Description: The investment seeks to track the investment results of the RAFI Dynamic Multi-Factor U.S. Index. The fund seeks to achieve its investment objective by investing at least 80% of its total assets (exclusive of collateral held from securities lending) in the component securities of the RAFI Dynamic Multi-Factor U.S. Index. The underlying index is constructed by RAFI Indices, LLC (the index provider) using a rules-based approach to construct factor portfolios within the underlying index. The underlying index consists of factor portfolios, each of which emphasizes one of the following factors: value, low volatility, quality, momentum and size.
Exchange: NYSE ARCA
Country: US : United States of America
Currency: US Dollar ($)
Category: Large Value
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 98.90 | 0.00 | 98.90 |
| Stock non-US | 0.69 | 0.00 | 0.69 |
| Cash | 0.41 | 0.00 | 0.41 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Healthcare | 18.41 | 17.24 |
| Consumer Defensive | 14.91 | 8.51 |
| Financial Services | 12.72 | 19.73 |
| Energy | 12.44 | 8.97 |
| Consumer Cyclicals | 10.07 | 6.51 |
| Industrials | 9.90 | 10.79 |
| Technology | 8.54 | 10.32 |
| Communication Services | 5.15 | 6.23 |
| Basic Materials | 3.12 | 3.38 |
| Real Estate | 2.68 | 3.11 |
| Utilities | 2.05 | 5.21 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.40 | 95.19 |
| United Kingdom | 0.37 | 1.75 |
| Europe Developed | 0.12 | 2.56 |
| Asia Developed | 0.07 | 0.29 |
| Asia Emerging | 0.05 | 0.05 |
| Japan | 0.00 | 0.11 |
| Australasia | 0.00 | 0.01 |
| Latin America | 0.00 | 0.04 |