Catalyst/Millburn Dynamic Commodity Strategy Fund Class I NMFQS:CFHIX

The investment seeks long-term capital appreciation largely independent from global equity markets. Under normal circumstances the fund invests primarily in (i) call and put options on physical commodity futures contracts, (ii) cash and cash equivalents, including money market funds, and (iii) directly or indirectly, through other investment funds, in other liquid investments (investment grade short and mid-term fixed income securities, including U.S. government securities and corporate bonds). It seeks to achieve its investment objective by buying and selling options and option spreads on commodity futures and futures on equity indexes.