxable, U.S. dollar-denominated debt with $250 million or more par amount outstanding, issued by U.S
d and reconstituted semi-annually.

ater than or equal to 1 year and less than 3 years, are rated investment grade (must be Baa3/BBB- or higher using the middle rating of M
minated in U.S. dollars and must be fixed rate and non convertible. Excluded from the Long U.S. Treasury Index are certain special issue
e. In addition, the securities must be denominated in U.S. dollars and must be fixed rate and non-convertible. Excluded from the Index a
factors in criteria such as liquidity, price, market capitalization and financial viability. The index classifies each company in the S&P 500
s that factors in criteria such as liquidity, price, market capitalization and financial viability. The index classifies each company in the S&P
ed, market capitalization-weighted index of 500 U.S. operating companies and real estate investment trusts selected through a process
a process that factors in criteria such as liquidity, price, market capitalization and financial viability. The index classifies each company in
sts ("REITs"). To determine dividend yield: (i) an indicated dividend is measured by taking the latest dividend paid (excluding special pay
h market capitalizations of $5.3 billion or more. The Index is market capitalization weighted.
The selection universe for the S&P 500 Index includes all U.S-domiciled, as determined by S&P Dow Jones Indices LLC, common equit
ly and technically recoverable sources of crude oil, natural gas and thermal coal but do not include metallurgical or coking coal, which a
of equity securities that meet certain criteria. Using Royce s methodology, the Underlying Index will generally favor stocks with lower tha
to a "flattening" of the yield curve. To accomplish this objective, the performance of the index tracks the returns of a notional investment
and isolates the sectors with the greatest momentum (excluding Real Estate) across the large cap and mid cap universe. Supplementar
dge against market declines and rising volatility, Cambria expects the fund to produce negative returns in the most years with rising mar
me of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 would represent a perfect corre
estate development management and/or ownership of property in China or the Special Administrative Regions of China such as Hong
375033264.xls
519
more par amount outstanding, issued by U.S. and non-U.S. industrial, utility, and financial institutions.
ding, issued by U.S. and non-U.S. industrial, utility, and financial institutions. The Index is rebalanced monthly, on the last day business
he middle rating of Moodys Investor Service, Inc., Standard & Poors, and Fitch Rating), and have $250 million or more of outstanding fa
certain special issues, such as flower bonds, TINs, state and local government series bonds, TIPS, and coupon issues that have been s
ed from the Index are certain special issues, such as flower bonds, targeted investor notes, state and local government series bonds, in
any in the S&P 500 as part of a particular sector, using S&Ps Global Industry Classification Standards ("S&P GICS") to define companie
company in the S&P 500 as part of a particular sector, using S&Ps Global Industry Classification Standards ("S&P GICS") to define com
d through a process that factors in criteria such as liquidity, price, market capitalization and financial viability. The index classifies each c
es each company in the S&P 500 as part of a particular sector, using S&Ps Global Industry Classification Standards ("S&P GICS") to de
xcluding special payments) multiplied by the annual frequency of the payment; and (ii) the indicated dividend is then divided by the com
LLC, common equities listed on the NYSE, NYSE Arca, NYSE MKT, NASDAQ Global Select Market, NASDAQ Select Market, NASDAQ
oking coal, which are used in connection with steel production. The Index is a subset of the S&P 500 Index (the Underlying Index ), wh
stocks with lower than average valuation, higher than average profitability, and higher than average debt coverage (i.e., available cash f
notional investment in a weighted "long" position in relation to 2-year Treasury futures contracts and a weighted "short" position in relati
erse. Supplementary screenings narrow the selection so that of the 50 stocks in the portfolio, 10 stocks are selected from each of the to
ears with rising markets or declining volatility.

esent a perfect correlation.
hina such as Hong Kong and Macau. The Fund will normally invest at least 90% of its total assets in common stock American depositar
375033264.xls
520
e last day business day of the month.
re of outstanding face value. In addition, the securities must be Securities and Exchange Commission ("SEC") registered, denominated
es that have been stripped from bonds included in the index. The Long U.S. Treasury Index is market capitalization weighted and the se
ment series bonds, inflation protected public obligations of the U.S. Treasury, commonly known as TIPS, and coupon issues that have be
) to define companies within a sector. The following sectors are included within S&P GICS: consumer discretionary, consumer staples, e
GICS") to define companies within a sector. The following sectors are included within S&P GICS: consumer discretionary, consumer stap
ex classifies each company in the S&P 500 as part of a particular sector, using S&Ps Global Industry Classification Standards ("S&P GI
("S&P GICS") to define companies within a sector. The following sectors are included within S&P GICS: consumer discretionary, consu
divided by the companys share price at the date of rebalancing.
ct Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, or Bats EDGX with market capitalizations generally of $5.3 billion
derlying Index ), which serves as the initial universe of eligible securities for the Index. In constructing the Index, the initial universe is sc
.e., available cash flow to pay current debt obligations) as compared with other stocks included in the investment universe while maintai
ort" position in relation to 10-year Treasury futures contracts, as traded on the Chicago Board of Trade.
from each of the top 3 performing momentum sectors and 5 stocks for each of the next 4 performing sectors. SWIN provides high mom
American depositary receipts ( ADRs ) American depositary shares ( ADSs ) global depositary receipts ( GDRs ) and international depo
375033264.xls
521
tered, denominated in U.S. dollars, fixed rate and non-convertible. The Index includes only corporate sectors. The corporate sectors are
weighted and the securities in the index are updated on the last business day of each month.
issues that have been stripped from bonds included in the Index. Also excluded from the Index are structured notes with embedded sw
consumer staples, energy, financials, health care, industrials, information technology, materials, telecommunication services and utilities
nary, consumer staples, energy, financials, health care, industrials, information technology, materials, telecommunication services and u
Standards ("S&P GICS") to define companies within a sector. The following sectors are included within S&P GICS: consumer discretiona
discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials, telecommunication servic
nerally of $5.3 billion or more at the time of inclusion. The Index is market capitalization weighted.
initial universe is screened in an effort to exclude companies with any ownership of fossil fuel reserves, including for third-party and in-h
verse while maintaining a comparable risk profile. Underlying Index constituents are selected using Royce s proprietary, rules-based mu
provides high momentum exposure across the 7 sectors of the market, which had demonstrated the strongest relative strength and eq
d international depositary receipts ( IDRs ) that comprise the Index. Guggenheim Advisors LLC (the Investment Adviser) seeks a correla
375033264.xls
522
orporate sectors are Industrial, Utility, and Financial Institutions, which include both U.S. and non-U.S. corporations. The following instru
with embedded swaps or other special features, private placements, floating rate securities and Eurobonds. The Index is market capita
services and utilities. A sector comprises multiple industries. For example, the energy sector comprises companies in, among others, the
ation services and utilities. A sector comprises multiple industries. For example, the financials sector comprises companies in, among oth
onsumer discretionary, consumer staples, energy, financials, health care, industrials, information technology, materials, telecommunicat
mmunication services and utilities. For example, the health care sector comprises companies in, among others, the health care provide
r third-party and in-house power generation, as determined by publicly available information, such as annual reports and other company
tary, rules-based multi-factor scoring system, with all factors measured by Royce, in order to seek to identify companies which combine
tive strength and equally weighting at the stock level. This provides diversification at both the stock and sector level.
ser) seeks a correlation over time of 0.95 or better between the Fund s performance and the performance of the Index. A figure of 1.00 w
375033264.xls
523
The following instruments are excluded from the Index: structured notes with embedded swaps or other special features; private placem
dex is market capitalization weighted and the securities in the Index are updated on the last business day of each month.
n, among others, the natural gas, oil and petroleum industries. The index consists of companies from each of the sectors other than the
panies in, among others, the banking, brokerage and insurance industries. The index consists of companies from each of the sectors oth
als, telecommunication services and utilities. A sector comprises multiple industries. For example, the technology sector comprises comp
health care provider, services, and technology industries. The index consists of companies from each of the sectors other than the heal
and other company publications.

nies which combine favorable attributes of quality and value, as defined by Royce, compared with companies within the same market se
ex. A figure of 1.00 would represent perfect correlation.
375033264.xls
524
ures; private placements; floating rate securities; and Eurobonds. The Index is market capitalization weighted and the securities in the I
ctors other than the energy sector. Each security in the index is market-cap weighted according to the same rules as the S&P 500.
ch of the sectors other than the financials & real estate sector. Each security in the index is market-cap weighted according to the same
ctor comprises companies in, among others, the software and information technology services, and technology manufacturing and distri
other than the health care sector. Each security in the index is market-cap weighted according to the same rules as the S&P 500.
the same market sector.
375033264.xls
525
e securities in the Index are updated on the last business day of each month.
the S&P 500.
cording to the same rules as the S&P 500.
ufacturing and distribution industries. The index consists of companies from each of the sectors other than the technology sector. Each s
the S&P 500.
375033264.xls
526
ology sector. Each security in the index is market-cap weighted according to the same rules as the S&P 500.
375033264.xls
527
Barclays Inverse US Treasury Aggregate ETN TAPR Barclays 06742W570

US Tax Reform Fund TAXR EventShares 00509T300
ProShares Short 20+ Year Treasury TBF ProShares 74347X849
Tortoise Water Fund TBLU Tortoise Index Solutions 56167N753
ProShares UltraShort 20+ Year Treasury TBT ProShares 74347B201
ProShares Short 7-10 Treasury TBX ProShares 74348A608
iShares Edge MSCI Multifactor Technology ETF TCHF Blackrock (iShares) 46435G540
Premise Capital Frontier Advantage Diversified Ta TCTL Premise Capital 26922A768
First Trust NASDAQ Technology Dividend Index TDIV First Trust 33738R118
FlexShares iBoxx 5 Year Target Duration TIPS In TDTF Flexshares (Northern Tru33939L605
FlexShares iBoxx 3 Year Target Duration TIPS In TDTT Flexshares (Northern Tru33939L506
Direxion Daily Technology Bull 3X Shares TECL Direxion Shares 25459W102
Direxion Daily Technology Bear 3X Shares TECS Direxion Shares 25490K760
EquityCompass Tactical Risk Manager ETF TERM First Trust 33740F706
ETF Industry Exposure & Financial Services ETF TETF Toroso 301505814
SPDR Nuveen Barclays Municipal Bond ETF TFI State Street (SPDR) 78468R721
iShares Treasury Floating Rate Bond ETF TFLO Blackrock (iShares) 46434V860
iShares MSCI Thailand Capped ETF THD Blackrock (iShares) 464286624
FlexShares Morningstar US Market Factor Tilt In TILT Flexshares (Northern Tru33939L100
iShares TIPS Bond ETF TIP Blackrock (iShares) 464287176
SPDR Barclays 1-10 Year TIPS ETF TIPX State Street (SPDR) 78468R861
PIMCO Broad U.S. TIPS Index Exchange-Traded TIPZ PIMCO 72201R403
FlexShares Currency Hedged Morningstar DM ex-U TLDH Flexshares (Northern Tru33939L720
FlexShares Currency Hedged Morningstar EM Fact TLEH Flexshares (Northern Tru33939L712
iShares 10-20 Year Treasury Bond ETF TLH Blackrock (iShares) 464288653
iShares 20+ Year Treasury Bond ETF TLT Blackrock (iShares) 464287432
FlexShares Morningstar Developed Markets ex-USTLTD Flexshares (Northern Tru33939L803
FlexShares Morningstar Emerging Markets Factor TLTE Flexshares (Northern Tru33939L308
Direxion Daily 20 Year Plus Treasury Bull 3x Shar TMF Direxion Shares 25459W540
Direxion Daily 20 Year Plus Treasury Bear 3x Sha TMV Direxion Shares 25459Y678
Direxion Daily Small Cap Bull 3X Shares TNA Direxion Shares 25459W847
iShares MSCI Kokusai ETF TOK Blackrock (iShares) 464288265
DJ Brookfield Global Infrastructure ETF TOLZ ProShares 74347B508
SPDR Doubleline Total Return Tactical ETF TOTL State Street (SPDR) 78467V848
Direxion Daily Transportation Bull 3X Shares TPOR Direxion Shares 25460E679
Tortoise North American Pipeline Fund TPYP Tortoise Index Solutions 56167N720
ProShares UltraPro QQQ TQQQ ProShares 74347X831
Janus Velocity Tail Risk Hedged Large Cap ETF TRSK Janus 47103U704
TrimTabs Float Shrink ETF TTAC TrimTabs Asset Manage 89628W302
TrimTabs All Cap International Free Cash-Flow E TTAI TrimTabs Asset Manage 89628W401
Wilshire Buyback ETF TTFS Advisor Shares 00768Y818
ProShares UltraPro Short 20+ Year Treasury TTT ProShares 74348A491
iShares MSCI Turkey ETF TUR Blackrock (iShares) 464286715
First Trust Total US Market AlphaDEX ETF TUSA First Trust 33733E708
PIMCO 1-3 Year U.S. Treasury Index Exchange-T TUZ PIMCO 72201R106
VelocityShares Daily 2x VIX Short Term ETN TVIX Velocity Shares 22542D357
VelocityShares Daily 2x VIX Medium Term ETN TVIZ Velocity Shares 22542D340
ProShares UltraShort Russell2000 TWM ProShares 74348A319
Direxion Daily 20+ Year Treasury Bear 1x Shares TYBS Direxion Shares 25459Y405
Direxion Daily 7-10 Year Treasury Bull 3x Shares TYD Direxion Shares 25459W565
Direxion Daily 7-10 Year Treasury Bear 1x Shares TYNS Direxion Shares 25459Y108
Direxion Daily 7-10 Year Treasury Bear 3x Shares TYO Direxion Shares 25459W557
Direxion Daily Small Cap Bear 3X Shares TZA Direxion Shares 25490K521
iShares MSCI UAE Capped ETF UAE Blackrock (iShares) 46434V761
ETRACS CMCI Agriculture Total Return ETN UAG UBS 902641760
VelocityShares Daily 4X Long AUD vs. USD Inde UAUD Velocity Shares 17326E647
ETRACS CMCI Livestock Total Return ETN UBC UBS 902641828
ETRACS CMCI Gold Total Return ETN UBG UBS 902641810
ProShares UltraPro NASDAQ Biotechnology UBIO ProShares 74347B474
ETRACS CMCI Industrial Metals Total Return ET UBM UBS 902641752
375033264.xls
528
US06742W5702 07/15/2014 0.43 Bonds

US74347X8496 08/18/2009 0.94 Bonds
US74347B2016 04/29/2008 0.93 Bonds
US74348A6082 04/04/2011 0.95 Bonds
US33939L6056 09/19/2011 0.18 Bonds
US33939L5066 09/19/2011 0.18 Bonds
US78468R7219 09/11/2007 0.23 Bonds
US46434V8607 02/03/2014 0.15 Bonds
US4642871762 12/04/2003 0.2 Bonds
US78468R8613 05/29/2013 0.15 Bonds
US72201R4039 09/03/2009 0.2 Bonds
US4642886539 01/05/2007 0.15 Bonds
US4642874329 07/22/2002 0.15 Bonds
US25459W5408 04/16/2009 0.95 Bonds
US25459Y6784 04/16/2009 0.89 Bonds
US78467V8485 02/23/2015 0.55 Bonds
US74348A4913 03/27/2012 0.95 Bonds
US72201R1068 06/01/2009 0.15 Bonds
US25459Y4052 03/23/2011 0.45 Bonds
US25459W5655 04/16/2009 0.95 Bonds
US25459Y1082 03/23/2011 0.45 Bonds
US25459W5572 04/16/2009 0.95 Bonds
US17326E6471 12/12/2017 1.5 Currency
375033264.xls
529
Not Applicable Barclays Inverse US Tre Barclays Inverse US Treasury Aggregate ETNs (the "ETNs") are senior, unse
Not Applicable Not Applicable The U.S. Tax Reform Fund (the Fund ) objective is to seek capital appreciat
Not Applicable ICE U.S. Treasury 20+ Y ProShares Short 20+ Year Treasury seeks daily investment results, before fe
Not Applicable Tortoise Water Index The Tortoise Water Fund uses a passive management approach and seeks
Not Applicable ICE U.S. Treasury 20+ Y ProShares UltraShort 20+ Year Treasury seeks daily investment results, befo
Not Applicable ICE U.S. Treasury 7-10 ProShares Short 7-10 Year Treasury seeks daily investment results, before f
Not Applicable MSCI USA Information TeThe iShares Edge MSCI Multifactor Technology ETF seeks to track the inves
Not Applicable Premise Capital Frontier The Premise Capital Frontier Advantage Diversified Tactical ETF (the Fund
Not Applicable NASDAQ Technology DivThe First Trust NASDAQ Technology Dividend Index Fund is an exchange-tr
Not Applicable iBoxx 5-Year Target DuralexShares iBoxx 5-Year Target Duration TIPS Index Fund gives investors acc
Not Applicable iBoxx 3-Year Target DuraFlexShares iBoxx 3-Year Target Duration TIPS Index Fund gives investors a
Not Applicable Technology Select Secto The Direxion Daily Technology Bull & Bear 3x Shares seek daily investment
Not Applicable Technology Select Secto The Direxion Daily Technology Bull & Bear 3x Shares seek daily investment
Not Applicable Not Applicable The EquityCompass Tactical Risk Manager ETF is an actively managed exch
Not Applicable Toroso ETF Industry Ind TETF tracks the Toroso ETF Industry Index, and is designed to provide expo
Not Applicable Barclays Capital Munici The SPDR Nuveen Barclays Capital Municipal Bond ETF seeks to provide in
Not Applicable Bloomberg Barclays US TThe iShares Treasury Floating Rate Bond ETF (the Fund ) seeks to track th
Not Applicable MSCI Thailand Investabl The iShares MSCI Thailand Investable Market Index Fund seeks investment
Not Applicable Morningstar U.S. Market FlexShares Morningstar U.S. Market Factor Tilt Index ETF seeks to enhance
Not Applicable Bloomberg Barclays U.S.The iShares Barclays Treasury Inflation Protected Securities Bond Fund see
Not Applicable Barclays 1-10 Year GoverThe SPDR Barclays 1-10 Year TIPS ETF seeks to provide investment results
Not Applicable BofA Merrill Lynch US In The objective of the PIMCO Broad U.S. TIPS Index Fund is to provide total r
Not Applicable Morningstar Developed MFlexShares Currency Hedged Morningstar DM ex-US Factor Tilt Index Fund
Not Applicable Morningstar Emerging MaFlexShares Currency Hedged Morningstar EM Factor Tilt Index Fund seeks
Not Applicable ICE US Treasury 10-20 YThe iShares 10-20 Year Treasury Bond ETF seeks to track the investment re
Not Applicable ICE U.S. Treasury 20+ Y The iShares 20+ Year Treasury Bond ETF seeks to track the investment resu
Not Applicable Morningstar Developed MFlexShares Morningstar Developed Markets ex-US Market Factor Tilt Index
Not Applicable Morningstar Emerging Mar FlexShares Morningstar Emerging Market Factor Tilt Index ETF seeks to enh
Not Applicable ICE U.S. Treasury 20+ Y The Direxion Daily 20+ Year Treasury Bull & Bear 3x Shares seek daily inves
Not Applicable ICE U.S. Treasury 20+ Y The Direxion Daily 20+ Year Treasury Bull & Bear 3x Shares seek daily inves
Not Applicable Russell 2000 Index The Small Cap Bull 3X ETF seeks daily investment results before fees and e
Not Applicable MSCI Kokusai Index The iShares MSCI Kokusai Index Fund seeks to provide investment results t
Not Applicable Dow Jones Brookfield GloProShares DJ Brookfield Global Infrastructure ETF seeks investment results
Not Applicable Not Applicable The SPDR DoubleLine Total Return Tactical ETF (the Fund ) seeks to maxim
Not Applicable Dow Jones TransportatioThe Direxion Daily Transportation Bull 3X Shares seeks daily investment res
Not Applicable Tortoise North American The Tortoise North American Pipeline Fund uses a passive management app
Not Applicable NASDAQ-100 Index ProShares UltraPro QQQ seeks daily investment results before fees and exp
Not Applicable VelocityShares Tail Ris The Janus Tail Risk Hedged Large Cap ETF (exchange traded fund) seeks t
Not Applicable Not Applicable The Fund seeks to generate long-term returns in excess of the total return o
Not Applicable Not Applicable The TrimTabs All Cap International Free-Cash-Flow ETF (TTAI) is primarily fo
Not Applicable Not Applicable The AdvisorShares Wilshire Buyback ETF (NYSE Arca: TTFS) seeks to gene
Not Applicable ICE U.S. Treasury 20+ Y ProShares UltraPro Short 20+ Year Treasury seeks daily investment results,
Not Applicable MSCI Turkey Investable The iShares MSCI Turkey Investable Market Index Fund seeks investment re
Not Applicable NASDAQ AlphaDEX TotalThe First Trust Total US Market AlphaDEX ETF is an exchange-traded index
Not Applicable BofA Merrill Lynch 1-3 U The objective of the PIMCO 1-3 Year U.S. Treasury Index Fund is to provide
Not Applicable S&P 500 VIX Short-Term The VelocityShares Daily 2x VIX Short-Term ETNs (the ETNs ) are senior, u
Not Applicable S&P 500 VIX Mid-Term FThe VelocityShares Daily 2x VIX Medium-Term ETNs (the ETNs ) are senior
Not Applicable Russell 2000 Index ProShares UltraShort Russell2000 seeks daily investment results before fee
Not Applicable ICE U.S. Treasury 20+ Y The Direxion Daily 20+ Year Treasury Bear 1x Shares seeks daily investmen
Not Applicable ICE U.S. Treasury 7-10 The Direxion Daily 7-10 Year Treasury Bull & Bear 3x Shares seek daily inve
Not Applicable ICE U.S. Treasury 7-10 The Direxion Daily 7-10 Year Treasury Bear 1x Shares seeks daily investme
Not Applicable ICE U.S. Treasury 7-10 The Direxion Daily 7-10 Year Treasury Bull & Bear 3x Shares seek daily inve
Not Applicable Russell 2000 Index The Small Cap Bear 3X ETF seeks daily investment results before fees and
Not Applicable MSCI All UAE Capped InThe iShares MSCI UAE Capped ETF seeks to track the investment results o
Not Applicable UBS Bloomberg CMCI Agri The ETRACS CMCI Food Total Return exchange-traded note is designed to
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long AUD vs. USD Index ETN will provide inve
Not Applicable UBS Bloomberg CMCI LivThe ETRACS CMCI Livestock Total Return exchange-traded note is designe
Not Applicable UBS Bloomberg CMCI Gol ETRACS CMCI Gold Total Return is designed to track the performance of th
Not Applicable NASDAQ Biotechnology This Ultra ProShares ETF seeks a return that is 3x the return of an index or o
Not Applicable UBS Bloomberg CMCI Indu ETRACS CMCI Industrial Metals Total Return is designed to track the perfor
375033264.xls
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s") are senior, unsecured debt securities issued by Barclays Bank PLC that are linked to the performance of the Barclays Inverse US Tre
k capital appreciation. It does not seek to replicate the performance of a specified index. The Fund is an actively managed exchange-tra
t results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the ICE U.S. Treasury 20+ Year Bo
proach and seeks to track the total return performance of the Tortoise Water Index. The Tortoise Water Index is a float-adjusted, modified
tment results, before fees and expenses, that correspond to two times the inverse (-2x) of the daily performance of the ICE U.S. Treasu
nt results, before fees and expenses, that correspond to the inverse (-1x) of the daily performance of the ICE U.S. Treasury 7-10 Year B
s to track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Technology sector that have fa
al ETF (the Fund ) seeks to track the performance, before fees and expenses, of the Premise Capital Frontier Advantage Diversified T
is an exchange-traded fund. The Fund seeks investment results that correspond generally to the price and yield (before the Funds fees
gives investors access to the inflation-hedging qualities of TIPS and seeks to provide targeted duration exposure through changing inter
gives investors access to the inflation-hedging qualities of TIPS and seeks to provide targeted duration exposure through changing inte
k daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the S&P Techn
k daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the S&P Techn
vely managed exchange-traded fund. The Funds investment objective is to provide long term capital appreciation with capital preservatio
ed to provide exposure to publicly-traded companies that derive revenue from the Exchange Traded Funds ecosystem. Constituents ran
seeks to provide investment results that before fees and expenses correspond generally to the price and yield performance of the Barcl
) seeks to track the investment results of an index composed of U.S. Treasury floating rate bonds.
seeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Thailand
seeks to enhance exposure to the broad U.S. stock market by tilting the portfolio toward the long-term growth potential of the smaller c
es Bond Fund seeks results that correspond generally to the price and yield performance before fees and expenses of the inflation-prot
investment results that, before fees and expenses, correspond generally to the price and yield performance of the Barclays 1-10 Year G
s to provide total return that closely corresponds before fees and expenses to the total return of The BofA Merrill Lynch US Inflation-Link
or Tilt Index Fund seeks to enhance exposure to the international stock market (outside of the U.S.) by tilting the portfolio toward the lon
ndex Fund seeks to enhance exposure to emerging market equities by tilting the portfolio toward the long-term growth potential of the s
k the investment results of an index composed of U.S. Treasury bonds with remaining maturities between ten and twenty years.
he investment results of an index composed of U.S. Treasury bonds with remaining maturities greater than twenty years. The ICE U.S. T
Factor Tilt Index ETF seeks to enhance exposure to the broad international stock market by tilting the portfolio toward the long-term gr
ETF seeks to enhance exposure to developing market stocks by tilting the portfolio toward the long-term growth potential of the small c
es seek daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the ICE
es seek daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the ICE
before fees and expenses of 300% of the price performance of the Russell 2000 Index (Small Cap Index). There is no guarantee the fu
nvestment results that correspond generally to the price and yield performance before fees and expenses as measured by the MSCI Ko
nvestment results, before fees and expenses, that track the performance of the Dow Jones Brookfield Global Infrastructure Composite
d ) seeks to maximize total return. Under normal circumstances, DoubleLine Capital LP (the Sub-Adviser or DoubleLine ) will invest a
aily investment results, before fees and expenses, of 300% of the performance of the Dow Jones Transportation Average Index. The Do
e management approach and seeks to track the total return performance of the Tortoise North American Pipeline Index. The Tortoise No
efore fees and expenses that correspond to triple (300%) the daily performance of the NASDAQ-100 Index .
aded fund) seeks to provide investment results that correspond generally, before fees and expenses, to the performance of the VelocityS
f the total return of the Russell 3000 Index (the Index ), with less volatility than the Index. The Russell 3000 Index measures the perfo
TTAI) is primarily focused on the potential to generate long-term returns that exceed those of the S&P Developed Ex-U.S. Index. Throug
TFS) seeks to generate long-term returns in excess of the total return of the Russell 3000 Index, with less volatility than the Index. TTFS
nvestment results, before fees and expenses, that correspond to three times the inverse (-3x) of the daily performance of the ICE U.S. T
eeks investment results that correspond generally to the price and yield performance before fees and expenses of the MSCI Turkey Inv
ange-traded index fund. The objective of the Fund is to seek investment results that correspond generally to the price and yield (before
Fund is to provide total return that closely corresponds before fees and expenses to the total return of The BofA Merrill Lynch 1-3 Year U
TNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on the ETNs
ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on the ETN
results before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of the Russell 2000
ks daily investment results, before fees and expenses, of 100% of the inverse (or opposite) of the performance of the ICE U.S. Treasury
res seek daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the ICE
eks daily investment results, before fees and expenses, of 100% of the inverse (or opposite) of the performance of the ICE U.S. Treasur
res seek daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the ICE
s before fees and expenses of 300% of the inverse (or opposite) of the price performance of the Russell 2000 (Small Cap Index). There
vestment results of a broad-based index composed of UAE equities. Exposure to a broad range of companies in the United Arab Emirat
ote is designed to track the performance of the UBS Bloomberg CMCI Food Index Total Return (the Index ), less investor fees. The CM
ed note is designed to track the performance of the UBS Bloomberg CMCI Livestock Index Total Return (the Index ), less investor fees.
performance of the UBS Bloomberg CMCI Gold Total Return (the "Index"), less investor fees. The Index measures the collateralized ret
urn of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compounding
to track the performance of the UBS Bloomberg CMCI Industrial Metals Index Total Return (the "Index"), less investor fees. The Index m
375033264.xls
531
clays Inverse US Treasury Futures Aggregate Index (the "Index"). Investors can trade the ETNs on the NASDAQ Stock Market at a mar
naged exchange-traded fund ( ETF ) that seeks to achieve its objective of capital appreciation by investing, including both long and sho
easury 20+ Year Bond Index. The ICE U.S. Treasury 20+ Year Bond Index includes publicly- issued U.S. Treasury securities that have a
t-adjusted, modified market capitalization-weighted index comprised of companies that are materially engaged in the water infrastructur
he ICE U.S. Treasury 20+ Year Bond Index. The ICE U.S. Treasury 20+ Year Bond Index includes publicly- issued U.S. Treasury securi
reasury 7-10 Year Bond Index. The ICE U.S. Treasury 7-10 Year Bond Index includes publicly- issued U.S. Treasury securities that have
sector that have favorable exposure to target style factors subject to constraints. The MSCI USA Information Technology Diversi ed Mu
antage Diversified Tactical Index (the Index ). The Fund is a fund of funds that employs a passive management or indexing investme
efore the Funds fees and expenses) of an equity index called the NASDAQ Technology Dividend IndexSM (the Index ).
ough changing interest rate and economic cycles. The Fund reflects the performance of a selection of inflation-protected public obligatio
rough changing interest rate and economic cycles. The Fund reflects the performance of a selection of inflation-protected public obligat
ce of the S&P Technology Select Sector Index. There is no guarantee the funds will meet their stated investment objectives. The Index i
ce of the S&P Technology Select Sector Index. There is no guarantee the funds will meet their stated investment objectives. The Index i
h capital preservation as a secondary objective. Under normal market conditions, the Fund will seek to achieve its investment objective
m. Constituents range from fund sponsors, to index & data companies, trading & custody platforms, liquidity providers, and exchanges.
mance of the Barclays Capital Municipal Managed Money Index (ticker: LMMITR).
the MSCI Thailand Investable Market Index.

