Description: The investment seeks investment results that closely correspond, before fees and expenses, to the performance of the Russell 1000 Diversified Factor Index. The fund will invest at least 80% of its assets in securities included in the underlying index. The underlying index is comprised of U.S. equity securities selected to represent a diversified set of factor characteristics, originally developed by the adviser. Holdings in the underlying index are selected by the index provider primarily from the constituents of the Russell 1000 Index, a larger Russell index, which is comprised of large- and mid-cap equity securities in the United States.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Large Value
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 99.22 | 0.00 | 99.22 |
| Stock non-US | 0.69 | 0.00 | 0.69 |
| Cash | 0.09 | 0.00 | 0.09 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Healthcare | 13.53 | 17.24 |
| Consumer Defensive | 13.04 | 8.51 |
| Technology | 10.67 | 10.32 |
| Utilities | 10.46 | 5.21 |
| Industrials | 9.09 | 10.79 |
| Financial Services | 8.78 | 19.73 |
| Basic Materials | 8.75 | 3.38 |
| Real Estate | 8.72 | 3.11 |
| Consumer Cyclicals | 6.66 | 6.51 |
| Energy | 5.20 | 8.97 |
| Communication Services | 5.10 | 6.23 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.31 | 95.19 |
| Europe Developed | 0.49 | 2.56 |
| Latin America | 0.18 | 0.04 |
| Europe Emerging | 0.02 | 0.00 |
| Japan | 0.00 | 0.11 |
| Australasia | 0.00 | 0.01 |
| Asia Emerging | 0.00 | 0.05 |
| Asia Developed | 0.00 | 0.29 |
| United Kingdom | 0.00 | 1.75 |