Description: The investment seeks to outperform the investment results of the large- and mid-capitalization U.S. equity markets by providing diversified and tactical exposure to style factors via a factor rotation model. The fund seeks to achieve its investment objective by investing, under normal circumstances, at least 80% of its net assets plus the amount of any borrowings for investment purposes in U.S. listed common stock of large- and mid-capitalization companies selected based on a proprietary Factor Rotation model developed by BFA and its affiliates. It is non-diversified.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Large Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 99.05 | 0.00 | 99.05 |
| Stock non-US | 0.64 | 0.00 | 0.64 |
| Cash | 0.32 | 0.00 | 0.32 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Technology | 27.08 | 22.70 |
| Financial Services | 20.20 | 14.11 |
| Energy | 14.26 | 4.39 |
| Healthcare | 9.86 | 16.05 |
| Communication Services | 8.04 | 7.18 |
| Consumer Cyclicals | 6.42 | 10.02 |
| Consumer Defensive | 5.13 | 7.40 |
| Real Estate | 4.16 | 2.41 |
| Industrials | 2.94 | 10.28 |
| Basic Materials | 1.90 | 2.71 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.36 | 97.55 |
| United Kingdom | 0.64 | 0.88 |
| Japan | 0.00 | 0.07 |
| Australasia | 0.00 | 0.01 |
| Asia Emerging | 0.00 | 0.09 |
| Latin America | 0.00 | 0.07 |
| Asia Developed | 0.00 | 0.17 |
| Europe Developed | 0.00 | 1.13 |
| Africa/Middle East | 0.00 | 0.03 |