IMOM

IMOM: International 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
03/29/2023

Ticker	Index Ticker	CUSIP	Inception	Expense Ratio	Premium / Discount	AUM ($mm)	Shares
IMOM		02072L300	12/23/2015	0.49	0.86%	69.01	2,675,000

NAV	Change ($)	Change (%)
25.80	0.25	0.98

Market Price	Change ($)	Change (%)
26.02	0.37	1.43

As of Date
12/31/2022

Completed Calendar Quarters of Current Year

Year	Quarter	Days Traded at Premium	Days Traded at Discount
2022	2	45	17
2022	3	40	24
2022	4	39	22

Most Recent Completed Calendar Year

Days Traded at Premium	Days Traded at Discount
170	79

As of Date	30-Day Median Bid/Ask Spread
03/28/2023	0.32

As of Date
02/28/2023