ntial of the smaller cap and value segments. Designed to replace traditional market-weighted equity products, the Fund applies a tilt to s
of the inflation-protected sector of the United States Treasury market as defined by the Barclays Capital U.S. Treasury Inflation Protecte
Barclays 1-10 Year Government Inflation-linked Bond Index (Index Ticker: BCIT3T) that tracks the 1-10 year inflation protected sector of
nch US Inflation-Linked Treasury Index.
rtfolio toward the long-term growth potential of the smaller-cap and value segments. It seeks to provide investors with a core internation
th potential of the smaller-cap and value segments. It seeks to provide investors with a core emerging markets stock market option that
enty years.
ears. The ICE U.S. Treasury 20+ Year Bond Index is part of a series of indices intended to assess U.S. Treasury issued debt. Only U.S.
ard the long-term growth potential of the small cap and value segments. It seeks to provide investors with an expanded opportunity set o
tential of the small cap and value segments. It seeks to provide investors with an emerging market equity option that helps to meet their
formance of the ICE U.S. Treasury 20+ Year Bond Index. There is no guarantee the funds will meet their stated investment objectives. T
formance of the ICE U.S. Treasury 20+ Year Bond Index. There is no guarantee the funds will meet their stated investment objectives. T
ed by the MSCI Kokusai Index.
ructure Composite Index.
eLine ) will invest at least 80% of the Portfolio s net assets in a portfolio of fixed income securities of any credit quality. Fixed income se
rage Index. The Dow Jones Transportation Average (DJTTR) is provided by Dow Jones U.S. Index and measures the performance of la
ex. The Tortoise North American Pipeline Index SM is a float-adjusted, capitalization weighted index of pipeline companies headquarter
ance of the VelocityShares Tail Risk Hedged Large Cap Index. This liquid alternative ETF seeks to address the challenge of efficiently he
measures the performance of the 3,000 largest publicly traded U.S. companies, based on market capitalization. The Fund is an actively
-U.S. Index. Through quantitative analysis and an active management process, TrimTabs Asset Management focuses on selecting com
han the Index. TTFS is sub-advised by Wilshire Associates Incorporated, through its Wilshire Funds Management division ( Portfolio Ma
ce of the ICE U.S. Treasury 20+ Year Bond Index. The ICE U.S. Treasury 20+ Year Bond Index includes publicly- issued U.S. Treasury s
he MSCI Turkey Investable Market Index.
ce and yield (before the Funds fees and expenses) of an equity index called the NASDAQ AlphaDEX Total US Market Index. The NASD
rill Lynch 1-3 Year US Treasury Index.
return on the ETNs is linked to twice (2x) the daily performance of the S&P 500 VIX Short-Term Futures Index ER less the investor fee
he return on the ETNs is linked to twice (2x) the daily performance of the S&P 500 VIX Mid-Term Futures Index ER less the investor fee
f the Russell 2000 Index.
e ICE U.S. Treasury 20+ Year Bond Index. There is no guarantee the fund will meet its stated investment objective. This leveraged ETF
rformance of the ICE U.S. Treasury 7-10 Year Bond Index. There is no guarantee the funds will meet their stated investment objectives.
he ICE U.S. Treasury 7-10 Year Bond Index. There is no guarantee the fund will meet its stated investment objective. This leveraged ET
rformance of the ICE U.S. Treasury 7-10 Year Bond Index. There is no guarantee the funds will meet their stated investment objectives.
ll Cap Index). There is no guarantee the fund will meet its stated investment objective.
United Arab Emirates (UAE). Targeted access to UAE stocks.
vestor fees. The CMCI Food TR is the first investable commodity index to provide direct exposure to food.The Index measures the collat
ce of the underlying index, the VelocityShares Daily 4X Long AUD vs. USD Index.
, less investor fees.The Index measures the collateralized returns from a basket of futures contracts representing the livestock sector. T
he collateralized returns from a basket of gold futures contracts. The commodity futures contracts are diversified across five constant m
to the compounding of daily returns, ProShares returns over periods other than one day will likely differ in amount and possibly direction
or fees. The Index measures the collateralized returns from a basket of five futures contracts representing the industrial metals sector. T
375033264.xls
532
ock Market at a market price or receive a cash payment (less an investor fee) at the scheduled maturity or upon early redemption. The I
g both long and short positions, in a combination of equity and/or fixed income securities traded in the U.S. or non-U.S. markets, derivat
ecurities that have a remaining maturity greater than twenty years and have $300 million or more of outstanding face value, excluding a
e water infrastructure or water management industries. Water infrastructure companies principal business is providing public water distr
U.S. Treasury securities that have a remaining maturity greater than twenty years and have $300 million or more of outstanding face valu
securities that have a remaining maturity of greater than seven years and less than or equal to ten years and have $300 million or more
ology Diversi ed Multiple-Factor Capped Index is based on the MSCI USA Information Technology Index, its parent index, which include
r indexing investment approach designed to track the performance of the Index. The rules-based Index measures the performance of a
cted public obligations of the U.S. Treasury, commonly known as TIPS, with a target average duration of approximately five years and
ected public obligations of the U.S. Treasury, commonly known as TIPS, with a target average duration of approximately three years a
ectives. The Index is calculated by the using a modified market capitalization methodology, which is a hybrid between equal weighting
ectives. The Index is calculated by the using a modified market capitalization methodology, which is a hybrid between equal weighting
nvestment objectives by investing in equity securities of U.S. companies. During periods when the U.S. equity market is determined to b
rs, and exchanges. The Toroso ETF Industry Index measures and monitors the performance of an investable universe of publicly-trade
nd applies a tilt to smaller cap and value stocks using a multi-factor modeling approach that attempts to enhance portfolio risk/return ch
ury Inflation Protected Securities (TIPS) Index (Series-L).
protected sector of the United States Treasury market.
h a core international stock market option that helps to meet their longer-term capital appreciation needs. Designed to replace traditiona
k market option that helps to meet their longer-term capital appreciation needs. Designed to replace traditional market-weighted internat
ued debt. Only U.S. dollar denominated, fixed rate securities with minimum term to maturity greater than twenty years are included.
ed opportunity set of developed market stocks from outside the U.S. to help meet their longer term capital appreciation needs. Designe
t helps to meet their longer term capital appreciation needs. Designed to replace traditional market-weighted emerging market equity pr
stment objectives. These leveraged ETFs seek a return that is +300% or -300% of the return of their benchmark index for a single day.
stment objectives. These leveraged ETFs seek a return that is +300% or -300% of the return of their benchmark index for a single day.
ty. Fixed income securities in which the Portfolio principally invests include securities issued or guaranteed by the U.S. government or it
he performance of large, well-known companies within the transportation industry (e.g. shipping, railroad companies, airlines, etc.).
panies headquartered in the United States and Canada. A pipeline company is defined as a company that either 1) has been assigned
enge of efficiently hedging the downside risk of an equity portfolio, and is designed to provide a systematic solution to that problem via e
e Fund is an actively managed exchange-traded fund ( ETF ) that seeks to achieve its investment objective by primarily investing in the
es on selecting companies in non-U.S. developed markets that are generating free cash flow, reducing their share count and maintaining
vision ( Portfolio Manager ). The Fund seeks to achieve this objective by investing in stocks with liquidity and fundamental characteristic
ued U.S. Treasury securities that have a remaining maturity greater than twenty years and have $300 million or more of outstanding fac
et Index. The NASDAQ AlphaDEX Total US Market Index is an "enhanced" index created and administered by The NASDAQ OMX Gro
ess the investor fee. The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their market vie
ess the investor fee. The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their market vi
This leveraged ETF seeks a return that is -100% of the return of its benchmark index for a single day. The fund should not be expected
estment objectives. These leveraged ETFs seek a return that is +300% 0r -300% of the return of their benchmark index for a single day
e. This leveraged ETF seeks a return that is -100% of the return of its benchmark index for a single day. The fund should not be expecte
estment objectives. These leveraged ETFs seek a return that is +300% 0r -300% of the return of their benchmark index for a single day
measures the collateralized returns from a basket of 11 futures contracts from the agricultural and livestock sectors. The commodity futu
e livestock sector. The commodity futures contracts are diversified across two constant maturities of three months and six months.
oss five constant maturities from three months up to three years.
nd possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse m
rial metals sector. The commodity futures contracts are diversified across five constant maturities from three months up to three years.
375033264.xls
533
y redemption. The Index tracks the sum of the returns of periodically rebalanced short positions in equal face values of each of the Trea
S. markets, derivatives, currencies, and commodities. The Fund typically holds securities of a limited number of issuers, generally 30 to
e value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denom
ng public water distribution or supporting water distribution infrastructure via equipment or engineering and construction. Water manage
utstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed
$300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underl
ndex, which includes US large and mid-cap securities classi ed in the Information Technology sector as per the Global Industry Classi c
e performance of a diversified portfolio of exchange traded funds ( ETFs ) representing common global equity, fixed income, and cash a
ately five years and specific maturity dates of at least three years but not more than 20 years.
mately three years and specific maturity dates of at least one year but not more than ten years.
een equal weighting and conventional capitalization weighting with the weighting capped for the largest stocks included in the Index. Eac
een equal weighting and conventional capitalization weighting with the weighting capped for the largest stocks included in the Index. Eac
t is determined to be unfavorable by the Funds sub-advisor, Choice Financial Partners, Inc. d/b/a EquityCompass Strategies, the Fund
se of publicly-traded companies deriving revenues from the ETF ( exchange traded fund ) industry.
rtfolio risk/return characteristics.
to replace traditional market-weighted international equity products, the Fund applies a tilt to small-cap and value stocks using a multi-fa
et-weighted international equity products, the Fund applies a tilt to small-cap and value stocks using a multi-factor modeling approach th
s are included.
ion needs. Designed to replace traditional market-weighted international equity products, the Fund applies a tilt to smaller cap and value
ng market equity products, the Fund applies a tilt to smaller cap and value stocks using a multi-factor modeling approach that attempts
ex for a single day. The funds should not be expected to provide three times or negative three times the return of the benchmark s cumu
ex for a single day. The funds should not be expected to provide three times or negative three times the return of the benchmark s cumu
.S. government or its agencies, instrumentalities or sponsored corporations; inflation protected public obligations of the U.S. Treasury; a
airlines, etc.).
has been assigned a standard industrial classification ( SIC ) system code that indicates the company operates in the energy pipeline in
o that problem via exposure to VIX futures.

arily investing in the broad U.S. equity market, as represented by the Index. The Fund seeks to achieve this goal by investing in stocks
ount and maintaining healthy balance sheets.
mental characteristics that are historically associated with superior long-term performance. Stock selection for TTFS is based on extensiv
e of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be
NASDAQ OMX Group, Inc. ("NASDAQ") which employs the AlphaDEX stock selection methodology to select stocks that meet certain
ess their market views on the short-term futures contracts on the CBOE SPX Volatility Index (the VIX ). The ETNs do not guarantee a
ress their market views on the medium-term futures contracts on the CBOE SPX Volatility Index(the VIX ). The ETNs do not guarante
uld not be expected to provide 100% of the inverse of the benchmark s cumulative return for periods greater than a day. The ICE U.S. T
dex for a single day. The funds should not be expected to provide three times or negative three times the return of the benchmark s cum
ould not be expected to provide 100% of the inverse of the benchmark s cumulative return for periods greater than a day. The ICE U.S.
dex for a single day. The funds should not be expected to provide three times or negative three times the return of the benchmark s cum
The commodity futures contracts are diversified across three constant maturities from three months up to one year.
nd six months.
h larger or inverse multiples and in funds with volatile benchmarks. The NASDAQ Biotechnology Index is a modified capitalization-weig
up to three years.
375033264.xls
534
s of each of the Treasury futures contracts. At any given time, the Index is composed of an equal synthetic short position in each Treasu
uers, generally 30 to 50, and invests in companies with a market capitalization or revenues greater than $250 million USD.
ixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash mana
tion. Water management companies primary business is providing technologies or products that manage or facilitate water distribution
ndex must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury b
urities in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-link
bal Industry Classi cation Standard (GICS). The index is constructed by applying the standard methodology of the MSCI Diversi ed Multi
income, and cash asset classes. The Index consists of an investible portfolio of ETFs ( Underlying ETFs ) with exposure to major U.S. a
ed in the Index. Each stock in the S&P 500 Index is allocated to one and only one of the Select Sector Indexes & each of the componen
ed in the Index. Each stock in the S&P 500 Index is allocated to one and only one of the Select Sector Indexes & each of the componen
trategies, the Fund may invest all or a portion of its assets in cash, cash equivalents and short term fixed income. During such periods,
ocks using a multi-factor modeling approach that attempts to enhance portfolio risk/return characteristics. In addition, one-month currenc
odeling approach that attempts to enhance portfolio risk/return characteristics. In addition, one-month currency forwards contracts are u
maller cap and value stocks using a multi-factor modeling approach that attempts to enhance portfolio risk/return characteristics. Realize
oach that attempts to enhance portfolio risk/return characteristics. Realized capital gains and income dividends are anticipated to be de
e benchmark s cumulative return for periods greater than a day. The ICE U.S. Treasury 20+ Year Bond Index is a market value weighted
e benchmark s cumulative return for periods greater than a day. The ICE U.S. Treasury 20+ Year Bond Index is a market value weighted
he U.S. Treasury; agency and non-agency residential mortgage-backed securities ( RMBS ); agency and non-agency commercial mort
e energy pipeline industry or 2) has at least 50% of its assets, cash flow or revenue associated with the operation or ownership of energ
investing in stocks with liquidity and fundamental characteristics that are historically associated with superior long-term performance. B
s based on extensive historical research from Wilshire Associates, a leading independent institutional firm with a long-standing reputatio
lying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treas
s that meet certain criteria from three indices - the NASDAQ US Large Cap Index, the NASDAQ US Mid Cap Index and the NASDAQ U
do not guarantee any return of principal at maturity and do not pay any interest during their term.
Ns do not guarantee any return of principal at maturity and do not pay any interest during their term.
day. The ICE U.S. Treasury 20+ Year Bond Index is a market value weighted index that includes publicly issued U.S. Treasury securities
he benchmark s cumulative return for periods greater than a day. The ICE U.S. Treasury 7-10 Year Bond Index is a market value weight
day. The ICE U.S. Treasury 7-10 Year Bond Index is a market value weighted index that includes publicly issued U.S. Treasury securiti
he benchmark s cumulative return for periods greater than a day. The ICE U.S. Treasury 7-10 Year Bond Index is a market value weight
d capitalization-weighted index that includes securities of The NASDAQ Stock Market listed companies that are classified as either bio
375033264.xls
535
tion in each Treasury futures contract that is either the Treasury futures contract closest to expiration (the front contract ) or the next Tr
ury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues
e water distribution and usage, including the fields of water efficiency, water treatment and irrigation.
curities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and zero-c
dex are inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a governm
SCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-level weights of the constituents of this derived index are capped at 25
sure to major U.S. and non-U.S. asset classes. The weighting of each Underlying ETF is adjusted to (i) reduce exposure to individual a
ach of the component securities in the Index is a constituent company of the S&P 500.
ach of the component securities in the Index is a constituent company of the S&P 500.
uring such periods, the Fund may also invest a significant portion of its assets in securities designed to provide short exposure to broad
, one-month currency forwards contracts are used to reduce exposure to potential volatility in currencies with respect to the US-dollar. If
ards contracts are used to reduce exposure to potential volatility in currencies with respect to the US-dollar. If occurring, dividends from
aracteristics. Realized capital gains and income dividends are anticipated to be declared and paid at least annually.
anticipated to be declared and paid at least annually.
rket value weighted index that includes publicly issued U.S. Treasury securities that have a remaining maturity of greater than 20 years.
rket value weighted index that includes publicly issued U.S. Treasury securities that have a remaining maturity of greater than 20 years.
cy commercial mortgage-backed securities ( CMBS ); agency and non-agency asset-backed securities ( ABS ); domestic corporate bon
r ownership of energy pipelines. Pipeline companies engage in the business of transporting natural gas, crude oil and refined products,
erm performance. Based on extensive historical research, TrimTabs Asset Management, LLC (the Adviser ) designed the following qua
g-standing reputation of innovation.

ked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government guarantee and
and the NASDAQ US Small Cap Index.
Treasury securities that have a remaining maturity of greater than 20 years. Eligible securities must be fixed rate, denominated in U.S.
market value weighted index that includes publicly issued U.S. Treasury securities that have a remaining maturity of greater than seven
S. Treasury securities that have a remaining maturity of greater than seven years and less than or equal to ten years. Eligible securities
market value weighted index that includes publicly issued U.S. Treasury securities that have a remaining maturity of greater than seven
ssified as either biotechnology or pharmaceutical. The securities also meet other eligibility criteria determined by The NASDAQ OMX
375033264.xls
536
ract ) or the next Treasury futures contract scheduled to expire immediately following the front contract (the front next contract ).
ero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and
uarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market cap
without a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is
ex are capped at 25%, in accordance with the MSCI Capped Indexes methodology.
sure to individual asset classes determined to be in a downward trend (the Trend Adjustment ) and (ii) reduce overall exposure to equit
exposure to broad U.S. market indexes.
t to the US-dollar. If occurring, dividends from net investment income are generally declared and paid annually. Distributions of net reali
ing, dividends from net investment income are generally declared and paid annually. Distributions of net realized securities gains, if any
eater than 20 years. Eligible securities must be fixed rate, denominated in U.S. dollars, and have $300 million or more of outstanding fac
eater than 20 years. Eligible securities must be fixed rate, denominated in U.S. dollars, and have $300 million or more of outstanding fac
estic corporate bonds; fixed income securities issued by foreign corporations and foreign governments including emerging markets; ban
nd refined products, storing, gathering and processing such as gas, oil and products and local gas distribution. The index includes pipe
ed the following quantitative stock selection rules to make allocation decisions and to protect against dramatic over- or under-weighting
ment guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by marke
enominated in U.S. dollars, and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. S
greater than seven years and less than or equal to ten years. Eligible securities must be fixed rate, denominated in U.S. dollars, and ha
s. Eligible securities must be fixed rate, denominated in U.S. dollars, and have $300 million or more of outstanding face value, excluding
greater than seven years and less than or equal to ten years. Eligible securities must be fixed rate, denominated in U.S. dollars, and ha
The NASDAQ OMX Group Inc., including minimum market capitalization and liquidity requirements.
375033264.xls
537
xt contract ).
capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
hted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Underlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day o
all exposure to equity asset classes (and increase exposure to fixed income asset classes) as the aggregate size of equity asset classes
ibutions of net realized securities gains, if any, are generally declared and paid once a year, but the Fund may make such distributions o
curities gains, if any, are generally declared and paid once a year, but the Fund may make such distributions on a more frequent basis.
re of outstanding face value, excluding amounts held by the Federal Reserve. Securities excluded from the Index are zero-coupon STR
re of outstanding face value, excluding amounts held by the Federal Reserve. Securities excluded from the Index are zero-coupon STR
erging markets; bank loans (primarily senior loans, including loan participations or assignments whose loan syndication exceeds $300 m
index includes pipeline companies structured as corporations limited liability companies and master limited partnerships (MLPs).
or under-weighting of individual securities in the Fund s portfolio. The Index measures the performance of approximately 98% of the tot
s weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of each month.
Federal Reserve. Securities excluded from the Index are zero-coupon STRIPS, inflation linked securities, floating rate notes, cash man
U.S. dollars, and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. Securities exclu
ace value, excluding amounts held by the Federal Reserve. Securities excluded from the Index are zero-coupon STRIPS, inflation linke
U.S. dollars, and have $300 million or more of outstanding face value, excluding amounts held by the Federal Reserve. Securities exclu
375033264.xls
538
h month.
last business day of each month.
equity asset classes determined to be in a downward trend grows (the Risk Adjustment ).
e such distributions on a more frequent basis. The Morningstar Developed Markets ex-US Factor Tilt Hedged IndexSM (the Currency He
ore frequent basis. The Morningstar Emerging Markets Factor Tilt Hedged IndexSM (the Currency Hedge Index) measures the performa
e zero-coupon STRIPS, inflation linked securities, floating rate notes, cash management and Treasury bills, and any government agenc
e zero-coupon STRIPS, inflation linked securities, floating rate notes, cash management and Treasury bills, and any government agenc
ion exceeds $300 million) municipal bonds; and other securities (such as perpetual bonds) bearing fixed interest rates of any maturity. T
hips (MLPs).
ately 98% of the total market capitalization of the publicly traded U.S. equity market. The top decile of stocks ranked represent the comp
of each month.
ate notes, cash management and Treasury bills, and any government agency debt issued with or without a government guarantee. One
ve. Securities excluded from the Index are zero-coupon STRIPS, inflation linked securities, floating rate notes, cash management and T
RIPS, inflation linked securities, floating rate notes, cash management and Treasury bills, and any government agency debt issued with
ve. Securities excluded from the Index are zero-coupon STRIPS, inflation linked securities, floating rate notes, cash management and T
375033264.xls
539
M (the Currency Hedge Index) measures the performance of the Morningstar Developed Markets ex-US Factor Tilt IndexSM (the Bench
asures the performance of the Morningstar Emerging Markets Factor Tilt IndexSM (the Benchmark Index) after applying a practical hed
government agency debt issued with or without a government guarantee. One cannot directly invest in an Index.
government agency debt issued with or without a government guarantee. One cannot directly invest in an Index.
es of any maturity. The Portfolio may also invest in collateralized loan obligations, floating rate securities (including floating rate loans), v
represent the companies in the Index with (1) the largest reduction in shares outstanding, (2) the strongest growth in free cash flow, an
ent guarantee. One cannot directly invest in an Index.

