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 |