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 |
|---|---|---|---|---|
| TDY | Teledyne Technologies Incorporated | Technology | Scientific & Technical Instruments | 2.56% |
| KO | The Coca-Cola Company | Consumer Defensive | Beverages - Non-Alcoholic | 2.51% |
| AAPL | Apple Inc | Technology | Consumer Electronics | 2.38% |
| ROP | Roper Technologies, Inc. | Technology | Software - Application | 2.19% |
| CSCO | Cisco Systems Inc | Technology | Communication Equipment | 2.19% |
| CTSH | Cognizant Technology Solutions Corp Class A | Technology | Information Technology Services | 2.18% |
| APH | Amphenol Corporation | Technology | Electronic Components | 2.06% |
| MSI | Motorola Solutions Inc | Technology | Communication Equipment | 1.90% |
| O | Realty Income Corporation | Real Estate | REIT - Retail | 1.78% |
| WMT | Walmart Inc | Consumer Defensive | Discount Stores | 1.77% |
| LIN | Linde plc Ordinary Shares | Basic Materials | Specialty Chemicals | 1.75% |
| MSFT | Microsoft Corporation | Technology | Software - Infrastructure | 1.75% |
| ACN | Accenture plc | Technology | Information Technology Services | 1.73% |
| VRSN | VeriSign Inc | Technology | Software - Infrastructure | 1.72% |
| WM | Waste Management Inc | Industrials | Waste Management | 1.71% |
| SPGI | S&P Global Inc | Financial Services | Financial Data & Stock Exchanges | 1.68% |
| FFIV | F5 Networks Inc | Technology | Software - Infrastructure | 1.68% |
| MCD | McDonald’s Corporation | Consumer Cyclical | Restaurants | 1.60% |
| LMT | Lockheed Martin Corporation | Industrials | Aerospace & Defense | 1.59% |
| BRK-B | Berkshire Hathaway Inc | Financial Services | Insurance - Diversified | 1.58% |