Description: The fund invests in equity securities primarily through total return swaps that provide the returns, long or short, of a basket of common stocks. The companies in the swap basket are selected using a third-party, multi-factor quantitative ranking system based on machine learning. The ranking system seeks to identify the factors that are driving both positive and negative returns.
Exchange: NYSE ARCA
Country: US : United States of America
Currency: US Dollar ($)
| GIC Sector: | Materials |
|---|---|
| GIC Group: | Materials |
| GIC Industry: | Metals & Mining |
| GIC Sub-Industry: | Diversified Metals & Mining |
Category: Equity Market Neutral
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Cash | 103.68 | 0.00 | 103.68 |
| Other | 399.92 | 403.60 | -3.68 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| Japan | 0.00 | 8.92 |
| Australasia | 0.00 | 2.12 |
| Asia Emerging | 0.00 | 2.26 |
| Latin America | 0.00 | 1.21 |
| North America | 0.00 | 68.11 |
| Asia Developed | 0.00 | 1.91 |
| United Kingdom | 0.00 | 5.02 |
| Europe Emerging | 0.00 | 0.19 |
| Europe Developed | 0.00 | 9.72 |
| Africa/Middle East | 0.00 | 0.54 |