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 |
|---|---|---|---|---|
| BRK-B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 2.56% |
| RSG | Republic Services Inc | Industrials | Waste Management | 2.47% |
| MSI | Motorola Solutions Inc | Technology | Communication Equipment | 2.43% |
| PTC | PTC Inc | Technology | Software - Application | 2.38% |
| AAPL | Apple Inc | Technology | Consumer Electronics | 2.38% |
| MMC | Marsh & McLennan Companies Inc | Financial Services | Insurance Brokers | 2.35% |
| TEL | TE Connectivity Ltd | Technology | Electronic Components | 2.27% |
| CL | Colgate-Palmolive Company | Consumer Defensive | Household & Personal Products | 2.24% |
| CSCO | Cisco Systems Inc | Technology | Communication Equipment | 2.19% |
| KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 2.19% |
| ROP | Roper Technologies, Inc. Common Stock | Technology | Software - Application | 2.16% |
| APH | Amphenol Corporation | Technology | Electronic Components | 2.06% |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2.03% |
| LIN | Linde plc Ordinary Shares | Basic Materials | Specialty Chemicals | 1.99% |
| CTSH | Cognizant Technology Solutions Corp Class A | Technology | Information Technology Services | 1.97% |
| L | Loews Corp | Financial Services | Insurance - Property & Casualty | 1.87% |
| PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 1.85% |
| ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 1.85% |
| VRSN | VeriSign Inc | Technology | Software - Infrastructure | 1.85% |
| LMT | Lockheed Martin Corporation | Industrials | Aerospace & Defense | 1.84% |