RETURN STACKED GLOBAL BALANCED & MACRO ETF (USD) RGBM.U.CA

Return Stacked Global Balanced & Macro ETF is an actively managed ETF that seeks long-term capital appreciation by combining a global balanced strategy with a systematic macro strategy. The balanced strategy targets approximately 50% exposure to global equities and 50% exposure to bonds (specifically Canadian government bonds, in the Canadian-balanced component), implemented in a capital-efficient way (futures, cash buffers, etc.) to provide core allocation exposure while freeing up capital.

The systematic macro strategy uses quantitative, rules-based models to gain dynamic exposure - long or short - across global equity indices, fixed income indices, interest rates, commodities and currencies.

This fund investment strategy involves using leverage and derivative instruments to "stack" or overlay the return of the systematic macro component on top of the balanced component, so that for each dollar invested there is exposure both to the core balanced allocation and to the macro overlay.

The use of derivative instruments permits both long and short exposure, which introduces potential for enhanced return and increased downside risk. The fund covers global markets and multiple asset classes: global equities, global fixed income (including Canadian government bonds for the balanced component), commodities, currencies, and interest rates (via macro overlay).

The systematic macro strategy seeks diversification and inflation hedging based on its ability to respond to different global asset class trends. The ETF is provided by LongPoint Asset Management Inc., with portfolio management handled by ReSolve Asset Management Inc. and ReSolve Asset Management SEZC, with Newfound Research LLC as a co-promoter.

It is a Canadian ETF with an alternative/special strategy permitting use of derivatives and leverage.