Description: The investment seeks to track the investment results of the S&P SmallCap 600 ® 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, designed to track the performance of a subset of securities from the S&P SmallCap 600 ® 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: Small Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock US | 98.50 | 0.00 | 98.50 |
| Stock non-US | 1.47 | 0.00 | 1.47 |
| Cash | 0.03 | 0.00 | 0.03 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Financial Services | 17.80 | 17.42 |
| Industrials | 17.32 | 17.37 |
| Technology | 12.90 | 13.52 |
| Consumer Cyclicals | 12.86 | 11.28 |
| Healthcare | 9.40 | 14.19 |
| Real Estate | 8.54 | 6.79 |
| Consumer Defensive | 5.96 | 4.31 |
| Basic Materials | 5.90 | 4.56 |
| Energy | 4.92 | 5.29 |
| Utilities | 2.39 | 2.75 |
| Communication Services | 2.01 | 2.52 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| North America | 98.59 | 98.58 |
| Latin America | 0.76 | 0.51 |
| Asia Emerging | 0.33 | 0.22 |
| Europe Developed | 0.25 | 0.24 |
| Asia Developed | 0.08 | 0.12 |
| Japan | 0.00 | 0.04 |
| Australasia | 0.00 | 0.00 |
| United Kingdom | 0.00 | 0.22 |
| Africa/Middle East | 0.00 | 0.08 |