Under typical market circumstances, the DeltaShares S&P 600 Managed Risk ETF (DMRS) is designed to commit a minimum of 80% of its holdings, not including any collateral from securities lending, to instruments that comprise the S&P 600 Managed Risk 2.0 Index. This foundational index endeavors to manage risk by dynamically allocating its weighting across three specific benchmarks: the S&P SmallCap 600 Index, the S&P U. S.