Cyber Hornet S&P 500 and Bitcoin 75/25 Strategy ETF (ZZZ US) – Portfolio Construction Methodology

The underlying S&P 500 and S&P CME Bitcoin Futures Index 75/25 Blend Index delivers a constant-mix exposure to U.S. large-cap equities and Bitcoin futures by combining the S&P 500 Index and the S&P CME Bitcoin Futures Index at fixed 75% and 25% weights, respectively. The equity sleeve reflects the total return of the float-adjusted, committee-selected S&P 500 universe of large-cap U.S. companies, typically profitable, seasoned issuers with substantial trading liquidity and market caps generally in the multi-billion-USD range. The Bitcoin sleeve references a regulated index of cash-settled CME Bitcoin futures, following that index’s standardized rolling schedule across listed contracts. On each monthly rebalancing date, the blend index resets back to its 75/25 target, selling the outperforming sleeve and buying the underperforming sleeve. Between rebalancings, each sleeve follows its native index methodology, with corporate actions and futures rolls handled at the component-index level.

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