NYSE ARCA | ETF
The fund seeks to achieve its investment objective by investing at least 80% of its net assets in common stocks of domestic companies listed and traded onU. S. national securities exchanges that the sub-advisor believes exhibit low future expected volatility.
To implement this strategy, the sub-advisor employs volatility forecasting models to forecast future expected volatility.
The strategy is largely quantitative and rules-based, but also includes multiple parameters over which the sub-advisor may exercise discretion in connection with its active management of the fund.
Top 20 Holdings
Asset | Name | Sector | Industry | Weight |
---|---|---|---|---|
RSG | Republic Services Inc | Industrials | Waste Management | 2.77% |
KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 2.65% |
LIN | Linde plc Ordinary Shares | Basic Materials | Specialty Chemicals | 2.50% |
VRSN | VeriSign Inc | Technology | Software - Infrastructure | 2.48% |
EVRG | Evergy, Inc. | Utilities | Utilities - Regulated Electric | 2.46% |
AAPL | Apple Inc | Technology | Consumer Electronics | 2.38% |
MMC | Marsh & McLennan Companies Inc | Financial Services | Insurance Brokers | 2.26% |
BRK-B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 2.21% |
ROP | Roper Technologies, Inc. | Technology | Software - Application | 2.08% |
CSCO | Cisco Systems Inc | Technology | Communication Equipment | 2.07% |
MSI | Motorola Solutions Inc | Technology | Communication Equipment | 2.06% |
APH | Amphenol Corporation | Technology | Electronic Components | 2.06% |
ADP | Automatic Data Processing Inc | Technology | Software - Application | 2.05% |
ATO | Atmos Energy Corporation | Utilities | Utilities - Regulated Gas | 1.99% |
FE | FirstEnergy Corporation | Utilities | Utilities - Regulated Electric | 1.90% |
L | Loews Corp | Financial Services | Insurance - Property & Casualty | 1.88% |
CL | Colgate-Palmolive Company | Consumer Defensive | Household & Personal Products | 1.84% |
ICE | Intercontinental Exchange Inc | Financial Services | Financial Data & Stock Exchanges | 1.78% |
WMT | Walmart Inc | Consumer Defensive | Discount Stores | 1.77% |
TDY | Teledyne Technologies Incorporated | Technology | Scientific & Technical Instruments | 1.75% |