First Trust Enhanced Short Maturity ETF (FTSM US) – Portfolio Construction MethodologyThe investment strategy guiding the actively managed First Trust Enhanced Short Maturity ETF steers a diversified, USD-denominated short-duration bond portfolio aimed at current income with capital preservation and daily liquidity. The team allocates across U.S. government and agency securities, investment-grade corporates, asset- and mortgage-backed instruments and select securitized credit, targeting portfolio duration < ...

Wahed FTSE USA Shariah ETF (HLAL US) – Portfolio Construction MethodologyThe underlying FTSE USA Shariah Index offers free-float market-cap exposure to Shariah-compliant large- and mid-cap U.S. equities selected from the FTSE USA universe. Business screens exclude conventional finance, alcohol, tobacco, pork-related products, gambling, weapons, adult entertainment, and certain music/film broadcasting. Financial ratio screens require: debt <33.333% of total assets; cash and interest-bearing items <33.333% of ...

First Trust Tactical High Yield ETF (HYLS US) – Portfolio Construction MethodologyThe investment process guiding the actively managed First Trust Tactical High Yield ETF allocates to below-investment-grade USD corporate debt while dynamically adjusting credit beta, liquidity, and duration to conditions. Issuer selection applies fundamental credit work, covenant assessment, and relative-value spread analysis across seniority tiers, emphasizing cash-flow durability and refinancing pathways. Portfolio construc ...

iShares 7-10 Year Treasury Bond ETF (IEF US) – Portfolio Construction MethodologyThe underlying ICE U.S. Treasury 7-10 Year Bond Index provides market-value exposure to public obligations of the U.S. Treasury with remaining maturity ≥7 and <10 years. Constituents are USD-denominated, fixed-rate nominal notes/bonds; T-bills, TIPS, STRIPS and floating-rate issues are excluded. Eligibility typically requires minimum par outstanding of at least USD 300mn per issue. The index is market-value weighted by amount o ...

iShares 3-7 Year Treasury Bond ETF (IEI US) – Portfolio Construction MethodologyThe underlying ICE US Treasury 3-7 Year Bond Index targets USD-denominated, fixed-rate, nominal U.S. Treasury notes and bonds with remaining maturities ≥3 and <7 years. Eligible issues must have at least USD 300m par outstanding after deducting Federal Reserve SOMA holdings; TIPS, STRIPS, floaters and agency/Treasury-related instruments are excluded. Constituents enter when their remaining term ages into the 3–7 year window and ...

John Hancock Multifactor Mid Cap ETF (JHMM US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Mid Cap Index targets U.S. operating companies whose market caps rank from the 200th to the 951st largest at reconstitution, drawn from a free-float-adjusted universe of NYSE, NYSE American, and NASDAQ Global Market listings. Constituents are weighted by free-float market cap after systematic tilts: within the eligible set, smaller companies, lower relative price (typically lower P/B), ...

John Hancock Multifactor Small Cap ETF (JHSC US) – Portfolio Construction MethodologyThe underlying John Hancock Dimensional Small Cap Index delivers a systematic US small-cap portfolio drawn from free-float-adjusted operating companies listed on major US exchanges. Size is defined as market caps smaller than the 750th largest US company while excluding the smaller of the 1,350th largest name or the bottom 2.5% of US free-float market cap, curbing micro-cap tail risk and trading frictions. Within this unive ...

Janus Henderson Mortgage-Backed Securities ETF (JMBS US) – Portfolio Construction MethodologyThe investment strategy governing the actively managed Janus Henderson Mortgage-Backed Securities ETF concentrates on agency residential mortgage-backed pass-throughs, allocating across coupons, vintages, and structures to harvest spread while managing prepayment, extension, and convexity risk. Security selection combines pool-level analytics (borrower attributes, seasoning, loan size, geography, servicer) with opti ...

WisdomTree PutWrite Strategy Fund (PUTW US) – Portfolio Construction MethodologyThe underlying Volos US Large Cap Target 2.5% PutWrite Index delivers a systematic, fully collateralized put-write strategy on SPDR S&P 500 ETF Trust (SPY). At each bi-weekly roll, the index holds two SPY put positions with staggered expiries (targeting 5–6 weeks), roughly half exposure in each. Strikes are chosen to target a minimum premium of 2.5% of SPY (premium ÷ SPY price on the business day prior to the roll); if at-the-mo ...

Invesco New York AMT-Free Municipal Bond ETF (PZT US) – Portfolio Construction MethodologyThe underlying The ICE BofAML New York Long-Term Core Plus Municipal Securities Index targets long-duration, investment-grade, tax-exempt municipal bonds issued in the US domestic market by New York State, its local authorities and political subdivisions, and US territories. Eligible constituents must have ≥15 years remaining to final maturity and be USD-denominated. Constituents are weighted by current amount outstand ...