Description: The investment seeks to track the investment results of the S&P MidCap 400 ® Quality, Value & Momentum Top 90% Multi- Factor Index (the âunderlying indexâ). The fund will invest at least 90% of its total assets in the securities that comprise the index. S&P Dow Jones Indices LLC compiles, maintains and calculates the index, which is designed to track the performance of a subset of securities from the S&P MidCap 400 ® Index that exhibit the investment style criteria of quality, value and momentum. The index is composed of securities with multi-factor scores representing the top 90% of the parent index, as determined by the index provider. It is non-diversified.
Exchange: NYSE ARCA
Country: US
Currency: US Dollar ($)
Category: Mid-Cap Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 99.24 | 0.00 | 99.24 |
| Stock non-US | 0.75 | 0.00 | 0.75 |
| Cash | 0.01 | 0.00 | 0.01 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Industrials | 19.39 | 16.73 |
| Financial Services | 16.64 | 14.93 |
| Consumer Cyclicals | 14.92 | 13.12 |
| Technology | 11.10 | 15.16 |
| Real Estate | 8.56 | 7.04 |
| Healthcare | 8.18 | 11.01 |
| Basic Materials | 5.99 | 5.39 |
| Energy | 5.04 | 5.56 |
| Utilities | 4.08 | 3.80 |
| Consumer Defensive | 3.96 | 4.59 |
| Communication Services | 2.13 | 2.67 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 99.25 | 98.63 |
| Asia Emerging | 0.41 | 0.28 |
| United Kingdom | 0.33 | 0.47 |
| Japan | 0.00 | 0.00 |
| Latin America | 0.00 | 0.12 |
| Asia Developed | 0.00 | 0.12 |
| Europe Emerging | 0.00 | 0.01 |
| Europe Developed | 0.00 | 0.26 |
| Africa/Middle East | 0.00 | 0.07 |