management and Treasury bills, and any government agency debt issued with or without a government guarantee. One cannot directly
cy debt issued with or without a government guarantee. One cannot directly invest in an Index.
management and Treasury bills, and any government agency debt issued with or without a government guarantee. One cannot directly
375033264.xls
540
ndexSM (the Benchmark Index) after applying a practical hedging program, limiting the effects of currency fluctuations. Hedging each f
ying a practical hedging program, limiting the effects of currency fluctuations. Hedging each foreign currency in the portfolio, relative to a
oating rate loans), variable rate securities, Rule 144A securities, and repurchase agreements and may enter into reverse repurchase ag
n free cash flow, and (3) the largest decrease in leverage, respectively. The Adviser uses an algorithm to combine the three rankings int
One cannot directly invest in an Index.
One cannot directly invest in an Index.
375033264.xls
541
ns. Hedging each foreign currency in the portfolio, relative to an investors home currency, is a close estimation of the return a local inve
portfolio, relative to an investors home currency, is a close estimation of the return a local investor can achieve. The U.S. dollar is the de
verse repurchase agreements. The Portfolio may conduct foreign currency transactions on a spot (i.e., cash) or forward basis (i.e., by en
e three rankings into a single ranking for each stock ranked ( combined ranking ). The algorithm places a higher weight on the float sh
375033264.xls
542
e return a local investor can achieve. The U.S. dollar is the default home currency for the Currency Hedge Index. The Currency Hedge
U.S. dollar is the default home currency for the Currency Hedge Index. The Currency Hedge Index is long the Benchmark Index and sho
ard basis (i.e., by entering into forward contracts to purchase or sell foreign currencies).
eight on the float shrink ranking, followed by the free cash flow ranking, followed by the leverage ranking. Under normal circumstances t
375033264.xls
543
e Currency Hedge Index is long the Benchmark Index and short currency forwards whose notional amount is based on market capitaliz
hmark Index and short currency forwards whose notional amount is based on market capitalization of foreign currencies in the Benchma
mal circumstances the Fund invests in 80 to 120 stocks from the top decile of stocks with the highest combined ranking, although the Ad
375033264.xls
544
on market capitalization of foreign currencies in the Benchmark Index. In other words, the hedge ratio, that is, the proportion of the port
ies in the Benchmark Index. In other words, the hedge ratio, that is, the proportion of the portfolios currency exposure that is hedged is
ing, although the Adviser retains discretion to adjust allocations.
375033264.xls
545
roportion of the portfolios currency exposure that is hedged is set to 100%.

re that is hedged is set to 100%.
375033264.xls
546
ETRACS CMCI Energy Total Return ETN UBN UBS 902641745

ProShares Ultra MSCI Brazil Capped UBR ProShares 74347B490
Credit Suisse AxelaTrader 3x Long Brent Crude OUBRT Credit Suisse 22539T258
ProShares Ultra 20+ Year Treasury UBT ProShares 74347R172
ProShares Ultra Consumer Services UCC ProShares 74347R750
VelocityShares Daily 4X Long CHF vs. USD Inde UCHF Velocity Shares 17326E233
ETRACS CMCI Total Return ETN UCI UBS 902641778
ETRACS CMCI Total Return ETN Series B UCIB UBS 90274D390
ProShares Ultra Bloomberg Crude Oil UCO ProShares 74347W247
Legg Mason US Diversified Core ETF UDBI Legg Mason 52468L307
PowerShares DB US Dollar Index Bearish Fund UDN Invesco Powershares 73936D206
ProShares UltraPro Dow30 UDOW ProShares 74347X823
VelocityShares Daily 4X Long EUR vs. USD Inde UEUR Velocity Shares 17326E480
USAA MSCI Emerging Markets Value Momentum UEVM USAA 90291F402
United States Gasoline Fund LP UGA United States Commodit 91201T102
VelocityShares 3x Long Natural Gas ETN UGAZ Velocity Shares 22539T324
VelocityShares Daily 4X Long GBP vs. USD Inde UGBP Velocity Shares 17326E159
ProShares Ultra Consumer Goods UGE ProShares 74347R768
ProShares Ultra Gold UGL ProShares 74347W601
VelocityShares 3x Long Gold ETN linked to the UGLD Velocity Shares 22542D688
United States Diesel-Heating Oil Fund LP UHN United States Commodit 911783108
USAA Core Intermediate-Term Bond ETF UITB USAA 90291F600
USAA MSCI International Value Momentum BlendUIVM USAA 90291F303
ProShares Ultra High Yield UJB ProShares 74348A707
VelocityShares Daily 4X Long JPY vs. USD Inde UJPY Velocity Shares 17326E662
VelocityShares Long LIBOR ETN ULBR Velocity Shares 17325K743
ProShares Ultra Euro ULE ProShares 74347W874
SPDR SSgA Ultra Short Term Bond ETF ULST State Street (SPDR) 78467V707
USAA MSCI USA Value Momentum Blend Index ULVM USAA 90291F105
ProShares UltraPro MidCap400 UMDD ProShares 74347X815
United States Natural Gas Fund LP UNG United States Commodit 912318201
United States 12 Month Natural Gas Fund LP UNL United States Commodit 91288X109
ProShares UltraPro S&P 500 UPRO ProShares 74347X864
ProShares Ultra FTSE Europe UPV ProShares 74347X526
ProShares Ultra Utilities UPW ProShares 74347R685
Global X Uranium ETF URA Global X 37954Y871
ProShares Ultra Real Estate URE ProShares 74347X625
VanEck Vectors Double Long Euro ETN URR Van Eck Associates Corp617480272
iShares MSCI World ETF URTH Blackrock (iShares) 464286392
ProShares UltraPro Russell2000 URTY ProShares 74347X799
United States Agriculture Index Fund USAG United States Commodit 911718203
American Energy Independence ETF USAI SL Advisors 26922A552
United States Commodity Index Fund USCI United States Commodit 911717106
ProShares Ultra Semiconductors USD ProShares 74347R669
WisdomTree Bloomberg U.S. Dollar Bullish Fund USDU Wisdom Tree 97717W471
PowerShares Russell 1000 Enhanced Equal Weight USEQ Invesco Powershares 73937B324
WisdomTree Bloomberg Floating Rate Treasury F USFR Wisdom Tree 97717X628
iShares Broad USD High Yield Corporate Bond E USHY Blackrock (iShares) 46435U853
United States 12 Month Oil Fund LP USL United States Commodit 91288V103
PowerShares Russell 1000 Low Beta Equal Weight USLB Invesco Powershares 73937B472
VelocityShares 3x Long Silver ETN linked to the USLV Velocity Shares 22539T597
Principal U.S. Mega-Cap Multi-Factor Index ETF USMC Principal Financial Servi 74255Y870
WisdomTree U.S. Multifactor Fund USMF Wisdom Tree 97717Y857
iShares Edge MSCI Min Vol USA ETF USMV Blackrock (iShares) 46429B697
United States Oil Fund LP USO United States Commodit 91232N108
United States 3x Short Oil Fund USOD United States Commodit 91733T406
X-Links Crude Oil Shares Covered Call ETN USOI Credit Suisse 22539T266
United States 3x Oil Fund USOU United States Commodit 91733T307
iShares Core U.S. REIT ETF USRT Blackrock (iShares) 464288521
ProShares Ultra 7-10 Year Treasury UST ProShares 74347R180
375033264.xls
547

US74347R1721 01/19/2010 0.95 Bonds
US17326E2330 12/12/2017 1.5 Currency
US73936D2062 02/20/2007 0.8 Currency
US17326E4807 12/12/2017 1.5 Currency
US17326E1597 12/12/2017 1.5 Currency
US90291F6007 10/24/2017 0.4 Bonds
US74348A7072 04/13/2011 1.31 Bonds
US17326E6620 12/12/2017 1.5 Currency
US17325K7431 08/15/2017 1.5 Bonds
US74347W8745 11/24/2008 0.95 Currency
US78467V7073 10/09/2013 0.2 Bonds
US91288X1090 11/18/2009 0.9 Commodities & Metals
US6174802727 05/06/2008 0.65 Currency
US97717W4713 12/18/2013 0.5 Currency
US97717X6287 02/04/2014 0.15 Bonds
US46435U8532 10/25/2017 0.22 Bonds
US91232N1081 04/10/2006 0.72 Commodities & Metals
US74347R1804 01/19/2010 0.95 Bonds
375033264.xls
548
Not Applicable UBS Bloomberg CMCI Ene ETRACS CMCI Energy Total Return is designed to track the performance of
Not Applicable MSCI Brazil 25/50 Capp ProShares Ultra MSCI Brazil Capped seeks daily investment results, before
Not Applicable S&P GSCI Brent Crude OThe ETNs are linked to the daily performance of the S&P GSCI Brent Crude
Not Applicable ICE U.S. Treasury 20+ Y ProShares Ultra 20+ Year Treasury seeks daily investment results, before fe
Not Applicable Dow Jones US ConsumerProShares Ultra Consumer Services seeks daily investment results before fe
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long CHF vs. USD Index ETN will provide inve
Not Applicable UBS Bloomberg CMCI Com ETRACS CMCI Total Return is designed to track the performance of the UBS
Not Applicable UBS Bloomberg CMCI TotThe ETRACS CMCI Total Return ETN Series B is designed to track the perfo
Not Applicable Bloomberg WTI Crude OiProShares Ultra Bloomberg Crude Oil seeks daily investment results, before
Not Applicable QS DBI US Diversified I Legg Mason US Diversified Core ETF seeks to track the investment results o
Not Applicable Deutsche Bank Short USThe PowerShares DB US Dollar Bearish Fund (Symbol: UDN) is based on th
Not Applicable Dow Jones Industrial Av ProShares UltraPro Dow30 seeks daily investment results before fees and e
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long EUR vs. USD Index ETN will provide inve
Not Applicable MSCI Emerging Markets USAA MSCI Emerging Markets Value Momentum Blend Index ETF seeks to
Not Applicable Gasoline - NYMEX tradedThe investment objective of UGA is for the changes in percentage terms of t
Not Applicable S&P GSCI Natural Gas I The VelocityShares 3x Long Natural Gas ETNs linked to the S&P GSCI Natu
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long GBP vs. USD Index ETN will provide inve
Not Applicable Dow Jones US ConsumerProShares Ultra Consumer Goods seeks daily investment results before fee
Not Applicable LBMA PM Gold Price ProShares Ultra Gold seeks daily investment results before fees and expens
Not Applicable S&P GSCIGold Index E The VelocityShares 3x Long Gold ETNs linked to the S&P GSCI Gold Index
Not Applicable Heating Oil - NYMEX fut The investment objective of UHN is for the changes in percentage terms of t
Not Applicable Not Applicable USAA Core Intermediate-Term Bond ETF seeks high current income without
Not Applicable MSCI World ex USA SeleUSAA MSCI International Value Momentum Blend Index ETF seeks to provid
Not Applicable Markit iBoxx $ Liquid HigProShares Ultra High Yield seeks daily investment results, before fees and e
Not Applicable VelocityShares Daily 4X The VelocityShares Daily 4X Long JPY vs. USD Index ETN will provide inves
Not Applicable Janus Velocity Long LIB The VelocityShares Long LIBOR ETNs are exchange-traded notes issued by
Not Applicable EUR/USD Exchange RatProShares Ultra Euro seeks daily investment results before fees and expens
Not Applicable Not Applicable The SPDR SSgA Ultra Short Term Bond ETF (the "Fund") seeks to provide c
Not Applicable MSCI USA Select Value USAA MSCI USA Value Momentum Blend Index ETF seeks to provide inves
Not Applicable S&P Midcap 400 Index ProShares UltraPro MidCap400 seeks daily investment results before fees a
Not Applicable Natural Gas - NYMEX traThe investment objective of UNG is for the changes in percentage terms of t
Not Applicable Natural Gas - NYMEX traThe investment objective of UNL is to have the changes in percentage terms
Not Applicable S&P 500 Index ProShares UltraPro S&P500 seeks daily investment results before fees and
Not Applicable FTSE Developed EuropeProShares Ultra FTSE Europe seeks daily investment results before fees an
Not Applicable Dow Jones US Utilities SProShares Ultra Utilities seeks daily investment results before fees and expe
Not Applicable Solactive Global Uraniu The Global X Uranium ETF seeks to provide investment results that correspo
Not Applicable Dow Jones US Real EstaProShares Ultra Real Estate seeks daily investment results before fees and
Not Applicable Double Long Euro Index VanEck Vectors Currency Exchange-Traded Notes are senior, unsecured de
Not Applicable MSCI World Index (DeveThe iShares MSCI World Index Fund seeks investment results that correspo
Not Applicable Russell 2000 Index ProShares UltraPro Russell2000 seeks daily investment results before fees
Not Applicable SummerHaven Dynamic Agr The United States Agriculture Index Fund (USAG) is an exchange-traded se
Not Applicable American Energy IndepeUSAI is passively managed, and seeks to track the American Energy Indepe
Not Applicable SummerHaven Dynamic T Che investment objective of USCI is to have the daily changes in percentage
Not Applicable Dow Jones U.S. SemiconProShares Ultra Semiconductors seeks daily investment results before fees
Not Applicable Bloomberg Dollar Spot I The WisdomTree Bloomberg U.S. Dollar Bullish Fund seeks to provide total
Not Applicable Russell 1000 Enhanced VThe PowerShares Russell 1000 Enhanced Equal Weight Portfolio (the "fund
Not Applicable Bloomberg U.S. TreasuryWisdomTree Bloomberg Floating Rate Treasury Fund seeks to track the pric
Not Applicable BofA Merrill Lynch U.S. The iShares Broad USD High Yield Corporate Bond ETF seeks to track the i
Not Applicable Crude Oil - NYMEX traded The investment objective of USL is to have the changes in percentage terms
Not Applicable Russell 1000 Low Beta EThe PowerShares Russell 1000 Low Beta Equal Weight Portfolio (Fund) is b
Not Applicable S&P GSCISilver Index E The VelocityShares 3x Long Silver ETNs linked to the S&P GSCI Silver Inde
Not Applicable Nasdaq US Mega Cap Sel The investment seeks to provide investment results that closely correspond,
Not Applicable WisdomTree U.S. MultifaThe WisdomTree U.S. Multifactor Fund seeks to track the investment results
Not Applicable MSCI USA Minimum Volati The iShares Edge MSCI Min Vol USA ETF seeks to track the investment res
Not Applicable Crude Oil - NYMEX traded The investment objective of USO is for the changes in percentage terms of i
Not Applicable Crude Oil - NYMEX traded The United States 3x Short Oil FundSM (USOD) is an exchange-traded prod
Not Applicable Credit Suisse Nasdaq W The Credit Suisse X-Links Crude Oil Shares Covered Call ETNs (such exch
Not Applicable Crude Oil - NYMEX traded The United States 3x Oil FundSM (USOU) is an exchange-traded product de
Not Applicable FTSE NAREIT Equity REThe iShares Core U.S. REIT ETF seeks to track the investment results of an
Not Applicable ICE U.S. Treasury 7-10 ProShares Ultra 7-10 Year Treasury seeks daily investment results, before fe
375033264.xls
549
he performance of the UBS Bloomberg CMCI Energy Index Total Return (the "Index"), less investor fees. The Index measures the collat
ent results, before fees and expenses, that correspond to two times (2x) the daily performance of the MSCI Brazil 25/50 Index. The MSC
GSCI Brent Crude Oil ER (the Index ). The Index is calculated according to the methodology of the S&P GSCI Index (the S&P GSCI ) a
results, before fees and expenses, that correspond to two times (2x) the daily performance of the ICE U.S. Treasury 20+ Year Bond Ind
nt results before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Consumer Services I
rmance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the "Index"), less investor fees. The Index is the first b
d to track the performance of the UBS Bloomberg Constant Maturity Commodity Index Total Return (the "Index"), less investor fees. The
ent results, before fees and expenses, that correspond to two times (2x) the daily performance of the Bloomberg WTI Crude Oil Subind
nvestment results of an index composed of publicly traded U.S. equity securities. The QS DBI US Diversified Index (the Index ) seeks to
DN) is based on the Deutsche Bank Short US Dollar Index (USDX ) Futures Index (DB Short USD Futures Index). The Index which is m
before fees and expenses that correspond to triple (300%) the daily performance of the Dow Jones Industrial Average Index.
dex ETF seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the MSCI Emer
centage terms of the units net asset value to reflect the changes in percentage terms of the price of gasoline as measured by the chang
he S&P GSCI Natural Gas Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through
results before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Consumer Goods Inde
e fees and expenses that correspond to twice (200%) the daily performance of gold bullion as measured by the U.S. Dollar p.m. fixing p
GSCI Gold Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau bra
centage terms of the units net asset value to reflect the changes in percentage terms of the price of heating oil as measured by the chan
nt income without undue risk to principal. Under normal market conditions, the portfolio will invest primarily in investment-grade corpora
TF seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the MSCI World ex US
before fees and expenses, that correspond to twice (200%) the daily performance of the Markit iBoxx $ Liquid High Yield Index.
ed notes issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The ETNs will provide investors with a cash
e fees and expenses that correspond to twice (200%) the U.S. Dollar price of the Euro.
seeks to provide current income consistent with preservation of capital and daily liquidity through short duration high quality investments
s to provide investment results that closely correspond, before fees and expenses, to the performance of the MSCI USA Select Value M
sults before fees and expenses that correspond to triple (300%) the daily performance of the S&P MidCap 400 Index.
centage terms of the units net asset value to reflect the changes in percentage terms of the price of natural gas delivered at the Henry H
percentage terms of the units net asset value reflect the changes in percentage terms of the spot price of natural gas delivered at the H
s before fees and expenses that correspond to triple (300%) the daily performance of the S&P 500
ults before fees and expenses that correspond to twice (200%) the daily performance of the FTSE Developed Europe All Cap Index. The
ore fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Utilities Index.
esults that correspond generally to the price and yield performance before fees and expenses of the Solactive Global Uranium Index.
s before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Real Estate Index.
nior, unsecured debt securities issued by Morgan Stanley that deliver exposure to the exchange rate of foreign currencies. The VanEck
sults that correspond generally to the price and yield performance, before fees and expenses, of the MSCI World Index. The Underlying
esults before fees and expenses that correspond to triple (300%) the daily performance of the Russell 2000 Index.
xchange-traded security that is designed to track, in percentage terms, the price movements of the SummerHaven Dynamic Agriculture
an Energy Independence Index before fees and expenses. Many ETFs that invest in energy infrastructure have substantial investments
ges in percentage terms of the Units net asset value ( NAV ) reflect the daily changes in percentage terms of the Index less USCI s exp
esults before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Semiconductors Index.
ks to provide total returns, before expenses, that exceed the performance of the Bloomberg Dollar Spot Index.
Portfolio (the "fund") is based on the Russell 1000 Enhanced Value Equal Weight Index (the "index"). The fund will invest at least 90% o
ks to track the price and yield performance, before fees and expenses, of the Bloomberg U.S. Treasury Floating Rate Bond Index.
eeks to track the investment results of an index composed of U.S. dollar-denominated, high yield corporate bonds. The Fund seeks to t
percentage terms of the units net asset value reflect the changes in percentage terms of the price of light sweet crude oil delivered to C
ortfolio (Fund) is based on the Russell 1000 Low Beta Equal Weight Index (Index). The Fund generally will invest at least 90% of its tota
P GSCI Silver Index ER (the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau b
osely correspond, before expenses, to the performance of the Nasdaq U.S. Mega Cap Select Leaders Index (the "index"). Under norma
investment results of companies with the highest composite scores based on two fundamental factors, value and quality measures, and
he investment results of an index composed of U.S. equities that, in the aggregate, have lower volatility characteristics relative to the br
centage terms of its units net asset value (NAV) to reflect the changes in percentage terms of the spot price of light sweet crude oil deliv
hange-traded product designed to inversely reflect three times (-3x) the movements of West Texas Intermediate (WTI) light, sweet crude
ETNs (such exchange traded notes, the "ETNs") are senior, unsecured debt securities issued by Credit Suisse AG, acting through its N
-traded product designed to reflect three times (3x) the daily price movements of West Texas Intermediate (WTI) light, sweet crude oil. U
ment results of an index composed of U.S. real estate equities. The FTSE NAREIT US Real Estate Index Series is designed to present
t results, before fees and expenses, that correspond to two times (2x) the daily performance of the ICE U.S. Treasury 7-10 Year Bond I
375033264.xls
550
measures the collateralized returns from a basket of seven futures contracts representing the energy sector. The commodity futures con
/50 Index. The MSCI Brazil 25/50 Index is a free-float-adjusted, market capitalization weighted index that is designed to measure the e
x (the S&P GSCI ) and is composed entirely of ICE Futures Europe ( ICE-Europe ) Brent crude oil futures contracts.
y 20+ Year Bond Index. The ICE U.S. Treasury 20+ Year Bond Index includes publicly- issued U.S. Treasury securities that have a rema
Consumer Services Index.
ce of the underlying index, the VelocityShares Daily 4X Long CHF vs. USD Index.
e Index is the first benchmark commodity index to diversify across both commodities and maturities. The Index measures the collaterali
s investor fees. The Index is the first benchmark commodity index to diversify across both commodities and maturities.
TI Crude Oil Subindex.
he Index ) seeks to provide exposure to equities of U.S. companies and is based on a proprietary methodology created and sponsored
The Index which is managed by DB Commodity Services LLC is a rules-based index composed solely of short USDX futures contracts.
ge Index.
ce of the underlying index, the VelocityShares Daily 4X Long EUR vs. USD Index.
e of the MSCI Emerging Markets Select Value Momentum Blend Index. The Index is comprised solely of securities issued by companies
sured by the changes in the price of the futures contract on unleaded gasoline delivered to the New York harbor traded on the New Yor
se ) acting through its Nassau branch. The ETNs seek to provide long exposure to three times (3x) the daily performance of the S&P G
ce of the underlying index, the VelocityShares Daily 4X Long GBP vs. USD Index.
nsumer Goods Index.
Dollar p.m. fixing price for delivery in London.
ough its Nassau branch. The ETNs seek to provide long exposure to three times (3x) the daily performance of the S&P GSCI Gold Index
easured by the changes in the price of the futures contract on heating oil (also know as No. 2 fuel) delivered to the New York harbor trad
ment-grade corporate debt and U.S. government securities. The fund may invest in government obligations (including U.S., state, and lo
e MSCI World ex USA Select Value Momentum Blend Index. The Index is designed to deliver exposure to equity market performance in
Yield Index.
e of the underlying index, the VelocityShares Daily 4X Long JPY vs. USD Index.
nvestors with a cash payment at scheduled maturity or upon early redemption or acceleration based on the performance of the Janus Ve
quality investments.
USA Select Value Momentum Blend Index. The Index is designed to deliver exposure to equity securities of large- and mid-capitalizatio
vered at the Henry Hub Louisiana as measured by the changes in the price of the futures contract on natural gas traded on the New Yor
as delivered at the Henry Hub Louisiana as measured by the changes in the average of the prices of 12 futures contracts on natural gas
e All Cap Index. The FTSE Developed Europe All Cap Index is a market-capitalization weighted index representing the performance of l
l Uranium Index.
ate Index.
ncies. The VanEck Vectors-Double Long Euro ETN seeks to track the performance of the Double Long Euro Index (DLONGEUR), less
dex. The Underlying Index is designed to measure the performance of equity securities in the top 85% of equity market capitalization, as
Dynamic Agriculture Index Total Return . USAG issues units that may be purchased and sold on the NYSE Arca. United States Agricultur
stantial investments in publicly traded partnerships such as MLPs, which can result in them being structured as C Corporations and the
dex less USCI s expenses. The Index is comprised of 14 futures contracts that will be selected on a monthly basis from a list of 27 poss
iconductors Index.
vest at least 90% of its total assets in securities that comprise the index. The index is composed of securities in the Russell 1000 Index
e Bond Index.
The Fund seeks to track the investment results of the BofA Merrill Lynch U.S. High Yield Constrained Index (the Underlying Index ), whi
de oil delivered to Cushing Oklahoma as measured by the changes in the average of the prices of 12 Futures Contracts on crude oil tra
least 90% of its total assets in common stocks that comprise the Index. The Index tracks the performance of stocks in the Russell 1000
rough its Nassau branch. The ETNs seek to provide long exposure to three times (3x) the daily performance of the S&P GSCI Silver In
dex"). Under normal circumstances, the fund invests at least 80% of its net assets, plus any borrowings for investment purposes, in equ
ality measures, and two technical factors, momentum and correlation.The WisdomTree U.S. Multifactor Index is comprised of 200 U.S.
ics relative to the broader U.S. equity market.
sweet crude oil delivered to Cushing Oklahoma as measured by the changes in the price of the futures contract for light sweet crude oil
TI) light, sweet crude oil. USOD issues shares that may be purchased and sold on the NYSE Arca. The investment objective of USOD is
acting through its Nassau Branch, that provide a return linked to the performance of the price return version of the Credit Suisse Nasda
ht, sweet crude oil. USOU issues shares that may be purchased and sold on the NYSE Arca. The investment objective of USOU is for th
designed to present investors with a comprehensive family of REIT performance indexes that spans the commercial real estate space a
ry 7-10 Year Bond Index. The ICE U.S. Treasury 7-10 Year Bond Index includes publicly- issued U.S. Treasury securities that have a rem
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mmodity futures contracts are diversified across five constant maturities from three months up to three years
ed to measure the equity market performance of the Brazilian market. The Index is divided into large- and mid-cap segments and targets
es that have a remaining maturity greater than twenty years and have $300 million or more of outstanding face value, excluding amoun
sures the collateralized returns from a basket of 26 commodity futures contracts representing the energy, precious metals, industrial me
ated and sponsored by QS Investors, LLC ( QS ). The Index is composed of U.S. companies that are included in the MSCI USA IMI Ind
X futures contracts. The USDX futures contract is designed to replicate the performance of being short the US Dollar against the follow
sued by companies in emerging market countries that have higher exposure to value and momentum factors while also maintaining mo
ded on the New York Mercantile Exchange that is the near month contract to expire except when the near month contract is within two w
mance of the S&P GSCI Natural Gas Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notional ca
&P GSCI Gold Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notional capital reinvestment at t
New York harbor traded on the New York Mercantile Exchange that is the near month contract to expire except when the near month con
g U.S., state, and local governments, their agencies and instrumentalities); mortgage- and asset-backed securities; corporate debt secu
rket performance in non-U.S. markets for issuers that have higher exposure to value and momentum factors while also maintaining mod
ance of the Janus Velocity Long LIBOR Index, subject to certain fees described in the prospectus available at the link below. The Janus
nd mid-capitalization U.S. issuers that have higher exposure to value and momentum factors while also maintaining moderate turnover
ded on the New York Mercantile Exchange that is the near month contract to expire except when the near month contract is within two w
racts on natural gas traded on the New York Mercantile Exchange consisting of the near month contact to expire and the contracts for th
he performance of large, mid and small cap companies in Developed European markets, including the UK. The index is comprised of a
(DLONGEUR), less investor fees(1). As the Index is two-times leveraged, for every 1% strengthening of the euro relative to the U.S. do
ket capitalization, as calculated by the index provider, in certain developed market countries.
ed States Agriculture Index Funds target is a portfolio of agriculture futures contracts designed to be an investment benchmark for agric
orporations and therefore subject them to U.S. Federal corporate income tax. The American Energy Independence ETF seeks to keep i
om a list of 27 possible futures contracts. The futures contracts that at any given time make up the Index are referred to herein as Ben
Russell 1000 Index exhibiting upward price momentum and fair valuations. The methodology employs a three-step screening process: F
derlying Index ), which is a rules- based index consisting of U.S. dollar- denominated, high yield (as defined by Merrill Lynch, Pierce, Fen
acts on crude oil traded on the New York Mercantile Exchange (the Benchmark Futures Contracts) consisting of the near month contrac
in the Russell 1000 Index exhibiting low beta characteristics. The Russell 1000 Low Beta Equal Weight Index is comprised of Russell 1
S&P GSCI Silver Index ER (the Index ) plus a daily accrual equal to the return that could be earned on a notional capital reinvestment
ent purposes, in equity securities that compose the index at the time of purchase. The index uses a quantitative model designed to iden
mprised of 200 U.S. companies with the highest composite scores based on two fundamental factors, value and quality measures, and t
ght sweet crude oil traded on the New York Mercantile Exchange (the NYMEX) less USOs expenses.
bjective of USOD is for the daily changes in percentage terms of its shares NAV to reflect three times the inverse (-3x) of the daily chan
Credit Suisse Nasdaq WTI Crude Oil FLOWS 106 Index (the "Index"). The ETNs may pay a variable monthly coupon based on the noti
ve of USOU is for the daily changes in percentage terms of its shares NAV to reflect three times (3x) the daily changes in percentage te
real estate space across the US economy. The index series provides investors with exposure to all investment and property sectors. In
rities that have a remaining maturity of greater than seven years and less than or equal to ten years and have $300 million or more of o
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552
egments and targets approximately 85% of free-float-adjusted market capitalization of the region.
e, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying Index must be fixed-rate and denominate
metals, industrial metals, agricultural and livestock sectors. In addition, the commodity futures contracts are diversified across five consta
MSCI USA IMI Index. The proprietary rules-based process initially groups this universe of securities into multiple investment categories
ar against the following currencies: Euro Japanese Yen British Pound Canadian Dollar Swedish Krona and Swiss Franc. You cannot inve
also maintaining moderate turnover and lower realized volatility than traditional capitalization weighted indexes.
ntract is within two weeks of expiration in which case it will be measured by the futures contract that is the next month contract to expire
ned on a notional capital reinvestment at the three month U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, less the
al reinvestment at the three month U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, less the daily investor fee. The
the near month contract is within two weeks of expiration in which case it will be measured by the futures contract that is the next mont
corporate debt securities; repurchase agreements; and other securities believed to have debt-like characteristics. The fund also may al
lso maintaining moderate turnover and lower realized volatility than traditional capitalization weighted indexes.
k below. The Janus Velocity Long LIBOR Index aims to approximate the daily performance of a hypothetical long investment in a compo
moderate turnover and lower realized volatility than traditional capitalization weighted indexes.
ntract is within two weeks of expiration in which case it will be measured by the futures contract that is the next month contract to expire
d the contracts for the following eleven months for a total of 12 consecutive months contracts except when the near month contract is w
x is comprised of approximately 1250 securities from 16 countries, and derived from the FTSE Global Equity Index Series (GEIS), whic
ative to the U.S. dollar, the level of the Index will generally increase by 2%, while for every 1% weakening of the euro relative to the U.S
benchmark for agriculture as an asset class. The Agriculture Index is composed of agriculture futures contracts on major exchanges in t
ETF seeks to keep its holdings of MLPs below the 25% threshold, since it seeks to be Regulated Investment Company or RIC-complian
d to herein as Benchmark Component Futures Contracts.
screening process: First, exclude securities with zero or negative earnings over past 12 months; second, screen for value stocks using a
l Lynch, Pierce, Fenner & Smith Incorporated (the Index Provider or BofA Merrill Lynch )) corporate bonds for sale in the U.S. The Un
near month contract to expire and the contracts for the following eleven months for a total of 12 consecutive months contracts except w
mprised of Russell 1000 stocks and has been designed to reflect the performance of securities exhibiting relatively low beta, where all in
apital reinvestment at the three month U.S. Treasury rate as reported on Bloomberg under ticker USB3MTA, less the daily investor fee.
del designed to identify equity securities of companies with the largest market capitalizations in the Nasdaq US 500 Large Cap Index (th
ity measures, and two technical factors, momentum and correlation.
x) of the daily changes in percentage terms of a specified short-term futures contract on light, sweet crude oil called the Benchmark Oi
n based on the notional option premiums, if any, generated by the Indexs hypothetical monthly sale of call options on the shares of the
es in percentage terms of a specified short-term futures contract on light, sweet crude oil called the Benchmark Oil Futures Contract , l
property sectors. In addition, the more narrowly focused property sector and sub-sector indexes provide the facility to concentrate comm
million or more of outstanding face value, excluding amounts held by the Federal Reserve. In addition, the securities in the Underlying I
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553
rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked securities, Treasury bills, cash manageme
d across five constant maturities from three months up to three years.
vestment categories based on industries. Within each of these investment categories, securities are weighted by market capitalization. T
anc. You cannot invest directly in an index. Ordinary brokerage commissions apply.
h contract to expire less UGAs expenses.

