Return Stacked U.S. Stocks & Futures Yield ETF
Key Statistics
Historical Performance
Total return including reinvested distributions, from adjusted closing prices.
Price History
Price history is being compiled for this fund.
Top Holdings
Top 25 holdings as of Jan 31, 2026 · source: SEC N-PORT. Full holdings & prospectus →
About RSSY
The Fund is an actively-managed exchange-tradedfund (“ETF”) that seeks to achieve its investment objective by investing in two complimentary investment strategies,a U.S. Equity strategy and a Futures Yield strategy. The Fund uses leverage to “stack” the total return of holdingsin the Fund’s U.S. Equity strategy together with the potential returns of the Fund’s Futures Yield strategy. Essentially,one dollar invested in the Fund provides approximately one dollar of exposure to the Fund’s U.S. Equity strategy and approximatelyone dollar of exposure to the Fund’s Futures Yield strategy. So, the return of the Futures Yield (minus the cost of financing)strategy is essentially stacked on top of the returns of the U.S. Equity strategy. Under normal circumstances, the Fund willinvest at least 80% of its net assets, plus borrowings for investment purposes, in (a) the U.S. Equity strategy (as described below)and (b) the Futures Yield strategy (as described below). For the Fund’s U.S. Equity strategy,the Fund will invest in U.S. equity securities (i.e., common stocks of U.S. issuers), U.S. equity ETFs, and/or futures contractson U.S. equity indices, as well as swaps on any of the foregoing and/or swaps on equity indices. For the Fund’s Futures Yield strategy,the Fund will invest among four major asset classes (commodities, currencies, equities, and fixed income) and generally, the Fundwill gain exposure to these four asset classes by investing in futures contracts including, but not limited to, commodity futures;currency futures; equity index futures; bond futures; and interest rate futures; as well as swaps on any of the foregoing and/orswaps on applicable indices (collectively, the “Instruments”). The Fund may either invest directly in the Instrumentsor indirectly by investing in the Subsidiary (as described below) that invests in the Instruments. The Fund will target a 100% exposure toeach of its U.S. Equity strategy and its Futures Yield strategy. Further, the Fund (and the Subsidiary)will hold U.S. Treasury bills and cash equivalents as collateral for the futures and swap contracts as well as to generate income. U.S. Equity Strategy: The Fund seeks to capture the totalreturn of large-capitalization U.S. equities (meaning companies with a market capitalization greater than $8 billion) with theobjective of long-term capital appreciation. To do so, the Fund will invest in U.S. equity securities, U.S. equity ETFs, or U.S.equity index futures contracts, as well as swaps on any of the foregoing and/or swaps on equity indices. For the Fund’s direct investmentsin U.S. equity securities, the Fund will invest in large-capitalization U.S. equities. The Fund may also invest in broad-basedU.S. equity ETFs, which are ETFs that are designed to provide broad exposure to U.S. equity markets. The Fund’s sub-adviser,Newfound Research LLC (“Newfound”), will favor low-cost equity ETFs that provide exposure to the large-capitalizationU.S. equity market, and which are highly liquid. Further, the Fund may implement its equity strategy by investing in U.S. equityindex futures and swaps. Under normal circumstances, the Fund’sexposure to the U.S. Equity strategy will represent approximately 100% of the Fund’s net assets. Note: Notional value is thetotal underlying amount of a derivatives trade. Leverage allows an investor (like the Fund) to use a small amount of money to gainexposure to a larger (and potentially, a much larger) amount. So, notional value reflects the total value of a trade, not the cost(or market value) of taking the trade. Futures Yield Strategy: The Fund will invest, using a FuturesYield strategy, among four major asset classes (commodities, currencies, equities, and fixed income). As noted above, the Fundwill invest in the Instruments. The Fund may either invest directlyin the Instruments or indirectly by investing in the Subsidiary (as described below) that invests in the Instruments. There areno geographic limits on the market exposure of the Fund’s assets. This flexibility allows ReSolve Asset Management SEZC (Cayman)(“ReSolve”) to look for investments or gain exposure to asset classes and markets around the world that it believeswill enhance the Fund’s ability to meet its objective. ReSolve uses a proprietary, systematicand quantitative process which seeks to generate attractive risk-adjusted returns by evaluating the “carry premium”in commodity, currency, equity, volatility, credit and fixed income Instruments. Carry premium is the economic benefit that onecan achieve by holding or “carrying” a particular investment, less the costs associated with holding that asset. Thetype of economic benefit varies by asset type; for example, stocks may pay dividends and bonds may pay a coupon. Certain investmentsmay actually have a negative carry premium, meaning that the