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 |
---|---|---|---|---|
PTC | PTC Inc | Technology | Software - Application | 2.51% |
BRK-B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 2.49% |
RSG | Republic Services Inc | Industrials | Waste Management | 2.46% |
AAPL | Apple Inc | Technology | Consumer Electronics | 2.38% |
MSI | Motorola Solutions Inc | Technology | Communication Equipment | 2.31% |
KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 2.27% |
TEL | TE Connectivity Ltd | Technology | Electronic Components | 2.27% |
CSCO | Cisco Systems Inc | Technology | Communication Equipment | 2.27% |
MMC | Marsh & McLennan Companies Inc | Financial Services | Insurance Brokers | 2.27% |
MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 2.24% |
CL | Colgate-Palmolive Company | Consumer Defensive | Household & Personal Products | 2.24% |
ROP | Roper Technologies, Inc. | Technology | Software - Application | 2.14% |
CTSH | Cognizant Technology Solutions Corp Class A | Technology | Information Technology Services | 2.10% |
APH | Amphenol Corporation | Technology | Electronic Components | 2.06% |
VRSN | VeriSign Inc | Technology | Software - Infrastructure | 2.03% |
LIN | Linde plc Ordinary Shares | Basic Materials | Specialty Chemicals | 1.93% |
L | Loews Corp | Financial Services | Insurance - Property & Casualty | 1.87% |
PG | Procter & Gamble Company | Consumer Defensive | Household & Personal Products | 1.87% |
ITW | Illinois Tool Works Inc | Industrials | Specialty Industrial Machinery | 1.86% |
IBM | International Business Machines | Technology | Information Technology Services | 1.85% |