QMOM

QMOM: U.S. Quantitative Momentum ETF

THE STRATEGY SEEKS TO BUY STOCKS WITH THE HIGHEST QUALITY MOMENTUM

The strategy stock selection algorithm is fully automated.

The stock selection process identifies a portfolio that generally holds 50 stocks.

The strategy seeks to buy stocks with the highest quality momentum.

As of Date
03/28/2023

Ticker	Index Ticker	CUSIP	Inception	Expense Ratio	Premium / Discount	AUM ($mm)	Shares
QMOM		02072L409	12/02/2015	0.39	0.11%	128.00	2,910,000

NAV	Change ($)	Change (%)
43.99	0.24	0.56

Market Price	Change ($)	Change (%)
44.03	0.43	0.99

Period
12/30/2022
12/31/2021

Completed Calendar Quarters of Current Year

Year	Quarter	Days Traded at Premium	Days Traded at Discount
2022	2	35	24
2022	3	34	25
2022	4	39	24

Most Recent Completed Calendar Year

Days Traded at Premium	Days Traded at Discount
146	97

As of Date	30-Day Median Bid/Ask Spread
03/28/2023	0.14

As of Date
02/28/2023