Description: The investment seeks to provide investment results that correspond generally, before fees and expenses, to the performance of the AlphaFactor® US Core Equity Index. Under normal circumstances, at least 80% of the fund's net assets, including any borrowings for investment purposes, will be invested in a diversified portfolio of equity securities of U.S. common stocks included in the index. The index utilizes a quantitative rules-based investment methodology that applies a multi-factor ranking process and is focused on the largest 1,000 U.S. common stocks based on market capitalization.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Mid-Cap Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 98.53 | 0.00 | 98.53 |
| Stock non-US | 1.00 | 0.00 | 1.00 |
| Cash | 0.47 | 0.00 | 0.47 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Financial Services | 19.99 | 14.93 |
| Industrials | 15.14 | 16.73 |
| Energy | 14.56 | 5.56 |
| Consumer Cyclicals | 14.03 | 13.12 |
| Basic Materials | 11.40 | 5.39 |
| Healthcare | 8.85 | 11.01 |
| Technology | 7.97 | 15.16 |
| Consumer Defensive | 5.12 | 4.59 |
| Utilities | 1.92 | 3.80 |
| Communication Services | 1.02 | 2.67 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.00 | 98.63 |
| Latin America | 1.01 | 0.12 |
| Japan | 0.00 | 0.00 |
| Asia Emerging | 0.00 | 0.28 |
| Asia Developed | 0.00 | 0.12 |
| United Kingdom | 0.00 | 0.47 |
| Europe Emerging | 0.00 | 0.01 |
| Europe Developed | 0.00 | 0.26 |
| Africa/Middle East | 0.00 | 0.07 |