USB3MTA, less the daily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them to e
aily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them to efficiently express their
hat is the next month contract to expire less UHNs expenses.
he fund also may allocate up to 25% of its assets to high-yield corporate bonds and up to 20% to mortgage-backed or asset-backed sec
estment in a composite forward LIBOR rate, as if the composite forward LIBOR rate itself were an asset that could be invested in, subje
h contract to expire less UNGs expenses.

month contract is within two weeks of expiration in which case it will be measured by the futures contract that is the next month contract
Series (GEIS), which covers over 7,400 securities in 47 different countries and captures 98% of the worlds investable market capitalizat
o relative to the U.S. dollar, the Index will generally decrease by 2%. Investors may trade the ETN on an exchange at market price or re
major exchanges in the U.S. and Canada. The Agriculture Index attempts to maximize backwardation and minimize contango while using
ny or RIC-compliant and therefore not subject to U.S. Federal corporate income tax. The American Energy Independence Index is com
value stocks using an average of cash flow yield, earnings yield, and sales-to-price ratio and exclude the bottom decile; third, screen for
in the U.S. The Underlying Index is designed to provide a broad representation of the U.S. dollar- denominated high yield corporate bo
s contracts except when the near month contract is within two weeks of expiration in which case it will be measured by the futures contra
w beta, where all index constituents are weighted equally.
e daily investor fee. The ETNs are intended to provide traders with an exchange traded instrument enabling them to efficiently express t
Large Cap Index (the "parent index"), with higher weights given to securities that are less volatile.
the Benchmark Oil Futures Contract , less USODs expenses.

n the shares of the United States Oil Fund, LP (such shares the "USO Shares"). The ETNs are listed on the NASDAQ Stock Market und
Futures Contract , less USOUs expenses.
o concentrate commercial real estate exposure in more selected markets. The FTSE NAREIT All Equity REITs index contains all tax-qua
s in the Underlying Index must be fixed-rate and denominated in U.S. dollars. Excluded from the Underlying Index are inflation-linked se
375033264.xls
554
ls, cash management bills, any government agency debt issued with or without a government guarantee and zero-coupon issues that h
rket capitalization. The process then combines those investment categories with more highly correlated historical performance into a sm
t enabling them to efficiently express their market views on the NYMEX natural gas future.
ciently express their market views on the COMEX gold future
or asset-backed securities not sponsored by the U.S. government or agencies.
e invested in, subject to a long LIBOR floor and to the effects of carry, decay and a contract spread, all as described in the prospectus a
next month contract to expire and the contracts for the following eleven consecutive months less UNLs expenses.
e market capitalization.
at market price or receive, at maturity (including upon acceleration of the ETNs) or upon early redemption(2), a cash payment from the
ontango while using contracts in the liquid portions of the futures curve.
dence Index is comprised of U.S. and Canadian energy infrastructure companies, Master Limited Partnerships (MLPs) and General Par
ile; third, screen for securities with greater positive price momentum and exclude the bottom decile. The remaining stocks are then equa
h yield corporate bond market.

by the futures contracts that are the next month contract to expire and the contracts for the following eleven consecutive months less US
efficiently express their market views on the COMEX silver future.
Q Stock Market under the ticker symbol "USOI".
contains all tax-qualified REITs with more than 50 percent of total assets in qualifying real estate assets other than mortgages secured
e inflation-linked securities, Treasury bills, cash management bills, any government agency debt issued with or without a government gu
375033264.xls
555
oupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weighted by market capitalization, and the se
erformance into a smaller number of clusters. A cluster is a group of investment categories based on industry that have demonstrated a
d in the prospectus available at the link below. Investors should exercise caution in trading the ETNs between 3:00 p.m. and 4:00 p.m., N
h payment from the issuer based on Index performance, less investor fees(1).
Ps) and General Partners (GPs) of MLPs. Growing production of crude oil, natural gas and natural gas liquids is increasing the need for
tocks are then equally weighted. The fund and the index are rebalanced and reconstituted semi-annually.
tive months less USLs expenses. When calculating the daily movement of the average price of the 12 contracts each contract month w
mortgages secured by real property that also meet minimum size and liquidity criteria.
out a government guarantee and zero-coupon issues that have been stripped from coupon-paying bonds. The Underlying Index is weigh
375033264.xls
556
alization, and the securities in the Underlying Index are updated on the last business day of each month.
ave demonstrated a tendency to behave similarly (high correlation). Thereafter, each of these clusters is equally weighted in the Index t
.m. and 4:00 p.m., New York City time. During this time period, due to delays in the publication of the closing level of the applicable Inde
easing the need for new infrastructure to move, process and store this output. This in turn reduces the need for the U.S. to rely on impor
h contract month will be equally weighted.
rlying Index is weighted by market capitalization, and the securities in the Underlying Index are updated on the last business day of eac
375033264.xls
557
ghted in the Index to produce a highly diversified portfolio. QS anticipates that the number of component securities in the Index will rang
the applicable Index (which is based on Eurodollar futures trading as of 3:00 p.m. but is not published until after 4:00 p.m.), there is exp
U.S. to rely on imports to meet its energy needs. It is therefore anticipated that as the U.S. becomes ever more energy independent, this
business day of each month.
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558
n the Index will range from 2,200 to 2,500. The Index may include large, medium and small capitalization companies. The components
0 p.m.), there is expected to be uncertainty about the intrinsic value of the ETNs. The published intraday indicative value will not be bas
gy independent, this will benefit North American infrastructure businesses, MLPs and GPs.
375033264.xls
559
s. The components of the Index, and the degree to which these components represent certain industries, may change over time. The Ind
value will not be based on fully up-to-date information (which will not be available) during this time period, and trading prices during this
375033264.xls
560
e over time. The Index s components are reconstituted annually and rebalanced quarterly.
g prices during this time period are likely to diverge from the published intraday indicative value.
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561
USAA Core Short-Term Bond ETF USTB USAA 902900109

ETRACS CMCI Silver Total Return ETN USV UBS 902641794
USAA MSCI USA Small Cap Value Momentum BleUSVM USAA 90291F204
Reaves Utilities ETF UTES Virtus ETF Solutions 26923G806
iShares Edge MSCI Multifactor Utilities ETF UTLF Blackrock (iShares) 46435G631
Direxion Daily Utilities Bull 3X Shares UTSL Direxion Shares 25460E711
PowerShares DB US Dollar Index Bullish Fund UUP Invesco Powershares 73936D107
ProShares Ultra VIX Short-Term Futures ETF UVXY ProShares 74347W163
ProShares Ultra Russell2000 UWM ProShares 74347R842
VelocityShares 3x Long Crude Oil ETN UWT Velocity Shares 17325E291
ProShares Ultra Industrials UXI ProShares 74347R727
ProShares Ultra Financials UYG ProShares 74347X633
ProShares Ultra Basic Materials UYM ProShares 74347R776
Validea Market Legends ETF VALX Validea Capital Manage 26922A883
Cambria Value and Momentum ETF VAMO Cambria Funds 132061888
Vanguard Materials ETF VAW Vanguard 92204A801
Vanguard Small-Cap ETF VB Vanguard 922908751
Vanguard Small-Cap Growth ETF VBK Vanguard 922908595
Vident Core U.S. Bond Strategy ETF VBND Vident 26922A602
Vanguard Small-Cap Value ETF VBR Vanguard 922908611
Vanguard Intermediate-Term Corporate Bond ETFVCIT Vanguard 92206C870
Vanguard Long-Term Corporate Bond ETF VCLT Vanguard 92206C813
Vanguard Consumer Discretionary ETF VCR Vanguard 92204A108
Vanguard Short-Term Corporate Bond ETF VCSH Vanguard 92206C409
Vanguard Consumer Staples ETF VDC Vanguard 92204A207
Vanguard Energy ETF VDE Vanguard 92204A306
Vanguard FTSE Developed Markets ETF VEA Vanguard 921943858
AdvisorShares STAR Global Buy-Write ETF VEGA Advisor Shares 00768Y768
iShares MSCI Global Agriculture Producers ETF VEGI Blackrock (iShares) 464286350
Virtus Enhanced Short US Equity ETF VESH Virtus ETF Solutions 92790A306
Vanguard FTSE All-World ex-US ETF VEU Vanguard 922042775
Vanguard Financials ETF VFH Vanguard 92204A405
Virtus WMC Global Factor Opportunities ETF VGFO Virtus ETF Solutions 26923G848
Vanguard Intermediate-Term Government Bond E VGIT Vanguard 92206C706
Vanguard FTSE Europe ETF VGK Vanguard 922042874
Vanguard Long-Term Government Bond ETF VGLT Vanguard 92206C847
Vanguard Short-Term Government Bond ETF VGSH Vanguard 92206C102
Vanguard Information Technology ETF VGT Vanguard 92204A702
Vanguard Health Care ETF VHT Vanguard 92204A504
Vident International Equity Fund VIDI Vident 26922A404
Vanguard Dividend Appreciation ETF VIG Vanguard 921908844
Vanguard International Dividend Appreciation ETFVIGI Vanguard 921946810
VelocityShares VIX Short Term ETN VIIX Velocity Shares 22542D365
VelocityShares VIX Medium Term ETN VIIZ Velocity Shares 22542D787
Vanguard S&P Small-Cap 600 Growth ETF VIOG Vanguard 921932794
Vanguard S&P Small-Cap 600 ETF VIOO Vanguard 921932828
Vanguard S&P Small-Cap 600 Value ETF VIOV Vanguard 921932778
Vanguard Industrials ETF VIS Vanguard 92204A603
ProShares VIX Mid-Term Futures ETF VIXM ProShares 74347W338
ProShares VIX Short-Term Futures ETF VIXY ProShares 74347W171
SPDR S&P 1500 Value Tilt ETF VLU State Street (SPDR) 78464A128
iShares Edge MSCI USA Value Factor ETF VLUE Blackrock (iShares) 46432F388
REX VOLMAXX Long VIX WeeklyFutures Strateg VMAX REX Shares 301505772
Vanguard Mortgage-Backed Securities ETF VMBS Vanguard 92206C771
REX VOLMAXX Inverse VIX WeeklyFutures Strat VMIN REX Shares 301505830
Alpha Architect Value Momentum Trend ETF VMOT Alpha Architect 02072L508
Janus Short Duration Income ETF VNLA Janus 47103U886
VanEck Vectors Vietnam ETF VNM Van Eck Associates Corp92189F817
Vanguard REIT ETF VNQ Vanguard 922908553
Vanguard Global ex-U.S. Real Estate ETF VNQI Vanguard 922042676
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562
US9029001099 10/24/2017 0.35 Bonds

US73936D1072 02/20/2007 0.8 Currency
US26922A6029 10/16/2014 0.48 Bonds
US92206C8709 11/19/2009 0.07 Bonds
US92206C8139 11/19/2009 0.07 Bonds
US92206C4096 11/19/2009 0.07 Bonds
US92206C7065 11/19/2009 0.07 Bonds
US92206C8477 11/19/2009 0.07 Bonds
US92206C1027 11/19/2009 0.07 Bonds
US92206C7719 11/19/2009 0.07 Bonds
US47103U8861 11/16/2016 0.35 Bonds
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563
Not Applicable Not Applicable USAA Core Short-Term Bond ETF seeks high current income consistent with
Not Applicable UBS Bloomberg CMCI Silv ETRACS CMCI Silver Total Return is designed to track the performance of th
Not Applicable MSCI USA Small Cap SelUSAA MSCI USA Small Cap Value Momentum Blend Index ETF seeks to pr
Not Applicable Not Applicable The Reaves Utilities ETF (NASDAQ: UTES) seeks to provide total return thro
Not Applicable MSCI USA Utilities Diver The iShares Edge MSCI Multifactor Utilities ETF seeks to track the investme
Not Applicable S&P Utilities Select Sect The Direxion Daily Utilities Bull 3X Shares seeks daily investment results, be
Not Applicable Deutsche Bank Long US The PowerShares DB US Dollar Bullish Fund (Symbol: UUP) is based on the
Not Applicable S&P 500 VIX Short-Term ProShares Ultra VIX Short-Term Futures ETF seeks, on a daily basis, to prov
Not Applicable Russell 2000 Index ProShares Ultra Russell2000 seeks daily investment results before fees and
Not Applicable S&P GSCI Crude Oil Ind VelocityShares 3x Long Crude Oil ETN is an exchange-traded note issued b
Not Applicable Dow Jones US Industrial ProShares Ultra Industrials seeks daily investment results before fees and e
Not Applicable Dow Jones US Financial ProShares Ultra Financials seeks daily investment results before fees and ex
Not Applicable Dow Jones US Basic Mate ProShares Ultra Basic Materials seeks daily investment results before fees a
Not Applicable Not Applicable The Validea Market Legends ETF is an actively managed ETF that invests in
Not Applicable Not Applicable The Cambria Value and Momentum ETF (NYSE: VAMO) utilizes a quantitativ
Not Applicable MSCI US Investable MarkSeeks to track the performance of a benchmark index that measures the inv
Not Applicable CRSP US Small Cap Ind The Fund seeks to track the performance of a benchmark index that measur
Not Applicable CRSP U.S. Small Cap GrSeeks to track the performance of the CRSP U.S. Small Cap Growth Index w
Not Applicable Vident Core US Bond In The Vident Core U.S. Bond Strategy ETFTM (VBND) seeks to track the perf
Not Applicable CRSP U.S. Small Cap VaSeeks to track the performance of the CRSP U.S. Small Cap Value Index wh
Not Applicable Barclays US 5-10 Year CSeeks to provide a moderate and sustainable level of current income. Inves
Not Applicable Barclays US 10+ Year CoSeeks to provide a high and sustainable level of current income. Invests prim
Not Applicable Barclays Capital U.S. 1 Seeks to provide current income with modest price fluctuation. Invests prima
Not Applicable MSCI US Investable MarSeeks to track the performance of a benchmark index that measures the inv
Not Applicable FTSE Developed All CapVanguard FTSE Developed Markets ETF seeks to track the performance of
Not Applicable Not Applicable The AdvisorShares STAR Global Buy-Write ETF (VEGA) seeks consistent re
Not Applicable MSCI ACWI Select AgricuThe iShares MSCI Global Agriculture Producers Fund seeks investment resu
Not Applicable Not Applicable The Fund is an actively managed exchange-traded fund ( ETF ) that seeks t
Not Applicable FTSE All-World ex US In Seeks to track the performance of the FTSE All-World ex US Index. Provide
Not Applicable Not Applicable The Fund invests primarily in equity securities of U.S. and foreign issuers, in
Not Applicable Barclays Capital U.S. 3 Seeks to provide a moderate and sustainable level of current income. Inves
Not Applicable FTSE Developed EuropeVanguard FTSE Europe ETF seeks to track the performance of a benchmark
Not Applicable Barclays Capital U.S. L Seeks to provide a high and sustainable level of current income. Invests prim
Not Applicable Barclays Capital U.S. 1 Seeks to provide current income with modest price fluctuation. Invests prima
Not Applicable Vident International Equi The Vident International Equity FundTM (VIDI) seeks to track the performanc
Not Applicable NASDAQ US Dividend Ach Seeks to track the performance of the Dividend Achievers Select Index. Pro
Not Applicable NASDAQ International DiVanguard International Dividend Appreciation ETF seeks to track the perform
Not Applicable S&P 500 VIX Short-Term The VelocityShares Daily Long VIX Short-Term ETNs (the ETNs ) are senio
Not Applicable S&P 500 VIX Mid-Term FThe VelocityShares Daily Long VIX Medium-Term ETNs (the ETNs ) are sen
Not Applicable S&P Smallcap 600 GrowtInvests in stocks in the S&P Small-Cap 600 Growth Index composed of the g
Not Applicable S&P SmallCap 600 Inde Invests in stocks in the S&P Small-Cap 600 Index representing 600 smaller U
Not Applicable S&P Smallcap 600 ValueInvests in stocks in the S&P Small-Cap 600 Value Index composed of the va
Not Applicable MSCI US Investable Marke Seeks to track the performance of a benchmark index that measures the inv
Not Applicable S&P 500 VIX Mid-Term FThe CBOE Volatility Index (VIX) is a widely followed measure of the expecte
Not Applicable S&P 500 VIX Short-Term The CBOE Volatility Index (VIX) is a widely followed measure of the expecte
Not Applicable S&P 1500 Low Valuation The T SPDR S&P 1500 Value Tilt ETF seeks to provide investment results tha
Not Applicable MSCI USA Enhanced ValThe iShares Edge MSCI USA Value Factor ETF seeks to track the performan
Not Applicable Not Applicable The REX VolMAXX Long VIX Weekly Futures Strategy ETF provides long ex
Not Applicable Barclays Capital U.S. MBSeeks to provide a moderate and sustainable level of current income. Inves
Not Applicable Not Applicable The REX VolMAXX Inverse VIX Weekly Futures Strategy ETF provides inve
Not Applicable Alpha Architect Value M VMOT is a self-indexing fund that seeks to track the total return performance
Not Applicable Not Applicable Janus Short Duration Income ETF (VNLA) seeks to provide a steady income
Not Applicable Market Vectors Vietnam The Vietnam ETF seeks to replicate as closely as possible before fees and e
Not Applicable MSCI US REIT Index Invests in stocks issued by real estate investment trusts (REITs) companies
Not Applicable S&P Global ex-U.S. PropInvests in stocks in the S&P Global ex-U.S. Property Index representing real
375033264.xls
564
me consistent with preservation of principal. Under normal market conditions, the portfolio will invest primarily in corporate bonds and U
performance of the UBS Bloomberg CMCI Silver Total Return (the "Index"), less investor fees. The Index measures the collateralized r
x ETF seeks to provide investment results that closely correspond, before fees and expenses, to the performance of the MSCI USA Sm
de total return through a combination of capital appreciation and income, primarily through investments in equity securities of companie
track the investment results of an index composed of U.S. large- and mid-capitalization stocks in the Utilities sector that have favorable
stment results, before fees and expenses, of 300% of the performance of the Utilities Select Sector Index. The Utilities Select Sector In
UP) is based on the Deutsche Bank Long US Dollar Index (USD) Futures Index (DB Long USD Futures Index). The Index which is mana
daily basis, to provide investment results (before fees and expenses) that correspond to twice (2x) the performance of the S&P 500 VIX
ts before fees and expenses that correspond to twice (200%) the daily performance of the Russell 2000 Index.
ded note issued by Citigroup Global Markets Holdings Inc. and guaranteed by Citigroup Inc. The Note will provide investors with a cash
before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Industrials Index.
before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Financials Index.
sults before fees and expenses that correspond to twice (200%) the daily performance of the Dow Jones U.S. Basic Materials Index.
ETF that invests in equity securities selected using Validea Capitals proprietary investment system, which is based on our interpretation
tilizes a quantitative approach to actively manage a portfolio of domestic equities. Value factors have long been emphasized by investo
measures the investment return of stocks in the materials sector. Passively managed using a full-replication strategy when possible an
index that measures the investment return of small-capitalization stocks in the United States
ap Growth Index which measures the investment return of small-capitalization growth stocks. Provides a convenient way to match the p
s to track the performance of the Vident Core US Bond IndexTM. We believe this index strategy is an innovative alternative to common
ap Value Index which measures the investment return of small-capitalization value stocks. Provides a convenient way to match the per
ent income. Invests primarily in high-quality (investment-grade) corporate bonds. Moderate interest rate risk with a dollar-weighted ave
come. Invests primarily in high-quality (investment-grade) corporate bonds. Maintains a dollar-weighted average maturity of 10 to 25 y
measures the investment return of stocks in the consumer discretionary sector. Passively managed using a full-replication strategy wh
tion. Invests primarily in high-quality (investment-grade) corporate bonds. Maintains a dollar-weighted average maturity of 1 to 3 years.
measures the investment return of stocks in the consumer staples sector. Passively managed using a full-replication strategy when po
measures the investment return of stocks in the energy sector. Passively managed using a full-replication strategy when possible and
e performance of a benchmark index that measures the investment return of stocks issued by companies located in Canada and the ma
eeks consistent repeatable returns across all market cycles. VEGA is subadvised by Partnervest Advisory Services, LLC (Portfolio Man
ks investment results that correspond generally to the price and yield performance, before fees and expenses, of the MSCI ACWI Selec
ETF ) that seeks to provide inverse (opposite) exposure to investment returns of the broad U.S. large capitalization ( large cap ) equity m
US Index. Provides a convenient way to get broad exposure across developed and emerging non-U.S. equity markets around the world
measures the investment return of stocks in the financials sector. Passively managed using a full-replication strategy when possible an
foreign issuers, including emerging markets issuers, of any market capitalization. The principal types of equity securities in which the Fu
ent income. Invests primarily in government bonds. Moderate interest rate risk with a dollar-weighted average maturity of 5 to 10 years
ce of a benchmark index that measures the investment return of stocks issued by companies located in the major markets of Europe. T
come. Invests primarily in government bonds. Maintains a dollar-weighted average maturity of 10 to 25 years.
tion. Invests primarily in high-quality (investment-grade) U.S. government bonds. Maintains a dollar-weighted average maturity of 1 to 3
measures the investment return of stocks in the information technology sector. Passively managed using a full-replication strategy whe
measures the investment return of stocks in the health care sector. Passively managed using a full-replication strategy when possible
ack the performance of the Vident International Equity IndexTM (VIE). This strategy provides international equity diversification.
Select Index. Provides a convenient way to track the performance of stocks of companies with a record of growing their dividends year
o track the performance of a benchmark index that measures the investment return of non-U.S. companies that have a history of increa
ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on the ETN
he ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on the E
composed of the growth companies in the S&P 600. Focuses on closely tracking the index s return which is considered a gauge of ove
nting 600 smaller U.S. companies. Focuses on closely tracking the index s return which is considered a gauge of overall U.S. small-cap
omposed of the value companies in the S&P 600. Focuses on closely tracking the index s return which is considered a gauge of overal
measures the investment return of stocks in the industrials sector. Passively managed using a full-replication strategy when possible a
sure of the expected volatility of the S&P 500. Since the VIX is not directly investable S&P 500 volatility exposure is often achieved throu
ure of the expected volatility of the S&P 500. Since the VIX is not directly investable S&P 500 volatility exposure is often achieved throu
stment results that, before fees and expenses, correspond generally to the total return performance of an index that tracks the performa
rack the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics
F provides long exposure to the VIX Index by holding a combination of VIX futures contracts that are near to expiration. As illustrated be
ent income. Invests primarily in U.S. agency mortgage-backed pass-through securities issued by Ginnie Mae (GNMA) Fannie Mae (FNM
ETF provides inverse exposure to the VIX Index by holding a combination of VIX futures contracts that are near to expiration. As il-lustra
eturn performance, before fees and expenses, of the Alpha Architect Value Momentum Trend Index (the Index ). VMOT is a fund-of-fun
e a steady income stream with capital preservation across various market cycles. The Fund seeks to consistently outperform the LIBOR
before fees and expenses the price and yield performance of the Market Vectors Vietnam Index.
REITs) companies that purchase office buildings hotels and other real property. Goal is to closely track the return of the MSCI US REIT I
x representing real estate investment trusts in more than 30 countries. Provides a convenient way to get broad exposure across interna
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565
porate bonds and U.S. Treasury bonds. The fund may invest in government obligations (including U.S., state, and local governments, th
the collateralized returns from a basket of silver futures contracts. The commodity futures contracts are diversified across five constant
f the MSCI USA Small Cap Select Value Momentum Blend Index. The Index is designed to deliver exposure to equity securities of smal
curities of companies in the utility sector. UTES is an actively-managed ETF. The portfolio management team relies on both qualitative p
hat have favorable exposure to target style factors subject to constraints. The MSCI USA Utilities Diversi ed Multiple-Factor Capped Ind
ies Select Sector Index (IXUTR) is provided by S&P Dow Jones Indices and includes domestic companies from the utilities sector which
ndex which is managed by DB Commodity Services LLC is a rules-based index composed solely of long USDX futures contracts. The U
of the S&P 500 VIX Short-Term Futures Index. This Ultra ProShares ETF seeks a return that is 2x the return of an index or other bench
vestors with a cash payment at the scheduled maturity or early redemption or acceleration based on the performance of the underlying
Materials Index.
on our interpretation of the published investment strategies of Wall Street legends. All US-traded stocks meeting specific liquidity require
phasized by investors as key predictors of a company s strength. Likewise, momentum factors have historically been complementary to
gy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that extract or process raw ma
t way to match the performance of a diversified group of small growth companies. Follows a passively managed full-replication approac
ernative to common debt indexes, which can sometimes be overexposed to the largest debtors. Concentrated positions in bonds backe
ay to match the performance of a diversified group of small value companies. Follows a passively managed full-replication approach.
dollar-weighted average maturity of 5 to 10 years
aturity of 10 to 25 years.
lication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that manufacture
urity of 1 to 3 years.
n strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that provide direct-to-c
when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies involved in the exploration and p
Canada and the major markets of Europe and the Pacific region. The FTSE Developed All Cap ex US Index is a market-capitalization-w
LLC (Portfolio Manager). The portfolio manager seeks to achieve the investment objective by using a proprietary strategy known as Vo
e MSCI ACWI Select Agriculture Producers Investable Market Index. The MSCI ACWI Select Agriculture Producers Investable Market In
large cap ) equity market by selling S&P 500 futures contracts and S&P Select Sector futures contracts and/or engaging in short sales
ets around the world. Passively managed using index sampling.
gy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that provide financial services.
ities in which the Fund invests are common and preferred stock, American Depositary Receipts (ADRs) and Global Depositary Receipts
rity of 5 to 10 years.
arkets of Europe. The FTSE Developed Europe All Cap Index is designed to measure the broad performance of developed European e
age maturity of 1 to 3 years.

