Vickreybrown Double Dozen Strategy Portfolio Series 1

The Trust utilizes a quantitative selection process developed by SAFE Investment Management, LLC (“SAFE”) to determine the constituents of a final portfolio. The screening process to determine the investment portfolio of the Trust was executed six business days before the initial date of deposit of the Trust (the “Security Selection Date”).

As a result of this strategy, the Trust is concentrated in the consumer products sector and invests significantly in the financial sector and information technology sector.

In constructing the Trust’s portfolio, 24 securities were selected based on the following fundamentally based quantitative criteria:

1. Initial Universe: Start with an initial universe of all common equities traded on the New York Stock Exchange, NYSE MKT or NASDAQ Stock Market excluding registered investment companies and business development companies.

2. Apply Geographic, Liquidity and Market Cap Constraints: Reduce the initial universe of securities to a sub-universe that meets the following requirements, as of the Security Selection Date:

• Exclude securities that are not incorporated in the United States.

• Exclude securities with a market capitalization less than $150 million.

• Exclude securities with a liquidity of less than $3.0 million.

3. Selection of the Initial Sub-Universe Determined in Step 2: Reduce the universe of securities to a subset that meets the following requirements, as of the Security Selection Date:

• Rank securities highest to lowest based on projected P/E (price to earnings) ratio for the next 12- month period.

• Rank securities highest to lowest based on the consensus one-year earnings per share (“EPS”) growth estimate.

• Rank securities lowest to highest based on the standard deviation of analysts’ one-year EPS estimate.

4. Final Selection: Select securities based on an aggregate score on the below four sub-models:

• Fundamental – Ranks securities based on an analysis of key ratios that measure a company’s growth and valuation characteristics.

• Earnings Quality – Ranks securities based on a proprietary model that utilizes forensic accounting variables in an effort to limit or eliminate companies with aggressive accounting practices.

• Executive Incentives and Sentiment – Ranks securities based on executive incentive plans as well as the history of executives exercising stock options.

• Technical – Rank securities based on price momentum combined with trading volume analysis.

Securities are ranked based on an aggregate score on the four above models and the top 24 securities are selected.

Securities are equally weighted as of the Security Selection Date. Selected securities must adhere to following portfolio limits as of the Security Selection Date:

• Maximum 25% weight in any Global Industry Classification Standard sector.

Once an investment limitation has been reached, additional securities of the type that would violate the limitation will not be included in the Trust and the next highest ranked security will be used.

Please note that due to the fluctuating nature of security prices, the weighting of an individual security or sector in the Trust portfolio may change after the Security Selection Date.

SAFE Investment Management, LLC

SAFE Investment Management, LLC, is a registered investment advisor in the state of New Jersey. SAFE through the use of models developed by its affiliate Vickrey Brown will be responsible for assisting the Sponsor in selecting the securities for the portfolio. Vickrey Brown Investments, LLC (“VB”) formed by Scott Brown and Donn Vickrey in June 2014. VB develops models that combine forensic accounting earnings quality with other factors to create models that are intended to outperform their benchmark.

As with all investments, you may lose some or all of your investment in the Trust. No assurance can be given that the Trust’s investment objective will be achieved. The Trust also might not perform as well as you expect. This can happen for reasons such as these:

• Securities prices can be volatile. The value of your investment may fall over time. Market value fluctuates in response to various factors. These can include stock market movements, purchases or sales of securities by the Trust, government policies, litigation, and changes in interest rates, inflation, the financial condition of the securities’ issuer or even perceptions of the issuer. Units of the Trust are not deposits of any bank and are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency.

• Securities selected according to this strategy may not perform as intended. The Trust is exposed to additional risk due to its policy of investing in accordance with an investment strategy. Although the Trust’s investment strategy is designed to achieve the Trust’s investment objective, the strategy may not prove to be successful. The investment decisions may not produce the intended results and there is no guarantee that the investment objective will be achieved.

• Share prices or dividend rates on the securities in the Trust may decline during the life of the Trust. There is no guarantee that share prices of the securities in the Trust will not decline and that the issuers of the securities will declare dividends in the future and, if declared, whether they will remain at current levels or increase over time.

• The Trust is concentrated in the consumer products sector. As a result, the factors that impact the consumer products sector will likely have a greater effect on this Trust than on a more broadly diversified Trust. General risks of companies in the consumer products sector include cyclicality of revenues and earnings, economic recession, currency fluctuations, changing consumer tastes, extensive competition, product liability litigation and increased government regulation. A weak economy and its effect on consumer spending would adversely affect companies in the consumer products sector.

• The Trust invests significantly in the financial sector. As a result, the factors that impact the financial sector will likely have a greater effect on this Trust than on a more broadly diversified Trust. Companies in the financial sector include banks, insurance companies and investment firms. The profitability of companies in the financial sector is largely dependent upon the availability and cost of capital which may fluctuate significantly in response to changes in interest rates and general economic developments. Financial sector companies are especially subject to the adverse effects of economic recession, decreases in the availability of capital, volatile interest rates, portfolio concentrations in geographic markets and in commercial and residential real estate loans, and competition from new entrants in their fields of business. Negative developments initially relating to the subprime mortgage market and subsequently spreading to other parts of the economy, have adversely affected credit and capital markets worldwide and significantly impacted financial sector companies.

• The Trust invests significantly in the information technology sector. As a result, the factors that impact the information technology sector will likely have a greater effect on this Trust than on a more broadly diversified Trust. Companies involved in this sector must contend with rapid changes in technology, intense competition, government regulation and the rapid obsolescence of products and services. Furthermore, sector predictions may not materialize and the companies selected for the Trust may not represent the entire sector and may not participate in the overall sector growth.

• The Trust invests in securities issued by small-capitalization and mid-capitalization companies. These securities customarily involve more investment risk than securities of large-capitalization companies. Small-capitalization and mid-capitalization companies may have limited product lines, markets or financial resources and may be more vulnerable to adverse general market or economic developments.

• Inflation may lead to a decrease in the value of assets or income from investments.

• The Sponsor does not actively manage the portfolio. The Trust will generally hold, and may, when creating additional units, continue to buy, the same securities even though a security’s outlook, market value or yield may have changed.

See “Investment Risks” in Part A of the prospectus and “Risk Factors” in Part B of the prospectus for additional information.