Description: Under normal market circumstances, approximately 150 of the highest ranked securities are selected by the Systematic Models and reweighted to create a modified market capitalization, log weighted portfolio, which allows for increased exposure to companies with the strongest proprietary free cash flow rankings while enhancing issuer diversification, as compared to a market capitalization weighted portfolio.
Exchange: BATS
Country: US
Currency: US Dollar ($)
Category: Foreign Large Blend
| Asset Allocation | |||
|---|---|---|---|
| Asset Class | Long % | Short % | Net Assets |
| Stock non-US | 94.08 | 0.00 | 94.08 |
| Cash | 3.65 | 0.04 | 3.61 |
| Stock US | 2.30 | 0.00 | 2.30 |
| Sector Weights | ||
|---|---|---|
| Sector | Equity % | Relative to Category |
| Industrials | 14.15 | 14.54 |
| Technology | 13.93 | 9.85 |
| Consumer Defensive | 12.49 | 10.25 |
| Financial Services | 12.47 | 18.66 |
| Consumer Cyclicals | 10.27 | 10.43 |
| Healthcare | 10.27 | 12.68 |
| Energy | 9.52 | 5.78 |
| Communication Services | 7.01 | 5.21 |
| Basic Materials | 6.61 | 7.57 |
| Real Estate | 1.74 | 2.10 |
| Utilities | 1.53 | 2.91 |
| World Regions | ||
|---|---|---|
| Region | Equity % | Relative to Category |
| Europe Developed | 33.80 | 40.98 |
| Asia Emerging | 15.09 | 4.97 |
| Asia Developed | 12.29 | 6.36 |
| North America | 11.09 | 7.83 |
| United Kingdom | 8.97 | 13.81 |
| Australasia | 8.08 | 5.33 |
| Japan | 4.84 | 18.16 |
| Africa/Middle East | 4.21 | 1.27 |
| Latin America | 1.63 | 1.26 |
| Europe Emerging | 0.00 | 0.04 |