ication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that serve the ele
egy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies involved in providing medica
ersification.
their dividends year over year. Follows a passively managed full-replication approach.
e a history of increasing dividends. The NASDAQ International Dividend Achievers Index is comprised of non-US incorporated securities
he return on the ETNs is linked to the daily performance of the S&P 500 VIX Short-Term Futures Index ER less the investor fee. The E
The return on the ETNs is linked to the daily performance of the S&P 500 VIX Mid-Term utures Index ER less the investor fee. The ET
ered a gauge of overall U.S. small-cap growth stock returns. Offers high potential for investment growth; share value rises and falls mor
verall U.S. small-cap stock returns. Offers high potential for investment growth; share value rises and falls more sharply than that of fun
d a gauge of overall U.S. small-cap value stock returns. Offers high potential for investment growth; share value rises and falls more sh
gy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that convert unfinished goods
often achieved through VIX futures. Each of the VIX futures indexes measures the movements of a combination of VIX futures and is de
ften achieved through VIX futures. Each of the VIX futures indexes measures the movements of a combination of VIX futures and is des
tracks the performance of U.S. equity securities exhibiting value characteristics. The S&P 1500 Low Valuation Tilt Index applies an alt
alue characteristics and relatively lower valuations, before fees and expenses.
on. As illustrated below, the amount by which movements in the VIX Index have impacted the price of a VIX futures contract, also referr
A) Fannie Mae (FNMA) and Freddie Mac (FHLMC). Moderate interest rate risk with a dollar-weighted average maturity of 3 to 10 years
xpiration. As il-lustrated below, the amount by which movements in the VIX Index have impacted the price of a VIX futures contract, also
MOT is a fund-of-funds ETFs and primarily invests in four ETFs managed by the Investment Advisor the ETFs can be grouped into ETFs
tperform the LIBOR 3-month rate by a moderate amount through various market cycles while at the same time providing low volatility. J
he MSCI US REIT Index a gauge of real estate stocks. Offers high potential for investment income and some growth; share value rises
sure across international REIT equity markets. Focuses on closely tracking the index s return which is considered a gauge of overall no
375033264.xls
566
cal governments, their agencies and instrumentalities); mortgage- and asset-backed securities; corporate debt securities; repurchase ag
across five constant maturities from three months up to three years.
y securities of small-capitalization U.S. issuers that have higher exposure to value and momentum factors while also maintaining moder
on both qualitative processes (management interviews, field research, macro factor analysis) and quantitative processes (modeling, valu
-Factor Capped Index is based on the MSCI USA Utilities Index, its parent index, which includes US large and mid-cap securities classi
utilities sector which includes the following industries: electric utilities; multi-utilities; water utilities; independent power producers and en
res contracts. The USD futures contract is designed to replicate the performance of being long the US Dollar against the following curre
ndex or other benchmark (target) for a single day, as measured from one NAV calculation to the next.
ce of the underlying index, S&P GSCI Crude Oil Index ER. The return on the ETNs of each series will be based on the performance of th
cific liquidity requirements are scored across more than twenty unique investment models, but only the top-scoring individual stocks, ran
n complementary to a portfolio sorted on value. Value and Momentum combines the two factors and additionally can tactically hedge the
t or process raw materials.
-replication approach.
ons in bonds backed by the U.S. can result in significant duration risk and the potential for negative real returns in a rising rate environm
ication approach.
ies that manufacture products and provide services that consumers purchase on a discretionary basis.
at provide direct-to-consumer products that based on consumer spending habits are considered nondiscretionary.
e exploration and production of energy products such as oil natural gas and coal.
arket-capitalization-weighted index that is made up of approximately 3,700 common stocks of large-, mid-, and small-cap companies loc
ategy known as Volatility Enhanced Global Appreciation ( VEGA ). VEGA employs a Buy-Write or Covered Call overlay for their globa
nvestable Market Index measures the equity performance of companies in both developed and emerging markets that are primarily eng
aging in short sales of U.S. equity ETFs and other U.S. equity securities.
e financial services.
Depositary Receipts (GDRs). The Fund may also invest in equity interests in real estate investment trusts (REITs) of U.S. and foreign is
veloped European equity markets. The FTSE Developed Europe All Cap Index is designed to hold stocks of companies located in Austri
es that serve the electronics and computer industries or that manufacture products based on the latest applied science.
in providing medical or health care products services technology or equipment.
orporated securities with at least five consecutive years of increasing regular dividend payments. Includes an all-cap universe of develo
investor fee. The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their market views on t
nvestor fee. The ETNs provide traders with an exchange traded strument enabling them to efficiently express their market views on the
e rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is ess
rply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
es and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essentia
ert unfinished goods into finished durables used to manufacture other goods or provide services.
IX futures and is designed to track changes in the expectation for VIX over a specific time window in the future. As a result the S&P 500
X futures and is designed to track changes in the expectation for VIX over a specific time window in the future. As a result the S&P 500
ndex applies an alternative weighting methodology to the S&P Composite 1500 Index so that stocks with relatively low valuations (i.e.,
contract, also referred to as beta, has historically increased as a contract is closer to maturity. By holding a portion of weekly VIX futu
rity of 3 to 10 years.
utures contract, also referred to as beta, has historically increased as a contract is closer to maturity. By holding a portion of weekly VI
e grouped into ETFs that use a quantitative momentum investment strategy (QMOM and IMOM) and those that use a quantitative value
iding low volatility. Janus Short Duration Income ETF is an actively managed fixed income ETF with the potential to deliver returns abov
h; share value rises and falls more sharply than that of funds holding bonds. Appropriate for helping diversify the risks of stocks and bo
a gauge of overall non-U.S. REIT returns. Offers high potential for investment growth; share value rises and falls more sharply than that
375033264.xls
567
rities; repurchase agreements; and other securities believed to have debt-like characteristics. The fund also may allocate up to 20% of i
o maintaining moderate turnover and lower realized volatility than traditional capitalization weighted indexes.
sses (modeling, valuation, technicals) to inform investment decisions.
cap securities classi ed in the Utilities sector as per the Global Industry Classi cation Standard (GICS). The index is constructed by apply
er producers and energy trades; and gas utilities.
t the following currencies: Euro Japanese Yen British Pound Canadian Dollar Swedish Krona and Swiss Franc. You cannot invest direc
he performance of the S&P GSCI Crude Oil Index ER (the Index ) during the term for such series of ETNs. Each series of ETNs tracks
ndividual stocks, ranked according to the manager s best-performing risk-adjusted guru -based models, will be held within the portfolio.
tactically hedge the equity portfolio with strict risk control methods that are completely systematic. The manager believes that a focus o
rising rate environment.
-cap companies located in Canada and the major markets of Europe and the Pacific region. The top countries represented include Japa
verlay for their global allocation strategy using Exchange Traded Products (ETPs). The strategy simultaneously writes (sells) a call optio
at are primarily engaged in the business of agriculture at or near the initial phase of agricultural input and production.
U.S. and foreign issuers. The fund can invest in Futures and use FX forwards.
ies located in Austria Belgium Denmark Finland France Germany Greece Ireland Italy the Netherlands Norway Portugal Spain Sweden
p universe of developed and emerging stocks excluding the U.S. that have a history of increasing dividends for at least seven consecuti
r market views on the short-term futures contracts on the CBOE SPX Volatility Index (the VIX ). The ETNs do not guarantee any return
market views on the medium-term futures contracts on the CBOE SPX Volatility Index (the VIX ). The ETNs do not guarantee any return
oney s growth is essential.
s growth is essential.
a result the S&P 500 VIX Mid-Term Futures Index and VIXM can be expected to perform differently than the VIX.
result the S&P 500 VIX Short-Term Futures Index and VIXY can be expected to perform differently than the VIX.
ow valuations (i.e., relatively "cheap") are overweight relative to the S&P Composite 1500 Index and stocks with relatively high valuation
n of weekly VIX futures contracts and targeting a weighted average time to expiration of less than one month, the fund seeks to achieve
portion of weekly VIX futures contracts and targeting a weighted average time to expiration of less than one month, the fund seeks to ac
a quantitative value investment strategy (QVAL and IVAL). The four ETFs are weighted with a risk-parity approach.
deliver returns above cash. The strategy seeks to provide a steady income stream with low volatility and capital preservation across eco
ks of stocks and bonds in a portfolio.

re sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
375033264.xls
568
ocate up to 20% of its assets to high-yield corporate bonds and up to 20% to mortgage-backed or asset-backed securities not sponsore
constructed by applying the standard methodology of the MSCI Diversi ed Multiple-Factor Indexes. Subsequently, the issuer-level weigh
cannot invest directly in an index. Ordinary brokerage commissions apply.
ies of ETNs tracks the daily performance of the Index. The Index tracks a hypothetical position in the nearest-to-expiration NYMEX ligh
within the portfolio.

eves that a focus on all three factors value, momentum, and tactical hedging, produces a portfolio of companies that offer strong chara
sented include Japan, United Kingdom, Canada, France, Germany, Switzerland, and Australia.
s (sells) a call option against each position in order to seek cumulative price appreciation from the portfolio s global exposure, while gen
ugal Spain Sweden Switzerland and the United Kingdom. Follows a passively managed full-replication approach.
ast seven consecutive years. Excludes stocks that might have low potential for increasing dividends & REITs, which generally do not be
guarantee any return of principal at maturity and do not pay any interest during their term
guarantee any return of principal at maturity and do not pay any interest during their term.
atively high valuations (i.e., relatively "rich") are underweight.
nd seeks to achieve a beta to VIX that is higher than similar strategies that hold VIX futures contracts with a weighted average time to ex
he fund seeks to achieve an inverse beta to VIX that is higher than similar strategies that hold VIX futures contracts with a weighted av
ervation across economic cycles. Rather than tracking a benchmark, the Fund is designed to move beyond conventional constraints an
375033264.xls
569
urities not sponsored by the U.S. government or agencies.
e issuer-level weights of the constituents of this derived index are capped at 25%, in accordance with the MSCI Capped Indexes metho
iration NYMEX light sweet crude oil futures contract, which is rolled each month into the futures contract expiring in the next month. The
at offer strong characteristics, with the potential added benefit of lower volatility and protecting against market downturns.
exposure, while generating a consistent income stream from the sale of covered call and/or cash-secured put options. When volatility is
generally do not benefit from currently favorable tax rates on qualified dividends.
d average time to expiration of one month or longer.
with a weighted average time to expiration of one month or longer.
ional constraints and provide positive absolute returns. The strategy can also act as a traditional fixed income diversifier and potentially
375033264.xls
570
ped Indexes methodology.
the next month. The value of the Index fluctuates with changes in the price of the relevant NYMEX light sweet crude oil futures contract
s. When volatility is low the portfolio manager buys protective put options to manage downside risk.
sifier and potentially reduce risk in an investor s portfolio.
375033264.xls
571
oil futures contracts. The Index is determined, composed and calculated by S&P Dow Jones Indices LLC (the Index Sponsor ).
375033264.xls
572
ex Sponsor ).
375033264.xls
573
Vanguard Mid-Cap ETF VO Vanguard 922908629

Vanguard Mid-Cap Value ETF VOE Vanguard 922908512
Vanguard Russell 1000 VONE Vanguard 92206C730
Vanguard Russell 1000 Growth ETF VONG Vanguard 92206C680
Vanguard Russell 1000 Value VONV Vanguard 92206C714
Vanguard S&P 500 ETF VOO Vanguard 922908363
Vanguard S&P 500 Growth ETF VOOG Vanguard 921932505
Vanguard S&P 500 Value ETF VOOV Vanguard 921932703
Vanguard Mid-Cap Growth ETF VOT Vanguard 922908538
Vanguard Telecommunication Services ETF VOX Vanguard 92204A884
Vanguard FTSE Pacific ETF VPL Vanguard 922042866
Vanguard Utilities ETF VPU Vanguard 92204A876
Barclays ETN+ ETNs Linked to the S&P 500 Dy VQT Barclays iPath 06740C337
PowerShares Variable Rate Investment Grade PortVRIG Invesco Powershares 73935B862
PowerShares Variable Rate Preferred Portfolio VRP Invesco Powershares 73937B597
Victoryshares Dividend Accelerator ETF VSDA VictoryShares 92647N667
VictoryShares US Multi-Factor Minimum Volatility VSMV VictoryShares 92647N691
Vanguard FTSE All World ex-US Small-Cap ETF VSS Vanguard 922042718
Vanguard Total World Stock ETF VT Vanguard 922042742
Vanguard Total Corporate Bond Fund VTC Vanguard 92206C573
Vanguard Tax-Exempt Bond ETF VTEB Vanguard 922907746
Vanguard Russell 3000 VTHR Vanguard 92206C599
Vanguard Total Stock Market ETF VTI Vanguard 922908769
Vanguard Short-Term Inflation-Protected Securiti VTIP Vanguard 922020805
Vanguard Value ETF VTV Vanguard 922908744
Vanguard Russell 2000 Growth VTWG Vanguard 92206C623
Vanguard Russell 2000 VTWO Vanguard 92206C664
Vanguard Russell 2000 Value VTWV Vanguard 92206C649
Vanguard Growth ETF VUG Vanguard 922908736
Vident Core US Equity ETF VUSE Vident 26922A503
Vanguard Large-Cap ETF VV Vanguard 922908637
Vanguard FTSE Emerging Markets ETF VWO Vanguard 922042858
Vanguard Emerging Markets Government Bond E VWOB Vanguard 921946885
Vanguard Extended Market ETF VXF Vanguard 922908652
Vanguard Total International Stock ETF VXUS Vanguard 921909768
iPATH S&P 500 VIX Short-Term Futures ETN VXX Barclays iPath 06746L422
iPATH S&P 500 VIX Mid-Term Futures ETN VXZ Barclays iPath 06740Q260
Vanguard High Dividend Yield ETF VYM Vanguard 921946406
Vanguard International High Dividend Yield ETF VYMI Vanguard 921946794
WBI SMID Tactical Growth Shares WBIA WBI Shares 00400R106
WBI SMID Tactical Value Shares WBIB WBI Shares 00400R205
WBI SMID Tactical Yield Shares WBIC WBI Shares 00400R304
WBI SMID Tactical Select Shares WBID WBI Shares 00400R403
WBI Large Cap Tactical Growth Shares WBIE WBI Shares 00400R502
WBI Large Cap Tactical Value Shares WBIF WBI Shares 00400R601
WBI Large Cap Tactical Yield Shares WBIG WBI Shares 00400R700
WBI Tactical High Income Shares WBIH WBI Shares 00400R882
WBI Tactical Income Shares WBII WBI Shares 00400R874
WBI Large Cap Tactical Select Shares WBIL WBI Shares 00400R809
WBI Tactical Rotation Shares WBIR WBI Shares 00400R866
WBI Power Factor High Dividend ETF WBIY WBI Shares 00400R858
SPDR S&P Global Dividend ETF WDIV State Street (SPDR) 78463X459
Direxion Daily Regional Banks Bear 3x Shares WDRW Direxion Shares 25460E802
WisdomTree Managed Futures Strategy Fund WDTI Wisdom Tree 97717W125
The WEAR ETF WEAR Exchange Traded Conce30151E707
Teucrium Wheat Fund WEAT Teucrium 88166A508
iPath Pure Beta Grains ETN WEET Barclays iPath 06740P270
WisdomTree U.S. Export and Multinational Fund WEXP Wisdom Tree 97717X453
WisdomTree Fundamental U.S. High Yield CorporWFHY Wisdom Tree 97717X172
WisdomTree Fundamental U.S. Corporate Bond WFIG Wisdom Tree 97717X198
375033264.xls
574

