SSFI

Fund Description
Under normal market conditions, the Fund will invest, indirectly through the Underlying Funds, at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in fixed income securities. The Fund may invest in Underlying Funds without any constraints as to the duration (i.e., the sensitivity of a fixed income security s price to interest rate changes), maturity, and country of domicile (including emerging market countries) of the securities held by the Underlying Funds. Certain of the Underlying Funds may hold, without limit, debt securities of any credit quality including below investment grade debt securities (also known as junk bonds). The Fund utilizes the Ned Davis Fixed Income Model developed by NDR, to determine its allocation to each Category. The model combines unique macroeconomic and technical indicators which (i) evaluate the relative attractiveness of Underlying Funds across Categories; (ii) reallocate assets from Categories with unfavorable characteristics to areas providing the greatest opportunities; and (iii) protect capital by lowering duration and reducing credit risk during weak economic environments. The indicators for each Category focus on risk/reward characteristics of each Category with the goal of investing in the areas that have the highest probability of maximizing total return. By combining multiple and diverse indicators, which historically have been shown to add value in Category allocation decisions, the model seeks to objectively assess the weight of the evidence and generate Category allocation recommendations. The Fund s allocation to a particular Category may be greater than 25%. Conversely, the Fund s allocation to a particular Category may be reduced to 0% if the Category s model composite is at low levels.
Fund Profile
Fund Name Day Hagan/Ned Davis Research Smart Sector Fixed Income ETF
Fund Exchange Ticker SSFI
Fund Sponsor Day Hagan
Fund ISIN US86280R8604
Net Expense Ratio 0.79 %
Fund Inception Date 29 September 2021
Fund Legal Structure ETF (Open end fund)
Exchange NYSE Arca
Listing Country Code US
Fund Investment Objective
ETF Type Specific Bonds - Broad Market
Asset Class Bonds
Index Linked Active
Index Name Not Applicable
Index Provider Not Applicable
Currency Hedged No
Inverse / Leveraged Not Applicable
Developed / Emerging Funds Combining Developed & Emerging Exposure
Bond Type Broad Market
Credit Quality Fund Holds Both Investment Grade & High Yield
Average Maturity Fund Holds All Maturity Ranges
Bond Currency Denomination Multiple Currencies
Key Statistics
Return As of Date 28 June 2022
Asset Under Management 25.63 Million (USD)
1 Month Total Return -3.38 %
Year To Date Return -10.34 %
1 Year Total Return
3 Year Annualized Total Return
NAV 22.2895
Share Outstanding 1,150,000
Top 10 Holdings (27 June 2022)
Constituent Name Constituent Ticker Constituent Type Weighting
CASH AND CASH EQUIVALENTS CASH 0.2600630000
SPDR PORTFOLIO MORTGAGE BACK SPMB ETF 0.1605150000
SPDR BLOOMBERG BARCLAYS LONG TERM TREASURY ETF SPTL ETF 0.1211450000
VANGUARD TOTAL INTL BOND ETF BNDX ETF 0.1043170000
VANGUARD SHORT-TERM TIPS VTIP ETF 0.1040350000
VANGUARD EMERG MKTS GOV BND VWOB ETF 0.0784780000
SPDR BBG BARC IG FLOATING RT FLRN ETF 0.0731950000
SPDR PORTFOLIO HIGH YIELD BO SPHY ETF 0.0542900000
SPDR PORTFOLIO CORPORATE BON SPBO ETF 0.0439620000