economic benefit is exceeded by the costs of holding the investment(financing costs, storage costs, etc.). At its most basic level, a strategythat seeks to benefit from the carry premium would hold long positions on Instruments that pay a carry premium and hold short positionson Instruments that have a negative carry premium. The size and type (long or short) of the position taken will relate to variousfactors, including ReSolve’s systematic assessment of an investment’s carry premium as well as ReSolve’s estimateof the Instrument’s risk. The owner of a long position in a derivativeinstrument will benefit from an increase in the price of the underlying instrument. The owner of a short position in a derivativeinstrument will benefit from a decrease in the price of the underlying instrument. ReSolve generally expects that the Fund willhave exposure in long and short positions across all four major asset classes (commodities, currencies, fixed income and equities),but at any one time the Fund may emphasize one or two of the asset classes or a limited number of exposures within an asset class. Futures contracts have a limited lifespanbefore they expire (e.g., quarterly). The Fund will frequently “roll-over” futures contracts - replace an expiringcontract with a contract that expires further in the future. As a result, the Fund’s portfolio will be subject to a highportfolio turnover rate. Under normal circumstances, the Fund’saggregate notional exposure to the Futures Yield strategy will be approximately 100% of the Fund’s net assets. The Fund’sFutures Yield strategy involves levered exposure to a basket of global futures contracts (and/or swaps on such futures contracts). Cayman Subsidiary: The Fund intends to gain exposure toits investments either directly or indirectly by investing through a wholly-owned Cayman Islands subsidiary (the “Subsidiary”)that is advised by the Adviser and ReSolve. The Fund may invest up to 25% of its total assets in the Subsidiary, tested at theend of each fiscal quarter. The Subsidiary will generally hold investmentsthat do not generate “qualifying income” under the source of income test required to qualify as a regulated investmentcompany (“RIC”) under Subchapter M of the Internal Revenue Code of 1986, as amended (the “Code”). Unlikethe Fund, the Subsidiary may invest without limitation in investments that do not generate “qualifying income”; however,the Subsidiary will comply with the same Investment Company Act of 1940, as amended (the “1940 Act”), requirementsthat are applicable to the Fund’s transactions in derivatives. In addition, the Subsidiary will be subject to the same fundamentalinvestment restrictions and will follow the same compliance policies and procedures as the Fund. Unlike the Fund, the Subsidiarywill not seek to qualify as a RIC under the Code. The Fund is the sole investor in the Subsidiary and does not expect the sharesof the Subsidiary to be offered or sold to other investors. Except as otherwise noted, for purposes of this Prospectus, referencesto the Fund’s investments include the Fund’s indirect investments through the Subsidiary. The financial statements of the Subsidiarywill be consolidated with the Fund’s financial statements in the Fund’s Annual and Semi-Annual Reports. ReSolve Asset Management Inc. (“RAM”)serves as a non-discretionary investment sub-adviser to the Fund and the Subsidiary and is responsible for trade execution of portfolio securitiesand financial instruments for each entity, including selecting broker-dealers to execute purchase and sale transactions. Collateral –Futures Yield As part of the Fund’s FuturesYield strategy, the Fund holds collateral investments. The Fund (and the Subsidiary, as applicable) expects to invest approximately25% to 100% of its net assets in U.S. Treasury bills, money market funds, cash and cash equivalents (e.g., high quality commercialpaper and similar instruments that are rated investment grade or, if unrated, of comparable quality, as Newfound determines), thatprovide liquidity, serve as margin or collateralize the Fund’s investments in futures and swap contracts. Non-Diversified The Fund is classified as a “non-diversified”investment company under the Investment Company Act of 1940, as amended (the “1940 Act”) and, therefore, may investa greater percentage of its assets in a particular issuer than a diversified fund.
RSSY News
- Return Stacked U.S. Stocks & Futures Yield ETF (BATS:RSSY) Short Interest Update
- Price-Driven Insight from (RSSY) for Rule-Based Strategy
- (RSSY) Price Dynamics and Execution-Aware Positioning
- (RSSY) as a Liquidity Pulse for Institutional Tactics
- Return Stacked U.S. Stocks & Futures Yield ETF (BATS:RSSY) Short Interest Up 98.7% in June
- (RSSY) as a Liquidity Pulse for Institutional Tactics
- (RSSY) Risk Channels and Responsive Allocation
- (RSSY) Movement as an Input in Quant Signal Sets
Data for RSSY is aggregated from third-party providers (Tiingo, Nasdaq, Finnhub) and SEC filings, may be delayed at least 20 minutes, and may be incomplete or contain errors. Nothing here is investment advice. Verify with the official prospectus before investing.