US73935B8625 09/22/2016 0.3 Bonds
US92206C5739 11/07/2017 0.07 Bonds
US9229077469 08/18/2015 0.09 Bonds
US9220208055 10/16/2012 0.07 Bonds
US9219468850 06/04/2013 0.32 Bonds
US00400R1068 08/27/2014 1 Equities (Stocks)
US97717W1255 01/05/2011 0.65 Other Asset Types
US97717X1726 04/27/2016 0.38 Bonds
US97717X1981 04/27/2016 0.18 Bonds
375033264.xls
575
Not Applicable CRSP US Mid Cap IndexThe Fund seeks to track the performance of a benchmark index that measur
Not Applicable CRSP U.S. Mid Cap ValuSeeks to track the performance of the CRSP U.S. Mid Cap Value Index whic
Not Applicable Russell 1000 Index Invests in stocks in the Russell 1000 Index a broadly diversified index made
Not Applicable Russell 1000 Growth Ind Invests in stocks in the Russell 1000 Growth Index a broadly diversified inde
Not Applicable Russell 1000 Value Inde Invests in stocks in the Russell 1000 Value Index a broadly diversified index
Not Applicable S&P 500 Index Invests in stocks in the S&P 500 Index representing 500 of the largest U.S. c
Not Applicable S&P 500 Growth Index Invests in stocks in the Standard & Poor s 500 Growth Index composed of th
Not Applicable S&P 500 Value Index Invests in stocks in the S&P 500 Value Index composed of the value compan
Not Applicable CRSP U.S. Mid Cap Grow Seeks to track the performance of the CRSP U.S. Mid Cap Growth Index wh
Not Applicable FTSE Developed Asia Pac Vanguard FTSE Pacific ETF seeks to track the performance of a benchmark
Not Applicable MSCI US Investable Marke Seeks to track the performance of a benchmark index that measures the inv
Not Applicable S&P 500 dynamic VEQTOR The Barclays ETn+ s&P VEQTOr ETns (the ETns ) are senior, unsecured d
Not Applicable Not Applicable The PowerShares Variable Rate Investment Grade Portfolio (the "Fund") is a
Preferred Stock Wells Fargo Hybrid and PThe PowerShares Variable Rate Preferred Portfolio will generally invest at le
Not Applicable Nasdaq Victory Dividend VictoryShares Dividend Accelerator ETF tracks the Nasdaq Victory Dividend
Not Applicable Nasdaq Victory US Multi-The VictoryShares US Multi-Factor Minimum Volatility ETF offers exposure t
Not Applicable FTSE Global Small Cap Attempts to track the performance of the FTSE Global Small Cap ex US Inde
Not Applicable FTSE Global All Cap Ind Invests in more than 3000 stocks representative of the whole U.S. market. G
Not Applicable Bloomberg Barclays U.S.Vanguard Total Corporate Bond ETF seeks to track the performance of a bro
Not Applicable S&P National AMT-Free Vanguard Tax-Exempt Bond Index ETF seeks to track the performance of a
Not Applicable Russell 3000 Index Invests in 3000 stocks representative of 98% of the whole U.S. market. Goa
Not Applicable CRSP US Total Market I Vanguard Total Stock Market ETF seeks to track the performance of a bench
Not Applicable Barclays Capital U.S. TreThe Vanguard Short-Term Inflation-Protected Securities Index ETF seeks to
Not Applicable CRSP U.S. Large Cap VaSeeks to track the performance of the CRSP U.S. Large Cap Value Index wh
Not Applicable Russell 2000 Growth Ind Invests in stocks in the Russell 2000 Growth Index a broadly diversified inde
Not Applicable Russell 2000 Index Invests in stocks in the Russell 2000 Index a broadly diversified index predo
Not Applicable Russell 2000 Pure Value Invests in stocks in the Russell 2000 Pure Value Index a broadly diversified i
Not Applicable CRSP U.S. Large Cap GrSeeks to track the performance of the CRSP U.S. Large Cap Growth Index.
Not Applicable VIUSX Index Vident Core US Equity ETF is an exchange-traded fund incorporated in the U
Not Applicable CRSP US Large Cap IndThe Fund seeks to track the performance of a benchmark index that measur
Not Applicable FTSE Emerging Markets V Aanguard FTSE Emerging Markets ETF seeks to track the performance of th
Not Applicable Barclays USD Emerging Vanguard Emerging Markets Government Bond ETF seeks to track the perfo
Not Applicable S&P Completion Index Seeks to track the performance of a benchmark index that measures the inv
Not Applicable FTSE Global All Cap ex Vanguard Total International Stock ETF seeks to track the performance of a
Not Applicable S&P 500 VIX Short-Term The S&P 500 VIX Short-Term Futures Index TR is designed to provide acce
Not Applicable S&P 500 VIX Mid-Term Fu The S&P 500 VIX Mid-Term Futures Index TR is designed to provide access
Not Applicable FTSE High Dividend Yiel Seeks to track the performance of the FTSE High Dividend Yield Index whic
Not Applicable FTSE All-World ex US HiVanguard International High Dividend Yield ETF seeks to track the performa
Not Applicable Not Applicable The WBI SMID Tactical Growth exchange-traded fund (Ticker: WBIA) seeks
Not Applicable Not Applicable The WBI SMID Tactical Value exchange-traded fund (Ticker: WBIB) seeks to
Not Applicable Not Applicable The WBI SMID Tactical Yield exchange-traded fund (Ticker: WBIC) seeks to
Not Applicable Not Applicable The WBI SMID Tactical Select exchange-traded fund (Ticker: WBID) seeks t
Not Applicable Not Applicable The WBI Large Cap Tactical Growth exchange-traded fund (Ticker: WBIE) se
Not Applicable Not Applicable The WBI Large Cap Tactical Value exchange-traded fund (Ticker: WBIF) see
Not Applicable Not Applicable The WBI Large Cap Tactical Yield exchange-traded fund (Ticker: WBIG) see
Not Applicable Not Applicable The WBI Tactical High Income exchange-traded fund (Ticker: WBIH) seeks t
Not Applicable Not Applicable The WBI Tactical Income exchange-traded fund (Ticker: WBII) seeks to prov
Not Applicable Not Applicable The WBI Large Cap Tactical Select exchange-traded fund (Ticker: WBIL) see
Not Applicable Not Applicable WBI Tactical Rotation Shares (WBIR) exchange-traded fund is designed to ta
Not Applicable Solactive Power Factor WBIY is a new multi-factor Smart Beta ETF designed to track the Solactive P
Not Applicable S&P Global Dividend ArisThe SPDR S&P Global Dividend ETF seeks to provide investment results th
Not Applicable S&P Regional Banks SeleThe Direxion Daily Regional Banks Bull and Bear 3x Shares seeks daily inve
Hedge Fund Replication Diversified Trends Indica The WisdomTree Managed Futures Strategy Fund seeks to achieve positive
Not Applicable EQM Wearables Index The WEAR ETF (the Fund ) seeks to provide investment results that, before
Not Applicable Wheat Futures Contract The investment objective of the Teucrium Wheat Fund is to have the daily ch
Not Applicable Barclays Capital CommodThe iPath Pure Beta Grains ETN is linked to the Barclays Capital Commodity
Not Applicable WisdomTree U.S. Export The WisdomTree U.S. Export and Multinational Fund seeks to track investm
Not Applicable WisdomTree Fundamental WisdomTree Fundamental U.S. High Yield Corporate Bond Fund seeks to tr
Not Applicable WisdomTree Fundamental WisdomTree Fundamental U.S. Corporate Bond Fund seeks to track the per
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index that measures the investment return of Mid-capitalization stocks in the United States
p Value Index which measures the investment return of mid-capitalization value stocks. Provides a convenient way to match the perform
sified index made up of large U.S. companies. Seeks to closely track the index s return which is considered a gauge of large-cap growt
dly diversified index predominantly made up of growth stocks of large U.S. companies. Seeks to closely track the index s return which is
y diversified index predominantly made up of value stocks of large U.S. companies. Seeks to closely track the index s return which is co
f the largest U.S. companies. Goal is to closely track the index s return which is considered a gauge of overall U.S. stock returns. Offer
ex composed of the growth companies in the S&P 500. Focuses on closely tracking the index s return which is considered a gauge of o
the value companies in the S&P 500. Focuses on closely tracking the index s return which is considered a gauge of overall U.S. value
p Growth Index which measures the investment return of mid-capitalization growth stocks. Provides a convenient way to match the perf
measures the investment return of stocks in the telecommunication services sector. Passively managed using a full-replication strateg
ce of a benchmark index that measures the investment return of stocks issued by companies located in the major markets of the Pacific
measures the investment return of stocks in the utilities sector. Passively managed using a full-replication strategy when possible and
nior, unsecured debt securities issued by Barclays Bank Plc that are linked to the performance of the s&P 500 dynamic VEQTOr TM To
io (the "Fund") is an actively managed exchange-traded fund (ETF) that seeks to generate current income while maintaining low portfoli
nerally invest at least 90% of its total assets in preferred securities that comprise the Index. The Index is a market capitalization-weighte
q Victory Dividend Accelerator Index. The Nasdaq Victory Dividend Accelerator Index seeks to create a diversified portfolio of securities
offers exposure to large- and mid cap US stocks in a portfolio that seeks to minimize volatility and maximize risk-adjusted returns. The
all Cap ex US Index. Provides a convenient way to get broad exposure across developed and emerging non-U.S. small-cap equity mar
ole U.S. market. Goal is to keep pace with U.S. stock market returns. Offers high potential for investment growth; share value typically
rformance of a broad, market-weighted corporate bond index. The Fund is a fund of funds and employs an indexing investment approac
performance of a benchmark index that measures the investment-grade segment of the U.S. municipal bond market. The S&P National
U.S. market. Goal is to keep pace with U.S. stock market returns. Offers high potential for investment growth; share value typically rise
rmance of a benchmark index that measures the investment return of the overall stock market.
dex ETF seeks to track an index that measures the performance of inflation-protected public obligations of the U.S. Treasury that have
ap Value Index which measures the investment return of large-capitalization value stocks. Provides a convenient way to match the per
dly diversified index predominantly made up of growth stocks of small U.S. companies. Seeks to closely track the index s return which i
sified index predominantly made up of stocks of small U.S. companies. Seeks to closely track the index s return which is considered a
roadly diversified index predominantly made up of value stocks of small U.S. companies. Seeks to closely track the index s return whic
ap Growth Index. Provides a convenient way to match the performance of many of the nation s largest growth stocks. Follows a passi
corporated in the USA. The Fund seeks to track the price and total return performance, before fees and expenses, of the Vident Core U
index that measures the investment return of large-capitalization stocks in the United States
performance of the FTSE Emerging Markets All Cap China A Inclusion Index. The FTSE Emerging Markets All Cap China A Inclusion In
s to track the performance of a benchmark index that measures the investment return of U.S. dollar-denominated bonds issued by gove
measures the investment return of stocks from small and midsize companies. Provides a convenient way to match the performance of
performance of a benchmark index that measures the investment return of stocks issued by companies located in developed and emer
ed to provide access to equity market volatility through CBOE Volatility Index (the "VIX Index") futures. Specifically, the S&P 500 VIX Sh
to provide access to equity market volatility through CBOE Volatility Index (the "VIX Index") futures. Specifically, the S&P 500 VIX Mid-
d Yield Index which measures the investment return of common stocks of companies characterized by high dividend yields. Provides a
rack the performance of a benchmark index that measures the investment return of non-U.S. companies that are characterized by high
ker: WBIA) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital pre
er: WBIB) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital pres
r: WBIC) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital prese
er: WBID) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital pres
d (Ticker: WBIE) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capit
Ticker: WBIF) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital
Ticker: WBIG) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital
er: WBIH) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital pre
BII) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capital preservati
(Ticker: WBIL) seeks to provide investors with a wealth-building investment strategy that targets an optimal blend of bear market capita
nd is designed to take advantage of opportunities around the globe while seeking to protect capital during unfavorable market conditions
ack the Solactive Power Factor High Dividend Index. The Solactive Power Factor High Dividend Index ( Index Name , the Index ) is an
estment results that, before fees and expenses, correspond generally to the total return of an index that tracks stocks of global compan
es seeks daily investment results, before fees and expenses, of 300% or 300% of the inverse (or opposite) of the performance of the S&
o achieve positive total returns in rising or falling markets that are not directly correlated to broad market equity or fixed income returns.
results that, before fees and expenses, track the price return performance of the EQM Wearables Index (the Index ). The EQM Wearab
o have the daily changes in percentage terms of the Shares NAV reflect the daily changes in percentage terms of a weighted average o
Capital Commodity Index Grains & Oilseeds Pure Beta TR (the "Index"). The Index is a sub-index of the Barclays Capital Commodity In
s to track investment results of U.S. companies that derive significant revenue from outside the United States. The WisdomTree U.S. E
d Fund seeks to track the performance of select issuers in the U.S. non-investment grade corporate bond ( junk bond ) market that are d
ks to track the performance of select issuers in the U.S. investment grade corporate bond market that are deemed to exhibit favorable f
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577
o match the performance of a diversified group of midsize value companies. Follows a passively managed full-replication approach.
e of large-cap growth U.S. stock returns. Offers high potential for investment growth; share value typically rises and falls more sharply t
dex s return which is considered a gauge of large-cap growth U.S. stock returns. Offers high potential for investment growth; share valu
s return which is considered a gauge of large-cap value U.S. stock returns. Offers high potential for investment growth; share value typ
stock returns. Offers high potential for investment growth; share value rises and falls more sharply than that of funds holding bonds. M
sidered a gauge of overall U.S. growth stock returns. Offers high potential for investment growth; share value rises and falls more sharp
of overall U.S. value stock returns. Offers high potential for investment growth; share value rises and falls more sharply than that of fund
ay to match the performance of a diversified group of midsize growth companies. Follows a passively managed full-replication approach
l-replication strategy when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that provide
arkets of the Pacific region. The FTSE Developed Asia Pacific All Cap Index is designed to measure the broad performance of develope
when possible and a sampling strategy if regulatory constraints dictate. Includes stocks of companies that distribute electricity water or
mic VEQTOr TM Total return index (the index ). investors can trade the ETns on the nysE arca exchange1 at a market price or receive
ntaining low portfolio duration as a primary objective and capital appreciation as a secondary objective. Under normal market conditions
apitalization-weighted index designed to track the performance of preferred stock, as well as certain types of hybrid securities that are
ortfolio of securities which are forecasted to grow dividends. The Index selects 75 securities from the Nasdaq US Large Mid Cap Index b
justed returns. The fund seeks to provide investment results that track the performance of the Nasdaq Victory US Multi-Factor Minimum
mall-cap equity markets around the world. Passively managed using index sampling.
hare value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your mon
investment approach designed to track the performance of the Bloomberg Barclays U.S. Corporate Bond Index, which measures the in
. The S&P National AMT-Free Municipal Bond Index is a broad, comprehensive, market value-weighted index designed to measure the
e value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money
Treasury that have a remaining maturity of less than five years. It is designed to generate returns more closely correlated with realized i
ay to match the performance of many of the nation s largest value stocks. Follows a passively managed full-replication approach.
dex s return which is considered a gauge of small-cap growth U.S. stock returns. Offers high potential for investment growth; share valu
ich is considered a gauge of small-cap U.S. stock returns. Offers high potential for investment growth; share value typically rises and fa
index s return which is considered a gauge of small-cap value U.S. stock returns. Offers high potential for investment growth; share va
ks. Follows a passively managed full-replication approach.
f the Vident Core U.S. Equity Index.
China A Inclusion Index is a market-capitalization-weighted index representing large-,mid-, and small-cap stocks of companies located
nds issued by governments and government related issuers in emerging market countries.
the performance of virtually all regularly traded U.S. stocks except those in the S&P 500 Index. Passively managed using index sampli
eveloped and emerging markets, excluding the United States.
he S&P 500 VIX Short-Term Futures Index TR offers exposure to a daily rolling long position in the first and second month VIX futures c
e S&P 500 VIX Mid-Term Futures Index TR offers exposure to a daily rolling long position in the fourth, fifth, sixth and seventh month VI
d yields. Provides a convenient way to track the performance of stocks with histories of above-average dividend yields. Follows a passi
aracterized by high dividend yield. The FTSE All-World ex US High Dividend Yield Index is derived from the FTSE High Dividend Yield I
ar market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation
market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation,
market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation, w
r market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation,
of bear market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital apprec
bear market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital apprecia
bear market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciat
r market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation,
et capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital appreciation, while
bear market capital preservation and bull market return. The Fund is actively managed in an effort to provide long-term capital apprecia
e market conditions. The fund may invest in any global asset class, geographic region, country, index, sector, industry, currency, or cash
, the Index ) is an Index of Solactive AG and is calculated and distributed by Solactive AG. WBIY approach seeks to select the 50 high
s of global companies that offer high dividend yields
rformance of the S&P Regional Banks Select Industry Index. The S&P Regional Banks Select Industry Index is a modified equal-weight
xed income returns. The Fund is managed using a quantitative rules-based strategy designed to provide returns that correspond to the p
. The EQM Wearables Index ( WEARXT or the Index ) seeks to track the combined performance of a basket of global stocks that deriv
weighted average of the closing settlement prices for three futures contracts for wheat ( Wheat Futures Contracts ) that are traded on th
apital Commodity Index Pure Beta TR and reflects the returns that are potentially available through an unleveraged investment in six fut
WisdomTree U.S. Export and Multinational Index measures the performance of U.S. based companies that derive less than 60% of their
d ) market that are deemed to exhibit favorable fundamentals and opportunities for income. WisdomTree Fundamental U.S. High Yield C
o exhibit favorable fundamentals and opportunities for income. The WisdomTree Fundamental Corporate Bond Index is a rule-based alt
375033264.xls
578
cation approach.
falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
t growth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals wher
wth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where yo
s holding bonds. More appropriate for long-term goals where your money s growth is essential.
and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
ply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
replication approach.
mpanies that provide telephone data-transmission cellular or wireless communication services.
rmance of developed equity markets in the Pacific region. Vanguard FTSE Pacific ETF includes exposure to markets in Japan, Australia
e electricity water or gas or that operate as independent power producers.
ket price or receive a cash payment (less an investor fee) at the scheduled maturity upon early redemption2. The index seeks to provide
al market conditions, the Fund generally will invest at least 80% of its net assets, plus any borrowings, in a portfolio of investment-grade
securities that are functionally equivalent to preferred stock, that are issued by US-based or foreign issuers and that pay a floating or v
rge Mid Cap Index based on factors such as dividend growth, liquidity and other financial metrics.
ulti-Factor Minimum Volatility Index before fees and expenses. The Index utilizes a rules-based approach designed to generate investm
als where your money s growth is essential.

ch measures the investment-grade, fixed-rate, taxable corporate bond market. The Index includes U.S. dollar-denominated securities
ned to measure the performance of the investment-grade tax-exempt U.S. municipal bond market. Bonds issued by U.S. territories, incl
where your money s growth is essential.
lated with realized inflation over the near term, and to offer investors the potential for less volatility of returns relative to a longer-duratio
ion approach.
nt growth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals wher
ypically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth
nt growth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals whe
companies located in emerging markets around the world. The index will gradually increase exposure to small-capitalization stocks and
using index sampling techniques.
month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forward curve. T
d seventh month VIX futures contracts and reflects the implied volatility of the S&P 500 Index at various points along the volatility forwa
ds. Follows a passively managed full-replication approach.
igh Dividend Yield Index. The FTSE All-World ex US High Dividend Yield Index includes large- and mid-cap universe of developed and
capital appreciation, while protecting capital during unfavorable market periods. WBIA typically invests in small and mid cap securities w
apital appreciation, while protecting capital during unfavorable market periods. WBIB typically invests in small and mid cap securities wi
apital appreciation, while protecting capital during unfavorable market periods. WBIC typically invests in small and mid cap securities wh
capital appreciation, while protecting capital during unfavorable market periods. WBID typically invests in small and mid cap securities w
term capital appreciation, while protecting capital during unfavorable market periods. WBIE typically invests in large cap securities with
rm capital appreciation, while protecting capital during unfavorable market periods. WBIF typically invests in large cap securities with co
rm capital appreciation, while protecting capital during unfavorable market periods. WBIG typically invests in large cap securities which
capital appreciation, while protecting capital during unfavorable market periods. WBIH typically invests in income-producing debt and eq
appreciation, while protecting capital during unfavorable market periods. WBII typically invests in income-producing debt and equity sec
erm capital appreciation, while protecting capital during unfavorable market periods. WBIL typically invests in large cap securities with at
ry, currency, or cashequivalents. Proprietary models assess factors and conditions likely to affect the potential risk-adjusted return of the
o select the 50 highest-yielding dividend paying U.S. stocks with the strongest quality fundamentals.
odified equal-weighted index that is designed to measure performance of the stocks comprising the S&P Total Market Index that are clas
correspond to the performance of the Diversified Trends Indicator (DTI Index or Benchmark). The Fund intends to invest in a combinat
bal stocks that derive revenue from the sale of wearable technology devices (electronics that can be worn on the body either as an acce
hat are traded on the Chicago Board of Trade ( CBOT )
nvestment in six futures contracts on grain and oilseed commodities traded on U.S. exchanges. The Index is comprised of a basket of e
ss than 60% of their revenue from the United States. The Index employs a modified earnings stream weighing process by adjusting the
tal U.S. High Yield Corporate Bond Index is a rule-based alternatively weighted Index designed to capture the performance of selected
x is a rule-based alternatively weighted Index designed to capture the performance of selected issuers in the U.S. investment-grade cor
375033264.xls
579
wth is essential.
ng-term goals where your money s growth is essential.
erm goals where your money s growth is essential.
rowth is essential.
s in Japan, Australia, South Korea, Hong Kong, New Zealand, and Singapore.
dex seeks to provide investors with broad equity market exposure with an implied volatility hedge by dynamically allocating its notional in
of investment-grade, variable rate instruments that are US dollar denominated and US issued. Invesco, Advisers, Inc., the sub-adviser t
t pay a floating or variable rate dividend or coupon. The Fund and the Index are rebalanced monthly.
o generate investment returns with less volatility than the broader U.S. market. The Index is maintained exclusively by Nasdaq Inc. (the
ominated securities that are publicly issued by industrial, utility, and financial issuers.
U.S. territories, including Puerto Rico, are excluded from this index.
to a longer-duration TIPS fund.
ong-term goals where your money s growth is essential.

our money s growth is essential.
ong-term goals where your money s growth is essential.
alization stocks and China A-Shares while proportionately reducing exposure to other stocks based on their weightings in the new index
lity forward curve. The index futures roll continuously throughout each month from the first month VIX futures contract into the second m
g the volatility forward curve. The Index futures roll continuously throughout each month from the fourth month VIX futures contract into t
e of developed and emerging market stocks excluding the U.S. with the highest dividend yields. Excludes REITs, which generally do not
mid cap securities with improving fundamental growth trends. The Fund may also invest in cash or cash equivalents as part of its invest
id cap securities with consistent fundamentals and strong value characteristics. The Fund may also invest in cash or cash equivalents a
d cap securities which present themselves as undervalued opportunities with attractive dividend yields. The Fund may also invest in ca
mid cap securities with attractive value characteristics and prospects for financial stability. The Fund may also invest in cash or cash eq
cap securities with improving fundamental growth trends. The Fund may also invest in cash or cash equivalents as part of its investmen
ap securities with consistent fundamentals and strong value characteristics. The Fund may also invest in cash or cash equivalents as pa
ap securities which present themselves as undervalued opportunities with attractive dividend yields. The Fund may also invest in cash o
oducing debt and equity securities of foreign and domestic companies. The Fund may also invest in cash or cash equivalents as part of
debt and equity securities of foreign and domestic companies. The Fund may also invest in cash or cash equivalents as part of its inves
ap securities with attractive value characteristics and prospects for financial stability. The Fund may also invest in cash or cash equivale
djusted return of theinvestment opportunities under consideration. As the relative attractiveness changes, assets will be allocated and r
t Index that are classified in the Global Industry Classification Standard (GICS) regional banks sub-industry. To be eligible for inclusion i
nvest in a combination of U.S. treasury futures currency futures non-deliverable currency forwards commodity futures commodity swaps
dy either as an accessory or as part of clothing) for applications such as: Sports and Fitness, Industrial/Military, Infotainment/Lifestyle, a
ised of a basket of exchange traded futures contracts, and uses an allocation methodology designed to mitigate the effects of certain di
ss by adjusting the earnings for each company based on revenue from outside the U.S.
mance of selected issuers in the U.S. high yield corporate bond market that are deemed to have attractive fundamental and income cha
vestment-grade corporate bond market that are deemed to have attractive fundamental and income characteristics. The Index employs
375033264.xls
580
cating its notional investments among three components: equity, volatility and cash. The equity component of the index is represented b
c., the sub-adviser to the Fund (Sub-Adviser), seeks to invest in floating rate US Treasuries, government sponsored agency mortgage-b
by Nasdaq Inc. (the Index Provider ). The Index Provider is not affiliated with the Fund or the Adviser. The companies eligible for inclus
gs in the new index. Brazil, Russia, India, Taiwan, China, and South Africa are among the markets included in the index.
ct into the second month VIX futures contract. A direct investment in VIX (commonly referred to as spot VIX) is not possible. The S&P
utures contract into the seventh month VIX futures contract. A direct investment in VIX (commonly referred to as spot VIX) is not possib
ch generally do not benefit from currently favorable tax rates on qualified dividends & uses buffer zones during annual rebalancing to re
as part of its investment process.
r cash equivalents as part of its investment process.
ay also invest in cash or cash equivalents as part of its investment process.
in cash or cash equivalents as part of its investment process.
part of its investment process.
sh equivalents as part of its investment process.
also invest in cash or cash equivalents as part of its investment process
uivalents as part of its investment process.
s as part of its investment process.
sh or cash equivalents as part of its investment process.
ll be allocated and reallocated to favor those with higher expected risk-adjusted returns.
ligible for inclusion in the Index, stocks must satisfy one of the two following combined size and liquidity criteria: (1) float-adjusted marke
es commodity swaps U.S. government and money market securities. The Benchmark is a widely-used indicator designed to capture the
tainment/Lifestyle, and/or Healthcare and Medical OR derives revenue from the manufacturing of components used in wearable device
effects of certain distortions in the commodity markets on such returns. Unlike many commodity indices which roll their exposure to the
ntal and income characteristics. The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorab
The Index employs a multi-step process, which screens on fundamentals to identify bonds with favorable characteristics and then tilts t
375033264.xls
581
dex is represented by the s&P 500 Total return index TM and the volatility component of the index is represented by the s&P 500 ViX sh
agency mortgage-backed securities, US Agency debt, structured securities and floating rate investment grade corporates. The Fund is
es eligible for inclusion in the Index are derived from its starting universe, the mid- and large-capitalization U.S. companies included in th
possible. The S&P 500 VIX Short-Term Futures Index TR holds VIX futures contracts, which could involve roll costs and exhibit differen
ot VIX) is not possible. The S&P 500 VIX Mid-Term Futures Index TR holds VIX futures contracts, which could involve roll costs and exh
ual rebalancing to reduce portfolio turnover.
loat-adjusted market capitalization above $500 million and float-adjusted liquidity ratio above 90% or (2) float-adjusted market capitaliza
gned to capture the economic benefit derived from rising or declining price trends in the markets for commodity currency and U.S. treas
in wearable devices such as semiconductors, sensors, and displays.
heir exposure to the corresponding futures contract on a monthly basis in accordance with a pre-determined roll schedule, the Index ma
bonds with favorable characteristics and then tilts to those which offer attractive income characteristics. The Index is comprised of U.S.
stics and then tilts to those which offer attractive income characteristics. The Index is comprised of US corporate bonds of public issuers
375033264.xls
582
the s&P 500 ViX short-Term Futures TM index.

orates. The Fund is able to invest in other types of securities as outlined in the prospectus, including up to 20% in non-investment grade
panies included in the Nasdaq US Large Mid Cap Index ( Parent Index ), an index maintained by the Index Provider. The Parent Index c
and exhibit different risk and return characteristics. Investments offering volatility exposure can have various uses within a portfolio incl
ve roll costs and exhibit different risk and return characteristics. Investments offering volatility exposure can have various uses within a p
ed market capitalization above $400 million and float-adjusted liquidity ratio above 150%. The Index is rebalanced quarterly.
ency and U.S. treasury futures.
edule, the Index may roll into one of a number of futures contracts with varying expiration dates, as selected using the Barclays Capital P
s comprised of U.S. corporate bonds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt secur
nds of public issuers domiciled in the United States. To be eligible for inclusion in the Index, debt securities must have fixed coupons wit
375033264.xls
583
n-investment grade securities.
The Parent Index consists of those U.S. companies with market caps representing the top 90% of the U.S. investable universe.
within a portfolio including hedging, directional, or arbitrage strategies and are typically short or medium-term in nature.
ious uses within a portfolio including hedging, directional, or arbitrage strategies and are typically short or medium-term in nature.
e Barclays Capital Pure Beta Series 2 Methodology. In addition the Index reflects the rate of interest that could be earned on cash colla
he Index, debt securities must have fixed coupons with at least $500 million in par amount outstanding and a remaining maturity of at lea
e fixed coupons with at least $350 million in par amount outstanding and a remaining maturity of at least one year. Component securitie
375033264.xls
584
ble universe.
erm in nature.
earned on cash collateral invested in specified Treasury Bills.
ng maturity of at least one year. Component securities must be rated non-investment grade by at least one rating agency.
Component securities must be rated investment grade.
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585
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586
Barclays Women in Leadership ETN WIL Barclays 06742W430

