REML

The investment seeks to provide a monthly compounded 2x leveraged long exposure to the price return version of the FTSE NAREIT All Mortgage Capped Index (the “index”). The index measures the composite performance of tax-qualified U.S. mortgage real estate investment trusts (“Mortgage REITs”) with more than 50% of total assets invested in mortgage loans or mortgage-backed securities secured by interests in real property that are listed on the New York Stock Exchange, the NYSE Arca or the NASDAQ National Market List (the “index constituents”).