SPDR Citi International Government Inflation-Pr WIP State Street (SPDR) 78464A490
Wilshire Micro-Cap ETF WMCR Guggenheim 18383M308
ELEMENTS Linked to the Morningstar Wide Moat WMW ELEMENTS 25153Q708
iShares Global Timber & Forestry ETF WOOD Blackrock (iShares) 464288174
iShares International Developed Property ETF WPS Blackrock (iShares) 464288422
Wilshire US REIT ETF WREI Guggenheim 18383M472
Spirited Funds/ETFMG Whiskey & Spirits ETF WSKY ETF Managers Group 26924G821
UBS ETRACS - ProShares Daily 3x Inverse Crud WTID UBS 90274E125
UBS ETRACS - ProShares Daily 3x Long Crude WTIU UBS 90274E117
Summit Water Infrastructure Multifactor ETF WTRX ALPS 28622M100
WisdomTree U.S. Domestic Economy Fund WUSA Wisdom Tree 97717X495
ProShares CDS Short North American HY Credit WYDE ProShares 74347B870
SPDR S&P Aerospace & Defense ETF XAR State Street (SPDR) 78464A631
SPDR S&P Biotech ETF XBI State Street (SPDR) 78464A870
EGShares EM Core ex-China ETF XCEM Columbia Management 19762B202
SPDR S&P Oil & Gas Equipment & Services ETF XES State Street (SPDR) 78464A748
SPDR S&P Homebuilders ETF XHB State Street (SPDR) 78464A888
SPDR S&P Health Care Equipment ETF XHE State Street (SPDR) 78464A581
SPDR S&P Health Care Services ETF XHS State Street (SPDR) 78464A573
SPDR MSCI China A Shares IMI ETF XINA State Street (SPDR) 78463X210
SPDR FactSet Innovative Technology ETF XITK State Street (SPDR) 78464A110
VelocityShares Daily Inverse VIX Short Term ETN XIV Velocity Shares 22542D795
VelocitySharesVIX Short Volatility Hedged ETN XIVH Velocity Shares 90274D150
Materials Select Sector SPDR Fund XLB State Street (SPDR) 81369Y100
Energy Select Sector SPDR Fund XLE State Street (SPDR) 81369Y506
Financial Select Sector SPDR Fund XLF State Street (SPDR) 81369Y605
Guggenheim S&P 500 Top 50 ETF XLG Guggenheim 78355W205
Industrial Select Sector SPDR Fund XLI State Street (SPDR) 81369Y704
Technology Select Sector SPDR Fund XLK State Street (SPDR) 81369Y803
Consumer Staples Select Sector SPDR Fund XLP State Street (SPDR) 81369Y308
Real Estate Select Sector SPDR Fund XLRE State Street (SPDR) 81369Y860
Utilities Select Sector SPDR Fund XLU State Street (SPDR) 81369Y886
Health Care Select Sector SPDR Fund XLV State Street (SPDR) 81369Y209
Consumer Discretionary Select Sector SPDR Fun XLY State Street (SPDR) 81369Y407
SPDR S&P Metals & Mining ETF XME State Street (SPDR) 78464A755
PowerShares S&P MidCap Low Volatility Portfolio XMLV Invesco Powershares 73937B647
VanEck Vectors CEF Municipal Income ETF XMPT Van Eck Associates Corp92189F460
WisdomTree Global ex-Mexico Equity Fund XMX Wisdom Tree 97717X222
SPDR NYSE Technology ETF XNTK State Street (SPDR) 78464A102
SPDR S&P Oil & Gas Exploration & Production E XOP State Street (SPDR) 78464A730
SPDR S&P Pharmaceuticals ETF XPH State Street (SPDR) 78464A722
ProShares Ultra FTSE China 50 XPP ProShares 74347X880
PowerShares S&P 500 ex-Rate Sensitive Low VolatiXRLV Invesco Powershares 73937B563
SPDR S&P Retail ETF XRT State Street (SPDR) 78464A714
SPDR S&P Semiconductor ETF XSD State Street (SPDR) 78464A862
Powershares S&P SmallCap High Dividend Low Vol XSHD Invesco Powershares 73937B365
PowerShares S&P SmallCap Quality Portfolio XSHQ Invesco Powershares 73937B332
PowerShares S&P SmallCap Low Volatility PortfolXSLV Invesco Powershares 73937B639
WisdomTree Emerging Markets ex-State-Owned EXSOE Wisdom Tree 97717X578
SPDR S&P Software & Services ETF XSW State Street (SPDR) 78464A599
iShares Exponential Technologies ETF XT Blackrock (iShares) 46434V381
SPDR S&P Technology Hardware ETF XTH State Street (SPDR) 78468R119
SPDR S&P Telecom ETF XTL State Street (SPDR) 78464A540
SPDR S&P Transportation ETF XTN State Street (SPDR) 78464A532
QuantX Dynamic Beta US Equity ETF XUSA QuantX Funds 66538H690
iPath S&P 500 Dynamic VIX ETN XVZ Barclays iPath 06741L609
SPDR S&P Internet ETF XWEB State Street (SPDR) 78468R127
iPath Inverse S&P 500 VIX Short-Term Futures E XXV Barclays iPath 06740L592
Direxion Daily FTSE China Bear 3X Shares YANG Direxion Shares 25490K836
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US78464A4904 03/13/2008 0.5 Bonds
US74347B8708 08/05/2014 0.5 Bonds
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Not Applicable Barclays Women in Leade Barclays Women in Leadership ETNs (the "ETNs") are senior, unsecured de
Not Applicable Citi International Inflati The SPDR Citi International Government Inflation-Protected Bond ETF seek
Not Applicable Wilshire US Micro-Cap I The Wilshire Micro-Cap ETF* (NYSE: WMCR) (the Fund) seeks investment
Not Applicable Morningstar Wide Moat FThe Index is derived from the universe of companies that Morningstar determ
Not Applicable S&P Global Timber & ForThe iShares S&P Global Timber & Forestry Index Fund seeks investment res
Not Applicable S&P Developed ex-US PrThe iShares S&P Developed ex-U.S. Property Index Fund seeks investment
Not Applicable Wilshire US REIT The Fund seeks investment results that correspond generally to the perform
Not Applicable Spirited Funds/ETFMG Wh The Spirited Funds/ETFMG Whiskey & Spirits ETF seeks to provide investm
Not Applicable Bloomberg WTI Crude OiThe UBS ETRACS - ProShares Daily 3x Inverse Crude ETN (NYSE: WTID)
Not Applicable Bloomberg WTI Crude OiThe UBS ETRACS - ProShares Daily 3x Long Crude ETN (NYSE: WTIU) ( W
Not Applicable Zacks Global Water Inde The Fund will seek investment results that correspond (before fees and expe
Not Applicable WisdomTree U.S. DomesThe WisdomTree U.S. Domestic Economy Fund seeks to track investment re
Not Applicable Not Applicable ProShares CDS Short North American HY Credit ETF (WYDE) seeks to prov
Not Applicable S&P Aerospace & DefensThe SPDR S&P Aerospace & Defense ETF seeks to replicate as closely as p
Not Applicable S&P Biotech Index The SPDR S&P Biotech ETF before expenses seeks to closely match the re
Not Applicable EGAI Emerging Markets The Fund seeks investment results that correspond (before fees and expens
Not Applicable S&P Oil & Gas EquipmenThe SPDR S&P Oil & Gas Equipment & Services ETF seeks to replicate as
Not Applicable S&P Homebuilders IndexThe SPDR S&P Homebuilders ETF before expenses seeks to closely match
Not Applicable S&P Health Care Equipme The SPDR S&P Health Care Equipment ETF before expenses seeks to clo
Not Applicable S&P Health Care ServiceThe SPDR S&P Health Care Services ETF seeks to replicate as closely as p
Not Applicable MSCI China A InternationThe SPDR MSCI China A Shares IMI ETF seeks to provide investment resul
Not Applicable FactSet Innovative Tech The SPDR FactSet Innovative Technology ETF seeks to provide investment
Not Applicable S&P 500 VIX Short-Term The VelocityShares Daily Inverse VIX Short-Term ETNs (the ETNs ) are sen
Not Applicable S&P 500 VIX Futures Shor The VelocitySharesVIX Short Volatility Hedged ETN is based on the S&P 50
Not Applicable S&P Materials Select SecThe Materials Select Sector SPDR Fund before expenses seeks to closely m
Not Applicable S&P Energy Select SectoThe Energy Select Sector SPDR Fund before expenses seeks to closely ma
Not Applicable S&P Financial Select SecThe Financial Select Sector SPDR Fund before expenses seeks to closely m
Not Applicable S&P 500 Top 50 Index Guggenheim S&P 500 Top 50 ETF seeks to replicate as closely as possible
Not Applicable S&P Industrials Select S The Industrial Select Sector SPDR Fund before expenses seeks to closely m
Not Applicable S&P Technology Select SThe Technology Select Sector SPDR Fund before expenses seeks to closely
Not Applicable S&P Consumer Staples SThe Consumer Staples Select Sector SPDR Fund before expenses seeks to
Not Applicable S&P Real Estate Select The Real Estate Select Sector SPDR Fund seeks to provide investment res
Not Applicable S&P Utilities Select Sect The Utilities Select Sector SPDR Fund before expenses seeks to closely ma
Not Applicable S&P Health Care Select The Health Care Select Sector SPDR Fund before expenses seeks to closel
Not Applicable S&P Consumer Discretion The Consumer Discretionary Select Sector SPDR Fund before expenses se
Not Applicable S&P Metals and Mining The SPDR S&P Metals and Mining ETF seeks to replicate as closely as pos
Not Applicable S&P MidCap 400 Low Vola The PowerShares S&P MidCap Low Volatility Portfolio (Fund) is based on th
Closed End Funds S-Network Municipal Bo The VanEck Vectors CEF Municipal Income ETF (XMPT) seeks to replicate a
Not Applicable WisdomTree Global ex-MThe WisdomTree Global ex-Mexico Equity Fund seeks to track the performa
Not Applicable NYSE Technology Index The SPDR NYSE Technology ETF seeks to provide investment results that,
Not Applicable S&P Oil & Gas Explorati The SPDR S&P Oil & Gas Exploration & Production ETF seeks to replicate a
Not Applicable S&P Pharmaceuticals In The SPDR S&P Pharmaceuticals ETF seeks to replicate as closely as possi
Not Applicable FTSE China 50 Index ProShares Ultra FTSE / Xinhua China 50 seeks daily investment results befo
Not Applicable S&P 500 Low Volatility The PowerShares S&P 500 ex- Rate Sensitive Low Volatility Portfolio (Fund)
Not Applicable S&P Retail Index The SPDR S&P Retail ETF seeks to replicate as closely as possible before e
Not Applicable S&P Semiconductor IndeThe SPDR S&P Semiconductor ETF before expenses seeks to closely matc
Not Applicable S&P SmallCap 600 Low Vo The PowerShares S&P SmallCap High Dividend Low Volatility Portfolio (the
Not Applicable S&P SmallCap 600 QualiThe PowerShares S&P SmallCap Quality Portfolio (the "Fund") is based on t
Not Applicable S&P SmallCap 600 Low Vo The PowerShares S&P SmallCap Low Volatility Portfolio (Fund) is based on
Not Applicable WisdomTree Emerging Ma WisdomTree Emerging Markets ex-State-Owned Enterprises Fund seeks inv
Not Applicable S&P Software & ServicesThe SPDR S&P Software & Services ETF seeks to replicate as closely as po
Not Applicable Morningstar Exponential The iShares Exponential Technologies ETF seeks to track the investment re
Not Applicable S&P Technology Hardware he SPDR S&P Technology Hardware ETF seeks to provide investment resul
Not Applicable S&P Telecom Select InduThe SPDR S&P Telecom ETF before expenses seeks to closely match the
Not Applicable S&P Transportation SelecThe SPDR S&P Transportation ETF before expenses seeks to closely matc
Not Applicable QuantX Dynamic Beta USThe Fund seeks to replicate investment results that generally correspond, be
Not Applicable S&P 500 Dynamic VIX FuThe iPath S&P 500 Dynamic VIX ETN is designed to provide investors with c
Not Applicable S&P Internet Select Indu The SPDR S&P Internet ETF seeks to provide investment results that, befor
Not Applicable S&P 500 VIX Short-Term The S&P 500 VIX Short-Term Futures Index Excess Return ( the Index ) is d
Not Applicable FTSE China 25 Index The Direxion Daily FTSE China Bear 3X Shares seeks daily investment resu
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nior, unsecured debt securities issued by Barclays Bank PLC that are linked to the performance of the Barclays Women in Leadership T
ed Bond ETF seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performan
seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index called th
Morningstar determines have wide moats. A wide-moat company is one that has a maintainable return on invested capital exceeding co
eks investment results that correspond generally to the price and yield performance before fees and expenses of the S&P Global Timbe
seeks investment results that correspond generally to the price and yield performance before fees and expenses of the S&P Developed
ally to the performance before the Fund s fees and expenses of an equity index called the Wilshire US Real Estate Investment Trust Ind
o provide investment results that, before fees and expenses, correspond generally to the total return performance of the Spirited Funds
TN (NYSE: WTID) ( WTID or the ETN ) is an exchange-traded note linked to the daily compounded 3x leveraged inverse performance
(NYSE: WTIU) ( WTIU or the ETN ) is an exchange-traded note linked to the daily compounded 3x leveraged performance of the Bloo
fore fees and expenses) generally to the performance of the Underlying Index. The Underlying Index is a rules-based index intended to
rack investment results of U.S. companies that generate the vast majority of revenue from within the United States. The WisdomTree U
YDE) seeks to provide short exposure to the credit of North American high yield debt issuers. To accomplish its objective, this actively ma
ate as closely as possible, before expenses, the total return performance of the S&P Aerospace & Defense Industry Index (ticker: SPSI
osely match the returns and characteristics of the S&P Biotechnology Select Industry Index (ticker: SPSIBITR).
e fees and expenses) to the price and yield performance of the EGAI Emerging Markets ex-China Index. The EGAI Emerging Markets e
ks to replicate as closely as possible before expenses the total return performance of the S&P Oil & Gas Equipment & Services Select I
s to closely match the returns and characteristics of the S&P Homebuilders Select Industry Index (ticker: SPSIHOTR).
enses seeks to closely match the returns and characteristics of the S&P Health Care Equipment Select Industry Index (index ticker: SPS
ate as closely as possible, before expenses, the total return performance of the S&P Health Care Service Industry Index (ticker: SPSIHP
e investment results that, before fees and expenses, correspond generally to the total return performance of the MSCI China A Internati
rovide investment results that, before fees and expenses, correspond generally to the total return performance of the FactSet Innovative
he ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on the E
ed on the S&P 500 VIX Futures Short Volatility Hedged Index TR Short Term. The Short Volatility Hedged Securities are linked to the t
seeks to closely match the returns and characteristics of the Materials Select Sector Index (ticker: IXB).
eeks to closely match the returns and characteristics of the Energy Select Sector Index (ticker: IXE).
seeks to closely match the returns and characteristics of the Financial Select Sector Index (ticker: IXM).
osely as possible the performance of the S&P Top 50 Index, before fees and expenses, on a daily basis. The S&P 500 Top 50 consists
seeks to closely match the returns and characteristics of the Industrial Select Sector Index (ticker: IXI).
es seeks to closely match the returns and characteristics of the Technology Select Sector Index (ticker: IXT).
expenses seeks to closely match the returns and characteristics of the Consumer Staples Select Sector Index (ticker: IXR).
de investment results that, before expenses, correspond generally to the price and yield performance of the Real Estate Select Sector I
eeks to closely match the returns and characteristics of the Utilities Select Sector Index (ticker: IXU).
es seeks to closely match the returns and characteristics of the Health Care Select Sector Index (ticker: IXV).
efore expenses seeks to closely match the returns and characteristics of the Consumer Discretionary Select Sector Index (ticker: IXY).
as closely as possible before expenses the total return performance of the S&P Metals and Mining Select Industry Index (ticker:SPSIM
nd) is based on the S&P MidCap 400 Low Volatility Index (Index). The Fund generally will invest at least 90% of its total assets in comm
seeks to replicate as closely as possible, before fees and expenses, the price and yield performance of the S-Network Municipal Bond C
rack the performance of the largest companies operating across diversified sectors in developed and emerging markets throughout the
ment results that, before fees and expenses, correspond generally to the total return performance of the NYSE Technology Index (the "
eeks to replicate as closely as possible before expenses the total return performance of the S&P Oil & Gas Exploration & Production Se
s closely as possible before expenses the total return performance of the S&P Pharmaceuticals Select Industry Index (ticker: SPSIPHT
stment results before fees and expenses that correspond to twice (200%) the daily performance of the FTSE/Xinhua China 25 Index.
ity Portfolio (Fund) is based on the S&P 500 Low Volatility Rate Response Index (Index). The Fund generally will invest at least 90% of
s possible before expenses the total return performance of the S&P Retail Select Industry Index (ticker: SPSIRETR).
ks to closely match the returns and characteristics of the S&P Semiconductor Select Industry Index (ticker: SPSISCTR).
tility Portfolio (the "Fund") is based on the S&P SmallCap 600 Low Volatility High Dividend Index (Index). The Fund will invest at least 90
und") is based on the S&P SmallCap 600 Quality Index (Index). The Fund will invest at least 90% of its total assets in securities that com
Fund) is based on the S&P SmallCap 600 Low Volatility Index (Index). The Fund generally will invest at least 90% of its total assets in co
es Fund seeks investment results that closely correspond to the price and yield performance, before fees and expenses, of the Wisdom
te as closely as possible, before expenses, the total return performance of the S&P Software & Services Industry Index (ticker: SPSISS
the investment results of an index composed of developed and emerging market companies that create or use exponential technologie
e investment results that, before fees and expenses, correspond generally to the total return performance of the S&P Technology Hardw
closely match the returns and characteristics of the S&P Telecom Select Industry Index (index ticker: SPSITE). The approach is designe
eks to closely match the returns and characteristics of the S&P Transportation Select Industry Index (index ticker: SPSITN). Our approac
ally correspond, before fees and expenses, to the performance of the QuantX Dynamic Beta US Equity Index.The Fund generally will in
de investors with cost-effective exposure to the S&P 500 Dynamic VIX Futures Total Return Index. The S&P 500 Dynamic VIX Futures
results that, before fees and expenses, correspond generally to the total return performance of the S&P Internet Select Industry Index d
rn ( the Index ) is designed to reflect the returns that are potentially available through an unleveraged investment in short-term futures c
ly investment results before fees and expenses of 300% of the inverse (or opposite) of the price performance of the FTSE China 25 Ind
375033264.xls
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men in Leadership Total Return USD Index (the "Index"). Investors can trade the ETNs on the NYSE Arca exchange at a market price o
and yield performance of Citi International Inflation-Linked Securities Select Index. The Citi International Inflation-Linked Securities Sele
quity index called the Wilshire US Micro-Cap IndexSM (the Wilshire Micro-Cap or the Index ). The Wilshire Micro-Cap is a rules-based
apital exceeding cost of capital and a sustainable competitive advantage. The Index is comprised of the common stocks of the twenty e
e S&P Global Timber & Forestry Index.
the S&P Developed ex US Property Index.
nvestment Trust IndexSM ( Wilshire US REITSM or the Index ). The Fund will normally invest at least 80% of its total assets in equity s
f the Spirited Funds/ETFMG Whiskey & Spirits Index. WSKY includes the core companies that are principally engaged in the production
verse performance of the Bloomberg WTI Crude Oil Subindex ER, less investor fees. WTID has been approved for listing on the NYSE
ormance of the Bloomberg WTI Crude Oil Subindex ER, less investor fees. WTIU has been approved for listing on the NYSE Arca excha
d index intended to provide investors with exposure to water-related businesses globally, which may include emerging markets.The Und
The WisdomTree U.S. Domestic Economy Index measures the performance of U.S. based companies that derive more than 80% of the
tive, this actively managed ETF invests primarily in centrally cleared, index-based credit default swaps and cash equivalents. Swaps are
Index (ticker: SPSIAD).
Emerging Markets ex-China Index measures the stock performance of up to 700 emerging market companies, excluding companies do
& Services Select Industry Index (ticker:SPSIOSTR).
ex (index ticker: SPSIHE). The approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
ndex (ticker: SPSIHP).
CI China A International IMI Index. The MSCI China A International IMI Index is a free-float adjusted, market capitalization weighted inde
e FactSet Innovative Technology Index. The FactSet Innovative Technology Index (the "Index") is designed to represent the performanc
The return on the ETNs is linked to the inverse of the daily performance of the S&P 500 VIX Short-Term Futures Index ER less the inv
es are linked to the total return version of the S&P 500 VIX Futures Short Volatility Hedged Index TR Short Term (the Short Volatility He
00 Top 50 consists of 50 of the largest companies from the S&P 500, reflecting U.S. mega-cap performance. Index constituents are we
state Select Sector Index. The Real Estate Select Sector Index includes securities of companies from the following industries: real estate
Index (ticker: IXY). Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
ndex (ticker:SPSIMMTR).
otal assets in common stocks that comprise the Index. The Index is compiled, maintained and calculated by Standard & Poors, consisti
rk Municipal Bond Closed-End Fund Index (CEFMX). CEFMX is composed of shares of municipal closed-end funds listed in the United
kets throughout the world, excluding Mexico, that meet eligibility requirements. The WisdomTree Global ex-Mexico Equity Index is a floa
hnology Index (the "Index"). The NYSE Technology Index is composed of 35 leading U.S.-listed technology-related companies. The inve
ion & Production Select Industry Index (ticker: SPSIOPTR).
ex (ticker: SPSIPHTR).
China 25 Index.
est at least 90% of its total assets in common stocks that comprise the Index. The Index is composed of the 100 constituents of S&P 50
will invest at least 90% of its total assets in securities that comprise the Index. The Index is composed of 60 securities in the S&P SmallC
n securities that comprise the Index. The Index is composed of 120 securities in the S&P SmallCap 600 Index that have the highest qua
its total assets in common stocks that comprise the Index. The Index is compiled, maintained and calculated by Standard & Poors, con
nses, of the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. The WisdomTree Emerging Markets ex-State-Owned E
dex (ticker: SPSISS).
onential technologies.
P Technology Hardware Select Industry Index derived from the technology hardware segment of a U.S. total market composite index. Th
approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
PSITN). Our approach is designed to provide portfolios with low portfolio turnover accurate tracking and lower costs.
und generally will invest at least 80% of its total assets in the component securities of the QuantX Dynamic Beta US Equity Index (the I
ynamic VIX Futures Total Return Index is designed to dynamically allocate between the S&P 500 VIX Short-Term Futures Index Excess
ect Industry Index derived from the internet segment of a U.S. total market composite index. The S&P Internet Select Industry Index (th
short-term futures contracts on the CBOE Volatility Index. Specifically, the Index offers exposure to a daily rolling long position in the firs
FTSE China 25 Index (the China Index). There is no guarantee the fund will meet its stated investment objective.
375033264.xls
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at a market price or receive a cash payment (less an investor fee) at the scheduled maturity or upon early redemption.The Index is des
ked Securities Select Index is designed to measure the total return performance of inflation-linked bonds outside the United States with
Cap is a rules-based index comprised of as of July 31 2010 approximately 1597 securities of micro-capitalization companies as defined
ocks of the twenty eligible companies within the Morningstar Wide Moat universe that have the highest ratio of fair value to stock price. T
al assets in equity securities that comprise the Wilshire US REIT and investments that have economic characteristics that are substanti
ed in the production, distillation, storage, or aging of whiskey and non-core companies that derive a portion of their revenue from whiske
sting on the NYSE Arca exchange (subject to official notice of issuance). WTID will benefit from an decrease in the index level. The Ind
he NYSE Arca exchange (subject to official notice of issuance). WTIU will benefit from an increase in the index level. The Index is an exc
ng markets.The Underlying Index generally consists of 30-50 stocks that are selected by Zacks Index Services (the Index Provider) from
more than 80% of their revenue from the United States. The Index employs a modified earnings stream weighing process by adjusting th
uivalents. Swaps are chosen for their ability to maintain broadly diversified exposure to their credit segment, offer greater relative liquidit
ding companies domiciled in China and Hong Kong. Companies are selected and weighted according to free-float market capitalization
g and lower costs.
zation weighted index (giving greater weight to larger companies, based on the value of securities available in the market) designed to c
ent the performance of U.S.-listed stock and American Depository Receipts ("ADRs") of Technology companies and Technology-related
ndex ER less the investor fee.The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their m
e Short Volatility Hedged Index ). Each of the 13 sub-portfolios of the Short Volatility Hedged Index has a target exposure of a 10% two
constituents are weighted by float-adjusted market capitalization.
ndustries: real estate management and development and REITs, excluding mortgage REITs. The Index is one of eleven Select Sector In
ower costs.
rd & Poors, consisting of 80 out of 400 medium-capitalization range securities from the S&P MidCap 400 Index with the lowest realized
listed in the United States that are principally engaged in asset management processes designed to produce federally tax exempt annu
Equity Index is a float-adjusted market capitalization weighted index that measures the performance of 2000 largest companies in develo
ompanies. The investible universe of the Index comprises all stocks in the Information Technology sector and technology-related stocks
nstituents of S&P 500 Index that exhibit both low volatility and low interest rate risk. The Underlying Index is designed to include stocks e
es in the S&P SmallCap 600 Index that have historically provided high dividend yields with lower volatility over the past 12 months. Volat
ave the highest quality score, which is calculated based on the average of three fundamental measures: return on equity, accruals ratio
ndard & Poors, consisting of 120 out of 600 small-capitalization range securities from the S&P SmallCap 600 Index with the lowest real
s ex-State-Owned Enterprises Index measures the performance of emerging markets stocks that are not state owned enterprises. The i
composite index. The S&P Technology Hardware Select Industry Index (the "Index") represents the technology hardware segment of th
Equity Index (the Index ). The Index methodology selects domestic large and mid capitalization equity securities of companies listed on
utures Index Excess Return and the S&P 500 VIX Mid-Term Futures Index Excess Return by monitoring the steepness of the implied v
ct Industry Index (the "Index") represents the internet segment of the S&P Total Market Index ("S&P TMI"). The S&P TMI is designed to
g position in the first and second month VIX Index futures contracts and reflects the implied volatility of the S&P 500 Index, which provid
375033264.xls
592
on.The Index is designed to provide investors with exposure to U.S.-based companies that satisfy one or both of the gender diversity cr
United States with fixed-rate coupon payments that are linked to an inflation index. Inflation-protected public obligations of the inflation
mpanies as defined by Wilshire Associates Incorporated ( Wilshire or the Index Provider ). The Wilshire Micro-Cap is designed to repre
alue to stock price. The Index is a subset of the Morningstar US Market Index, a market index representing approximately 97% of U.S. e
s that are substantially identical to the economic characteristics of the component securities that comprise the Wilshire US REIT. Gugge
evenue from whiskey and spirits. The Fund uses a passive or indexing approach to try to achieve its investment objective. Unlik
index level. The Index is an excess return index that comprises 1 to 3 month exchange-traded futures contracts on a single commodity
The Index is an excess return index that comprises 1 to 3 month exchange-traded futures contracts on a single commodity (West Texa
ndex Provider) from a universe of domestic and international companies involved in water-related businesses (the Index Universe) purs
cess by adjusting the earnings for each company based on revenue from within the U.S.
eater relative liquidity, and provide greater sensitivity to changes in credit quality.
market capitalization.
arket) designed to capture large, mid and small cap representation across Chinese securities with A share listings on the Shanghai or S
Technology-related companies (including Electronic Media companies) within the most innovative segments of the Technology sector a
ntly express their market views on the short-term futures contracts on the CBOE SPX Volatility Index (the VIX ).
osure of a 10% two times leveraged long position and a 90% unleveraged short position in the Short-Term Futures Index, which is inten
ven Select Sector Indexes developed and maintained in accordance with the following criteria: (1) each of the component securities in th
the lowest realized volatility over the past 12 months.

lly tax exempt annual yield.
companies in developed and emerging markets throughout the world, excluding Mexico, that meet eligibility requirements.
ology-related stocks in the Consumer Discretionary sector, as defined by the Index Provider that are listed on major U.S. stock exchange
d to include stocks exhibiting low volatility characteristics, after removing stocks that historically have performed poorly in rising interest
st 12 months. Volatility is a statistical measurement of the magnitude of up and down asset price fluctuations over time. The Fund and t
quity, accruals ratio and financial leverage ratio.
with the lowest realized volatility over the past 12 months.
d enterprises. The index employs a modified float-adjusted market capitalization weighting process to target the weights of countries in
ware segment of the S&P Total Market Index ("S&P TMI"). The S&P TMI is designed to track the broad U.S. equity market. The technolo
companies listed on the Russell 1000 Index pursuant to a proprietary selection methodology that is designed to increase exposure to c
ess of the implied volatility curve. The Index seeks to react positively to overall increases in market volatility and aims to lower the roll co
TMI is designed to track the broad U.S. equity market. The internet segment of the S&P TMI comprises the internet retail sub-industry a
Index, which provides an indication of the pattern of stock price movement in the US equities market, at various points along the volatil
375033264.xls
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gender diversity criteria of having a female chief executive officer or having at least 25% female members on the board of directors and
tions of the inflation-linked government bond markets of developed and emerging market countries, commonly known in the United Stat
s designed to represent micro-sized companies and is a subset of the Wilshire 5000 Total Market IndexSM (the Wilshire 5000 ).
ately 97% of U.S. equity market capitalization.
ire US REIT. Guggenheim Advisors LLC (the Investment Adviser ) and Guggenheim Partners Asset Management LLC (the Investment
ent objective. Unlike many investment companies, the Fund does not try to beat the Index and does not seek temporary defensive po
a single commodity (West Texas Intermediate crude oil) and is a subindex of the Bloomberg Commodity Index (Bloomberg: BCOM) and
mmodity (West Texas Intermediate crude oil) and is a subindex of the Bloomberg Commodity Index (Bloomberg: BCOM) and a member
ndex Universe) pursuant to the criteria and methodology. The Fund generally will invest in all of the stocks that comprise the Underlying
n the Shanghai or Shenzhen Stock Exchanges. The Index is comprised solely of A Shares and aims to capture approximately 99% of th
Technology sector and Electronic Media sub-sector of the Media sector, as defined by FactSet Research Systems, Inc. ("FactSet" or the
ndex, which is intended to result in a net short position in VIX futures. The Short Volatility Hedged Securities are intended to provide ne
onent securities in the Index is a constituent company of the S&P 500 Index; and (2) the Index is calculated by S&P Dow Jones Indices
U.S. stock exchanges. The Index is equal-dollar-weighted to ensure that each of its component securities is represented in approximate
rly in rising interest rate environments.Constituents are weighted relative to the inverse of their volatility, with the least volatile stocks rec
me. The Fund and the Index are rebalanced and reconstituted semi-annually on the last business day in January and July.
ghts of countries in the universe prior to the removal of state owned enterprises while also limiting sector deviations to 3% of the starting
market. The technology hardware segment of the S&P TMI comprises the technology hardware, storage & peripherals sub-industry, elec
ease exposure to companies that have the highest estimated upside volatility relative to downside volatility while also managing overall
s to lower the roll cost of investments linked to future implied volatility.
retail sub-industry and internet software & services sub-industry. The Index is one of twenty-one (21) of the S&P Select Industry Indices
nts along the volatility forward curve. The Index rolls its exposure to the underlying futures contracts continuously throughout each mont
375033264.xls
594
oard of directors and that satisfy certain market capitalization, liquidity and other selection criteria and concentration limits.
n in the United States as TIPS, are securities issued by such governments that are designed to provide inflation protection to investors.
shire 5000 ).
LC (the Investment Sub-Adviser ) seek a correlation over time of 0.95 or better between the Fund s performance and the performance
porary defensive positions when markets decline or appear overvalued. The Fund will use a replication strategy. A replication strategy is
mberg: BCOM) and a member of the Bloomberg Commodity Indices family. The Index is designed to measure the returns that are poten
OM) and a member of the Bloomberg Commodity Indices family. The Index is designed to measure the returns that are potentially availa
prise the Underlying Index in proportion to their weightings in the Underlying Index. However, under various circumstances, it may not be
oximately 99% of the investible Chinese domestic A Shares equity universe.

nc. ("FactSet" or the "Index Provider"). The Index Provider considers the most innovative segments of the Technology sector and Electro
ended to provide net short exposure to VIX futures, which exposure is more likely to decrease in value when volatility increases and mor
Dow Jones Indices LLC based on methodology proprietary to S&P Dow Jones Indices LLC and BofA Merrill Lynch Research, using a "m
nted in approximate equal dollar value.
st volatile stocks receiving the highest weights.
o 3% of the starting universe.
ls sub-industry, electronic equipment & instruments sub-industry, and electronic components sub-industry. The Index is one of twenty-on
o managing overall portfolio risk by allocating to companies that have the lowest estimated downside volatility when the methodology in
ect Industry Indices (the "Select Industry Indices"), each designed to measure the performance of a narrow sub-industry or group of sub
oughout each month, targeting a constant weighted average maturity for the underlying futures contracts of one month.
375033264.xls
595
tection to investors. The Index includes government debt (direct obligations of the issuer country) but does not include quasi-governmen
nd the performance of the Index. A figure of 1.00 would represent perfect correlation.
plication strategy is an indexing strategy that involves investing in the securities of the Index in approximately the same proportions as i
eturns that are potentially available through an unleveraged investment in rolling West Texas Intermediate crude oil futures contracts trad
re potentially available through an unleveraged investment in rolling West Texas Intermediate crude oil futures contracts traded on majo
ances, it may not be possible or practicable to purchase all of the stocks in the Underlying Index in those weightings. In those circumsta
y sector and Electronic Media sub-sector to be those with the highest revenue growth and believes that these companies are often invo
y increases and more likely to increase in value when volatility declines. The leveraged long position provides a hedge as compared to a
Research, using a "modified market capitalization" methodology, which means that modifications may be made to the market capitalizatio
x is one of twenty-one (21) of the S&P Select Industry Indices (the"Select Industry Indices"), each designed to measure the performance
the methodology indicates that the Fund should hold less risk exposure. Upside and downside volatility are determined using primarily
ustry or group of sub-industries determined based on the Global Industry Classification Standards ("GICS"). The S&P TMI tracks all elig
375033264.xls
596
de quasi-government debt or corporate debt.
me proportions as in the Index. However, the Fund may utilize a representative sampling strategy with respect to the Index when a
utures contracts traded on major commodity exchanges. The futures contracts are never taken to delivery, and are instead rolled forwar
acts traded on major commodity exchanges. The futures contracts are never taken to delivery, and are instead rolled forward into replac
. In those circumstances, the Fund may purchase a sample of the stocks in the Underlying Index in proportions expected to correspond
anies are often involved in cutting edge research, innovative product and service development, disruptive business models, or a combin
ge as compared to an outright short position in VIX futures. As described herein, however, the actual exposure of the Short Volatility Hed
market capitalization weights of single stock concentrations in order to conform to the requirement of the Internal Revenue Code of 198
ure the performance of a narrow sub-industry or group of sub-industries determined based on the Global Industry Classification Standar
ned using primarily forward-lookingmeasures of volatility fromthe equity optionsmarket. Under normal market conditions, the Fund inves
P TMI tracks all eligible U.S. common equities listed on the NYSE, NYSE Arca, NYSE MKT, NASDAQ Global Select Market, NASDAQ S
375033264.xls
597
the Index when a replication strategy might be detrimental to shareholders, such as when there are practical difficulties or sub
nstead rolled forward into replacement contract every other month. The performance of the Index is primarily determined by the timing o
d forward into replacement contract every other month. The performance of the Index is primarily determined by the timing of the roll and
ected to correspond as closely as possible to the performance of the Underlying Index.
models, or a combination of these activities. In addition to traditional Technology companies, Electronic Media companies are included i
e Short Volatility Hedged Securities may deviate significantly from the intended target exposure, resulting in a net long exposure to VIX f
evenue Code of 1986, as amended.
assification Standards ("GICS"). The S&PTMI tracks all eligible U.S. common equities listed on the NYSE, NYSE Arca, NYSE MKT, NAS
ons, the Fund invests at least 80% of its assets (defined as net assets plus borrowing for investment purposes) in domestic equity secu
Market, NASDAQ Select Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, and Bats EDGX exchanges. The Index is
375033264.xls
598
cal difficulties or substantial costs involved in compiling a portfolio of equity securities to follow the Index, in instances in which a security
ined by the timing of the roll and the relative price movements of the incoming contract and the outgoing contract. The WTI crude oil futu
timing of the roll and the relative price movements of the incoming contract and the outgoing contract. The WTI crude oil futures contrac
anies are included in the Index because of their core focus on technology and the integral role technology plays in determining how suc
g exposure to VIX futures, and there is no guarantee that the Securities will have a net VIX futures exposure that benefits investors. Th
ca, NYSE MKT, NASDAQ Global Select Market, NASDAQ Select Market, NASDAQ Capital Market, Bats BZX, Bats BYX, Bats EDGA, a
omestic equity securities. The Fund defines equity securities as common and preferred stock, aswell as total return swaps on those secu
anges. The Index is a modified equal weighted index.
375033264.xls
599
s in which a security in the Index becomes temporarily illiquid, unavailable or less liquid, or as a result of legal restrictions or limitations (
he WTI crude oil futures contracts tracked by the Index roll approximately every other month to the contract that is two months longer in
e oil futures contracts tracked by the Index roll approximately every other month to the contract that is two months longer in maturity. Th
etermining how such companies operate, innovate and compete within their industry.
nefits investors. The actual exposure of the Securities may result in a loss of some or all of your investment.
BYX, Bats EDGA, and Bats EDGX exchanges. The Index is a modified equal weighted index.
swaps on those securities.
375033264.xls
600
tions or limitations (such as tax diversification requirements) that apply to the Fund but not the Index.
wo months longer in maturity. The Index provides investors with a benchmark for rolling futures contracts in this single commodity.
onger in maturity. The Index provides investors with a benchmark for rolling futures contracts in this single commodity.
375033264.xls
601
e commodity.
375033264.xls
602
Guggenheim China All-Cap ETF YAO Guggenheim 18385P101

ProShares Ultra Yen YCL ProShares 74347W270
ProShares UltraShort Yen YCS ProShares 74347W569
International Multi-Asset Diversified Income Inde YDIV First Trust 33738R209
Amplify YieldShares Senior Loan and Income ET YESR Amplify Investments 032108300
Direxion Daily FTSE China Bull 3X Shares YINN Direxion Shares 25459W771
Global X YieldCo Index ETF YLCO Global X 37954Y707
Principal Edge Active Income ETF YLD Principal Financial Servi 74255Y102
ClearBridge Dividend Strategy ESG ETF YLDE Legg Mason 524682309
VanEck Vectors High Income Infrastructure MLP YMLI Van Eck Associates Corp92189F569
VanEck Vectors High Income MLP ETF YMLP Van Eck Associates Corp92189F288
ProShares Short FTSE China 50 YXI ProShares 74347X658
Yield Shares High Income ETF YYY Exchange Traded Conce301505301
ProShares UltraPro Short Nasdaq Biotechnology ZBIO ProShares 74347B623
VelocityShares Daily Inverse VIX Medium Term E ZIV Velocity Shares 22542D829
Direxion Zacks MLP High Income Shares ZMLP Direxion Shares 25459Y298
PIMCO 25+ Year Zero Coupon U.S. Treasury Ind ZROZ PIMCO 72201R882
ProShares UltraShort Silver ZSL ProShares 74347W114
375033264.xls
603

US74347W2706 11/24/2008 0.95 Currency
US74347W5691 11/24/2008 0.95 Currency
US0321083000 08/29/2017 2.15 Bonds
US72201R8824 10/30/2009 0.15 Bonds
375033264.xls
604
Not Applicable AlphaShares China All-CThe Guggenheim China All-Cap ETF (the Fund) NYSE Arca:YAO seeks inve
Not Applicable JPY/USD Exchange Rat ProShares Ultra Yen seeks daily investment results before fees and expense
Not Applicable JPY/USD Exchange Rat ProShares UltraShort Yen seeks daily investment results before fees and ex
Not Applicable NASDAQ International Mu The International Multi-Asset Diversified Income Index Fund is an exchange
Not Applicable Prime Senior Loan and The Amplify YieldShares Senior Loan and Income ETF (the Fund ) see
Not Applicable FTSE China 25 Index The Direxion Daily FTSE China Bull 3X Shares seeks daily investment resul
YieldCo Indxx Global YieldCo Ind The Global X YieldCo Index ETF seeks investment results that correspond g
Not Applicable Not Applicable The Principal EDGE Active Income ETF seeks to provide current income by
Not Applicable Not Applicable ClearBridge Dividend Strategy ESG ETF (YLDE) is an actively managed stra
MLP Solactive High Income InVanEck Vectors High Income Infrastructure MLP ETF (YMLI) seeks to provid
MLP Solactive High Income MVanEck Vectors High Income MLP ETF (YMLP) seeks to provide investment
Not Applicable FTSE China 50 Index ProShares Short FTSE/Xinhua China 50 seeks daily investment results befo
Closed End Funds ISE High Income Index YYY will screen for CEFs that show high discounts to net asset value, high d
Not Applicable NASDAQ Biotechnology This Short ProShares ETF seeks a return that is -3x the return of an index o
Not Applicable S&P 500 VIX Mid-Term FThe VelocityShares Daily Inverse VIX Medium-Term ETNs (the ETNs ) are
MLP Zacks MLP High Income The Direxion Zacks MLP High Income Shares seeks investment results, befo
Not Applicable BofA Merrill Lynch Long The objective of the PIMCO 25+ Year Zero Coupon U.S. Treasury Index Fun
Not Applicable London Silver Fix Price ProShares UltraShort Silver seeks daily investment results before fees and e
375033264.xls
605
ca:YAO seeks investment results that correspond generally to the performance before the Fund s fees and expenses of an equity index
fees and expenses that correspond to twice (200%) the U.S. Dollar price of the Yen.
efore fees and expenses that correspond to twice (200%) the inverse (opposite) of the U.S. Dollar price of the Yen.
nd is an exchange-traded index fund. The investment objective of the Fund is to seek investment results that correspond generally to the
F (the Fund ) seeks investment results that generally correspond (before fees and expenses) to the price and yield of the Prime Senio
y investment results before fees and expenses of 300% of the price performance of the FTSE China 25 Index (the China Index). There i
that correspond generally to the price and yield performance, before fees and expenses, of the Indxx Global YieldCo Index. The Under
current income by investing in six income-producing asset classes. The Fund is an actively managed exchange-traded fund ( ETF ) that
vely managed strategy that seeks attractive income growth and capital appreciation over time by seeking to invest in dividend paying st
LI) seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of the S
rovide investment results that, before fees and expenses, correspond generally to the price and yield performance of the Solactive High
tment results before fees and expenses that correspond to the inverse (opposite) of the daily performance of the FTSE/Xinhua China 5
asset value, high distribution rates and high liquidity.
turn of an index or other benchmark (target) for a single day, as measured from one NAV calculation to the next. Due to the compoundin
(the ETNs ) are senior, unsecured obligations of Credit Suisse AG ( Credit Suisse ) acting through its Nassau branch. The return on t
tment results, before fees and expenses, that track the price and yield performance of the Zacks MLP High Income Index. The Zacks M
reasury Index Fund is to provide total return that closely corresponds before fees and expenses to the total return of The BofA Merrill Ly
before fees and expenses that correspond to twice (200%) the inverse (opposite) of the daily performance of silver bullion as measure
375033264.xls
606
s of an equity index called the AlphaShares China All-Cap Index (the China Index or the Index ). The Fund will at all times invest at lea
ond generally to the price and yield, before the Funds fees and expenses, of an index called the NASDAQ International Multi-Asset Div
of the Prime Senior Loan and Income CEF Index (the Index ).
hina Index). There is no guarantee the fund will meet its stated investment objective.
o Index. The Underlying Index comprises publicly traded companies that are formed to own operating assets that produce defined cash
ed fund ( ETF ) that seeks to achieve its investment objective by investing, under normal circumstances, its assets in investment grade a
n dividend paying stocks with positive ESG attributes. YLDE may benefit investors targeting dividend income, growth of dividend income
performance of the Solactive High Income Infrastructure MLP Index (YMLITR). The equal weight index is a rules-based benchmark desi
of the Solactive High Income MLP Index (YMLPTR). The index consists of MLPs involved in oil exploration and production, natural gas e
SE/Xinhua China 50 Index.
e to the compounding of daily returns, ProShares returns over periods other than one day will likely differ in amount and possibly directi
ch. The return on the ETNs is linked to the inverse of the daily performance of the S&P 500 VIX MidTerm Futures Index ER less the in
Index. The Zacks MLP High Income Index selects 25 Master Limited Partnerships (MLP) utilizing a methodology proprietary to Zacks. T
The BofA Merrill Lynch Long Treasury Principal STRIPS Index.
bullion as measured by the U.S. Dollar fixing price for delivery in London.
375033264.xls
607
ll times invest at least 80% of its total assets in common stock American depositary receipts ( ADRs ) American depositary shares ( ADS
onal Multi-Asset Diversified Income Index
oduce defined cash flows, as well as companies that have publicly announced plans to spin-off a yieldco in an initial public offering, as d
n investment grade and non-investment grade fixed income securities (commonly known as "junk bonds") and in equity securities. In pur
h of dividend income and long-term capital appreciation along with engaged, impactful investing all in an active, tax-efficient structure.
ed benchmark designed to provide investors a means of tracking the performance of selected infrastructure Master Limited Partnership
uction, natural gas exploration and production, the sale, distribution and retail marketing of propane and other natural gas liquids, crude
and possibly direction from the target return for the same period. These effects may be more pronounced in funds with larger or inverse
ndex ER less the investor fee. The ETNs provide traders with an exchange traded instrument enabling them to efficiently express their m
prietary to Zacks. The objective of the Index is to select a group of MLPs with the potential to yield and outperform on a risk adjusted ba
375033264.xls
608
ositary shares ( ADSs ) global depositary receipts ( GDRs ) and international depositary receipts ( IDRs ) that comprise the Index and inv
public offering, as determined by Indxx, LLC. A yieldco is a dividend growth-oriented public company, created by a parent company, wh
uity securities. In pursuing its strategies, the Fund invests in a diversified portfolio of a broad range of instruments. Edge Asset Managem
efficient structure.
Limited Partnerships ( MLPs ) publically traded in the United States.
al gas liquids, crude oil shipping, dry bulk shipping, refined products transportation, liquefied natural gas shipping, other marine transpor
ith larger or inverse multiples and in funds with volatile benchmarks. The NASDAQ Biotechnology Index is a modified capitalization-wei
ently express their market views on the medium-term futures contracts on the CBOE SPX Volatility Index (the VIX ). The ETNs do n
on a risk adjusted basis the S&P 500 Index and other benchmark indices. The Index constituent selection methodology utilizes multi-fac
375033264.xls
609
se the Index and investments that have economic characteristics that are substantially identical to the economic characteristics of the c
parent company, which bundles renewable and/or conventional long-term contracted operating assets in order to generate systematic ca
dge Asset Management, Inc. ("Edge"), one of the Funds Sub-Advisors, actively and tactically allocates the Fund s assets among fixed in
her marine transportation, and the direct mining, production and marketing of natural resources, including timber, fertilizers, coal and oth
d capitalization-weighted index that includes securities of The NASDAQ Stock Market listed companies that are classified as either bio
X ). The ETNs do not guarantee any return of principal at maturity and do not pay any interest during their term.
gy utilizes multi-factor proprietary selection rules to identify those MLPs that offer the greatest yield by assessing various factors, includ
375033264.xls
610
racteristics of the component securities that comprise the Index.
nerate systematic cash flows.

ssets among fixed income securities and equity securities in an effort to take advantage of changing economic conditions that Edge beli
tilizers, coal and other minerals, and royalty trusts, which typically own the rights to royalties on the production and sales of a natural res
assified as either biotechnology or pharmaceutical. The securities also meet other eligibility criteria determined by The NASDAQ OMX G
rious factors, including yield, liquidity, and relative value. The approach is specifically designed to enhance investment applications and
375033264.xls
611
tions that Edge believes favors one asset class over another. Based on the analysis of various economic indicators, Edge will increase
ales of a natural resource, including oil, gas, minerals and timber.
he NASDAQ OMX Group Inc., including minimum market capitalization and liquidity requirements.
nt applications and investability. Index reconstitution will begin quarterly after the close of the last business day of January, April, July, an
375033264.xls
612
Edge will increase the allocation to the asset class that it believes will have a higher probability of achieving the Fund s objective of pro
nuary, April, July, and October.
375033264.xls
613
nd s objective of providing current income. The Fund actively trades portfolio securities.
375033264.xls

US Listed ETFs Database with Over 1,000 Funds

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1

d companies in developed and emerging markets.

urers and agricultural chemicals.

portfolio holdings daily.

urn basis (NYSE: AMZ).

merican Customer Satisfaction Index.

sented by a specified relevant benchmark BNY Mellon ADR Index.

or the Shenzhen Stock Exchange.

) in the United States.

struction methodology, and is rebalanced monthly.

a rules-based construction methodology, and is rebalanced monthly.

hese categories of alternative investments

mance history prior to that date.

US2330515238 10/20/2015 0.7 Equities (Stocks)

the standard contract calendar.

tionships while emphasizing liquidity and diversification.

al MetalsTM Excess Return ( industrial metals index ).

s Contract) less BNO s expenses.

s measured by free-float market capitalization and average daily trading value.

ustodian ) is the custodian of the Trust.

ually weighted within the Index.

verall market environment.

d be earned on cash collateral invested in specified Treasury Bills.

by more than 15 percentage points in the 6-12 months ahead).

ercentage points in the 6-12 months ahead).

Guggenheim BulletShares 2024 Corporate Bond BSCO Guggenheim 18383M233

US18383M2338 09/17/2014 0.24 Bonds

grade debt issued by foreign governments of developed countries.

corporate bonds with effective maturities in the year 2024.

ed high-yield corporate bonds with effective maturities in 2021.

ndex. A figure of 1.00 would represent perfect correlation.

ng obvious abnormal fluctuations or market manipulations.

authorities in the PRC to be included in the Index.

e investment advisor believes are of comparable quality.

very March and September.

securities. The index is rebalanced quarterly.

ticular securities in the secondary market.

VictoryShares International Volatility Wtd ETF CIL VictoryShares 92647N840

US92647N8406 08/19/2015 0.45 Equities (Stocks)

. It is not possible to invest directly in an unmanaged index.

ral supplies and logistics, agricultural chemicals, and biofuels.

s 23 developed markets countries and 23 emerging markets countries.

. A figure of 1.00 would represent perfect correlation.

ent quarters) and is weighted based on the volatility of each stock.

performance of the index.

s Services or Standard & Poor s.

Power Gauge ratings.

ent perfect correlation.

of the Index. A figure of 1.00 would represent perfect correlation.

in less volatility than long-only equity strategies.

ms to keep the portfolio turnover low.

et cap of less than $500 million.

DB Agriculture Double Long ETN DAG DBX Strategic Advisors 25154H558

US25154H5587 04/14/2008 0.75 Commodities & Metals

s intended to reflect the performance of crude oil.

ct the performance of silver.

the performance of gold.

e performance of the industrial metals sector.

he traditional investment universe.

en the U.S. dollar and the euro.

y a body of empirical evidence across different geographies and time periods.

ty, and the probability of delivering required revenue growth.